North American Actuarial Journal

1997 - 2025

Current editor(s): Kathryn Baker

From Taylor & Francis Journals
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Volume 24, issue 4, 2020

Mortality Modeling of Skin Cancer Patients with Actuarial Applications pp. 495-511

Raoufeh Asghari and Amin Hassan Zadeh

Size-Biased Risk Measures of Compound Sums pp. 512-532

Michel Denuit

Trends in Canadian Mortality by Pension Level: Evidence from the CPP and QPP pp. 533-561

Jie Wen, Torsten Kleinow and Andrew J. G. Cairns

E-Cigarettes: A Hazard or a Help? pp. 562-592

Sam Gutterman

The Effect of Distracted Driving Laws on Automobile Liability Insurance Claims pp. 593-610

J. Bradley Karl and Charles Nyce

Incorporating Climate Change Projections into Risk Measures of Index-Based Insurance pp. 611-625

Zhuoli Jin and Robert J. Erhardt

Reducing Medical Malpractice Loss Reserve Volatility Through Tort Reform pp. 626-646

Patricia H. Born, Evan M. Eastman and W Viscusi

Volume 24, issue 3, 2020

The Design of Weather Index Insurance Using Principal Component Regression and Partial Least Squares Regression: The Case of Forage Crops pp. 355-369

Milton Boyd, Brock Porth, Lysa Porth, Ken Seng Tan, Shuo Wang and Wenjun Zhu

Capital Requirements for Cyber Risk and Cyber Risk Insurance: An Analysis of Solvency II, the U.S. Risk-Based Capital Standards, and the Swiss Solvency Test pp. 370-392

Martin Eling and Werner Schnell

Introducing and Evaluating a New Multiple-Component Stochastic Mortality Model pp. 393-445

Peter Hatzopoulos and Aliki Sagianou

The Affordability of the Individual Markets in the Affordable Care Act: Analyses of Premium Increases and Cost Reductions from an Expanded Cross-Subsidization Perspective pp. 446-462

Charles C. Yang

Regulation Risk pp. 463-474

Olivier Le Courtois, Jacques Lévy-Véhel and Christian Walter

Stochastic Comparisons between the Extreme Claim Amounts from Two Heterogeneous Portfolios in the Case of Transmuted-G Model pp. 475-487

Hossein Nadeb, Hamzeh Torabi and Ali Dolati

Discussion on “Manual and Automated Procedures for Compiling a Very Large Sample of Centenarian Pedigrees,” by Giacomo Nebbia, Lisa Nussbaum, Annie Helmkamp, Stacy Anderson, Thomas Perls, and Paola Sebastiani, Volume 22(4) pp. 488-490

Kenneth W. Faig

Discussion on “A General Semi-Markov Model for Coupled Lifetimes,” by Min Ji and Rui Zhou, Volume 23(1) pp. 491-494

Hans U. Gerber and Elias S. W. Shiu

Volume 24, issue 2, 2020

Advances in Predictive Analytics pp. 165-167

Ken Seng Tan, Chengguo Weng and Tony Wirjanto

Data Clustering with Actuarial Applications pp. 168-186

Guojun Gan and Emiliano A. Valdez

Efficient Nested Simulation for Conditional Tail Expectation of Variable Annuities pp. 187-210

Ou Dang, Mingbin Feng and Mary R. Hardy

Predictive Analytics and Medical Malpractice pp. 211-227

Edward W. Frees and Lisa Gao

Drivers of Mortality Dynamics: Identifying Age/Period/Cohort Components of Historical U.S. Mortality Improvements pp. 228-250

Johnny S.-H. Li, Rui Zhou, Yanxin Liu, George Graziani, R. Dale Hall, Jennifer Haid, Andrew Peterson and Laurence Pinzur

Pricing Flood Insurance with a Hierarchical Physics-Based Model pp. 251-274

Mathieu Boudreault, Patrick Grenier, Mathieu Pigeon, Jean-Mathieu Potvin and Richard Turcotte

