North American Actuarial Journal

1997 - 2025

Current editor(s): Kathryn Baker

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Volume 20, issue 4, 2016

The Tail Stein's Identity with Applications to Risk Measures pp. 313-326

Zinoviy Landsman and Emiliano A. Valdez

The Theory of Optimal Stochastic Control as Applied to Insurance Underwriting Cycles pp. 327-340

David L. Eckles, David G. McCarthy and Xudong Zeng

Compression of Morbidity and Mortality: New Perspectives pp. 341-354

Eric Stallard

Obesity, Mortality, and the Obesity Paradox pp. 355-403

Sam Gutterman

Member Plan Choice and Migration in Response to Changes in Member Premiums after Massachusetts Health Insurance Reform pp. 404-419

Ian Duncan and Stéphane Guerrier

Evaluating the Technical Provisions for Traditional Brazilian Annuity Plans: Continuous-Time Stochastic Approach Based on Solvency Principles pp. 420-436

César Neves and Eduardo Fraga L. de Melo

Editorial Board EOV pp. ebi-ebi

The Editors

Volume 20, issue 3, 2016

How Genes Modulate Patterns of Aging-Related Changes on the Way to 100: Biodemographic Models and Methods in Genetic Analyses of Longitudinal Data pp. 201-232

Anatoliy I. Yashin, Konstantin G. Arbeev, Deqing Wu, Liubov Arbeeva, Alexander Kulminski, Irina Kulminskaya, Igor Akushevich and Svetlana V. Ukraintseva

Empirical Evidence on the Use of Credit Scoring for Predicting Insurance Losses with Psycho-social and Biochemical Explanations pp. 233-251

Linda L. Golden, Patrick L. Brockett, Jing Ai and Bruce Kellison

An Empirical Investigation of CDS Spreads Using a Regime-Switching Default Risk Model pp. 252-275

Andreas Milidonis

Life Expectancy in 2040: What Do Clinical Experts Expect? pp. 276-285

Vladimir Canudas-Romo, Eva DuGoff, Albert W. Wu, Saifuddin Ahmed and Gerard Anderson

Quantification of Operational Risk: A Scenario-Based Approach pp. 286-297

Zeinab Amin

Effects of Competition on Insurance Contract Formation pp. 298-312

Michael R. Powers, Joseph Qiu, April Shen and Zhan Shen

Volume 20, issue 2, 2016

Accuracy of Long-Range Actuarial Projections of Health Care Costs pp. 101-113

Thomas E. Getzen

Credibility in Loss Reserving pp. 114-132

Peng Shi and Brian M. Hartman

Option Pricing with Threshold Diffusion Processes pp. 133-141

Fei Su and Kung-Sik Chan

The Impact of Disability Insurance on a Portfolio of Life Insurances pp. 142-159

Alexander Maegebier and Nadine Gatzert

Predictive Modeling in Long-Term Care Insurance pp. 160-183

Nathan R. Lally and Brian M. Hartman

Sarmanov Family of Bivariate Distributions for Multivariate Loss Reserving Analysis pp. 184-200

Anas Abdallah, Jean-Philippe Boucher, Hélène Cossette and Julien Trufin

Volume 20, issue 1, 2016

Modeling Severity and Measuring Tail Risk of Norwegian Fire Claims pp. 1-16

Vytaras Brazauskas and Andreas Kleefeld

Minimizing the Probability of Lifetime Ruin When Shocks Might Occur: Perturbation Analysis pp. 17-36

Kristen S. Moore and Virginia R. Young

Forecasting Longevity Gains for a Population with Short Time Series Using a Structural SUTSE Model: An Application to Brazilian Annuity Plans pp. 37-56

César Neves, Cristiano Fernandes and Álvaro Veiga

Familial Risk for Exceptional Longevity pp. 57-64

Paola Sebastiani, Stacy L. Andersen, Avery I. McIntosh, Lisa Nussbaum, Meredith D. Stevenson, Leslie Pierce, Samantha Xia, Kelly Salance and Thomas T. Perls

Testing Alternative Regression Frameworks for Predictive Modeling of Health Care Costs pp. 65-87

I. Duncan, M. Loginov and M. Ludkovski

Discussion on “Capital Forbearance, Ex Ante Life Insurance Guaranty Schemes, and Interest Rate Uncertainty,” by Ya-Wen Hwang, Shih-Chieh Chang, and Yang-Che Wu, Volume 19(2) pp. 88-93

