North American Actuarial Journal

Title Publication Date Language Citations
Credibility Using Copulas2005/04/01English49
Comparing Approximations for Risk Measures of Sums of Nonindependent Lognormal Random Variables2005/10/01English49
Generalized Pareto Fit to the Society of Actuaries’ Large Claims Database2003/07/01English48
Moments of the Surplus before Ruin and the Deficit at Ruin in the Erlang(2) Risk Process2003/01/01English48
Multistate Actuarial Models of Functional Disability2015/01/02English47
Pricing Dynamic Investment Fund Protection2000/04/01English47
Mortality-Indexed Annuities Managing Longevity Risk Via Product Design2011/04/01English46
VAR and CTE Criteria for Optimal Quota-Share and Stop-Loss Reinsurance2009/10/01English45
Moments of the Dividend Payments and Related Problems in a Markov-Modulated Risk Model2007/04/01English45
Cybersecurity Insurance: Modeling and Pricing2019/04/03English45
Pricing Lookback Options and Dynamic Guarantees2003/01/01English44
Capital Allocation Survey with Commentary2004/04/01English44
A Risk Model with Multilayer Dividend Strategy2007/04/01English44
A Bayesian Generalized Linear Model for the Bornhuetter-Ferguson Method of Claims Reserving2004/07/01English44
Corporate Hedging in the Insurance Industry1997/01/01English44
Boosting Insights in Insurance Tariff Plans with Tree-Based Machine Learning Methods2020/07/13English44
Robust and Efficient Estimation of the Tail Index of a Single-Parameter Pareto Distribution2000/10/01English43
Securitization of Longevity Risk in Reverse Mortgages2008/10/01English43
The 1/n Pension Investment Puzzle2004/07/01English43
Arrow's Theorem of the Deductible with Heterogeneous Beliefs2016/07/21English43
On a Classical Risk Model with a Constant Dividend Barrier2005/10/01English42
The Management of Decumulation Risks in a Defined Contribution Pension Plan2006/01/01English41
The CBD Mortality Indexes: Modeling and Applications2014/01/02English41
Valuation of a Guaranteed Minimum Income Benefit2010/01/01English41
Why Men Die Younger2000/10/01English39
Bayesian Estimation of Outstanding Claim Reserves2002/10/01English39
Geometric Brownian Motion Models for Assets and Liabilities: From Pension Funding to Optimal Dividends2003/07/01English38
Accounting/Actuarial Bias Enables Equity Investment By Defined Benefit Pension Plans2005/07/01English38
The Valuation of Guaranteed Lifelong Withdrawal Benefit Options in Variable Annuity Contracts and the Impact of Mortality Risk2011/01/01English37
Pricing Perpetual Options for Jump Processes1998/07/01English37