Volume 3; Issue 2

North American Actuarial Journal

Volume 3; Issue 2

1

Application of Coherent Risk Measures to Capital Requirements in Insurance

Artzner, Philippe

Journal:

North American Actuarial Journal

Year:

1999

Language:

english

File:

PDF, 166 KB

english, 1999

2

Extreme Value Theory as a Risk Management Tool

Embrechts, Paul, Resnick, Sidney I., Samorodnitsky, Gennady

Journal:

North American Actuarial Journal

Year:

1999

Language:

english

File:

PDF, 224 KB

english, 1999

3

Social Security, Productivity, and Demographics

Journal:

North American Actuarial Journal

Year:

1999

Language:

english

File:

PDF, 214 KB

english, 1999

4

“Social Security, Productivity, and Demographics”, Committee on Social Security–Retirement and Disability Income, April, 1999

Journal:

North American Actuarial Journal

Year:

1999

Language:

english

File:

PDF, 119 KB

english, 1999

5

“Social Security, Productivity, and Demographics”, Committee on Social Security–Retirement and Disability Income, April, 1999

Twinney, Marc M.

Journal:

North American Actuarial Journal

Year:

1999

Language:

english

File:

PDF, 115 KB

english, 1999

6

“Social Security, Productivity, and Demographics”, Committee on Social Security–Retirement and Disability Income, April, 1999

Journal:

North American Actuarial Journal

Year:

1999

Language:

english

File:

PDF, 119 KB

english, 1999

7

Credibility Theory

Hickman, James C., Heacox, Linda

Journal:

North American Actuarial Journal

Year:

1999

Language:

english

File:

PDF, 73 KB

english, 1999

8

Luenberger, David G., 1997, Investment Science

Shiu, Elias S. W.

Journal:

North American Actuarial Journal

Year:

1999

Language:

english

File:

PDF, 205 KB

english, 1999

9

Raising Value at Risk

Wirch, Julia Lynn

Journal:

North American Actuarial Journal

Year:

1999

Language:

english

File:

PDF, 241 KB

english, 1999

10

“Social Security, Productivity, and Demographics”, Committee on Social Security–Retirement and Disability Income, April, 1999

Klieber, Eric J.

Journal:

North American Actuarial Journal

Year:

1999

Language:

english

File:

PDF, 205 KB

english, 1999

11

Overview

Panjer, Harry H.

Journal:

North American Actuarial Journal

Year:

1999

Language:

english

File:

PDF, 134 KB

english, 1999

12

A Var Model of an Investment Cycle

Ho, Thomas S. Y.

Journal:

North American Actuarial Journal

Year:

1999

Language:

english

File:

PDF, 193 KB

english, 1999

13

A Bridge Too Var

Journal:

North American Actuarial Journal

Year:

1999

Language:

english

File:

PDF, 151 KB

english, 1999

14

Enterprise Risk and Return Management for Financial Institutions

Griffin, Mark, Boomgaard, Rick

Journal:

North American Actuarial Journal

Year:

1999

Language:

english

File:

PDF, 269 KB

english, 1999

15

Cash-Flow Valuation and Value at Risk

Journal:

North American Actuarial Journal

Year:

1999

Language:

english

File:

PDF, 147 KB

english, 1999

16

Bounds for Ruin Probabilities in the Presence of Large Claims and their Comparison

Kalashnikov, Vladimir

Journal:

North American Actuarial Journal

Year:

1999

Language:

english

File:

PDF, 232 KB

english, 1999

17

A Bayesian Approach to Understanding Time Series Data

Rosenberg, Marjorie A., Young, Virginia R.

Journal:

North American Actuarial Journal

Year:

1999

Language:

english

File:

PDF, 276 KB

english, 1999

18

The Strategic Uses of Value at Risk

Panning, William H.

Journal:

North American Actuarial Journal

Year:

1999

Language:

english

File:

PDF, 287 KB

english, 1999

19

Klugman, S.A., Panjer, H.H., and Willmot, G.E., 1998, Los flwfodels: From Data to Decisions

Sheidon Lin, X.

Journal:

North American Actuarial Journal

Year:

1999

Language:

english

File:

PDF, 269 KB

english, 1999

20

“Social Security, Productivity, and Demographics”, Committee on Social Security–Retirement and Disability Income, April, 1999

Dussault, Bernard

Journal:

North American Actuarial Journal

Year:

1999

Language:

english

File:

PDF, 221 KB

english, 1999

21

Evaluating the Risks of Modeling Assumptions Used in Risk Measurement

Journal:

North American Actuarial Journal

Year:

1999

Language:

english

File:

PDF, 159 KB

english, 1999

22

“Bounds for Ruin Probabilities in the Presence of Large Claims and their Comparison”, Vladimir Kalashnikov, April, 1999

Beekman, John A.

Journal:

North American Actuarial Journal

Year:

1999

Language:

english

File:

PDF, 140 KB

english, 1999

23

“Author’s Reply: Bounds for Ruin Probabilities in the Presence of Large Claims and their Comparison,” Vladimir Kalashnikov, April, 1999 - Discussion by John A. Beekman

Kalashnikov, Vladimir

Journal:

North American Actuarial Journal

Year:

1999

Language:

english

File:

PDF, 128 KB

english, 1999

24

A Value-At-Risk Calculation of Required Reserves for Credit Risk in Corporate Lending Portfolios

O’Connor, Ronan, Golden, James F., Reck, Robert

Journal:

North American Actuarial Journal

Year:

1999

Language:

english

File:

PDF, 204 KB

english, 1999

25

Guest Editorial

Journal:

North American Actuarial Journal

Year:

1999

Language:

english

File:

PDF, 485 KB

english, 1999