North American Actuarial Journal, Volume 9, Issue 3 (2005)

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North American Actuarial Journal, Volume 9, Issue 3 (2005)

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Editorial

Editorial
Risk Management Research Imperatives
Donald F. Mango
Pages: iii-v
Published online: 03 Jan 2013
First Page PreviewforRisk Management Research Imperatives | References | PDF (151.2 KB)
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Original Articles

Article
Accounting/Actuarial Bias Enables Equity Investment By Defined Benefit Pension Plans
Jeremy Gold
Pages: 1-21
Published online: 03 Jan 2013
AbstractforAccounting/Actuarial Bias Enables Equity Investment By Defined Benefit Pension Plans | References | PDF (319.3 KB)
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Article
Aging Curves for Health Care Costs in Retirement
Jeffrey P. Petertil
Pages: 22-49
Published online: 03 Jan 2013
AbstractforAging Curves for Health Care Costs in Retirement | References | PDF (272.2 KB)
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Article
Pricing Options Using Lattice Rules
Phelim P. Boyle, Yongzeng Lai & Ken Seng Tan
Pages: 50-76
Published online: 03 Jan 2013
AbstractforPricing Options Using Lattice Rules | References | PDF (463.5 KB)
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Article
Managing Economic and Virtual Economic Capital Within Financial Conglomerates
Marc J. Goovaerts, Eddy Van den Borre & Roger J. A. Laeven
Pages: 77-89
Published online: 03 Jan 2013
AbstractforManaging Economic and Virtual Economic Capital Within Financial Conglomerates | References | PDF (290.6 KB)
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Article
Bayesian Assessment of the Distribution of Insurance Claim Counts Using Reversible Jump MCMC
Ioannis Ntzoufras, Athanassios Katsis & Dimitris Karlis
Pages: 90-108
Published online: 03 Jan 2013
AbstractforBayesian Assessment of the Distribution of Insurance Claim Counts Using Reversible Jump MCMC | References | PDF (477.4 KB)
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Article
Minimizing the Probability of Ruin When Claims Follow Brownian Motion with Drift
S. David Promislow & Virginia R. Young
Pages: 110-128
Published online: 03 Jan 2013
AbstractforMinimizing the Probability of Ruin When Claims Follow Brownian Motion with Drift | References | PDF (307.6 KB)
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Article
Some Ruin Problems for a Risk Process with Stochastic Interest
Kam-Chuen Yuen & Guojing Wang
Pages: 129-142
Published online: 03 Jan 2013
AbstractforSome Ruin Problems for a Risk Process with Stochastic Interest | References | PDF (295.2 KB)
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Discussions of Papers Already Published

Article
“A Bayesian Generalized Linear Model for the Bornhuetter-Ferguson Method of Claims Reserving,” R. J. Verrall, July 2004
Katrien Antonio, Jan Beirlant & Tom Hoedemakers
Pages: 130-142
Published online: 03 Jan 2013
First Page Previewfor“A Bayesian Generalized Linear Model for the Bornhuetter-Ferguson Method of Claims Reserving,” R. J. Verrall, July 2004 | References | PDF (189.7 KB)
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Article
“A Bayesian Generalized Linear Model for the Bornhuetter-Ferguson Method of Claims Reserving,” R. J. Verrall, July 2004
David P. M. Scollnik
Pages: 143-145
Published online: 03 Jan 2013
First Page Previewfor“A Bayesian Generalized Linear Model for the Bornhuetter-Ferguson Method of Claims Reserving,” R. J. Verrall, July 2004 | References | PDF (160.7 KB)
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Article
“Author’s Reply: A Bayesian Generalized Linear Model for the Bornhuetter-Ferguson Method of Claims Reserving,” R. J. Verrall, July 2004 - Discussion by Katrien Antonio, Jan Beirlant, Tom Hoedemakers, and David P. M. Scollnik
Page: 149
Published online: 03 Jan 2013
Citationfor“Author’s Reply: A Bayesian Generalized Linear Model for the Bornhuetter-Ferguson Method of Claims Reserving,” R. J. Verrall, July 2004 - Discussion by Katrien Antonio, Jan Beirlant, Tom Hoedemakers, and David P. M. Scollnik | References | PDF (60.3 KB)
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Article
“A Framework For Long-Term Actuarial Projections of Health Care Costs: The Importance of Population Aging and Other Factors,” Howard J. Bolnick, October 2004
John A. Beekman
Pages: 150-151
Published online: 03 Jan 2013
Citationfor“A Framework For Long-Term Actuarial Projections of Health Care Costs: The Importance of Population Aging and Other Factors,” Howard J. Bolnick, October 2004 | References | PDF (123.4 KB)
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Book Review

Book Review
Dettweiler, Egbery, 2004, Risk Processes, EAGLE-Lecture, Leipzig: edition am Gutenbergplatz Leipzig
207 pages, Eur 19.50, ISBN 3-937219-08-0/pbk
Andrew C. Y. Ng
Page: 152
Published online: 03 Jan 2013
CitationforDettweiler, Egbery, 2004, Risk Processes, EAGLE-Lecture, Leipzig: edition am Gutenbergplatz Leipzig | References | PDF (138.7 KB)
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