North American Actuarial Journal

1997 - 2025

Current editor(s): Kathryn Baker

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Volume 6, issue 4, 2002

Bayesian Estimation of Outstanding Claim Reserves pp. 1-20

Enrique de Alba

Why Do Females Live Longer Than Males? pp. 21-37

Jean Lemaire

Estimating International Adverse Selection in Annuities pp. 38-54

Olivia Mitchell and David McCarthy

Converting Clinical Literature to an Insured Population: A Comparison of Models Using Nhanes pp. 55-65

Brad Roudebush and John Klein

Converting Clinical Literature to an Insured Population: A Comparison of Models Using NHANES pp. 65-66

Grant Hemphill

Regression Models for Bivariate Loss Data pp. 67-80

David Scollnik

An Economic Analysis of Life Insurance Company Expenses pp. 81-94

Dan Segal

Efficient and Robust Fitting of Lognormal Distributions pp. 95-109

Robert Serfling

“Authors’ Reply: Financial and Demographic Risks of a Portfolio of Life Insurance Policies with Stochastic Interest Rates: Evaluation Methods and Applications,” Maria Giuseppina Bruno, Emanuela Camerini and Alvaro Tomassetti, October 2000 - Discussion by Fabrizio Cacciafesta pp. 110-113

Maria Giuseppina Bruno, Emanuela Camerini and Alvaro Tomassetti

“A Re-examination of the Joint Mortality Function,” Heekyung Youn, Arkady Shemyakin, and Edwin Herman, January 2002 pp. 113-114

James Hickman and Donald Jones

“A Re-examination of the Joint Mortality Function,” Heekyung Youn, Arkady Shemyakin, and Edwin Herman, January 2002 pp. 114-116

S. David Promislow

“Authors’ Reply: A Re-examination of the Joint Mortality Function,” Heekyung Youn, Arkady Shemyakin, and Edwin Herman,” January 2002 - Discussion by S. David Promislow pp. 116-116

Heekyung Youn, Arkady Shemyakin and Edwin Herman

“Response from: A Re-examination of the Joint Mortality Function,” Heekyung Youn, Arkady Shemyakin, and Edwin Herman,” January 2002 pp. 117-117

S. David Promislow

Volume 6, issue 3, 2002

Guest Editorial pp. iii-iv

Robert Johansen

Dealing with Problems in Data Quality for the Measurement of Mortality at Advanced Ages in Canada pp. 1-13

Robert Bourbeau and Bertrand Desjardins

Approaches and Experiences in Projecting Mortality Patterns for the Oldest-Old pp. 14-29

Thomas Buettner

Research Into the Aging Process: A Survey pp. 30-37

Gene Held

Mortality of the Extreme Aged in the United States in the 1990S, Based on Improved Medicare Data pp. 38-44

Bertram Kestenbaum and B. Reneé Ferguson

Living to 100 and Beyond: Implications of Longer Life Spans pp. 45-53

Anna Rappaport and Alan Parikh

Emergence of Supercentenarians in Low-Mortality Countries pp. 54-63

Jean-Marie Robine and James Vaupel

Underlying and Multiple Case Mortality Advanced Ages: United States 1980-1998 pp. 64-87

Eric Stallard

Efficient Stochastic Modeling for Large and Consolidated Insurance Business: Interest Rate Sampling Algorithms pp. 88-103

Yvonne Chueh

Volume 6, issue 2, 2002

The Use of Internal Models for Determining Liabilities and Capital Requirements pp. 1-10

Allan Brender

Comparison Between Future Lifetime Distribution and Its Approximations pp. 11-17

Esther Frostig

An Approach to Fair Valuation of Insurance Liabilities Using the Firm’s Cost of Capital pp. 18-41

Luke Girard

“An Approach to Fair Valuation of Insurance Liabilities Using the Firm’s Cost of Capital”, Luke N. Girard, July 2002 pp. 41-46

J. Peter Duran

The Evolving Role of the Actuary in Financial Reporting of Insurance pp. 47-59

Sam Gutterman

An Investigation of the Pay-As-You-Go Financing Method Using a Contingency Fund and Optimal Control Techniques pp. 60-75

Steven Haberman and Alexandros Zimbidis

Generalized Frasier Claim Rates Under Survivorship Life Insurance Policies pp. 76-94

Paul Margus

Market Value of Liabilities Mortality Risk pp. 95-106

Henk van Broekhoven

Understanding the Behavior and Hedging of Segregated Funds Offering the Reset Feature pp. 107-124

