North American Actuarial Journal

1997 - 2025

Current editor(s): Kathryn Baker

From Taylor & Francis Journals
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Volume 1, issue 4, 1997

In Defense of Pay-as-You-Go (Paygo) Financing of Social Security pp. 1-13

Robert Brown

“In Defense of Pay-as-You-Go (Paygo) Financing of Social Security”, Robert L. Brown, October 1997 pp. 14-16

Bernard Dussault

“In Defense of Pay-as-You-Go (Paygo) Financing of Social Security”, Robert L. Brown, October 1997 pp. 16-16

Fred Kilbourne

“In Defense of Pay-as-You-Go (Paygo) Financing of Social Security”, Robert L. Brown, October 1997 pp. 16-17

Robert Myers

“In Defense of Pay-as-You-Go (Paygo) Financing of Social Security”, Robert L. Brown, October 1997 pp. 17-20

Krzysztof Ostaszewski

Author’s Reply: In Defense of Pay-as-You-Go (Paygo) Financing of Social Security - Discussion by Bernard Dussault; Fred Kilbourne; Robert J. Myers; Krzysztof M. Ostaszewski, October 1997 pp. 20-20

Robert Brown

Fuzzy Financial Pricing of Property-Liability Insurance pp. 21-40

J. David Cummins and Richard Derrig

“Fuzzy Financial Pricing of Property-Liability Insurance”, J. David Cummins; Richard A. Derrig, October 1997 pp. 41-41

David Appel and Lawrence Berger

“Fuzzy Financial Pricing of Property-Liability Insurance”, J. David Cummins; Richard A. Derrig, October 1997 pp. 41-42

Krzysztof Ostaszewski

“Fuzzy Financial Pricing of Property-Liability Insurance”, J. David Cummins; Richard A. Derrig, October 1997 pp. 42-44

Oakley Van Slyke

Authors’ Reply: Fuzzy Financial Pricing of Property-Liability Insurance - Discussion by David Appel; Lawrence A. Berger; Krzysztof M. Ostaszewski; Oakley E. Van Slyke, October 1997 pp. 44-44

J. David Cummins and Richard Derrig

Mortality Experience of National Basketball Association Players pp. 45-48

Joseph Fafian

Forecasting Social Security Actuarial Assumptions pp. 49-70

Edward Frees, Yueh-Chuan Kung, Marjorie Rosenberg, Virginia Young and Siu-Wai Lai

“Forecasting Social Security Actuarial Assumptions”, Edward W. Frees; Yueh-Chuan Kung; Marjorie A. Rosenberg; Virginia R. Young; Siu-Wai Lai, October 1997 pp. 75-76

John Beekman

“Forecasting Social Security Actuarial Assumptions”, Edward W. Frees; Yueh-Chuan Kung; Marjorie A. Rosenberg; Virginia R. Young; Siu-Wai Lai, October 1997 pp. 76-77

Cecil Nesbitt

“Forecasting Social Security Actuarial Assumptions”, Edward W. Frees; Yueh-Chuan Kung; Marjorie A. Rosenberg; Virginia R. Young; Siu-Wai Lai, October 1997 pp. 77-78

Krzysztof Ostaszewki

“Forecasting Social Security Actuarial Assumptions”, Edward W. Frees; Yueh-Chuan Kung; Marjorie A. Rosenberg; Virginia R. Young; Siu-Wai Lai, October 1997 pp. 78-78

Gregory Savord

“Forecasting Social Security Actuarial Assumptions”, Edward W. Frees; Yueh-Chuan Kung; Marjorie A. Rosenberg; Virginia R. Young; Siu-Wai Lai, October 1997 pp. 79-81

Richard Foster

Authors’ Reply: Forecasting Social Security Actuarial Assumptions - Discussion by John A. Beekman; Cecil J. Nesbitt; Krzysztof M. Ostaszewski; Gregory Savord; Richard S. Foster, October 1997 pp. 81-82

Edward Frees, Yueh-Chuan Kung, Marjorie Rosenberg, Virginia Young and Siu-Wai Lai

Deterministic Modeling of Defined-Contribution Pension Funds pp. 83-99

Zaki Khorasanee

“Deterministic Modeling of Defined-Contribution Pension Funds”, Zaki Khorasanee, October 1997 pp. 99-100

Anthony Asher

“Deterministic Modeling of Defined-Contribution Pension Funds”, Zaki Khorasanee, October 1997 pp. 100-101

Daniel Dufresne

Author’s Reply: Deterministic Modeling of Defined-Contribution Pension Funds - Discussion by Anthony Asher; Daniel Dufresne, October 1997 pp. 101-103

Zaki Khorasanee

Two Paradigms for The Market Value of Liabilities pp. 104-122

Robert Reitano

“Two Paradigms for The Market Value of Liabilities”, Robert R. Reitano, October 1997 pp. 122-125

David Babbel

“Two Paradigms for The Market Value of Liabilities”, Robert R. Reitano, October 1997 pp. 125-125

Michael Cohen

“Two Paradigms for The Market Value of Liabilities”, Robert R. Reitano, October 1997 pp. 125-127

