North American Actuarial Journal

1997 - 2025

Current editor(s): Kathryn Baker

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Volume 3, issue 4, 1999

Our Golden Anniversary pp. iii-iv

James Hickman

The Actuarial Role in Financial Reporting pp. 1-9

James Hickman and Linda Heacox

Measures of Actuarial Status for Social Security pp. 10-18

Dwight Bartlett

To Sustain a Vital and Vibrant Actuarial Profession pp. 19-27

Howard Bolnick

The Public Role of Actuaries in Private Pensions in Canada pp. 28-33

M. David Brown

The Public Responsibility of Actuaries in American Pensions pp. 34-41

Donald Grubbs

Growth of the Public Responsibility of Actuaries in Life Insurance pp. 42-47

James Hickman and Linda Heacox

The Society of Actuaries Education and Examination System, 1949–1999 pp. 48-58

Harold Ingraham

Social Security pp. 59-63

Robert Myers

Presidential Addresses 1949–1998 pp. 64-112

Grace Skalski

Charles L. Trowbridge 1916–1999 pp. 113-113

The Editors

John E. O’Connor, Jr. 1942–1999 pp. 113-113

The Editors

Joy and Sadness pp. eb1-eb1

The Editors

Volume 3, issue 3, 1999

The State of Medicine in the Next 50 Years pp. iv-x

George Lundberg

Actuaries at the Dawn of the Computer Age pp. 1-3

James Hickman and Linda Heacox

Long-Term Yield Rates for Actuarial Valuations pp. 13-22

Jacques Carriere

“Long-Term Yield Rates for Actuarial Valuations”, Jacques F. Carriere, July, 1999 pp. 22-23

Michael Sherris

“Long-Term Yield Rates for Actuarial Valuations”, Jacques F. Carriere, July, 1999 pp. 23-24

Elias Shiu

“Author’s Reply: Long-Term Yield Rates for Actuarial Valuations”, Jacques F. Carriere, July, 1999 - Discussions by Michael Sherris and Elias S. W. Shiu pp. 24-24

Jacques Carriere

Combining Life Table Data pp. 25-38

Gilbert Fellingham and H. Dennis Tolley

“Combining Life Table Data”, Gilbert W. Fellingham and H. Dennis Tolley, July, 1999 pp. 38-39

Eric Stallard

“Combining Life Table Data”, Gilbert W. Fellingham and H. Dennis Tolley, July, 1999 pp. 39-40

Aaron Tenenbein

The Financial Modeling of Property-Casualty Insurance Companies pp. 41-69

Douglas Hodes, Sholom Feldblum and Antoine Neghaiwi

Bounds for Actuarial Present Values Under the Fractional Independence Assumption pp. 70-76

Werner Hürlimann

“Bounds for Actuarial Present Values Under the Fractional Independence Assumption”, Werner Hürlimann, July, 1999 pp. 76-79

Michel Denuit

“Bounds for Actuarial Present Values Under the Fractional Independence Assumption”, Werner Hürlimann, July, 1999 pp. 79-81

Ole Hesselager

“Bounds for Actuarial Present Values Under the Fractional Independence Assumption”, Werner Hürlimann, July, 1999 pp. 81-82

Alfred Müller

“Author’s Reply: Bounds for Actuarial Present Values Under the Fractional Independence Assumption”, Werner Hürlimann, July, 1999 pp. 82-84

Werner Hürlimann

Critique of Mexico’s New Social Security Act pp. 85-98

Octavio Maupomé-Carvantes

“Critique of Mexico’s New Social Security Act”, Octavio Maupomé-Carvantes, July, 1999 pp. 98-101

Enrique de Alba and Tapen Sinha

“Critique of Mexico’s New Social Security Act”, Octavio Maupomé-Carvantes, July, 1999 pp. 101-102

Kenneth Manton and Kenneth Land

“Critique of Mexico’s New Social Security Act”, Octavio Maupomé-Carvantes, July, 1999 pp. 102-103

Robert Myers

“Author’s Reply: Critique of Mexico’s New Social Security Act”, Octavio Maupomé-Carvantes, July, 1999 pp. 103-104

Octavio Maupomé-Carvantes

Pension Fund Dynamics and Gains/Losses Due to Random Rates of Investment Return pp. 105-117

