North American Actuarial Journal

1997 - 2025

Current editor(s): Kathryn Baker

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Volume 7, issue 4, 2003

Modeling Catastrophes and their Impact on Insurance Portfolios pp. 1-22

Hélène Cossette, Thierry Duchesne and Étienne Marceau

Pricing Discrete Dynamic Fund Protections pp. 23-31

Hon-Kwok Fung and Leong Kwan Li

Stable Laws and the Present Value of Fixed Cash Flows pp. 32-43

Marc Goovaerts, Ann De Schepper, David Vyncke, Jan Dhaene and Rob Kaas

Empirical Estimation of Risk Measures and Related Quantities pp. 44-54

Bruce Jones and Ričardas Zitikis

Tail Conditional Expectations for Elliptical Distributions pp. 55-71

Zinoviy Landsman and Emiliano Valdez

Valuation of Equity-Indexed Annuities Under Stochastic Interest Rates pp. 72-91

X. Sheldon Lin and Ken Seng Tan

“Pricing Lookback Options and Dynamic Guarantees,” Hans U. Gerber and Elias S. W. Shiu, January 2003 pp. 94-95

Marc Decamps and Marc Goovaerts

Authors’ Reply: “Pricing Lookback Options and Dynamic Guarantees,” Hans U. Gerber and Elias S. W. Shiu, January 2003 - Discussion by Marc Decamps; Marc J. Goovaerts pp. 95-96

The Editors

“Moments of the Surplus before Ruin and the Deficit at Ruin in the Erlang(2) Risk Process,” Yebin Cheng and Qihe Tang, January 2003 pp. 96-101

Hans Gerber and Elias Shiu

Author’s Reply: “Geometric Brownian Motion Models for Assets and Liabilities: From Pension Funding to Optimal Dividends,” Hans U. Gerber and Elias S. W. Shiu, July 2003 - Discussion by John A. Beekman pp. 102-103

The Editors

“Geometric Brownian Motion Models for Assets and Liabilities: From Pension Funding to Optimal Dividends,” Hans U. Gerber and Elias S. W. Shiu, July 2003 pp. 102-102

John Beekman

Volume 7, issue 3, 2003

Pricing Guaranteed Life Insurance Participating Policies with Annual Premiums and Surrender Option pp. 1-17

Anna Rita Bacinello

Generalized Pareto Fit to the Society of Actuaries’ Large Claims Database pp. 18-36

Ana Cebrián, Michel Denuit and Philippe Lambert

Geometric Brownian Motion Models for Assets and Liabilities: From Pension Funding to Optimal Dividends pp. 37-51

Hans Gerber and Elias Shiu

“Geometric Brownian Motion Models for Assets and Liabilities: From Pension Funding to Optimal Dividends”, Hans U. Gerber and Elias S. W. Shiu, January 2003 pp. 51-53

X. Sheldon Lin

“Geometric Brownian Motion Models for Assets and Liabilities: From Pension Funding to Optimal Dividends”, Hans U. Gerber and Elias S. W. Shiu, January 2003 pp. 54-55

Marc Decamps and Marc Goovaerts

Author’s Reply: Geometric Brownian Motion Models for Assets and Liabilities: From Pension Funding to Optimal Dividends - Discussion by X. Sheldon Lin; Marc Decamps; Marc Goovaerts pp. 55-56

The Editors

Note on the Tail Behavior of Random Walk Maxima with Heavy Tails and Negative Drift pp. 57-61

Rob Kaas and Qihe Tang

Gradual Retirement: An Additional Option in Work and Retirement pp. 62-74

Yung-Ping Chen and John Scott

Issues for Implementing Phased Retirement in Defined Benefit Plans pp. 75-84

Jonathan Barry Forman and Patricia Scahill

An Individual’s Chosen Retirement Age: When is the Economically Feasible Retirement Age Chosen over the Anchor Provided by Known Others? pp. 87-110

Linda Smith Brothers

“Mortality of the Extreme Aged in the United States in the 1990s, Based on Improved Medicare Data” by Bert Kestenbaum and B. Reneé Ferguson, July 2002 pp. 111-112

T. P. Hutchinson

“Efficient and Robust Fitting of Lognormal Distributions,” Robert Serfling, October 2002 pp. 112-116