Xiao Wang

Response to Xiao Wang on His Comments on Our Paper Entitled, “Capital Forbearance, Ex Ante Life Insurance Guaranty Schemes, and Interest Rate Uncertainty” pp. 94-94

Ya-Wen Hwang, Shih-Chieh Chang and Yang-Che Wu

Discussion on “Credibility Estimation of Distribution Functions with Applications to Experience Rating in General Insurance,” by Xiaoqiang Cai, Limin Wen, Xianyi Wu, and Xian Zhou, Volume 19(4) pp. 95-98

Liang Hong and Ryan Martin

Response to Liang Hong and Ryan Martin on Their Comments on Our Paper Entitled, “Credibility Estimation of Distribution Functions with Applications to Experience Rating in General Insurance” pp. 99-100

Xiaoqiang Cai, Limin Wen, Xianyi Wu and Xian Zhou

Volume 19, issue 4, 2015

Logistic Regression for Insured Mortality Experience Studies pp. 241-255

Zhiwei Zhu, Zhi Li, David Wylde, Michael Failor and George Hrischenko

Dynamic Portfolio Choice with Stochastic Wage and Life Insurance pp. 256-272

Xudong Zeng, Yuling Wang and James M. Carson

Reserving by Conditioning on Markers of Individual Claims: A Case Study Using Historical Simulation pp. 273-288

Els Godecharle and Katrien Antonio

A Spatial Cross-Sectional Credibility Model with Dependence Among Risks pp. 289-310

Jimmy Poon and Yi Lu

Credibility Estimation of Distribution Functions with Applications to Experience Rating in General Insurance pp. 311-335

Xiaoqiang Cai, Limin Wen, Xianyi Wu and Xian Zhou

Editorial Board EOV pp. ebi-ebi

The Editors

Volume 19, issue 3, 2015

Optimal Disability Insurance with Moral Hazards: Absenteeism, Presenteeism, and Shirking pp. 143-173

Colin M. Ramsay and Victor I. Oguledo

Predictors of Exceptional Longevity: Effects of Early-Life and Midlife Conditions, and Familial Longevity pp. 174-186

Leonid A. Gavrilov and Natalia S. Gavrilova

Mortality, Health, and Marriage: A Study Based on Taiwan's Population Data pp. 187-199

Hsin Chung Wang and Jack C. Yue

Mortality of Smoking by Gender pp. 200-223

Sam Gutterman

Purchasing Term Life Insurance to Reach a Bequest Goal: Time-Dependent Case pp. 224-236

Erhan Bayraktar, S. David Promislow and Virginia R. Young

Discussion on “Empirical Approach for Optimal Reinsurance Design,” by Ken Seng Tan and Chengguo Weng, Volume 18(2) pp. 237-237

Hans U. Gerber

Response to Hans U. Gerber on His Comments on Our Paper Entitled ”Empirical Approach for Optimal Reinsurance Design” pp. 238-239

Ken Seng Tan and Chengguo Weng

Call for Papers: Risk Theory Society Annual Seminar pp. 240-240

The Editors

Volume 19, issue 2, 2015

A Solution for Solvency II Quantitative Requirements Modeling with Long-Tail Liabilities pp. 79-93

David Munroe, David Odell, Serge Sandler and Ben Zehnwirth

Capital Forbearance, Ex Ante Life Insurance Guaranty Schemes, and Interest Rate Uncertainty pp. 94-115

Ya-Wen Hwang, Shih-Chieh Chang and Yang-Che Wu

Causes-of-Death Mortality: What Do We Know on Their Dependence? pp. 116-128

Séverine Arnold (-Gaille) and Michael Sherris

A Three-Factor Model for Mortality Modeling pp. 129-141

Vincenzo Russo, Rosella Giacometti, Svetlozar Rachev and Frank Fabozzi

Volume 19, issue 1, 2015

A Linear Regression Approach to Modeling Mortality Rates of Different Forms pp. 1-23

Cary Chi-Liang Tsai and Shuai Yang

CreditRisk Model with Dependent Risk Factors pp. 24-40

Ruodu Wang, Liang Peng and Jingping Yang

Multistate Actuarial Models of Functional Disability pp. 41-59

Joelle H. Fong, Adam W. Shao and Michael Sherris

Anatomy of a Slow-Motion Health Insurance Death Spiral pp. 60-72

Harry Frech and Michael P. Smith

Discussion on “On the Laplace Transform of the Aggregate Discounted Claims with Markovian Arrivals,” by Jiandong Ren, Volume 12(2) pp. 73-77

H. P. Keeler and P. G. Taylor