Volume 5; Issue 3

North American Actuarial Journal

Volume 5; Issue 3

1

A Gaussian Process of Yield Rates Calibrated with Strips

Carrière, J. F.

Journal:

North American Actuarial Journal

Year:

2001

Language:

english

File:

PDF, 343 KB

english, 2001

2

“Calculating Funding Premiums for Universal Life Insurance,” Calvin Cherry, April 2000

Lange, David R., Simkins, Betty J.

Journal:

North American Actuarial Journal

Year:

2001

Language:

english

File:

PDF, 506 KB

english, 2001

3

Bayesian Risk Measures for Derivatives via Random Esscher Transform

Siu, Tak Kuen, Tong, Howell, Yang, Hailiang

Journal:

North American Actuarial Journal

Year:

2001

Language:

english

File:

PDF, 218 KB

english, 2001

4

Authors’ Reply: Robust and Efficient Estimation of the Tail Index of a Single-Parameter Pareto Distribution - Discussion by Vytaras Brazauskas; Robert Serfling

Journal:

North American Actuarial Journal

Year:

2001

Language:

english

File:

PDF, 140 KB

english, 2001

5

State Price Density, Esscher Transforms, and Pricing Options on Stocks, Bonds, and Foreign Exchange Rates

Journal:

North American Actuarial Journal

Year:

2001

Language:

english

File:

PDF, 229 KB

english, 2001

6

Valuation of the Reset Options Embedded in Some Equity-Linked Insurance Products

Boyle, Phelim P., Kolkiewicz, Adam W., Tan, Ken Seng

Journal:

North American Actuarial Journal

Year:

2001

Language:

english

File:

PDF, 381 KB

english, 2001

7

“Dynamic Fund Protection”, Junichi Imai; Phelim P. Boyle, July 2001

Gerber, Hans U., Shiu, Elias S. W.

Journal:

North American Actuarial Journal

Year:

2001

Language:

english

File:

PDF, 146 KB

english, 2001

8

The Shift to Defined Contribution Pension Plans

Brown, Robert L., Liu, Jianxun

Journal:

North American Actuarial Journal

Year:

2001

Language:

english

File:

PDF, 294 KB

english, 2001

9

“Valuing Equity-Indexed Annuities,” Serena Tiong, October 2000

Journal:

North American Actuarial Journal

Year:

2001

Language:

english

File:

PDF, 144 KB

english, 2001

10

“Robust and Efficient Estimation of the Tail Index of a Single-Parameter Pareto Distribution,” Vytaras Brazauskas and Robert Serfling, October 2000.

Bilodeau, Martin

Journal:

North American Actuarial Journal

Year:

2001

Language:

english

File:

PDF, 145 KB

english, 2001

11

“Valuing Equity-Indexed Annuities,” Serena Tiong, October 2000

Journal:

North American Actuarial Journal

Year:

2001

Language:

english

File:

PDF, 338 KB

english, 2001

12

Dynamic Fund Protection

Imai, Junichi, Boyle, Phelim P.

Journal:

North American Actuarial Journal

Year:

2001

Language:

english

File:

PDF, 264 KB

english, 2001

13

Macroeconomic Aspects of Private Retirement Programs

Ostaszewski, Krzysztof M.

Journal:

North American Actuarial Journal

Year:

2001

Language:

english

File:

PDF, 430 KB

english, 2001

14

The Joint Distribution of Surplus Immediately before Ruin and the Deficit at Ruin under Interest Force

Yang, Hailiang, Zhang, Lihong

Journal:

North American Actuarial Journal

Year:

2001

Language:

english

File:

PDF, 195 KB

english, 2001