Efficient Simulation Designs for Valuation of Large Variable Annuity Portfolios pp. 275-289

Ben Mingbin Feng, Zhenni Tan and Jiayi Zheng

Bühlmann Credibility-Based Approaches to Modeling Mortality Rates for Multiple Populations pp. 290-315

Cary Chi-Liang Tsai and Adelaide Di Wu

Predictive Modeling of Threshold Life Tables pp. 316-332

Min Ji, Mostafa Aminzadeh and Min Deng

Remote Sensing Applications for Insurance: A Predictive Model for Pasture Yield in the Presence of Systemic Weather pp. 333-354

C. Brock Porth, Lysa Porth, Wenjun Zhu, Milton Boyd, Ken Seng Tan and Kai Liu

Volume 24, issue 1, 2020

Determinants of Persistent High Utilizers in U.S. Adults Using Nationally Representative Data pp. 1-21

Kyeonghee Kim and Marjorie A. Rosenberg

Estimating Complete Life Tables for Populations with Limited Size: From Graduation to Equivalent Construction pp. 22-35

Nan Li

Dating Death: An Empirical Comparison of Medical Underwriters in the U.S. Life Settlements Market pp. 36-56

Jiahua Xu

Doubly Enhanced Annuities (DEANs) and the Impact of Quality of Long-Term Care under a Multi-State Model of Activities of Daily Living (ADL) pp. 57-99

Colin M. Ramsay and Victor I. Oguledo

Valuation of Large Variable Annuity Portfolios with Rank Order Kriging pp. 100-117

Guojun Gan and Emiliano A. Valdez

Hedging Mortality/Longevity Risks for Multiple Years pp. 118-140

Tzuling Lin and Cary Chi-Liang Tsai

Can Automobile Insurance Telematics Predict the Risk of Near-Miss Events? pp. 141-152

Montserrat Guillen, Jens Perch Nielsen, Ana M. Pérez-Marín and Valandis Elpidorou

Text Mining Methods Applied to Insurance Company Customer Calls: A Case Study pp. 153-163

Xiyue Liao, Guoqiang Chen, Ben Ku, Rahul Narula and Janet Duncan

Volume 23, issue 4, 2019

Improving Risk Sharing and Borrower Incentives in Mortgage Design pp. 485-511

Yuchen Mei, Phelim Boyle and Johnny Siu-Hang Li

Agricultural Insurance Ratemaking: Development of a New Premium Principle pp. 512-534

Wenjun Zhu, Ken Seng Tan and Lysa Porth

Deep Learning at the Interface of Agricultural Insurance Risk and Spatio-Temporal Uncertainty in Weather Extremes pp. 535-550

Azar Ghahari, Nathaniel K. Newlands, Vyacheslav Lyubchich and Yulia R. Gel

A Relational Data Matching Model for Enhancing Individual Loss Experience: An Example from Crop Insurance pp. 551-572

Lysa Porth, Ken Seng Tan and Wenjun Zhu

An Individual Risk Model for Premium Calculation Based on Quantile: A Comparison between Generalized Linear Models and Quantile Regression pp. 573-590

Fabio Baione and Davide Biancalana

Long-Term Implications of the Revenue Transfer Methodology in the Affordable Care Act pp. 591-597

Ishan Muzumdar and Donald Richards

Life-Cycle Planning with Ambiguous Economics and Mortality Risks pp. 598-625

Yang Shen and Jianxi Su

Efficiency Analysis of Health Insurers’ Scale of Operations and Group Affiliation with a Perspective Toward Health Insurers’ Mergers and Acquisitions Effects pp. 626-645

Linda L. Golden and Charles C. Yang

Volume 23, issue 3, 2019

Discussion on “On Cramér’s First Contributions to Ruin Theory,” by Ennio Badolati and Sandra Ciccone, Volume 21(2) pp. 321-321

François Dufresne

Minimum Death Rates and Maximum Life Expectancy: The Role of Concordant Ages pp. 322-334