Thierry Duchesne and Jacques Rioux

Authors’ Reply: “Efficient and Robust Fitting of Lognormal Distributions,” Robert Serfling, October 2002 - Discussion by Thierry Duchesne; Jacques Rioux pp. 116-116

Robert Serfling

“Moments of the Surplus before Ruin and the Deficit at Ruin in the Erlang(2) Risk Process,” Yebin Cheng and Qihe Tang, January 2003 pp. 117-119

Hans Gerber and Elias Shiu

“Moments of the Surplus before Ruin and the Deficit at Ruin in the Erlang(2) Risk Process,” Yebin Cheng and Qihe Tang, January 2003 pp. 119-122

Shuanming Li

“Moments of the Surplus before Ruin and the Deficit at Ruin in the Erlang(2) Risk Process,” Yebin Cheng and Qihe Tang, January 2003 pp. 122-124

X. Sheldon Lin

“Pricing Lookback Options and Dynamic Guarantees,” Hans U. Gerber and Elias S. W. Shiu, January 2003 pp. 124-127

Carisa Yu

Volume 7, issue 2, 2003

The Reviewing Process pp. iii-iv

Edward Frees

Designing a World-Class Health Care System pp. 1-23

Howard Bolnick

Factors Affecting Retirement Mortality pp. 24-43

Robert Brown and Joanne McDaid

Economic Capital Allocation Derived from Risk Measures pp. 44-56

Jan Dhaene, Marc Goovaerts and Rob Kaas

“Economic Capital Allocation Derived from Risk Measures”, Eddy Van den Borre, January 2003 pp. 56-57

Eddy Van Den Borre

Author’s Reply: Economic Capital Allocation Derived from Risk Measures - Discussion by Jan Dhaene; Mark J. Goovaerts; Rob Kaas pp. 57-59

The Editors

Pricing Perpetual Fund Protection with Withdrawal Option pp. 60-77

Hans Gerber and Elias Shiu

“Pricing Perpetual Fund Protection with Withdrawal Option”, Hans U. Gerber and Elias S.W. Shiu, January 2003 pp. 77-81

Chi Chiu Chu and Yue Kuen Kwok

“Pricing Perpetual Fund Protection with Withdrawal Option”, Hans U. Gerber and Elias S.W. Shiu, January 2003 pp. 82-87

Jérôme Pansera

“Pricing Perpetual Fund Protection with Withdrawal Option”, Hans U. Gerber and Elias S.W. Shiu, January 2003 pp. 87-90

Carisa Yu

Author’s Reply: Pricing Perpetual Fund Protection with Withdrawal Option - Discussion by Chi Chiu Chu; Yue Kuen Kwok; Jérôme Pansera; Carisa K.W. Yu pp. 90-92

The Editors

Norman Thomson pp. 92-93

Brian Schott

Adult Polycystic Kidney Disease and Critical Illness Insurance pp. 93-115

Cristina Gutiérrez and Angus Macdonald

Contaminated Exponential Dispersion Loss Models pp. 116-127

Zinoviy Landsman and Udi Makov

Boyle, Phelim P., and Boyle, Feidlim, 2001 pp. 145-146

Samuel Cox

Volume 7, issue 1, 2003

Moments of the Surplus before Ruin and the Deficit at Ruin in the Erlang(2) Risk Process pp. 1-12

Yebin Cheng and Qihe Tang

Multivariate Credibility for Aggregate Loss Models pp. 13-37

Edward Frees

Indicator Function and Hattendorff Theorem pp. 38-47

Hans Gerber, Bartholomew Leung and Elias Shiu

Pricing Lookback Options and Dynamic Guarantees pp. 48-66

Hans Gerber and Elias Shiu

“Pricing Lookback Options and Dynamic Guarantees”, Hans U. Gerber and Elias S.W. Shiu, January 2003 pp. 66-67

Griselda Deelstra

Equity-Indexed Life Insurance: Pricing and Reserving Using the Principle of Equivalent Utility pp. 68-86

Virginia Young

Author’s Reply: Comparison of Future Lifetime Distribution and Its Approximations - Discussion by Bruce L. Jones and John A. Mereu pp. 87-87

The Editors

“Comparison of Future Lifetime Distribution and Its Approximations,” Esther Frostig, April 2002 pp. 87-87

Bruce Jones and John A. Mereu

Briys, Eric, and de Varenne, François pp. 88-89

Elias Shiu