M. Iqbal Owadally and Steven Haberman

12-Year Experience Following Bone Marrow Transplantation with Emphasis on Acute and Chronic Leukemia pp. 118-121

Robert Pokorski

Term Structure Models: A Perspective from the Long Rate pp. 122-138

Yong Yao

“Term Structure Models: A Perspective from the Long Rate”, Yong Yao, July, 1999 pp. 138-138

Michael Sherris

“An Actuarial Index of the Right-Tail Risk,” Shaun Wang, April 1998 pp. 139-141

Benjamin Wurzburger

“Author’s Reply: An Actuarial Index of the Right-Tail Risk,” Shaun Wang, April 1998 - Discussion by James G. Berberian and Benjamin W. Wurzburger pp. 141-144

Shaun Wang

“Economic Valuation Models for Insurers,” David F. Babbel and Craig Merrill, July 1998 pp. 144-145

Irwin Vanderhoof

“Economic Valuation Models for Insurers,” David F. Babbel and Craig Merrill, July 1998 pp. 145-152

Kim Balls and David Sandberg

“A Logical, Simple Method for Solving the Problem of Properly Indexing Social Security Benefits,” Robert J. Myers, July 1998 pp. 153-155

Martin Lunnon

“Summary of Results of Survey of Seminar Attendees,” Marjorie Rosenberg and Warren Luckner, October 1998 pp. 156-158

Bradley Carlin

“Forecasting Changes In Mortality: A Search for a Law of Causes and Effects,“ Sam Gutterman and Irwin Vanderhoof, October 1998 pp. 156-156

John Pemberton

Renn, Derek, editor, 1998 pp. 158-158

Barnet Berin

Kindig, David A., 1997 pp. 158-159

Barnet Berin

Walter Klem 1904-1999 pp. 160-160

The Editors

Brave New Era–With Caution pp. ebiii-ebiii

The Editors

Volume 3, issue 2, 1999

Guest Editorial pp. iv-vii

The Editors

Credibility Theory pp. 1-8

James Hickman and Linda Heacox

Overview pp. 9-10

Harry Panjer

Application of Coherent Risk Measures to Capital Requirements in Insurance pp. 11-25

Philippe Artzner

Cash-Flow Valuation and Value at Risk pp. 26-29

Allan Brender

Extreme Value Theory as a Risk Management Tool pp. 30-41

Paul Embrechts, Sidney Resnick and Gennady Samorodnitsky

Evaluating the Risks of Modeling Assumptions Used in Risk Measurement pp. 42-47

Teri Geske

Enterprise Risk and Return Management for Financial Institutions pp. 48-56

Mark Griffin and Rick Boomgaard

A Var Model of an Investment Cycle pp. 57-65

Thomas Ho

A Bridge Too Var pp. 66-71

Colin McKee

A Value-At-Risk Calculation of Required Reserves for Credit Risk in Corporate Lending Portfolios pp. 72-83

Ronan O’Connor, James Golden and Robert Reck

The Strategic Uses of Value at Risk pp. 84-105

William Panning

Raising Value at Risk pp. 106-115

Julia Lynn Wirch

Bounds for Ruin Probabilities in the Presence of Large Claims and their Comparison pp. 116-128

Vladimir Kalashnikov

“Bounds for Ruin Probabilities in the Presence of Large Claims and their Comparison”, Vladimir Kalashnikov, April, 1999 pp. 128-129

John Beekman

“Author’s Reply: Bounds for Ruin Probabilities in the Presence of Large Claims and their Comparison,” Vladimir Kalashnikov, April, 1999 - Discussion by John A. Beekman pp. 129-129

Vladimir Kalashnikov

A Bayesian Approach to Understanding Time Series Data pp. 130-143

Marjorie Rosenberg and Virginia Young

Social Security, Productivity, and Demographics pp. 144-146

The Editors

“Social Security, Productivity, and Demographics”, Committee on Social Security–Retirement and Disability Income, April, 1999 pp. 146-147

Bernard Dussault

“Social Security, Productivity, and Demographics”, Committee on Social Security–Retirement and Disability Income, April, 1999 pp. 147-148

Eric Klieber

“Social Security, Productivity, and Demographics”, Committee on Social Security–Retirement and Disability Income, April, 1999 pp. 147-147

Sam Gutterman

“Social Security, Productivity, and Demographics”, Committee on Social Security–Retirement and Disability Income, April, 1999 pp. 148-148

