North American Actuarial Journal

1997 - 2025

Current editor(s): Kathryn Baker

From Taylor & Francis Journals
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Volume 4, issue 4, 2000

Switching Regimes pp. iii-iv

Edward Frees

Bridging the Gap Between Roe and IRR pp. 1-11

Robert Beal

Robust and Efficient Estimation of the Tail Index of a Single-Parameter Pareto Distribution pp. 12-27

Vytaras Brazauskas and Robert Serfling

Including Homemakers in Social Security pp. 28-43

Robert Brown, Robin Damm and Ishmael Sharara

Financial and Demographic Risks of a Portfolio of Life Insurance Policies with Stochastic Interest Rates pp. 44-55

Maria Bruno, Emanuela Camerini and Alvaro Tomassetti

Catastrophe Risk Bonds pp. 56-82

Samuel Cox and Hal Pedersen

Why Men Die Younger pp. 83-111

Barbara Kalben

Self-Annuitization and Ruin in Retirement pp. 112-124

Moshe Milevsky and Chris Robinson

“Self-Annuitization and Ruin in Retirement”, Moshe Arye Milevsky and Chris Robinson, October 2000 pp. 124-126

Jan Dhaene, Marc Goovaerts and Rob Kaas

“Self-Annuitization and Ruin in Retirement”, Moshe Arye Milevsky and Chris Robinson, October 2000 pp. 126-127

Jeffrey Brown

“Self-Annuitization and Ruin in Retirement”, Moshe Arye Milevsky and Chris Robinson, October 2000 pp. 127-129

Mark Warshawsky

Use of a Markov Model to Estimate Long-Term Insured Lives’ Mortality Risk Associated With BRCA1 and BRCA2 Gene Mutations pp. 130-148

Robert Pokorski and Ulrike Ohlmer

Valuing Equity-Indexed Annuities pp. 149-163

Serena Tiong

“Valuing Equity-Indexed Annuities”, Serena Tiong, October 2000 pp. 163-164

G. Thomas Mitchell

“Valuing Equity-Indexed Annuities”, Serena Tiong, October 2000 pp. 164-169

Hans Gerber and Elias Shiu

Author’s Reply: Valuing Equity-Indexed Annuities - Discussion by G. Thomas Mitchell; Hans U. Gerber; Elias S. W. Shiu pp. 169-170

Tiong Serena

Volume 4, issue 3, 2000

Integration of Financial Services pp. 1-19

Elisa Bain and Ian Harper

Who Says Financial Services Integration Is In Consumers’ Best Interests? pp. 20-24

Joseph Belth

The Integration of the Financial Services Industry pp. 25-45

Allen Berger

“The Integration of the Financial Services Industry: Where Are the Efficiencies?”, Allen N. Berger, July 2000 pp. 45-50

J. David Cummins

“The Integration of the Financial Services Industry: Where Are the Efficiencies?”, Allen N. Berger, July 2000 pp. 50-52

Martin Grace

The Integration Of Financial Services in Europe pp. 53-63

Jean-Pierre Daniel

The Role of Electronic Commerce In Financial Services Integration pp. 64-70

James Garven

Remarks on “Financial Services Integration: Right for some, Wrong for Others?” pp. 109-110

Stephen Smith

Integration of Financial Services pp. 111-112

Bob St. Jacques

The State of the Industry pp. 113-120

Robert Stein and Peter Porrino

The Prudential Supervision of Financial Conglomerates in the European Union pp. 121-130

Michael Thom

“The Prudential Supervision of Financial Conglomerates in the European Union”, Michael Thom, July 2000 pp. 130-138

Larry Wall

“The Society of Actuaries Education and Examination System, 1949–1999,” Harold G. Ingraham, Jr., October 1999 pp. 139-144

Beda Chan

Mitchell, Olivia S., Hammond, P. Brett, and Rappaport, Anna M., editors, 1999 pp. 145-145

