North American Actuarial Journal

1997 - 2025

Current editor(s): Kathryn Baker

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Volume 9, issue 4, 2005

A Health Research Agenda pp. iii-v

Howard Bolnick

Pension Plan Termination and Retirement pp. 1-27

Edward Frees

Epidemic Modelling using Sars as a Case Study pp. 28-42

Na Jia and Lawrence Tsui

The Earnings Implications of Pension Expense pp. 43-55

Paul Joss

Modeling Surrender and Lapse Rates With Economic Variables pp. 56-70

Changki Kim

Comparing Approximations for Risk Measures of Sums of Nonindependent Lognormal Random Variables pp. 71-82

Steven Vanduffel, Tom Hoedemakers and Jan Dhaene

Mixture Gaussian Time Series Modeling of Long-Term Market Returns pp. 83-94

Albert Wong and Wai-Sum Chan

On a Classical Risk Model with a Constant Dividend Barrier pp. 95-108

Xiaowen Zhou

Real Longevity Insurance with a Deductible: Introduction to Advanced-Life Delayed Annuities (ALDA) pp. 109-122

Moshe Milevsky

“Pensions and Capital Structure: Why Hold Equities in the Pension Fund?”, John Ralfe, Cliff Speed, and Jon Palin, July 2004 pp. 123-125

Frank Bensics

“Pensions and Capital Structure: Why Hold Equities in the Pension Fund?”, John Ralfe, Cliff Speed, and Jon Palin, July 2004 pp. 125-130

David Blake and M. Zaki Khorasanee

“The Time Value of Ruin in a Sparre Andersen Model,’ Hans U. Gerber and Elias S. W. Shiu, April 2005 pp. 131-134

Andrew Ng

“The Time Value of Ruin in a Sparre Andersen Model,’ Hans U. Gerber and Elias S. W. Shiu, April 2005 pp. 134-136

Chuancun Yin and Sung Nok Chiu

Authors' Reply: The Time Value of Ruin in a Sparre Andersen Model, Hans U. Gerber and Elias S. W. Shiu, April 2005 - Discussion by Andrew C. Y. Ng, Chuancun Yin, and Sung Nok Chiu pp. 136-136

The Editors

Volume 9, issue 3, 2005

Risk Management Research Imperatives pp. iii-v

Donald Mango

Accounting/Actuarial Bias Enables Equity Investment By Defined Benefit Pension Plans pp. 1-21

Jeremy Gold

Aging Curves for Health Care Costs in Retirement pp. 22-49

Jeffrey Petertil

Pricing Options Using Lattice Rules pp. 50-76

Phelim Boyle, Yongzeng Lai and Ken Seng Tan

Managing Economic and Virtual Economic Capital Within Financial Conglomerates pp. 77-89

Marc Goovaerts, Eddy Van den Borre and Roger Laeven

Bayesian Assessment of the Distribution of Insurance Claim Counts Using Reversible Jump MCMC pp. 90-108

Ioannis Ntzoufras, Athanassios Katsis and Dimitris Karlis

Minimizing the Probability of Ruin When Claims Follow Brownian Motion with Drift pp. 110-128

S. David Promislow and Virginia Young

Some Ruin Problems for a Risk Process with Stochastic Interest pp. 129-142

Kam-Chuen Yuen and Guojing Wang

“A Bayesian Generalized Linear Model for the Bornhuetter-Ferguson Method of Claims Reserving,” R. J. Verrall, July 2004 pp. 130-142

Katrien Antonio, Jan Beirlant and Tom Hoedemakers

“A Bayesian Generalized Linear Model for the Bornhuetter-Ferguson Method of Claims Reserving,” R. J. Verrall, July 2004 pp. 143-145

David Scollnik

“Author’s Reply: A Bayesian Generalized Linear Model for the Bornhuetter-Ferguson Method of Claims Reserving,” R. J. Verrall, July 2004 - Discussion by Katrien Antonio, Jan Beirlant, Tom Hoedemakers, and David P. M. Scollnik pp. 149-149

The Editors

“A Framework For Long-Term Actuarial Projections of Health Care Costs: The Importance of Population Aging and Other Factors,” Howard J. Bolnick, October 2004 pp. 150-151

John Beekman

Dettweiler, Egbery, 2004,, EAGLE-Lecture, Leipzig: edition am Gutenbergplatz Leipzig pp. 152-152

