North American Actuarial Journal

Title Publication Date Language Citations
Understanding Relationships Using Copulas1998/01/01English683
On the Time Value of Ruin1998/01/01English576
A Quantitative Comparison of Stochastic Mortality Models Using Data From England and Wales and the United States2009/01/01English450
A Regime-Switching Model of Long-Term Stock Returns2001/04/01English267
Tail Conditional Expectations for Elliptical Distributions2003/10/01English237
Optimal Dividends2004/01/01English214
The Lee-Carter Method for Forecasting Mortality, with Various Extensions and Applications2000/01/01English212
Extreme Value Theory as a Risk Management Tool1999/04/01English210
The Time Value of Ruin in a Sparre Andersen Model2005/04/01English188
Measuring Basis Risk in Longevity Hedges2011/04/01English182
On Optimal Dividend Strategies In The Compound Poisson Model2006/04/01English162
Strategies for Dividend Distribution: A Review2009/04/01English154
Natural Hedging of Life and Annuity Mortality Risks2007/07/01English147
A Gravity Model of Mortality Rates for Two Related Populations2011/04/01English126
Minimizing the Probability of Ruin When Claims Follow Brownian Motion with Drift2005/07/01English122
Economic Capital Allocation Derived from Risk Measures2003/04/01English116
Application of Coherent Risk Measures to Capital Requirements in Insurance1999/04/01English112
Utility Functions1998/07/01English106
Modeling and Evaluating Insurance Losses Via Mixtures of Erlang Distributions2010/01/01English104
Longevity Hedging 1012011/04/01English102
Valuing Equity-Indexed Annuities2000/10/01English88
Backtesting Stochastic Mortality Models2010/07/01English88
“Understanding Relationships Using Copulas,” by Edward Frees and Emiliano Valdez, January 19981998/07/01English85
Optimal Investment for an Insurer to Minimize Its Probability of Ruin2004/04/01English84
Empirical Estimation of Risk Measures and Related Quantities2003/10/01English83
On the Modeling and Forecasting of Socioeconomic Mortality Differentials: An Application to Deprivation and Mortality in England2014/01/02English82
Catastrophe Risk Bonds2000/10/01English82
Self-Annuitization and Ruin in Retirement2000/10/01English82
Real Longevity Insurance with a Deductible: Introduction to Advanced-Life Delayed Annuities (ALDA)2005/10/01English81
Mortality Measurement at Advanced Ages2011/07/01English79