Robert Myers

Volume 4, issue 2, 2000

Preaching What We Practice pp. iii-iii

The Editors

Investment Policy for Defined-Contribution Pension Scheme Members Close to Retirement pp. 1-19

Philip Booth and Yakoub Yakoubov

Calculating Funding Premiums for Universal Life Insurance pp. 20-27

Calvin Cherry

Pricing Dynamic Investment Fund Protection pp. 28-37

Hans Gerber and Gérard Pafumi

“Pricing Dynamic Investment Fund Protection”, Hans U. Gerber and Gérard Pafumi, April 2000 pp. 37-38

François-Serge Lhabitant

“Pricing Dynamic Investment Fund Protection”, Gérard Pafumi, April 2000 pp. 37-37

Terence Chan

“Pricing Dynamic Investment Fund Protection”, Hans U. Gerber and Gérard Pafumi, April 2000 pp. 39-40

Svein-Arne Persson

Author’s Reply: Pricing Dynamic Investment Fund Protection - Discussion by Terence Chan; François-Serge Lhabitant; Svein-Arne Persson pp. 40-41

Hans Gerber and Gérard Pafumi

Investing for Retirement pp. 42-58

Hans Gerber and Elias Shiu

“Investing for Retirement: Optimal Capital Growth and Dynamic Asset Allocation”, Hans U. Gerber and Elias S.W. Shiu, April 2000 pp. 58-59

Phelim Boyle

“Investing for Retirement: Optimal Capital Growth and Dynamic Asset Allocation”, Hans U. Gerber and Elias S.W. Shiu, April 2000 pp. 60-61

Gérard Pafumi

Authors’ Reply: Investing for Retirement: Optimal Capital Growth and Dynamic Asset Allocation - Discussion by Phelim P. Boyle; Gérard Pafumi pp. 61-62

Hans Gerber and Elias Shiu

Hedging and Reserving for Single-Premium Segregated Fund Contracts pp. 63-74

Mary Hardy

Pricing Term Insurance in the Presence of a Family History of Breast or Ovarian Cancer pp. 75-87

Jean Lemaire, Krupa Subramanian, Katrina Armstrong and David Asch

Measuring Foreign Exchange Risk in Insurance Transactions pp. 88-100

John Mange

Excess Mortality In Asia Associated With Cigarette Smoking pp. 101-113

Robert Pokorski

“Excess Mortality In Asia Associated With Cigarette Smoking”, Robert J. Pokorski, April 2000 pp. 114-115

Michael Cowell

Development of the Last-Year-of-Life Valuation Model for Retiree Medical Plans pp. 116-123

Adam Reese

“Development of the Last-Year-of-Life Valuation Model for Retiree Medical Plans”, Adam J. Reese, April 2000 pp. 123-123

Harry Don

“Development of the Last-Year-of-Life Valuation Model for Retiree Medical Plans”, Adam J. Reese, April 2000 pp. 124-126

Jeffrey Petertil

“Development of the Last-Year-of-Life Valuation Model for Retiree Medical Plans”, Adam J. Reese, April 2000 pp. 126-127

Anna Rappaport

Managed Care and Performance Measurement pp. 128-138

Dennis Scanlon and Michael Chernew

“Actuaries at the Dawn of the Computer Age,” James C. Hickman and Linda Heacox, July 1999 pp. 139-140

Frank Reynolds

“The Public Responsibility of Actuaries in American Pensions,” Donald S. Grubbs, October 1999 pp. 140-142

Clyde Beers

“The Society of Actuaries Education and Examination System, 1949–1999,” Harold G. Ingraham, Jr., October 1999 pp. 142-143

Mark Evans

“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. 143-144

Dan Clark

Authors’ Reply: Social Security-Adequacy, Equity, and Progressiveness: A Review of Criteria Based on Experience in Canada and the United States - Discussion by Dan Clark pp. 144-144