Heath Windcliff, Martin Le Roux, Peter Forsyth and Kenneth Vetzal

“Macroeconomic Aspects of Private Retirement Programs,” Krzysztof M. Ostaszewski, July 2001 pp. 125-127

Eric Klieber

“The Shift to Defined Contribution Pension Plans: Why Did It Not Happen in Canada?” Robert L. Brown and Jianxun Liu, July 2001 pp. 125-125

Edward Friend

“Macroeconomic Aspects of Private Retirement Programs,” Krzysztof M. Ostaszewski, and “The Shift to Defined Contribution Pension Plans: Why Did It Not Happen in Canada?” Robert L. Brown and Jianxun Liu, July 2001 pp. 127-129

Harry Satanove

“Principal Applications of Bayesian Methods in Actuarial Science: A Perspective” Udi E. Makov, October 2001 pp. 129-129

Robert Link

Volume 6, issue 1, 2002

Continuing a Tradition pp. iii-iii

Edward (Jed) Frees

The Coming Revolution in Insurance Accounting pp. 1-11

Sam Gutterman

Fair Value of Liabilities: The Financial Economics Perspective pp. 12-27

David Babbel, Jeremy Gold and Craig Merrill

Performance Reporting under Fair Value Accounting pp. 28-61

Marsha Wallace

Fair Value Accounting Compared to Other Accounting Systems pp. 62-87

Godfrey Perrott and William Hines

“Fair Value Accounting Compared to Other Accounting Systems”, Godfrey Perrott and William Hines, January 2002 pp. 87-90

Mark Freedman

A Comparison of Solvency Requirements and Early Warning Systems for Life Insurance Companies in China With Representative World Practices pp. 91-112

Johnny Wong

Bayesian Modelling of Outstanding Liabilities Incorporating Claim Count Uncertainty pp. 113-125

Ioannis Ntzoufras and Petros Dellaportas

Implementation of Four Models for Outstanding Liabilities in Winbugs: A Discussion of a Paper by Ntzoufras and Dellaportas pp. 128-136

David Scollnik

A Cash-Flow Approach to Pension Funding pp. 137-165

M. Zaki Khorasanee

A Re-Examination of the Joint Mortality Functions pp. 166-170

Heekyung Youn, Arkady Shemyakin and Edwin Herman

“A Regime-Switching Model of Long-Term Stock Returns” by Mary Hardy, April 2001 pp. 171-173

Gordon Klein

“Author’s Reply: A Regime-Switching Model of Long-Term Stock Returns” by Mary Hardy, April 2001 - Discussion by Gordon E. Klein pp. 173-176

Mary Hardy

Volume 5, issue 4, 2001

Case Studies Add Unique Perspective pp. iii-iv

Edward Frees and Stuart Klugman

The Relationship Between the Supplemental Security Income and the Old-Age, Survivors, and Disability Insurance Programs During the 1990s pp. 1-23

John Beekman and Eli Donkar

Case Studies Using Panel Data Models pp. 24-42

Edward Frees, Virginia Young and Yu Luo

Principal Applications of Bayesian Methods in Actuarial Science pp. 53-57

Udi Makov

“Principal Applications of Bayesian Methods in Actuarial Science: A Perspective”, Udi E. Makov, October 2001 pp. 57-60

Marjorie Rosenberg

“Principal Applications of Bayesian Methods in Actuarial Science: A Perspective”, Udi E. Makov, October 2001 pp. 60-62

M. Mendoza

“Principal Applications of Bayesian Methods in Actuarial Science: A Perspective”, Udi E. Makov, October 2001 pp. 62-67

Francisco Vázquez-Polo

“Principal Applications of Bayesian Methods in Actuarial Science: A Perspective”, Udi E. Makov, October 2001 pp. 67-69

James Hickman and Donald Jones

“Principal Applications of Bayesian Methods in Actuarial Science: A Perspective”, Udi E. Makov, October 2001 pp. 69-72

Enrique de Alba

“Principal Applications of Bayesian Methods in Actuarial Science: A Perspective”, Udi E. Makov, October 2001 pp. 72-72

David Scollnik

Author’s Reply: Principal Applications of Bayesian Methods in Actuarial Science: A Perspective - Discussion by Marjorie A. Rosenberg; M. Mendoza; Francisco José VáZquez-Polo; James C. Hickman; Donald A. Jones; Enrique de Alba; David P. M. Scollnik pp. 72-73

The Editors

A Statistical Method for Monitoring a Change in the Rate of Nonacceptable Inpatient Claims pp. 74-83

