North American Actuarial Journal, Volume 12, Issue 2 (2008)

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North American Actuarial Journal, Volume 12, Issue 2 (2008)

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Editorial

Editorial
Editorial
Bruce Schobel
Page: iii
Published online: 28 Dec 2012
CitationforEditorial | PDF (37.1 KB)
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Original Articles

Article
Threshold Life Tables and Their Applications
Johnny Siu-Hang Li, Mary R. Hardy & Ken Seng Tan
Pages: 99-115
Published online: 28 Dec 2012
AbstractforThreshold Life Tables and Their Applications | References | PDF (288.7 KB)
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Article
Estimating the Probability of a Rare Event via Elliptical Copulas
Liang Peng
Pages: 116-128
Published online: 28 Dec 2012
AbstractforEstimating the Probability of a Rare Event via Elliptical Copulas | References | PDF (703 KB)
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Article
Modeling Insurance Claims with Extreme Observations: Transformed Kernel Density and Generalized Lambda Distribution
Uditha Balasooriya & Chan-Kee Low
Pages: 129-142
Published online: 28 Dec 2012
AbstractforModeling Insurance Claims with Extreme Observations: Transformed Kernel Density and Generalized Lambda Distribution | References | PDF (241.8 KB)
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Article
Ruin Minimization for Insurers with Borrowing Constraints
Shangzhen Luo
Pages: 143-174
Published online: 28 Dec 2012
AbstractforRuin Minimization for Insurers with Borrowing Constraints | References | PDF (198.7 KB)
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Article
Prediction Error of the Multivariate Chain Ladder Reserving Method
Michael Merz & Mario V. Wüthrich
Pages: 175-197
Published online: 28 Dec 2012
AbstractforPrediction Error of the Multivariate Chain Ladder Reserving Method | References | PDF (192.5 KB)
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Article
On the Laplace Transform of the Aggregate Discounted Claims with Markovian Arrivals
Jiandong Ren
Pages: 198-206
Published online: 28 Dec 2012
AbstractforOn the Laplace Transform of the Aggregate Discounted Claims with Markovian Arrivals | References | PDF (95.5 KB)
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Discussion

Article
“On the Laplace Transform of the Aggregate Discounted Claims with Markovian Arrivals,” Jiandong Ren April 2008
Elias S. W. Shiu
Pages: 206-207
Published online: 28 Dec 2012
Citationfor“On the Laplace Transform of the Aggregate Discounted Claims with Markovian Arrivals,” Jiandong Ren April 2008 | References | PDF (45.9 KB)
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Discussions of Papers Already Published

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
Shuanming Li
Pages: 208-210
Published online: 28 Dec 2012
First Page Previewfor“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 (68.4 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, July 2007
Andrei L. Badescu
Pages: 210-212
Published online: 28 Dec 2012
First Page Previewfor“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 (63.1 KB)
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Article
“Asset Allocation with Hedge Funds on the Menu,” Phelim Boyle and Sun Siang Liew, October 2007
Tak Kuen Siu
Pages: 213-215
Published online: 28 Dec 2012
First Page Previewfor“Asset Allocation with Hedge Funds on the Menu,” Phelim Boyle and Sun Siang Liew, October 2007 | References | PDF (52.3 KB)
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Article
Authors’ Reply: On Optimal Dividend Strategies in the Compound Poisson Model - Discussion by Bangwon Ko, July 2006
Hans U. Gerber & Elias S. W. Shiu
Pages: 216-219
Published online: 28 Dec 2012
First Page PreviewforAuthors’ Reply: On Optimal Dividend Strategies in the Compound Poisson Model - Discussion by Bangwon Ko, July 2006 | References | PDF (68.6 KB)
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Book Review

Book Review
Optimization Methods in Finance Gerard Cornuejols and Reha Tütüncü
Cambridge University Press, $70.00, ISBN-13: 978-0521861700
Carole Bernard
Page: 220
Published online: 28 Dec 2012
CitationforOptimization Methods in Finance Gerard Cornuejols and Reha Tütüncü | PDF (31 KB)
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