Robert Brown and Jeffrey Ip

Björk, Tomas, 1998 pp. 146-148

Samuel Cox

Volume 4, issue 1, 2000

Leap of Faith pp. iii-iii

The Editors

Social Security—Adequacy, Equity, and Progressiveness pp. 1-17

Robert Brown and Jeffrey Ip

“Social Security—Adequacy, Equity, and Progressiveness: A Review of Criteria Based on Experience In Canada and the United States”, Robert L. Brown, January 2000 pp. 17-17

Harry Ballantyne

“Social Security—Adequacy, Equity, and Progressiveness: A Review of Criteria Based on Experience In Canada and the United States”, Robert L. Brown, January 2000 pp. 18-19

Malcolm Hamilton

Executive Stock Options pp. 20-30

P. W. A. Dayananda

“Executive Stock Options: Valuation Based on Targeted Performance”, P. W. A. Dayananda, January 2000 pp. 30-30

Elias Shiu

Market Value Of Insurance Liabilities pp. 31-49

Luke Girard

“Market Value Of Insurance Liabilities: Reconciling the Actuarial Appraisal and Option Pricing Methods”, Luke N. Girard, January 2000 pp. 50-55

Thomas Ho

“Market Value Of Insurance Liabilities: Reconciling the Actuarial Appraisal and Option Pricing Methods”, Luke N. Girard, January 2000 pp. 55-56

Joe Koltisko

“Market Value Of Insurance Liabilities: Reconciling the Actuarial Appraisal and Option Pricing Methods”, Luke N. Girard, January 2000 pp. 56-57

Thomas Merfeld

“Market Value Of Insurance Liabilities: Reconciling the Actuarial Appraisal and Option Pricing Methods”, Luke N. Girard, January 2000 pp. 57-60

Marsha Wallace

Author’s Reply: Market Value Of Insurance Liabilities: Reconciling the Actuarial Appraisal and Option Pricing Methods - Discussion by Thomas S. Y. Ho; Joe Koltisko; Thomas J. Merfeld; Marsha Wallace pp. 60-62

Luke Girard

A Retirement Plan Based on Fixed Accumulation and Variable Accrual pp. 63-76

M. Khorasanee and Ho Ng

“A Retirement Plan Based on Fixed Accumulation and Variable Accrual”, M. Zaki Khorasanee and Ho Kuen Ng, January 2000 pp. 76-77

Yuan Chang

“A Retirement Plan Based on Fixed Accumulation and Variable Accrual”, M. Zaki Khorasanee and Ho Kuen Ng, January 2000 pp. 77-77

Cecil Nesbitt

“A Retirement Plan Based on Fixed Accumulation and Variable Accrual”, M. Zaki Khorasanee and Ho Kuen Ng, January 2000 pp. 78-78

Keith Sharp

“A Retirement Plan Based on Fixed Accumulation and Variable Accrual”, M. Zaki Khorasanee and Ho Kuen Ng, January 2000 pp. 78-79

Michael Sze

The Lee-Carter Method for Forecasting Mortality, with Various Extensions and Applications pp. 80-91

Ronald Lee

“The Lee-Carter Method for Forecasting Mortality, with Various Extensions and Applications“, Ronald Lee, January 2000 pp. 91-93

Juha Alho

Managing The Volatility Of Gaap Earnings pp. 94-106

Louis Lombardi

Credibility in Favor of Unlucky Insureds pp. 107-113

Virginia Young and F. De Vylder

“Reaching Out to Make a Difference” (Guest Editorial), Anna M. Rappaport, April 1999 pp. 114-115

Caterina Lindman

Author’s Reply: Reaching Out to Make a Difference (Guest Editorial) - Discission by Caterina Lindman pp. 115-115

Anna Rappaport

“Application of Coherent Risk Measures to Capital Requirements in Insurance,” Philippe Artzner, April 1999 pp. 115-116

Elias Shiu

Author’s Reply: Application of Coherent Risk Measures to Capital Requirements in Insurance - Discussion by Elias S.W. Shiu pp. 116-116

Philippe Artzner

“Enterprise Risk and return Management for Financial Institutions,” Mark Griffin and Rick Boomgaardt, April 1999 pp. 116-117

Elias Shiu