North American Actuarial Journal

Title Publication Date Language Citations
“Pricing Dynamic Investment Fund Protection,” Hans U. Gerber and Gérard Pafumi, April 20002001/01/01English19
Market Price of Insurance Risk Implied by Catastrophe Derivatives2008/07/01English19
The Time of Recovery and the Maximum Severity of Ruin in a Sparre Andersen Model2008/10/01English19
A Note on the Myers and Read Capital Allocation Formula2004/04/01English19
A Synchronous Bootstrap to Account for Dependencies Between Lines of Business in the Estimation of Loss Reserve Prediction Error2007/07/01English19
Pareto Tail Index Estimation Revisited2006/01/01English19
Modeling and Pricing Longevity Derivatives Using Stochastic Mortality Rates and the Esscher Transform2014/01/02English18
Modeling the Impact of Genetics on Insurance1999/01/01English18
A Bayesian Approach to Understanding Time Series Data1999/04/01English18
Approaches and Experiences in Projecting Mortality Patterns for the Oldest-Old2002/07/01English18
Hedging Longevity Risk When Interest Rates are Uncertain2011/04/01English18
Household Life Insurance Demand2010/07/01English18
Estimates of the Incidence, Prevalence, Duration, Intensity, and Cost of Chronic Disability Among the U.S. Elderly2011/01/01English18
The Impact of Systematic Trend and Uncertainty on Mortality and Disability in a Multistate Latent Factor Model for Transition Rates2017/10/02English18
Efficient Gain and Loss Amortization and Optimal Funding in Pension Plans2004/01/01English18
Managing Economic and Virtual Economic Capital Within Financial Conglomerates2005/07/01English18
Note on the Tail Behavior of Random Walk Maxima with Heavy Tails and Negative Drift2003/07/01English18
Validation Of Long-Term Equity return Models For Equity-Linked Guarantees2006/10/01English18
Bayesian Assessment of the Distribution of Insurance Claim Counts Using Reversible Jump MCMC2005/07/01English17
“Moments of the Surplus before Ruin and the Deficit at Ruin in the Erlang(2) Risk Process,” Yebin Cheng and Qihe Tang, January 20032003/10/01English17
On The Decomposition Of The Ruin Probability For A Jump-Diffusion Surplus Process Compounded By A Geometric Brownian Motion2006/04/01English17
Epidemic Modelling using Sars as a Case Study2005/10/01English17
Data Clustering with Actuarial Applications2019/06/14English17
Compression of Morbidity and Mortality: New Perspectives2016/10/01English17
Extreme Value Analysis of Mortality at the Oldest Ages: A Case Study Based on Individual Ages at Death2017/06/30English17
Term Structure Models: A Perspective from the Long Rate1999/07/01English17
Fair Value of Liabilities: The Financial Economics Perspective2002/01/01English17
Valuation of the Reset Options Embedded in Some Equity-Linked Insurance Products2001/07/01English17
The Pricing of Credit Default Swaps under a Markov-Modulated Merton’s Structural Model2008/01/01English17
A Linear Regression Approach to Modeling Mortality Rates of Different Forms2014/11/11English16