North American Actuarial Journal

Title Publication Date Language Citations
Optimal Dividends In An Ornstein-Uhlenbeck Type Model With Credit And Debit Interest2006/04/01English74
An Actuarial Index of the Right-Tail Risk1998/04/01English73
On the Class of Erlang Mixtures with Risk Theoretic Applications2007/04/01English73
On Pricing Derivatives Under GARCH Models: A Dynamic Gerber-Shiu Approach2004/07/01English72
Optimal Investment Strategy to Minimize the Probability of Lifetime Ruin2004/10/01English71
Optimal Reinsurance and Investment for a Jump Diffusion Risk Process under the CEV Model2011/07/01English70
Risk Classification for Claim Counts2007/10/01English70
Mortality Regimes and Pricing2011/04/01English69
Pricing Guaranteed Life Insurance Participating Policies with Annual Premiums and Surrender Option2003/07/01English68
Weighted Pricing Functionals With Applications to Insurance2009/10/01English68
Modeling with Weibull-Pareto Models2012/04/01English67
Markov Aging Process and Phase-Type Law of Mortality2007/10/01English63
Actuarial Modeling with MCMC and BUGs2001/04/01English62
Pricing Annuity Guarantees Under a Regime-Switching Model2009/07/01English62
Projecting Mortality Trends2004/04/01English61
Modeling Period Effects in Multi-Population Mortality Models: Applications to Solvency II2014/01/02English60
A General Procedure for Constructing Mortality Models2014/01/02English60
Modeling Surrender and Lapse Rates With Economic Variables2005/10/01English60
Enterprise Risk Management2012/01/01English59
Structural Changes in the Lee-Carter Mortality Indexes2011/01/01English59
Explaining Mortality Dynamics2011/04/01English58
On The Expected Discounted Penalty function for Lévy Risk Processes2006/10/01English58
Absolute Ruin Probabilities in a Jump Diffusion Risk Model with Investment2007/07/01English56
Mortality Change and Forecasting1998/10/01English54
Developing Equity Release Markets: Risk Analysis for Reverse Mortgages and Home Reversions2014/01/02English52
On a Class of Renewal Risk Processes1998/07/01English51
Predicting the Frequency and Amount of Health Care Expenditures2011/07/01English50
Hedging Equity-Linked Life Insurance Contracts2001/04/01English50
Bayesian Modelling of Outstanding Liabilities Incorporating Claim Count Uncertainty2002/01/01English49
A Bayesian Log-Normal Model for Multivariate Loss Reserving2012/01/01English49