North American Actuarial Journal

1997 - 2025

Current editor(s): Kathryn Baker

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Volume 2, issue 4, 1998

Actuaries in History pp. 1-9

James Hickman and Linda Heacox

Overview pp. 10-12

Michael Sze and Marjorie Rosenberg

Mortality Change and Forecasting pp. 13-47

Shripad Tuljapurkar and Carl Boe

Life Expectancy in the Future pp. 48-61

Robert Friedland

“Life Expectancy in the Future: A Summary of a Discussion among Experts”, Robert B. Friedland, October 1998 pp. 61-63

Richard Morrison

Summary of Results of Survey of Seminar Attendees pp. 64-82

Marjorie Rosenberg and Warren Luckner

Effect of Aging Population with Declining Mortality on Social Security of Nafta Countries pp. 83-107

Michael Sze, Stephen Goss and José de León

Historical and Projected Mortality for Mexico, Canada, and the United States pp. 108-126

Stephen Goss, Alice Wade, Felicitie Bell and Bernard Dussault

Forecasting Mortality Change pp. 127-134

Shripad Tuljapurkar

Forecasting Changes in Mortality pp. 135-138

Sam Gutterman and Irwin Vanderhoof

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

Benjamin Wurzburger

“An Actuarial Index of the Righttail Risk,” Shaun Wang, April 1998 pp. 140-143

James Berberian

“Bonus-Malus Systems: The European and Asian Approach to Merit Rating,” Jean Lemaire, January 1998 pp. 143-147

Liviana Picech, Patrizia Gigante and Luciano Sigalotti

“Bonus-Malus Systems: The European and Asian Approach to Merit-Rating,” Jean Lemaire, January 1998 pp. 147-149

Liviana Picech and Luciano Sigalotti

Volume 2, issue 3, 1998

Economic Valuation Models for Insurers pp. 1-15

David Babbel and Craig Merrill

“Economic Valuation Models for Insurers”, David F. Babbel and Craig Merrill, July 1998 pp. 15-16

Jacques Carriere

Authors’ Reply: Economic Valuation Models for Insurers - Discussion by Jacques F. Carriere pp. 16-17

David Babbel and Craig Merrill

New Salary Functions for Pension Valuations pp. 18-26

Jacques Carriere and Kevin Shand

“New Salary Functions for Pension Valuations”, Jacques F. Carriere and Kevin J. Shand, July 1998 pp. 26-27

Arnold Shapiro

Authors’ Reply: New Salary Functions for Pension Valuations - Discussion by Arnold F. Shapiro pp. 27-28

Jacques Carriere and Kevin Shand

Representative Interest Rate Scenarios pp. 29-44

Sarah Christiansen

On a Class of Renewal Risk Processes pp. 60-68

David Dickson

“On a Class of Renewal Risk Processes”, David C.M. Dickson, July 1998 pp. 68-70

F. De Vylder and Marc Goovaerts

“On a Class of Renewal Risk Processes”, David C.M. Dickson, July 1998 pp. 70-71

Vladimir Kalashnikov

Author’s Reply: On a Class of Renewal Risk Processes - Discussion by F. Etienne De Vylder; Marc J. Goovaerts; Vladimir Kalashnikov; Changki Kim pp. 72-73

David Dickson

“On a Class of Renewal Risk Processes”, David C.M. Dickson, July 1998 pp. 72-72

Changki Kim

Utility Functions pp. 74-91

Hans Gerber and Gérard Pafum

“Utility Functions: From Risk Theory to Finance”, Hans U. Gerber and Gérard Pafum, July 1998 pp. 91-91

Hangsuck Lee

“Utility Functions: From Risk Theory to Finance”, Hans U. Gerber and Gérard Pafum, July 1998 pp. 92-92

Alastair Longley-Cook

“Utility Functions: From Risk Theory to Finance”, Hans U. Gerber and Gérard Pafum, July 1998 pp. 92-94

Heinz Müller

“Utility Functions: From Risk Theory to Finance”, Hans U. Gerber and Gérard Pafum, July 1998 pp. 94-94

Stanley Pliska

“Utility Functions: From Risk Theory to Finance”, Hans U. Gerber and Gérard Pafum, July 1998 pp. 94-95

Elias Shiu

“Utility Functions”, Hans U. Gerber and Gérard Pafum, July 1998 pp. 95-96

Virginia Young

Authors’ Reply: Utility Functions: From Risk Theory to Finance - Discussion by Hangsuck Lee; Alastair G. Longley-Cook; Heinz H. Müller; Stanley R. Pliska; Elias S.W. Shiu; Virginia R. Young pp. 96-100