Marjorie Rosenberg

The Impact of the Inpatient Prospective Payment System and Diagnosis-Related Groups pp. 84-94

Marjorie Rosenberg and Mark Browne

Evaluating Managed Care Effectiveness pp. 95-111

Jill Schield, James Murphy and Howard Bolnick

“Financial and Demographic Risk of a Portfolio of Life Insurance Policies with Stochastic Interest Rates: Evaluation Methods and Applications,” M. G. Bruno, E. Camerini, and A. Tomassetti, October 2000 pp. 112-114

Fabrizio Cacciafesta

“Why Men Die Younger: Causes of Mortality Differences By Sex,” Barbara Blatt Kalben, October 2000 pp. 114-116

Jess Mast

“Why Men Die Younger: Causes of Mortality Differences By Sex,” Barbara Blatt Kalben, October 2000 pp. 116-116

Leonie Tickle

Volume 5, issue 3, 2001

Valuation of the Reset Options Embedded in Some Equity-Linked Insurance Products pp. 1-18

Phelim Boyle, Adam Kolkiewicz and Ken Seng Tan

A Gaussian Process of Yield Rates Calibrated with Strips pp. 19-30

J. F. Carrière

Dynamic Fund Protection pp. 31-47

Junichi Imai and Phelim Boyle

“Dynamic Fund Protection”, Junichi Imai; Phelim P. Boyle, July 2001 pp. 49-51

Hans Gerber and Elias Shiu

Macroeconomic Aspects of Private Retirement Programs pp. 52-64

Krzysztof Ostaszewski

The Shift to Defined Contribution Pension Plans pp. 65-77

Robert Brown and Jianxun Liu

Bayesian Risk Measures for Derivatives via Random Esscher Transform pp. 78-91

Tak Kuen Siu, Howell Tong and Hailiang Yang

The Joint Distribution of Surplus Immediately before Ruin and the Deficit at Ruin under Interest Force pp. 92-103

Hailiang Yang and Lihong Zhang

State Price Density, Esscher Transforms, and Pricing Options on Stocks, Bonds, and Foreign Exchange Rates pp. 104-117

Yong Yao

“Calculating Funding Premiums for Universal Life Insurance,” Calvin Cherry, April 2000 pp. 118-122

David Lange and Betty Simkins

“Robust and Efficient Estimation of the Tail Index of a Single-Parameter Pareto Distribution,” Vytaras Brazauskas and Robert Serfling, October 2000 pp. 123-126

Martin Bilodeau

Authors’ Reply: Robust and Efficient Estimation of the Tail Index of a Single-Parameter Pareto Distribution - Discussion by Vytaras Brazauskas; Robert Serfling pp. 126-128

The Editors

“Valuing Equity-Indexed Annuities,” Serena Tiong, October 2000 pp. 128-133

Ya-Chun Huang

“Valuing Equity-Indexed Annuities,” Serena Tiong, October 2000 pp. 133-136

Hangsuck Lee

Stampfli, Joseph, and Goodman, Victor, 2001 pp. 137-138

S. David Promislow

Volume 5, issue 2, 2001

A Macro-Economic Indicator of Age at Retirement pp. 1-7

Robert Brown, Robin Damm and Ishmael Sharara

“A Macro-Economic Indicator of Age at Retirement”, Robert L. Brown; Robin Damm; Ishmael Sharara, April 2001 pp. 7-10

Bernard Dussault

Dynamic Financial Models of Life Insurers pp. 11-26

Mark Browne, James Carson and Robert Hoyt

Analysis of Incremental Returns of Canadian Mutual Funds pp. 27-39

J. F. Carrière and C. F. Hill

“Analysis of Incremental Returns of Canadian Mutual Funds”, J. F. Carrière; C. F. Hill, April 2001 pp. 39-40

X. Sheldon Lin

A Regime-Switching Model of Long-Term Stock Returns pp. 41-53

Mary Hardy

Genetics, Alzheimer’s Disease, and Long-Term Care Insurance pp. 54-78

Angus Macdonald and Delme Pritchard

Hedging Equity-Linked Life Insurance Contracts pp. 79-95

Thomas Møller

Actuarial Modeling with MCMC and BUGs pp. 96-124

David Scollnik

“Actuarial Modeling with MCMC and BUGs”, David P. M. Scollnik, April 2001 pp. 124-125

David Spiegelhalter

Multivariate Analysis of Pension Plan Mortality Data pp. 126-135

Charles Vinsonhaler, Nalini Ravishanker, Jeyaraj Vadiveloo and Guy Rasoanaivo

“Multivariate Analysis of Pension Plan Mortality Data”, Charles Vinsonhaler; Nalini Ravishanker; Jeyaraj Vadiveloo; Guy Rasoanaivo, April 2001 pp. 135-138

