North American Actuarial Journal, Volume 11, Issue 3 (2007)

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North American Actuarial Journal, Volume 11, Issue 3 (2007)

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Original Articles

Article
Natural Hedging of Life and Annuity Mortality Risks
Samuel H. Cox & Yijia Lin
Pages: 1-15
Published online: 02 Jan 2013
AbstractforNatural Hedging of Life and Annuity Mortality Risks | References | PDF (246.1 KB)
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Article
Trajectories of Morbidity, Disability, and Mortality among the U.S. Elderly Population
Evidence from the 1984–1999 NLTCS
Eric Stallard
Pages: 16-53
Published online: 02 Jan 2013
AbstractforTrajectories of Morbidity, Disability, and Mortality among the U.S. Elderly Population | References | PDF (279.3 KB)
  • 75 Views
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Article
Predictive Modeling with Longitudinal Data
A Case Study Of Wisconsin Nursing Homes
Marjorie A. RosenbergEdward W. FreesJiafeng SunPaul H. Johnson Jr. & Jim Robinson
Pages: 54-69
Published online: 02 Jan 2013
AbstractforPredictive Modeling with Longitudinal Data | References | PDF (228.9 KB)
  • 215 Views
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Article
A Synchronous Bootstrap to Account for Dependencies Between Lines of Business in the Estimation of Loss Reserve Prediction Error
Greg Taylor & Gráinne McGuire
Pages: 70-88
Published online: 02 Jan 2013
AbstractforA Synchronous Bootstrap to Account for Dependencies Between Lines of Business in the Estimation of Loss Reserve Prediction Error | References | PDF (193.7 KB)
  • 66 Views
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Article
Normalized Exponential Tilting
Pricing and Measuring Multivariate Risks
Shaun Wang
Pages: 89-99
Published online: 02 Jan 2013
AbstractforNormalized Exponential Tilting | References | PDF (269.1 KB)
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Article
Determining the Optimum Guarantee Period for a One-Life Retirement Annuity
Gopi Shah Goda & Colin M. Ramsay
Pages: 100-112
Published online: 02 Jan 2013
AbstractforDetermining the Optimum Guarantee Period for a One-Life Retirement Annuity | References | PDF (152.4 KB)
  • 51 Views
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Article
Using Aumann-Shapley Values to Allocate Insurance Risk
The Case of Inhomogeneous Losses
Michael R. Powers
Pages: 113-127
Published online: 02 Jan 2013
AbstractforUsing Aumann-Shapley Values to Allocate Insurance Risk | References | PDF (185.5 KB)
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Article
The Discounted Joint Distribution of the Surplus Prior to Ruin and the Deficit at Ruin in a Sparre Andersen Model
Jiandong Ren
Pages: 128-136
Published online: 02 Jan 2013
AbstractforThe Discounted Joint Distribution of the Surplus Prior to Ruin and the Deficit at Ruin in a Sparre Andersen Model | References | PDF (119 KB)
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Discussions

Article
“The Discounted Joint Distribution of the Surplus Prior to Ruin and the Deficit at Ruin in a Sparre Andersen Model”, Jiandong Ren, July 2007
Bangwon Ko
Pages: 136-137
Published online: 02 Jan 2013
Citationfor“The Discounted Joint Distribution of the Surplus Prior to Ruin and the Deficit at Ruin in a Sparre Andersen Model”, Jiandong Ren, July 2007 | References | PDF (53.5 KB)
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Original Articles

Article
Robust and Efficient Methods for Credibility When Claims Are Approximately Gamma-Distributed
Harald Dornheim & Vytaras Brazauskas
Pages: 138-158
Published online: 02 Jan 2013
AbstractforRobust and Efficient Methods for Credibility When Claims Are Approximately Gamma-Distributed | References | PDF (221.3 KB)
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Article
Absolute Ruin Probabilities in a Jump Diffusion Risk Model with Investment
Hans U. Gerber & Hailiang Yang
Pages: 159-169
Published online: 02 Jan 2013
AbstractforAbsolute Ruin Probabilities in a Jump Diffusion Risk Model with Investment | References | PDF (121.7 KB)
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Discussions of Papers Already Published

Article
“Stochastic Annuities,” Daniel Dufresne, January 2007
Bangwon Ko & Andrew C. Y. Ng
Pages: 170-171
Published online: 02 Jan 2013
Citationfor“Stochastic Annuities,” Daniel Dufresne, January 2007 | References | PDF (88.5 KB)
  • 45 Views
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Article
“The Impact of DC Pension Systems on Population Dynamics,” Bonnie-Jeanne MacDonald and Andrew J. G. Cairns, January 2007
Mark Malnati
Page: 172
Published online: 02 Jan 2013
Citationfor“The Impact of DC Pension Systems on Population Dynamics,” Bonnie-Jeanne MacDonald and Andrew J. G. Cairns, January 2007 | PDF (39.1 KB)
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Article
Authors’ Reply: The Impact of DC Pension Systems on Population Dynamics - Discussion by Mark Malnati
Page: 172
Published online: 02 Jan 2013
CitationforAuthors’ Reply: The Impact of DC Pension Systems on Population Dynamics - Discussion by Mark Malnati | PDF (39.1 KB)
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Article
“An Extreme Value Analysis of Advanced Age Mortality Data,” Kathryn A. Watts, Debbie J. Dupuis, and Bruce L. Jones, October 2006
Mark Bebbington, Chin-Diew Lai & Ričardas Zitikis
Pages: 173-174
Published online: 02 Jan 2013
Citationfor“An Extreme Value Analysis of Advanced Age Mortality Data,” Kathryn A. Watts, Debbie J. Dupuis, and Bruce L. Jones, October 2006 | References | PDF (54 KB)
  • 36 Views
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Article
“An Actuarial Premium Pricing Model for Nonnormal Insurance and Financial Risks in Incomplete Markets”, Zinoviy Landsman and Michael Sherris, January 2007
Edward Furman & Ričardas Zitikis
Pages: 174-176
Published online: 02 Jan 2013
First Page Previewfor“An Actuarial Premium Pricing Model for Nonnormal Insurance and Financial Risks in Incomplete Markets”, Zinoviy Landsman and Michael Sherris, January 2007 | References | PDF (66.5 KB)
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Article
“A Risk Model with Multilayer Dividend Strategy”, Hansjorg Albrecher and Jürgen Hartinger, April 2007
Eric C. K. Cheung
Pages: 176-183
Published online: 02 Jan 2013
First Page Previewfor“A Risk Model with Multilayer Dividend Strategy”, Hansjorg Albrecher and Jürgen Hartinger, April 2007 | References | PDF (156.1 KB)
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