North American Actuarial Journal

1997 - 2025

Current editor(s): Kathryn Baker

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Volume 10, issue 4, 2006

Ten Years And Counting! pp. iii-iv

Sam Cox

Multivariate Extreme Value Theory And Its Usefulness In Understanding Risk pp. 1-27

Debbie Dupuis and Bruce Jones

Validation Of Long-Term Equity return Models For Equity-Linked Guarantees pp. 28-47

Mary Hardy, R. Freeland and Matthew Till

Modeling Disability in Long-Term Care Insurance pp. 48-75

D. J. Pritchard

A Comparative Analysis Of Chronic And Nonchronic Insured Commercial Member Cost Trends pp. 76-89

Robert Bachler, Ian Duncan and Iver Juster

Using Reverse Mortgages to Manage the Financial Risk of Long-Term Care pp. 90-102

Barbara Stucki

Immediate Annuity Pricing in the Presence of Unobserved Heterogeneity pp. 103-116

Kim Balls

Valuation of Equity-Linked Insurance and Annuity Products with Binomial Models pp. 117-144

Patrice Gaillardetz and X. Lin

Optimal and Simple, Nearly Optimal Rules for Minimizing the Probability Of Financial Ruin in Retirement pp. 145-161

Kristen Moore and Virginia Young

An Extreme Value Analysis Of Advanced Age Mortality Data pp. 162-178

Kathryn Watts, Debbie Dupuis and Bruce Jones

Development and Pricing of a New Participating Contract pp. 179-195

Carole Bernard, Olivier Le Courtois and François Quittard-Pinon

On The Expected Discounted Penalty function for Lévy Risk Processes pp. 196-216

José Garrido and Manuel Morales

“On The Expected Discounted Penalty function for Lévy Risk Processes”, José Garrido and Manuel Morales, October 2006 pp. 216-218

Hans Gerber and Elias Shiu

Compound Poisson Model with Covariates pp. 219-234

Jeffrey Pai, Kevin Shand and Xikui Wang

Regime-Switching Periodic Models For Claim Counts pp. 235-248

Yi Lu and José Garrido

Interval Estimation of Actuarial Risk Measures pp. 249-268

Thomas Kaiser and Vytaras Brazauskas

Direct Derivation of Finite-Time Ruin Probabilities in the Discrete Risk Model with Exponential or Geometric Claims pp. 269-279

Wai-Sum Chan and Lianzeng Zhang

“Optimal Dividends in an Ornstein-Uhlenbeck Type Model with Credit and Debit Interest,” by Jun Cai, Hans U. Gerber, Hailang Yang, April 2006 pp. 280-283

Zhaoxia Ren and Xiaowen Zhou

Volume 10, issue 3, 2006

Editorial Independence pp. iii-iii

Bob Beuerlein

The Number of Centenarians in the United States on January 1, 1990, 2000, AND 2010 Based on Improved Medicare Data pp. 1-6

Bert Kestenbaum and B. Ferguson

The Metabolic Syndrome and All-Cause Mortality in an Insured Lives Population pp. 7-16

C. Pinkham, Marianne Cumming and Howard Minuk

The Impact of Asbestos and Environmental Reserves Increases on Shareholder Wealth pp. 17-31

L. Colquitt, Robert Hoyt and Kathleen McCullough

Managing Longevity Risk in U.S. Retirement Plans Through Mandatory Annuitization pp. 32-44

Beverly Orth

Claims Reserving When There Are Negative Values in the Runoff Triangle pp. 45-59

Enrique de Alba

On The Merger Of Two Companies pp. 60-67

Hans Gerber and Elias Shiu

“On Optimal Dividend Strategies in the Compound Poisson Model”, by Hans U. Gerber and Elias S. W. Shiu, April 2006 pp. 68-71

Hansjörg Albrecher and Stefan Thonhauser

“On Optimal Dividend Strategies in the Compound Poisson Model”, by Hans U. Gerber and Elias S. W. Shiu, April 2006 pp. 71-75

Bangwon Ko

“On Optimal Dividend Strategies in the Compound Poisson Model”, by Hans U. Gerber and Elias S. W. Shiu, April 2006 pp. 76-78

Nathaniel Smith

“On Optimal Dividend Strategies in the Compound Poisson Model”, by Hans U. Gerber and Elias S. W. Shiu, April 2006 pp. 78-79

Chuancun Yin

“On Optimal Dividend Strategies in the Compound Poisson Model”, by Hans U. Gerber and Elias S. W. Shiu, April 2006 pp. 78-79

Xiaowen Zhou

Authors’ Reply: On Optimal Dividend Strategies in the Compound Poisson Model - Discussion by Hansjörg Albrecher; Stefan Thonhauser; Bangwon Ko; Nathaniel Smith; Chuancun Yin; Xiaowen Zhou pp. 84-84

