North American Actuarial Journal, Volume 10, Issue 4 (2006)

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North American Actuarial Journal, Volume 10, Issue 4 (2006)

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Guest Editorial

Editorial
Ten Years And Counting!
Sam Cox
Pages: iii-iv
Published online: 02 Jan 2013
CitationforTen Years And Counting! | PDF (47.4 KB)
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Original Articles

Article
Multivariate Extreme Value Theory And Its Usefulness In Understanding Risk
Debbie J. Dupuis & Bruce L. Jones
Pages: 1-27
Published online: 02 Jan 2013
AbstractforMultivariate Extreme Value Theory And Its Usefulness In Understanding Risk | References | PDF (634.9 KB)
  • 242 Views
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Article
Validation Of Long-Term Equity return Models For Equity-Linked Guarantees
Mary R. Hardy, R. Keith Freeland & Matthew C. Till
Pages: 28-47
Published online: 02 Jan 2013
AbstractforValidation Of Long-Term Equity return Models For Equity-Linked Guarantees | References | PDF (269.7 KB)
  • 86 Views
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Article
Modeling Disability in Long-Term Care Insurance
D. J. Pritchard
Pages: 48-75
Published online: 02 Jan 2013
AbstractforModeling Disability in Long-Term Care Insurance | References | PDF (221 KB)
  • 302 Views
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Article
A Comparative Analysis Of Chronic And Nonchronic Insured Commercial Member Cost Trends
Robert Bachler, Ian Duncan & Iver Juster
Pages: 76-89
Published online: 02 Jan 2013
AbstractforA Comparative Analysis Of Chronic And Nonchronic Insured Commercial Member Cost Trends | References | PDF (112.6 KB)
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Article
Using Reverse Mortgages to Manage the Financial Risk of Long-Term Care
Barbara R. Stucki
Pages: 90-102
Published online: 02 Jan 2013
AbstractforUsing Reverse Mortgages to Manage the Financial Risk of Long-Term Care | References | PDF (121.3 KB)
  • 145 Views
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Article
Immediate Annuity Pricing in the Presence of Unobserved Heterogeneity
Kim G. Balls
Pages: 103-116
Published online: 02 Jan 2013
AbstractforImmediate Annuity Pricing in the Presence of Unobserved Heterogeneity | References | PDF (647.9 KB)
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Article
Valuation of Equity-Linked Insurance and Annuity Products with Binomial Models
Patrice Gaillardetz & X. Sheldon Lin
Pages: 117-144
Published online: 02 Jan 2013
AbstractforValuation of Equity-Linked Insurance and Annuity Products with Binomial Models | References | PDF (244.9 KB)
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Article
Optimal and Simple, Nearly Optimal Rules for Minimizing the Probability Of Financial Ruin in Retirement
Kristen S. Moore & Virginia R. Young
Pages: 145-161
Published online: 02 Jan 2013
AbstractforOptimal and Simple, Nearly Optimal Rules for Minimizing the Probability Of Financial Ruin in Retirement | References | PDF (201.4 KB)
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Article
An Extreme Value Analysis Of Advanced Age Mortality Data
Kathryn A. Watts, Debbie J. Dupuis & Bruce L. Jones
Pages: 162-178
Published online: 02 Jan 2013
AbstractforAn Extreme Value Analysis Of Advanced Age Mortality Data | References | PDF (166.2 KB)
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Article
Development and Pricing of a New Participating Contract
Carole L. Bernard, Olivier A. Le Courtois & François M. Quittard-Pinon
Pages: 179-195
Published online: 02 Jan 2013
AbstractforDevelopment and Pricing of a New Participating Contract | References | PDF (141.2 KB)
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Article
On The Expected Discounted Penalty function for Lévy Risk Processes
José Garrido & Manuel Morales
Pages: 196-216
Published online: 02 Jan 2013
AbstractforOn The Expected Discounted Penalty function for Lévy Risk Processes | References | PDF (228.8 KB)
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Discussion

Article
“On The Expected Discounted Penalty function for Lévy Risk Processes”, José Garrido and Manuel Morales, October 2006
Hans U. Gerber & Elias S. W. Shiu
Pages: 216-218
Published online: 02 Jan 2013
First Page Previewfor“On The Expected Discounted Penalty function for Lévy Risk Processes”, José Garrido and Manuel Morales, October 2006 | References | PDF (63.2 KB)
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Original Articles

Article
Compound Poisson Model with Covariates
A Case Study on Pet Insurance
Jeffrey S. Pai, Kevin J. Shand & Xikui Wang
Pages: 219-234
Published online: 02 Jan 2013
AbstractforCompound Poisson Model with Covariates | References | PDF (724.3 KB)
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Article
Regime-Switching Periodic Models For Claim Counts
Yi Lu & José Garrido
Pages: 235-248
Published online: 02 Jan 2013
AbstractforRegime-Switching Periodic Models For Claim Counts | References | PDF (239.4 KB)
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Article
Interval Estimation of Actuarial Risk Measures
Thomas Kaiser & Vytaras Brazauskas
Pages: 249-268
Published online: 02 Jan 2013
AbstractforInterval Estimation of Actuarial Risk Measures | References | PDF (253.4 KB)
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Article
Direct Derivation of Finite-Time Ruin Probabilities in the Discrete Risk Model with Exponential or Geometric Claims
Wai-Sum Chan & Lianzeng Zhang
Pages: 269-279
Published online: 02 Jan 2013
AbstractforDirect Derivation of Finite-Time Ruin Probabilities in the Discrete Risk Model with Exponential or Geometric Claims | References | PDF (100 KB)
  • 93 Views
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Article
“Optimal Dividends in an Ornstein-Uhlenbeck Type Model with Credit and Debit Interest,” by Jun Cai, Hans U. Gerber, Hailang Yang, April 2006
Zhaoxia Ren & Xiaowen Zhou
Pages: 280-283
Published online: 02 Jan 2013
First Page Previewfor“Optimal Dividends in an Ornstein-Uhlenbeck Type Model with Credit and Debit Interest,” by Jun Cai, Hans U. Gerber, Hailang Yang, April 2006 | References | PDF (60.4 KB)
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