Michael Sze

“Social Security, Productivity, and Demographics”, Committee on Social Security–Retirement and Disability Income, April, 1999 pp. 149-149

Marc Twinney

Klugman, S.A., Panjer, H.H., and Willmot, G.E., 1998 pp. 150-151

X. Sheidon Lin

Luenberger, David G., 1997 pp. 150-150

Elias Shiu

Volume 3, issue 1, 1999

Preface to the Issue on Genetic Testing pp. iii-iv

Patrick Brockett

Genetic Testing, Insurance Economics, and Societal Responsibility pp. 1-20

Patrick Brockett, Richard MacMinn and Maureen Carter

The Future of Risk Classification in the Age of Predictive DNA-Based Testing pp. 21-28

Donald Chambers

“The Future of Risk Classification in the Age of Predictive DNA-Based Testing”, Donald C. Chambers, January 1999 pp. 29-31

Bruce Holmes

“The Future of Risk Classification in the Age of Predictive DNA-Based Testing”, Donald C. Chambers, January 1999 pp. 31-33

Arnold Dicke

Restricting Insurers’ Use of Genetic Information pp. 34-46

Mark Hall

“Restricting Insurers’ Use of Genetic Information: A Guide to Public Policy”, Mark A. Hall, January 1999 pp. 46-50

Erle Peacock

“Restricting Insurers’ Use of Genetic Information: A Guide to Public Policy”, Mark A. Hall, January 1999 pp. 50-51

Derek Smith

Effective Underwriting in the Genetic Testing Era pp. 52-55

Robert Johansen

The Current State of Genetic Testing pp. 56-63

Charles Jones

“The Current State of Genetic Testing: An Insurance Industry Perspective on the Rush to Legislate”, Charles S. Jones, Jr., January, 1999 pp. 63-64

Bruce Holmes

“The Current State of Genetic Testing: An Insurance Industry Perspective on the Rush to Legislate”, Charles S. Jones, Jr., January, 1999 pp. 65-66

Arnold Dicke

Ethical Issues Resulting from Genetic Technology pp. 67-78

J. Alexander Lowden

“Ethical Issues Resulting from Genetic Technology”, J. Alexander Lowden, January, 1999 pp. 78-82

John Krinik

Modeling the Impact of Genetics on Insurance pp. 83-101

Angus Macdonald

“Modeling the Impact of Genetics on Insurance”, Angus S. Macdonald, January, 1999 pp. 101-105

James Hickman

What Does Genetic Technology Have to Do with Ethics? pp. 106-112

Ray Moseley and Bill Allen

“What Does Genetic Technology Have to Do with Ethics?”, Ray Moseley and Bill Allen, January, 1999 pp. 112-115

John Krinik

Federal Regulation of Use of Genetic Information by Insurers pp. 116-127

Ellwood Oakley

“Federal Regulation of Use of Genetic Information by Insurers: What Constitutes Unfair Discrimination?”, Ellwood F. Oakley III, January, 1999 pp. 127-131

Erle Peacock

“Federal Regulation of Use of Genetic Information by Insurers: What Constitutes Unfair Discrimination?”, Ellwood F. Oakley III, January, 1999 pp. 131-132

Derek Smith

Social Implications of Genetic Testing pp. 133-136

Karen Rothenberg

“Understanding Relationships Using Copulas,” Edward Frees and Emiliano Valdez, January 1998 pp. 137-142

Shaun Wang

“Risk-Adjusted Economic Value Analysis,” Alastair G. Longley-Cook, January 1998 pp. 142-146

Benjamin Wurzburger

“Author’s Reply: Risk-Adjusted Economic Value Analysis,” Benjamin W. Wurzburger, January 1998 - Discussion by Benjamin W. Wurzburger pp. 146-148

Alastair Longley-Cook

Ambachtsheer, Keith P., and Ezra, Don D., 1998 pp. 149-150

Barnet Berin

Bruce, William D., 1996, A Fifty-Year Labor of Love pp. 150-150

Edward Cowman

Houthakker, H.S., and Williamson, P.J., 1996 pp. 150-151

Serena Tiong

Wainer, H., 1997, Visual Revelations: Graphical Tales of Fate and Deception from Napoleon Bonaparte to Ross Perot, Copernicus, New York, 180 pages, $35.00, ISBN 0-387-94902-X pp. 151-152

Robert Miller