Volume 11; Issue 4

North American Actuarial Journal

Volume 11; Issue 4

1

Markov Aging Process and Phase-Type Law of Mortality

Lin, X. Sheldon, Liu, Xiaoming

Journal:

North American Actuarial Journal

Year:

2007

Language:

english

File:

PDF, 697 KB

english, 2007

2

Risk Classification for Claim Counts

Boucher, Jean-Philippe, Denuit, Michel, Guillén, Montserrat

Journal:

North American Actuarial Journal

Year:

2007

Language:

english

File:

PDF, 420 KB

english, 2007

3

A Long-Term Model of the Dynamics of the S&P500 Implied Volatility Surface

le Roux, Martin

Journal:

North American Actuarial Journal

Year:

2007

Language:

english

File:

PDF, 934 KB

english, 2007

4

Authors’ Reply: Search for Predictors of Exceptional Human Longevity: Using Computerized Genealogies and Internet Resources for Human Longevity Studies - Discussion by Bert Kestenbaum

Journal:

North American Actuarial Journal

Year:

2007

Language:

english

File:

PDF, 216 KB

english, 2007

5

Authors’ Reply: A Risk Model with Multilayer Dividend Strategy - Discussion by Cheung; Ramin Okhrati

Journal:

North American Actuarial Journal

Year:

2007

Language:

english

File:

PDF, 238 KB

english, 2007

6

“A Risk Model with Multilayer Dividend Strategy,” Hansjörg Albrecher and Jürgen Hartinger, April 2007

Journal:

North American Actuarial Journal

Year:

2007

Language:

english

File:

PDF, 275 KB

english, 2007

7

Regulatory Competition and Life Insurance Solvency Regulation in the European Union and United States

Booth, Philip, Morrison, Alan D.

Journal:

North American Actuarial Journal

Year:

2007

Language:

english

File:

PDF, 321 KB

english, 2007

8

“Search for Predictors of Exceptional Human Longevity: Using Computerized Genealogies and Internet Resources for Human Longevity Studies,” Natalia S. Gavrilova and Leonid A. Gavrilov, January 2007

Kestenbaum, Bert

Journal:

North American Actuarial Journal

Year:

2007

Language:

english

File:

PDF, 240 KB

english, 2007

9

Author Reply: An Actuarial Premium Pricing Model for Nonnormal Insurance and Financial Risks in Incomplete Markets by Zinoviy Landsman and Michael Sherris - Discussion by Edward Furman; Ricardas Zitikis

Journal:

North American Actuarial Journal

Year:

2007

Language:

english

File:

PDF, 185 KB

english, 2007

10

An Empirical Examination of Jump Risk in U.S. Equity And Bond Markets

Dunham, Lee M., Friesen, Geoffrey C.

Journal:

North American Actuarial Journal

Year:

2007

Language:

english

File:

PDF, 395 KB

english, 2007

11

Authors’ Reply: On the Class of Erlang Mixtures with Risk Theoretic Applications - Discussion by Saralees Nadarajah

Journal:

North American Actuarial Journal

Year:

2007

Language:

english

File:

PDF, 177 KB

english, 2007

12

“Pension Plan Valuation and Mortality Projection: A Case Study with Mortality Data,” Hélène Cossette, Antoine Delwarde, Michel Denuit, Frédérick Guillot, and Étienne Marceau, April 2007

Haberman, Steven, Renshaw, Arthur

Journal:

North American Actuarial Journal

Year:

2007

Language:

english

File:

PDF, 247 KB

english, 2007

13

Asset Allocation with Hedge Funds on the Menu

Boyle, Phelim, Liew, Sun Siang

Journal:

North American Actuarial Journal

Year:

2007

Language:

english

File:

PDF, 492 KB

english, 2007

14

Estimation of Distress Costs Associated with Downgrades Using Regimeswitching Models

Milidonis, Andreas, Wang, Shaun

Journal:

North American Actuarial Journal

Year:

2007

Language:

english

File:

PDF, 590 KB

english, 2007

15

“Moments of the Dividend Payments and Related Problems in a Markov-Modulated Risk Model,” Shaunming Li and Yi Lu, April 2007

Cheung, Eric C. K.

Journal:

North American Actuarial Journal

Year:

2007

Language:

english

File:

PDF, 285 KB

english, 2007

16

“On the Class of Erlang Mixtures with Risk Theoretic Applications,” Gordon E. Willmot and Jae-Kyung Woo, April 2007

Nadarajah, Saralees

Journal:

North American Actuarial Journal

Year:

2007

Language:

english

File:

PDF, 232 KB

english, 2007