Hans Gerber and Gérard Pafumi

Pricing Perpetual Options for Jump Processes pp. 101-107

Hans Gerber and Elias Shiu

“Pricing Perpetual Options for Jump Processes”, Hans U. Gerber and Elias S.W. Shiu, July 1998 pp. 108-109

X. Sheldon Lin

“Pricing Perpetual Options for Jump Processes”, Hans U. Gerber and Elias S.W. Shiu, July 1998 pp. 109-111

Xiaolan Zhang

Authors’ Reply: Pricing Perpetual Options for Jump Processes - Discussion by X. Sheldon Lin; Xiaolan Zhang pp. 112-112

Hans Gerber and Elias Shiu

A Logical, Simple Method for Solving the Problem of Properly Indexing Social Security Benefits pp. 113-116

Robert Myers

“A Logical, Simple Method for Solving the Problem of Properly Indexing Social Security Benefits”, Robert J. Myers, July 1998 pp. 116-116

Robert Brown

Author’s Reply: A Logical, Simple Method for Solving the Problem of Properly Indexing Social Security Benefits - Discussion by Robert L. Brown pp. 117-117

Robert Myers

Reserves for Policies with Nonannual Premiums pp. 118-125

Keith Sharp

“Reserves for Policies with Nonannual Premiums”, Keith P. Sharp, July 1998 pp. 125-126

Cecil Nesbitt

“Reserves for Policies with Nonannual Premiums”, Keith P. Sharp, July 1998 pp. 126-127

Elias Shiu and Serena Tiong

Author’s Reply: Reserves for Policies with Nonannual Premiums - Discussion by Cecil Nesbitt; Elias S.W. Shiu; Serena Tiong pp. 127-127

Keith Sharp

The Actuary’s Role in Managed Care pp. 128-136

The Editors

“Application of Risk Theory to Interpretation of Stochastic Cash-Flow-Testing Results,” Edward L. Robbins, Samuel H. Cox, and Richard D. Phillips, April 1998 pp. 141-143

Beda Chan

“Understanding Relationships Using Copulas,” by Edward Frees and Emiliano Valdez, January 1998 pp. 143-149

Christian Genest, Kilani Ghoudi and Louis-Paul Rivest

Volume 2, issue 2, 1998

Social Security pp. 1-23

Robert Brown

“Social Security: Regressive or Progressive?”, Robert L. Brown, April 1998 pp. 23-27

Bernard Dussault

“Social Security: Regressive or Progressive?”, Robert L. Brown, April 1998 pp. 23-23

John Beekman

“Social Security: Regressive or Progressive?”, Robert L. Brown, April 1998 pp. 27-28

Kenneth Manton and Kenneth Land

“Social Security: Regressive or Progressive?”, Robert L. Brown, April 1998 pp. 28-30

Robert Myers

“Social Security: Regressive or Progressive?”, Robert L. Brown, April 1998 pp. 30-31

Krzysztof Ostaszewski

Author’s Reply: Social Security: Regressive or Progressive? - Discussion by John Beekman; Bernard Dussault; Kenneth Manton; Kenneth Land; Robert Myers; Krzysztof Ostaszewski pp. 31-33

The Editors

Relative Importance of Risk Sources in Insurance Systems pp. 34-49

Edward Frees

“Relative Importance of Risk Sources in Insurance Systems”, Edward W. Frees, April 1998 pp. 49-49

Emilia Di Lorenzo

“Relative Importance of Risk Sources in Insurance Systems”, Edward W. Frees, April 1998 pp. 49-50

Griselda Deelstra

“Relative Importance of Risk Sources in Insurance Systems”, Edward W. Frees, April 1998 pp. 50-51

Leda Minkova and Nikolai Kolev

Author’s Reply: Relative Importance of Risk Sources in Insurance Systems - Discussion by Emilia Di Lorenzo; Griselda Deelstra; Leda Minkova; Nikolai Kolev pp. 51-52

Edward Frees

Designing Effective Graphs pp. 53-70

Edward Frees and Robert Miller

“Designing Effective Graphs”, Edward W. Frees and Robert B. Miller, April 1998 pp. 70-71

William Cutlip

“Designing Effective Graphs”, Edward W. Frees and Robert B. Miller, April 1998 pp. 71-72

Gary Lange

“Designing Effective Graphs”, Edward W. Frees and Robert B. Miller, April 1998 pp. 71-71

Douglas Eckley

“Designing Effective Graphs”, Edward W. Frees and Robert B. Miller, April 1998 pp. 72-72

Edward Mailander

“Designing Effective Graphs”, Edward W. Frees and Robert B. Miller, April 1998 pp. 73-74