The Editors

Volume 10, issue 2, 2006

The Magnificent Seven pp. iii-v

Phelim Boyle

Financial Pricing Models for Property-Casualty Insurance Products pp. 1-27

Ernesto Schirmacher and Sholom Feldblum

Forecasting Runoff Triangles pp. 28-38

Piet de Jong

Capital Allocation In Insurance pp. 39-61

Michael Sherris and John van der Hoek

Option Pricing Under Autoregressive Random Variance Models pp. 62-75

Tak Siu

On Optimal Dividend Strategies In The Compound Poisson Model pp. 76-93

Hans Gerber and Elias Shiu

Optimal Dividends In An Ornstein-Uhlenbeck Type Model With Credit And Debit Interest pp. 94-108

Jun Cai, Hans Gerber and Hailiang Yang

“Optimal Dividends In An Ornstein-Uhlenbeck Type Model With Credit And Debit Interest”, Jun Cai, Hans U. Gerber and Hailiang Yang, April 2006 pp. 109-112

Nathaniel Smith

“Optimal Dividends In An Ornstein-Uhlenbeck Type Model With Credit And Debit Interest”, Jun Cai, Hans U. Gerber and Hailiang Yang, April 2006 pp. 112-116

Andrew Ng

“Optimal Dividends In An Ornstein-Uhlenbeck Type Model With Credit And Debit Interest”, Jun Cai, Hans U. Gerber and Hailiang Yang, April 2006 pp. 116-118

Jinxia Zhu

Authors’ Reply: Optimal Dividends In An Ornstein-Uhlenbeck Type Model With Credit And Debit Interest - Discussion by Nathaniel Smith; Andrew C. Y. Ng; Jinxia Zhu pp. 119-119

The Editors

On The Decomposition Of The Ruin Probability For A Jump-Diffusion Surplus Process Compounded By A Geometric Brownian Motion pp. 120-129

Jun Cai and Chengming Xu

Authors’ Reply: On The Decomposition Of The Ruin Probability For A Jump-Diffusion Surplus Process Compounded By A Geometric Brownian Motion - Discussion by Hailiang Yang pp. 129-131

The Editors

“On The Decomposition Of The Ruin Probability For A Jump-Diffusion Surplus Process Compounded By A Geometric Brownian Motion”, Jun Cai and Chengming Xu, April 2006 pp. 129-131

Hailiang Yang

“On a Classical Risk Model with a Constant Dividend Barrier”, Xiaowen Zhou, October 2005 pp. 133-139

Beda Chan, Hans Gerber and Elias Shiu

“On a Classical Risk Model with a Constant Dividend Barrier”, Xiaowen Zhou, October 2005 pp. 139-143

Chuancun Yin

Authors’ Reply: On a Classical Risk Model with a Constant Dividend Barrier - Discussion by Beda Chan; Hans U. Gerber; Chuancun Yin; Elias S. W. Shiu pp. 143-146

Xiaowen Zhou

“Toward a Unified Approach to Fitting Loss Models”, Stuart Klugman and Jacques Rioux, January 2006 pp. 147-153

Jiafeng Sun, Edward Frees and Marjorie Rosenberg

McNeil, Alexander J., Frey, Rüdiger, and Embrechts, Paul, 2005 pp. 154-154

Beda Chan

Volume 10, issue 1, 2006

It Is All About Credit pp. iii-iv

David X. Li

Pareto Tail Index Estimation Revisited pp. 1-10

Mark Finkelstein, Howard G. Tucker and Jerry Alan Veeh

The Problem with Current Accounting pp. 11-29

Marsha Wallace

Lognormal Mixed Models for Reported Claims Reserves pp. 30-48

Katrien Antonio, Jan Beirlant, Tom Hoedemakers and Robert Verlaak

Credibility for Severity Revisited pp. 49-62

Vincent Goulet, Antoni Forgues and Jiatao Lu

Toward a Unified Approach to Fitting Loss Models pp. 63-83

Stuart Klugman and Jacques Rioux

The Management of Decumulation Risks in a Defined Contribution Pension Plan pp. 84-110

Russell Gerrard, Steven Haberman and Elena Vigna

“Lundberg-Type Bounds for the Joint Distribution of Surplus Immediately before and at Ruin under the Sparre Andersen Model”, Andrew C. Y. Ng and Hailiang Yang, April 2005 pp. 111-112

David C. M. Dickson, Steve Drekic, David A. Stanford and Gordon E. Willmot

Authors’ Reply: Lundberg-Type Bounds for the Joint Distribution of Surplus Immediately before and at Ruin under the Sparre Andersen Model,” Andrew C. Y. Ng and Hailiang Yang, April 2005 - Discussion by David C. M. Dickson, Steve Drekic, David A. Stanford, and Gordon E. Willmot pp. 112-112

The Editors