J. Peter Duran

“Two Paradigms for The Market Value of Liabilities”, Robert R. Reitano, October 1997 pp. 127-129

Luke Girard

“Two Paradigms for The Market Value of Liabilities”, Robert R. Reitano, October 1997 pp. 129-131

Thomas Ho

“Two Paradigms for The Market Value of Liabilities”, Robert R. Reitano, October 1997 pp. 131-135

Craig Merrill

Authors’ Reply: Two Paradigms for the Market Value of Liabilities - Discussion by David F. Babbel; Michael Cohen; J. Peter Duran; Luke N. Girard; Thomas S.Y. Ho; Craig Merrill pp. 135-137

The Editors

“Actuarial Issues in the Novels of Jane Austen,” Daniel D. Skwire, January 1997 pp. 144-146

Beda Chan

Author’s Reply: Actuarial Issues in the Novels of Jane Austen - Discussion by Beda Chan pp. 146-147

Daniel Skwire

Volume 1, issue 3, 1997

Introduction to Actuarial Modeling pp. 1-5

James Hickman

Complex Dynamics, Market Mediation and Stock Price Behavior pp. 1-16

Richard Day

“Complex Dynamics, Market Mediation and Stock Price Behavior”, Richard H. Day, July 1997 pp. 21-23

Irwin Vanderhoof

Current Actuarial Modeling Practice and Related Issues and Questions pp. 24-35

Angus Macdonald

“Current Actuarial Modeling Practice and Related Issues and Questions”, Angus S. Macdonald, July 1997 pp. 35-37

Stephen Strommen

An Object-Oriented Design for Dynamic Simulation Models pp. 38-49

Stephen Strommen

Skewness and Stock Option Prices pp. 50-58

Hans Gerber and Bruno Landry

“Skewness and Stock Option Prices”, Hans U. Gerber; Bruno Landry, July 1997 pp. 58-59

Terence Chan

“Skewness and Stock Option Prices”, Hans U. Gerber; Bruno Landry, July 1997 pp. 59-60

Michel Jacques

“Skewness and Stock Option Prices”, Hans U. Gerber; Bruno Landry, July 1997 pp. 60-61

Heinz Mu¨ller

“Skewness and Stock Option Prices”, Hans U. Gerber; Bruno Landry, July 1997 pp. 61-62

Geérard Pafumi

“Skewness and Stock Option Prices”, Hans U. Gerber; Bruno Landry, July 1997 pp. 62-63

Elias Shiu and Serena Tiong

Author’s Reply: Skewness and Stock Option Prices - Discussion by Terence Chan, Michel Jacques, Heinz H. Mu¨ller, Geérard Pafumi, Elias S.W. Shiu, and Serena Tiong, July 1997 pp. 64-65

Hans Gerber and Bruno Landry

Volume 1, issue 2, 1997

Interest Rate Risk Management pp. 1-26

Andrew Ang and Michael Sherris

Optimal Portfolio Selection with Transaction Costs pp. 27-39

Phelim Boyle and Xiaodong Lin

Methods for the Analysis of CCRC Data pp. 40-54

Bruce Jones

Stochastic Analysis of the Interaction Between Investment and Insurance Risks pp. 55-71

Gary Parker

“Stochastic Analysis of the Interaction Between Investment and Insurance Risks”, Gary Parker, April 1997 pp. 71-72

John Beekman

“Stochastic Analysis of the Interaction Between Investment and Insurance Risks”, Gary Parker, April 1997 pp. 72-73

Griselda Deelstra

“Stochastic Analysis of the Interaction Between Investment and Insurance Risks”, Gary Parker, April 1997 pp. 73-74

Andrew Cairns

“Stochastic Analysis of the Interaction Between Investment and Insurance Risks”, Gary Parker, April 1997 pp. 74-75

Emilia Di Lorenzo

“Stochastic Analysis of the Interaction Between Investment and Insurance Risks”, Gary Parker, April 1997 pp. 75-76

Ragnar Norberg

“Stochastic Analysis of the Interaction Between Investment and Insurance Risks”, Gary Parker, April 1997 pp. 75-75

Leda Minkova

“Stochastic Analysis of the Interaction Between Investment and Insurance Risks”, Gary Parker, April 1997 pp. 76-79

Svein-Arne Persson

“Stochastic Analysis of the Interaction Between Investment and Insurance Risks”, Gary Parker, April 1997 pp. 79-80

Wojciech Szatzschneider

Author’s Reply: Stochastic Analysis of the Interaction Between Investment and Insurance Risks - Discussion by John A. Beekman; Griselda Deelstra; Andrew J.G. Cairns; Emilia Di Lorenzo; Leda Minkova; Ragnar Norberg; Svein-Arne Persson; Wojciech Szatzschneider pp. 80-84

Gary Parker

Application of Risk Theory to Interpretation of Stochastic Cash-Flow-Testing Results pp. 85-98

Edward Robbins, Samuel Cox and Richard Phillips

“Application of Risk Theory to Interpretation of Stochastic Cash-Flow-Testing Results”, Edward L. Robbins; Samuel H. Cox; Richard D. Phillips, April 1997 pp. 98-99