Alexander McNeil

“Designing Effective Graphs”, Edward W. Frees and Robert B. Miller, April 1998 pp. 74-76

Arnold Shapiro and Edward Kleinman

Authors’ Reply: Designing Effective Graphs - Discussion by William C. Cutlip; Douglas A. Eckley; Gary S. Lange; Edward M. Mailander; Alexander J. McNeil; Arnold F. Shapiro; Edward B. Kleinman pp. 76-76

Edward Frees and Robert Miller

A Statistical Control Model for Utilization Management Programs pp. 77-87

Marjorie Rosenberg

An Actuarial Index of the Right-Tail Risk pp. 88-101

Shaun Wang

Overview of Reserving Practices for Substandard Life Policies pp. 102-108

Alfred Raws

“Risk-Adjusted Economic Value Analysis,” Alastair Longley-Cook, January 1998 pp. 111-113

David Creswell

Author’s Reply: Risk-Adjusted Economic Value Analysis - Discussion by David L. Creswell pp. 113-114

Alastair Longley-Cook

“Skewness and Stock Option Prices”, Hans Gerber and Bruno Landry, July 1997 pp. 114-116

Kenneth Kortanek and V. G. Medvedev

Authors’ Reply: Skewness and Stock Option Prices - Discussion by Kenneth O. Kortanek and V. G. Medvedev pp. 116-116

Hans Gerber and Bruno Landry

“Current Actuarial Modeling Practice and Related Issues and Questions”, Angus Macdonald, July 1997 pp. 116-117

John Pemberton

“Complex Dynamics, Market Mediation and Stock Price Behavior”, Richard H. Day, July 1997 pp. 117-118

Joseph Wang

Volume 2, issue 1, 1998

Understanding Relationships Using Copulas pp. 1-25

Edward Frees and Emiliano Valdez

Bonus-Malus Systems pp. 26-38

Jean Lemaire

“Bonus-Malus Systems: The European and Asian Approach to Merit-Rating”, Jean Lemaire, January 1998 pp. 38-44

Krupa Subramanian

“Bonus-Malus Systems: The European and Asian Approach to Merit-Rating”, Jean Lemaire, January 1998 pp. 45-47

Pierre Lemaire

On the Time Value of Ruin pp. 48-72

Hans Gerber and Elias Shiu

“On the Time Value of Ruin”, Hans U. Gerber and Elias S.W. Shiu, January 1998 pp. 72-74

F. De Vylder and Marc Goovaerts

“On the Time Value of Ruin”, Hans U. Gerber and Elias S.W. Shiu, January 1998 pp. 74-74

David Dickson

“On the Time Value of Ruin”, Hans U. Gerber and Elias S.W. Shiu, January 1998 pp. 74-75

Vladimir Kalashnikov

“On the Time Value of Ruin”, Hans U. Gerber and Elias S.W. Shiu, January 1998 pp. 75-76

Gérard Pafumi

Authors’ Reply: On the Time Value of Ruin - Discussion by F. Etienne De Vylder; Marc J. Goovaerts; David C.M. Dickson; Vladimir Kalashnikov; Gérard Pafumi pp. 77-78

Hans Gerber and Elias Shiu

A Model for Analyzing the Impact of Selective Lapsation on Mortality pp. 79-86

Bruce Jones

Risk-Adjusted Economic Value Analysis pp. 87-98

Alastair Longley-Cook

Author’s Reply: Risk-Adjusted Economic Value Analysis - Discussion by Kenneth S. Roberts pp. 99-100

Alastair Longley-Cook

“Risk-Adjusted Economic Value Analysis”, Alastair G. Longley-Cook, January 1998 pp. 99-99

Kenneth Roberts

Credibility Using a Loss Function from Spline Theory pp. 101-111

Virginia Young

“Credibility Using a Loss Function from Spline Theory”, Virginia R. Young, January 1998 pp. 111-114

F. De Vylder

“Credibility Using a Loss Function from Spline Theory”, Virginia R. Young, January 1998 pp. 114-114

Donald Jones

“Credibility Using a Loss Function from Spline Theory”, Virginia R. Young, January 1998 pp. 114-116

Bjørn Sundt

“Credibility Using a Loss Function from Spline Theory”, Virginia R. Young, January 1998 pp. 116-117

Gregory Taylor

Author’s Reply: Credibility Using a Loss Function from Spline Theory: Parametric Models with a One-Dimensional Sufficient Statistic - Discussion by F. Etienne De Vylder; Donald A. Jones; Bjørn Sundt; Gregory C. Taylor pp. 117-117

Virginia Young