Andrew Ng

Volume 9, issue 2, 2005

We Are All “Actuaries Of The Third Kind” Now pp. iii-v

Mary Hardy

2003 Swiss Re Blood Pressure Study of Insured Lives pp. 1-16

C. Allen Pinkham, Brian Ivanovic and Marianne Cumming

On the Moments of the Time of Ruin with Applications to Phase-Type Claims pp. 17-30

Steve Drekic and Gordon Willmot

Credibility Using Copulas pp. 31-48

Edward Frees and Ping Wang

The Time Value of Ruin in a Sparre Andersen Model pp. 49-69

Hans Gerber and Elias Shiu

“The Time Value of Ruin in a Sparre Andersen Model,” Hans U. Gerber and Elias S. W. Shiu, July 2005 pp. 69-70

Hanspeter Schmidli

“The Time Value of Ruin in a Sparre Andersen Model,” Hans U. Gerber and Elias S. W. Shiu, July 2005 pp. 71-73

Hansjörg Albrecher

“The Time Value of Ruin in a Sparre Andersen Model,” Hans U. Gerber and Elias S. W. Shiu, July 2005 pp. 74-77

Cary Chi-Liang Tsai

“The Time Value of Ruin in a Sparre Andersen Model,” Hans U. Gerber and Elias S. W. Shiu, July 2005 pp. 78-80

Shuanming Li

“Authors’ Reply: The Time Value of Ruin in a Sparre Andersen Model,” Hans U. Gerber and Elias S. W. Shiu, July 2005 - Discussions by Hanspeter Schmidli, Hansjörg Albrecher, Cary Chi-Liang Tsai, Shuanming Li pp. 80-84

The Editors

Lundberg-Type Bounds for the Joint Distribution of Surplus Immediately Before and at Ruin Under the Sparre Andersen Model pp. 85-100

Andrew Ng and Hailiang Yang

“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, July 2005 pp. 100-102

Hans Gerber and Elias Shiu

“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, July 2005 pp. 102-107

X. Sheldon Lin and Xiaoming Liu

Modeling Hidden Exposures in Claim Severity Via the Em Algorithm pp. 108-128

Grzegorz Rempala and Richard Derrig

Variance of the CTE Estimator pp. 129-156

B. John Manistre and Geoffrey Hancock

Volume 9, issue 1, 2005

The Times They are a-Changin’ pp. iii-vi

Jeremy Gold

Comparing Credibility Estimates of Health Insurance Claims Costs pp. 1-12

Gilbert Fellingham, H. Dennis Tolley and Thomas Herzog

A Model for Coronary Heart Disease and Stroke with Applications to Critical Illness Insurance Underwriting I: The Model pp. 13-40

Angus Macdonald, Howard Waters and Chessman Wekwete

A Model for Coronary Heart Disease and Stroke with Applications to Critical Illness Insurance Underwriting II: Applications pp. 41-56

Angus Macdonald, Howard Waters and Chessman Wekwete

Optimal Design of a Perpetual Equity-Indexed Annuity pp. 57-72

Kristen Moore and Virginia Young

Pension Funds and the U.K. Economy pp. 73-87

C. Jon Exley

Retirement Benefits, Economics and Accounting: Moral Hazard and Frail Benefit Designs pp. 88-111

Jeremy Gold

Measuring Terminable Postretirement Obligations pp. 112-119

Jeffrey Petertil

“Equity Risk Premium: Expectations Great and Small,” Richard A. Derrig and Elisha D. Orr, January 2004 pp. 120-124

Shane Whelan

“Authors’ Reply: Equity Risk Premium: Expectations Great and Small,” Richard A. Derrig and Elisha D. Orr, January 2004 - Discussion by Shane F. Whelan pp. 124-126

The Editors

“Further Analysis of Future Canadian Health Care Costs,” Robert L. Brown and Uma Suresh, April 2004 pp. 126-127

Beda Chan

“A Note on the Myers and Read Capital Allocation Formula” Stephen J. Mildenhall, April 2004 pp. 128-128

Hans Gerber

“Disruption of a Managed Competition Environment by Low-Ball Premium Bids: The Minnesota State Employees Group Insurance Program,” Harry Sutton, Roger Feldman, and Bryan Dowd, April 2004 pp. 128-128

Timothy Ross