Allan Brender

“Application of Risk Theory to Interpretation of Stochastic Cash-Flow-Testing Results”, Edward L. Robbins; Samuel H. Cox; Richard D. Phillips, April 1997 pp. 100-100

Stuart Klugman

“Application of Risk Theory to Interpretation of Stochastic Cash-Flow-Testing Results”, Edward L. Robbins; Samuel H. Cox; Richard D. Phillips, April 1997 pp. 100-102

Alastair Longley-Cook

“Application of Risk Theory to Interpretation of Stochastic Cash-Flow-Testing Results”, Edward L. Robbins; Samuel H. Cox; Richard D. Phillips, April 1997 pp. 102-103

David Creswell

Author’s Reply: Application of Risk Theory to Interpretation of Stochastic Cash-Flow-Testing Results - Discussion by Allan Brender; Stuart A. Klugman; Alastair G. Longley-Cook; David L. Creswell pp. 103-104

Edward Robbins, Samuel Cox and Richard Phillips

Collective Risk Theory for Assets pp. 104-104

Hans Bühlmann

Volume 1, issue 1, 1997

Building Better Retirement Income Models pp. 1-10

Christopher Bone and Olivia Mitchell

“Building Better Retirement Income Models”, Christopher M. Bone, Olivia S. Mitchell, January 1997 pp. 10-11

Robert Myers

Authors’ Reply: Building Better Retirement Income Models - Discussion by Robert J. Myers; Anna Rappaport, January 1997 pp. 11-12

Christopher Bone and Olivia Mitchell

“Building Better Retirement Income Models”, Christopher M. Bone; Olivia S. Mitchell, January 1997 pp. 11-11

Anna Rappaport

Corporate Hedging in the Insurance Industry pp. 13-40

J. David Cummins, Richard Phillips and Stephen Smith

“Corporate Hedging in the Insurance Industry: The Use of Financial Derivatives by U.S. Insurers”, J. David Cummins; Richard D. Phillips; Stephen D. Smith, January 1997 pp. 40-44

L. Lee Colquitt and Arlette Wilson

“Corporate Hedging in the Insurance Industry: The Use of Financial Derivatives by U.S. Insurers”, J. David Cummins; Richard D. Phillips; Stephen D. Smith, January 1997 pp. 44-46

Gary Venter and Morton Lane

“Corporate Hedging in the Insurance Industry: The Use of Financial Derivatives by U.S. Insurers”, J. David Cummins; Richard D. Phillips; Stephen D. Smith, January 1997 pp. 46-47

Joan Lamm-Tennant

Authors’ Reply: Corporate Hedging in the Insurance Industry: The Use of Financial Derivatives by U.S. Insurers - Discussion by L. Lee Colquitt; Arlette C. Wilson; Gray G. Venter; Morton Lane; Joan Lamm-Tennant, January 1997 pp. 48-49

J. David Cummins, Richard Phillips and Stephen Smith

Stochastic Models for Continuing Care Retirement Communities pp. 50-68

Bruce Jones

“Stochastic Models for Continuing Care Retirement Communities”, Bruce L. Jones, January 1997 pp. 69-69

Gary Brace

“Stochastic Models for Continuing Care Retirement Communities”, Bruce L. Jones, January 1997 pp. 69-70

Ernest Moorhead and Niels Fischer

“Stochastic Models for Continuing Care Retirement Communities”, Bruce L. Jones, January 1997 pp. 70-72

Gregory Zebolsky

“Stochastic Models for Continuing Care Retirement Communities”, Bruce L. Jones, January 1997 pp. 70-70

Cecil Nesbitt

Author’s Reply: Stochastic Models for Continuing Care Retirement Communities - Discussion by Gray L. Brace; Ernest J. Moorhead; Niels H. Fischer; Cecil J. Nesbitt; Gregory T. Zebolsky, January 1997 pp. 72-73

Bruce Jones

Actuarial Issues in the Novels of Jane Austen pp. 74-82

Daniel Skwire

“Actuarial Issues in the Novels of Jane Austen”, Daniel D. Skwire, January 1997 pp. 82-83

James Hickman

“Actuarial Issues in the Novels of Jane Austen”, Daniel D. Skwire, January 1997 pp. 82-82

Robert Brown

Author’s Reply: Actuarial Issues in the Novels of Jane Austen - Discussion by Robert L. Brown; James C. Hickman, January 1997 pp. 83-83

Daniel Skwire

Statistical Independence and Fractional Age Assumptions pp. 84-90

Gordon Willmot

“Statistical Independence and Fractional Age Assumptions”, Gordon E. Willmot, January 1997 pp. 91-91

Cecil Nesbitt

“Statistical Independence and Fractional Age Assumptions”, Gordon E. Willmot, January 1997 pp. 91-97

Elias Shiu and Serena Tiong

Author’s Reply: Statistical Independence and Fractional Age Assumptions - Discussion by Cecil Nesbitt; Elias S. W. Shiu; Serena Tiong, January 1997 pp. 97-99

Gordon Willmot