Vladimir Canudas-Romo, Heather Booth and Marie-Pier Bergeron-Boucher

Statistical Inference for Lee-Carter Mortality Model and Corresponding Forecasts pp. 335-363

Qing Liu, Chen Ling and Liang Peng

Nonparametric Inference for VaR, CTE, and Expectile with High-Order Precision pp. 364-385

Zhiyi Shen, Yukun Liu and Chengguo Weng

Diabetes Payer-Addressable Burden: An Actuarial Analysis pp. 386-394

Whitney Schwark Pratt, Zhenxiang Zhao, Beth Mitchell, Kevin Ashpole and Karl J. Gregor

Experience-Rating Mechanisms in Auto Insurance: Implications for High-Risk, Low-Risk, and Novice Drivers pp. 395-411

K. P. Sapna Isotupa, Mary Kelly and Anne Kleffner

The Impact of Spatial Interpolation Techniques on Spatial Basis Risk for Weather Insurance: An Application to Forage Crops pp. 412-433

Milton Boyd, Brock Porth, Lysa Porth and Daniel Turenne

Using Parametric Bootstrap to Introduce and Manage Uncertainty: Replicated Loaded Insurance Life Tables pp. 434-446

Jose M. Pavía, Francisco G. Morillas and Juan Carlos Bosch-Rodríguez

Management of Portfolio Depletion Risk through Optimal Life Cycle Asset Allocation pp. 447-468

Peter A. Forsyth, Kenneth R. Vetzal and Graham Westmacott

Time Series Data Mining with an Application to the Measurement of Underwriting Cycles pp. 469-484

Iqbal Owadally, Feng Zhou, Rasaq Otunba, Jessica Lin and Douglas Wright

Volume 23, issue 2, 2019

It’s About Time: An Examination of Loss Reserve Development Time Horizons pp. 143-168

Michael M. Barth, Evan M. Eastman and David L. Eckles

Regression Tree Credibility Model pp. 169-196

Liqun Diao and Chengguo Weng

Systematic Mortality Improvement Trends and Mortality Heterogeneity: Insights from Individual-Level HRS Data pp. 197-219

Mengyi Xu, Michael Sherris and Ramona Meyricke

Cybersecurity Insurance: Modeling and Pricing pp. 220-249

Maochao Xu and Lei Hua

An Ex Post Assessment of Investor Response to Catastrophes pp. 250-275

Marc A. Ragin and Jianren Xu

Heterogeneous Premiums for Homogeneous Risks? Asset Liability Management under Default Probability and Price-Demand Functions pp. 276-297

Florian Klein and Hato Schmeiser

Improving the Forecast of Longevity by Combining Models pp. 298-319

Giovanna Apicella, Michel Dacorogna, Emilia Di Lorenzo and Marilena Sibillo

Volume 23, issue 1, 2019

Remarks on the Mossin Theorem pp. 1-10

Liang Hong

Stochastic Payments per Claim Incurred pp. 11-26

Guangyuan Gao, Shengwang Meng and Yanlin Shi

Statistical Implications of the Revenue Transfer Methodology in the Affordable Care Act pp. 27-32

Michelle Li and Donald Richards

Robust Actuarial Risk Analysis pp. 33-63

Jose Blanchet, Henry Lam, Qihe Tang and Zhongyi Yuan

Predictive Modeling of Obesity Prevalence for the U.S. Population pp. 64-81

Palma Daawin, Seonjin Kim and Tatjana Miljkovic

Capital Allocation for a Sum of Dependent Compound Mixed Poisson Variables: A Recursive Algorithm Approach pp. 82-97

Joseph H. T. Kim, Jiwook Jang and Chaehyun Pyun

A General Semi-Markov Model for Coupled Lifetimes pp. 98-119

Min Ji and Rui Zhou

Optimal Control of DC Pension Plan Management under Two Incentive Schemes pp. 120-141

Lin He, Zongxia Liang, Yang Liu and Ming Ma