North American Actuarial Journal

Title Publication Date Language Citations
Investment Policy for Defined-Contribution Pension Scheme Members Close to Retirement2000/04/01English37
Valuation of Equity-Indexed Annuities Under Stochastic Interest Rates2003/10/01English37
Policyholder Exercise Behavior in Life Insurance: The State of Affairs2017/09/28English36
The Discounted Joint Distribution of the Surplus Prior to Ruin and the Deficit at Ruin in a Sparre Andersen Model2007/07/01English35
Factors Affecting Retirement Mortality2003/04/01English35
Case Studies Using Panel Data Models2001/10/01English35
Optimal Annuitization Policies2001/01/01English35
Main Determinants of Lapse in the German Life Insurance Industry2012/01/01English35
Emergence of Supercentenarians in Low-Mortality Countries2002/07/01English34
Impact of Counterparty Risk on the Reinsurance Market2012/01/01English34
A Flexible Bayesian Nonparametric Model for Predicting Future Insurance Claims2017/03/08English34
Modeling Severity and Measuring Tail Risk of Norwegian Fire Claims2015/10/16English34
Dynamic Financial Models of Life Insurers2001/04/01English33
Asymptotic Analysis of Multivariate Tail Conditional Expectations2012/07/01English33
Equity-Indexed Life Insurance: Pricing and Reserving Using the Principle of Equivalent Utility2003/01/01English33
Variable Annuities with VIX-Linked Fee Structure under a Heston-Type Stochastic Volatility Model2017/07/03English32
Normalized Exponential Tilting2007/07/01English32
Forecasting Runoff Triangles2006/04/01English32
Variance of the CTE Estimator2005/04/01English32
Modeling Dependence between Loss Triangles2012/01/01English32
Regression Modeling for the Valuation of Large Variable Annuity Portfolios2017/12/18English32
Stochastic Analysis of the Interaction Between Investment and Insurance Risks1997/04/01English32
Prediction Error of the Multivariate Chain Ladder Reserving Method2008/04/01English32
Efficient and Robust Fitting of Lognormal Distributions2002/10/01English31
A Computationally Efficient Algorithm for Estimating the Distribution of Future Annuity Values Under Interest-Rate and Longevity Risks2011/04/01English31
Sharing Longevity Risk: Why Governments Should Issue Longevity Bonds2014/01/02English31
Dynamic Fund Protection2001/07/01English30
Modeling Disability in Long-Term Care Insurance2006/10/01English30
The Expected Discounted Penalty at Ruin for a Markov-Modulated Risk Process Perturbed by Diffusion2007/04/01English30
Semi-Static Hedging for GMWB in Variable Annuities2012/01/01English30