North American Actuarial Journal

Title Publication Date Language Citations
The Integration of the Financial Services Industry2000/07/01English25
On the Joint Distributions of the Time to Ruin, the Surplus Prior to Ruin, and the Deficit at Ruin in the Classical Risk Model2009/04/01English25
Can Automobile Insurance Telematics Predict the Risk of Near-Miss Events?2019/08/30English25
Optimal and Simple, Nearly Optimal Rules for Minimizing the Probability Of Financial Ruin in Retirement2006/10/01English25
A Cautionary Note on Natural Hedging of Longevity Risk2014/01/02English25
Forecasting Mortality Trends Allowing for Cause-of-Death Mortality Dependence2013/10/02English25
Pricing and Hedging Variable Annuity Guarantees with Multiasset Stochastic Investment Models2013/01/02English25
Raising Value at Risk1999/04/01English24
The Impact of the Inpatient Prospective Payment System and Diagnosis-Related Groups2001/10/01English24
Downside Risk Management of a Defined Benefit Plan Considering Longevity Basis Risk2014/01/02English24
“Moments of the Surplus before Ruin and the Deficit at Ruin in the Erlang(2) Risk Process,” Yebin Cheng and Qihe Tang, January 20032003/07/01English23
Empirical Approach for Optimal Reinsurance Design2014/04/03English23
Detecting Common Longevity Trends by a Multiple Population Approach2014/01/02English23
Hedging and Reserving for Single-Premium Segregated Fund Contracts2000/04/01English22
Conditional Tail Moments of the Exponential Family and Its Related Distributions2010/04/01English22
Some Nonlinear Threshold Autoregressive Time Series Models for Actuarial Use2004/10/01English22
Double Chain Ladder and Bornhuetter-Ferguson2013/04/03English22
Asymptotic Analysis of the Loss Given Default in the Presence of Multivariate Regular Variation2013/07/03English22
Optimal Portfolio Selection with Transaction Costs1997/04/01English21
Pricing Weather Derivatives Using the Indifference Pricing Approach2009/07/01English21
A Comparative Study of Risk Measures for Guaranteed Minimum Maturity Benefits by a PDE Method2014/06/23English21
Pension Plan Valuation and Mortality Projection2007/04/01English21
Social Transfers And Income Inequality In Old Age2004/10/01English21
Multivariate Credibility for Aggregate Loss Models2003/01/01English21
An Empirical Examination of Jump Risk in U.S. Equity And Bond Markets2007/10/01English20
An Out-of-Sample Analysis of Investment Guarantees for Equity-Linked Products2012/04/01English20
Measuring the Impact of Longevity Risk on Pension Systems: The Case of Italy2014/01/02English20
“On the Time Value of Ruin”, Hans U. Gerber and Elias S.W. Shiu, January 19981998/01/01English20
Bayesian Risk Measures for Derivatives via Random Esscher Transform2001/07/01English19
Investing for Retirement2000/04/01English19