North American Actuarial Journal

Title Publication Date Language Citations
Björk, Tomas, 1998,Arbitrage Theory in Continuous Time2000/04/01English
Discussion of the Papers By Robert L. Brown and Thomas Trauth2001/01/01English
“Multivariate Analysis of Pension Plan Mortality Data”, Charles Vinsonhaler; Nalini Ravishanker; Jeyaraj Vadiveloo; Guy Rasoanaivo, April 20012001/04/01English
“The Public Responsibility of Actuaries in American Pensions,” Donald S. Grubbs, October 19992000/04/01English
Authors’ Reply: Designing Effective Graphs - Discussion by William C. Cutlip; Douglas A. Eckley; Gary S. Lange; Edward M. Mailander; Alexander J. McNeil; Arnold F. Shapiro; Edward B. Kleinman1998/04/01English
Trends in Social Security and Pension Policy—Implications for Women2001/01/01English
The Actuarial Role in Financial Reporting1999/10/01English
“Pricing Dynamic Investment Fund Protection”, Gérard Pafumi, April 20002000/04/01English
“Authors’ Reply: Financial and Demographic Risks of a Portfolio of Life Insurance Policies with Stochastic Interest Rates: Evaluation Methods and Applications,” Maria Giuseppina Bruno, Emanuela Camerini and Alvaro Tomassetti, October 2000 - Discussion by Fabrizio Cacciafesta2002/10/01English
Authors’ Reply: Skewness and Stock Option Prices - Discussion by Kenneth O. Kortanek and V. G. Medvedev1998/04/01English
Use of a Markov Model to Estimate Long-Term Insured Lives’ Mortality Risk Associated With BRCA1 and BRCA2 Gene Mutations2000/10/01English
“Skewness and Stock Option Prices”, Hans U. Gerber; Bruno Landry, July 19971997/07/01English
“Credibility Using a Loss Function from Spline Theory”, Virginia R. Young, January 19981998/01/01English
“Reserves for Policies with Nonannual Premiums”, Keith P. Sharp, July 19981998/07/01English
Authors’ Reply: Social Security-Adequacy, Equity, and Progressiveness: A Review of Criteria Based on Experience in Canada and the United States - Discussion by Dan Clark2000/04/01English
Renn, Derek, editor, 1998,Life, Death and Money1999/07/01English
“Bounds for Actuarial Present Values Under the Fractional Independence Assumption”, Werner Hürlimann, July, 19991999/07/01English
Joy and Sadness1999/10/01English
“Complex Dynamics, Market Mediation and Stock Price Behavior”, Richard H. Day, July 19971998/04/01English
“Credibility Using a Loss Function from Spline Theory”, Virginia R. Young, January 19981998/01/01English
“Development of the Last-Year-of-Life Valuation Model for Retiree Medical Plans”, Adam J. Reese, April 20002000/04/01English
“On a Class of Renewal Risk Processes”, David C.M. Dickson, July 19981998/07/01English
“Forecasting Social Security Actuarial Assumptions”, Edward W. Frees; Yueh-Chuan Kung; Marjorie A. Rosenberg; Virginia R. Young; Siu-Wai Lai, October 19971997/10/01English
“Designing Effective Graphs”, Edward W. Frees and Robert B. Miller, April 19981998/04/01English
Klugman, S.A., Panjer, H.H., and Willmot, G.E., 1998,Los flwfodels: From Data to Decisions1999/04/01English
“Forecasting Changes In Mortality: A Search for a Law of Causes and Effects,“ Sam Gutterman and Irwin Vanderhoof, October 19981999/07/01English
Wainer, H., 1997, Visual Revelations: Graphical Tales of Fate and Deception from Napoleon Bonaparte to Ross Perot, Copernicus, New York, 180 pages, $35.00, ISBN 0-387-94902-X.1999/01/01English
“Stochastic Models for Continuing Care Retirement Communities”, Bruce L. Jones, January 19971997/01/01English
Our Golden Anniversary1999/10/01English
Author’s Reply: Market Value Of Insurance Liabilities: Reconciling the Actuarial Appraisal and Option Pricing Methods - Discussion by Thomas S. Y. Ho; Joe Koltisko; Thomas J. Merfeld; Marsha Wallace2000/01/01English