Volume 7; Issue 4

North American Actuarial Journal

Volume 7; Issue 4

1

Valuation of Equity-Indexed Annuities Under Stochastic Interest Rates

Sheldon Lin, X., Tan, Ken Seng

Journal:

North American Actuarial Journal

Year:

2003

Language:

english

File:

PDF, 212 KB

english, 2003

2

Author’s Reply: “Geometric Brownian Motion Models for Assets and Liabilities: From Pension Funding to Optimal Dividends,” Hans U. Gerber and Elias S. W. Shiu, July 2003 - Discussion by John A. Beekman

Journal:

North American Actuarial Journal

Year:

2003

Language:

english

File:

PDF, 59 KB

english, 2003

3

Empirical Estimation of Risk Measures and Related Quantities

Jones, Bruce L., Zitikis, Ričardas

Journal:

North American Actuarial Journal

Year:

2003

Language:

english

File:

PDF, 159 KB

english, 2003

4

Stable Laws and the Present Value of Fixed Cash Flows

Goovaerts, Marc J., De Schepper, Ann, Vyncke, David, Dhaene, Jan, Kaas, Rob

Journal:

North American Actuarial Journal

Year:

2003

Language:

english

File:

PDF, 242 KB

english, 2003

5

“Moments of the Surplus before Ruin and the Deficit at Ruin in the Erlang(2) Risk Process,” Yebin Cheng and Qihe Tang, January 2003

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

Journal:

North American Actuarial Journal

Year:

2003

Language:

english

File:

PDF, 125 KB

english, 2003

6

Pricing Discrete Dynamic Fund Protections

Fung, Hon-Kwok, Kwan Li, Leong

Journal:

North American Actuarial Journal

Year:

2003

Language:

english

File:

PDF, 142 KB

english, 2003

7

Authors’ Reply: “Pricing Lookback Options and Dynamic Guarantees,” Hans U. Gerber and Elias S. W. Shiu, January 2003 - Discussion by Marc Decamps; Marc J. Goovaerts

Journal:

North American Actuarial Journal

Year:

2003

Language:

english

File:

PDF, 84 KB

english, 2003

8

“Pricing Lookback Options and Dynamic Guarantees,” Hans U. Gerber and Elias S. W. Shiu, January 2003

Decamps, Marc, Goovaerts, Marc J.

Journal:

North American Actuarial Journal

Year:

2003

Language:

english

File:

PDF, 118 KB

english, 2003

9

Tail Conditional Expectations for Elliptical Distributions

Landsman, Zinoviy M., Valdez, Emiliano A.

Journal:

North American Actuarial Journal

Year:

2003

Language:

english

File:

PDF, 850 KB

english, 2003

10

“Geometric Brownian Motion Models for Assets and Liabilities: From Pension Funding to Optimal Dividends,” Hans U. Gerber and Elias S. W. Shiu, July 2003

Beekman, John A.

Journal:

North American Actuarial Journal

Year:

2003

Language:

english

File:

PDF, 56 KB

english, 2003

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