Jeffrey Pai

“Including Homemakers in Social Security,” Robert L. Brown, Robin Damm, and Ishmael Sharara, October 2000 pp. 139-140

Bernard Dussault

“Including Homemakers in Social Security,” Robert L. Brown, Robin Damm, and Ishmael Sharara, October 2000 pp. 140-141

Caterina Lindman

“Who Says Financial Services Integration Is in Consumers’ Best Interests?” Joseph M. Belth, July 2000 pp. 141-142

Daniel Kahan

Volume 5, issue 1, 2001

Setting the Stage pp. 1-11

Anna Rappaport

Impacts on Economic Security Programs of Rapidly Shifting Demographics pp. 12-31

Robert Brown

Impact of Replacing a Defined Benefit Pension with a Defined Contribution Plan or a Cash Balance Plan pp. 32-56

Robert Clark and Fred Munzenmaier

Optimal Annuitization Policies pp. 57-69

Moshe Milevsky

401(k) Investment Decisions and Social Security Reform pp. 70-79

Cori Uccello

A Behavioral Model for Predicting Employee Contributions to 401(k) Plans pp. 80-94

Jack VanDerhei and Craig Copeland

Making Federal Pension Policy Work pp. 95-103

Jonathan Forman

Balancing Retirement Security With the Needs of Frail Parents pp. 104-108

Richard Johnson and Anthony Lo Sasso

Financing Gaps of Public Pension Schemes and Market Potential for the Private Retirement Market pp. 109-113

Thomas Trauth

Analysis of the Profiles of Mexican Companies with Respect to Granting a Retirement Pension Plan pp. 114-115

Rosa Farell Campa, Juan Carlos Padilla Aguilar, Jose Garcia Nuñez and Mario Arriaga Parra

Baby Boom to Baby Bust pp. 116-117

Dennis Coleman

Retirement Pensions in Mexico pp. 118-118

Roberto Ham-Chande and José Salas-Lizaur

Trends in Social Security and Pension Policy—Implications for Women pp. 119-119

Catherine Hill, Lois Shaw and Heidi Hartmann

The Evolution of Retirement pp. 121-122

Pamela Ostuw, Bill Pierron and Paul Yakoboski

Can the Stocks-for-Retirement Cycle Work? pp. 123-124

Thornton Parker

Retirement Trends and Patterns among Older American Workers pp. 125-126

Joseph Quinn

Marketing Compulsory Pension Plans as a Service pp. 127-128

Tapen Sinha and Rebecca Benedict

Public Versus Private Provision of Pensions pp. 129-130

Larry Willmore

The 1999 Small Employer Retirement Survey pp. 131-132

Paul Yakoboski, Pamela Ostuw and Bill Pierron

Discussion of the Papers by Thornton Parker; Roberto Ham-Chande and José Luis Salas-Lizaur; and Larry Willmore pp. 133-134

Joseph Applebaum

Discussion of the Papers by Jack VanDerhei and Craig Copeland; Rosa MA. Farell Campa et al.; and Paul Yakoboski, Pamela Ostuw, and Bill Pierron pp. 135-136

Sharon Canner

Discussion of the Paper By Catherine Hill, Lois B. Shaw, and Heidi Hartmann pp. 135-136

Ron Gebhardtsbauer

Discussion of the Papers By Robert L. Brown and Thomas Trauth pp. 141-143

Sylvester Schieber

“Social Security—Adequacy, Equity, and Progressiveness: A Review of Criteria Based on Experience in Canada and the United States,” Robert L. Brown and Jeffrey Ip, January 2000 pp. 144-147

Martin Lunnon and Aidan Smith

“Hedging and Reserving for Single-Premium Segregated Fund Contracts,” Mary R. Hardy, April 2000 pp. 147-149

Martin le Roux

“Measuring Foreign Exchange Risk in Insurance Transactions,” John I. Mange, April 2000 pp. 149-151

Hangsuck Lee

“Calculating Funding Premiums for Universal Life Insurance,” Calvin Cherry, April 2000 pp. 151-153

Dennis Radliff

“Pricing Dynamic Investment Fund Protection,” Hans U. Gerber and Gérard Pafumi, April 2000 pp. 153-157

Ya-Chun Huang and Elias Shiu

“Excess Mortality in Asia Associated with Cigarette Smoking,” Robert J. Pokorski, April 2000 pp. 157-158

Beda Chan