Printed from https://ideas.repec.org/s/taf/uaajxx2.html
Content
April 2020, Volume 24, Issue 2
- 228-250 Drivers of Mortality Dynamics: Identifying Age/Period/Cohort Components of Historical U.S. Mortality Improvements
by Johnny S.-H. Li & Rui Zhou & Yanxin Liu & George Graziani & R. Dale Hall & Jennifer Haid & Andrew Peterson & Laurence Pinzur - 251-274 Pricing Flood Insurance with a Hierarchical Physics-Based Model
by Mathieu Boudreault & Patrick Grenier & Mathieu Pigeon & Jean-Mathieu Potvin & Richard Turcotte - 275-289 Efficient Simulation Designs for Valuation of Large Variable Annuity Portfolios
by Ben Mingbin Feng & Zhenni Tan & Jiayi Zheng - 290-315 Bühlmann Credibility-Based Approaches to Modeling Mortality Rates for Multiple Populations
by Cary Chi-Liang Tsai & Adelaide Di Wu - 316-332 Predictive Modeling of Threshold Life Tables
by Min Ji & Mostafa Aminzadeh & Min Deng - 333-354 Remote Sensing Applications for Insurance: A Predictive Model for Pasture Yield in the Presence of Systemic Weather
by C. Brock Porth & Lysa Porth & Wenjun Zhu & Milton Boyd & Ken Seng Tan & Kai Liu
January 2020, Volume 24, Issue 1
- 1-21 Determinants of Persistent High Utilizers in U.S. Adults Using Nationally Representative Data
by Kyeonghee Kim & Marjorie A. Rosenberg - 22-35 Estimating Complete Life Tables for Populations with Limited Size: From Graduation to Equivalent Construction
by Nan Li - 36-56 Dating Death: An Empirical Comparison of Medical Underwriters in the U.S. Life Settlements Market
by Jiahua Xu - 57-99 Doubly Enhanced Annuities (DEANs) and the Impact of Quality of Long-Term Care under a Multi-State Model of Activities of Daily Living (ADL)
by Colin M. Ramsay & Victor I. Oguledo - 100-117 Valuation of Large Variable Annuity Portfolios with Rank Order Kriging
by Guojun Gan & Emiliano A. Valdez - 118-140 Hedging Mortality/Longevity Risks for Multiple Years
by Tzuling Lin & Cary Chi-Liang Tsai - 141-152 Can Automobile Insurance Telematics Predict the Risk of Near-Miss Events?
by Montserrat Guillen & Jens Perch Nielsen & Ana M. Pérez-Marín & Valandis Elpidorou - 153-163 Text Mining Methods Applied to Insurance Company Customer Calls: A Case Study
by Xiyue Liao & Guoqiang Chen & Ben Ku & Rahul Narula & Janet Duncan
October 2019, Volume 23, Issue 4
- 485-511 Improving Risk Sharing and Borrower Incentives in Mortgage Design
by Yuchen Mei & Phelim Boyle & Johnny Siu-Hang Li - 512-534 Agricultural Insurance Ratemaking: Development of a New Premium Principle
by Wenjun Zhu & Ken Seng Tan & Lysa Porth - 535-550 Deep Learning at the Interface of Agricultural Insurance Risk and Spatio-Temporal Uncertainty in Weather Extremes
by Azar Ghahari & Nathaniel K. Newlands & Vyacheslav Lyubchich & Yulia R. Gel - 551-572 A Relational Data Matching Model for Enhancing Individual Loss Experience: An Example from Crop Insurance
by Lysa Porth & Ken Seng Tan & Wenjun Zhu - 573-590 An Individual Risk Model for Premium Calculation Based on Quantile: A Comparison between Generalized Linear Models and Quantile Regression
by Fabio Baione & Davide Biancalana - 591-597 Long-Term Implications of the Revenue Transfer Methodology in the Affordable Care Act
by Ishan Muzumdar & Donald Richards - 598-625 Life-Cycle Planning with Ambiguous Economics and Mortality Risks
by Yang Shen & Jianxi Su - 626-645 Efficiency Analysis of Health Insurers’ Scale of Operations and Group Affiliation with a Perspective Toward Health Insurers’ Mergers and Acquisitions Effects
by Linda L. Golden & Charles C. Yang
July 2019, Volume 23, Issue 3
- 321-321 Discussion on “On Cramér’s First Contributions to Ruin Theory,” by Ennio Badolati and Sandra Ciccone, Volume 21(2)
by François Dufresne - 322-334 Minimum Death Rates and Maximum Life Expectancy: The Role of Concordant Ages
by Vladimir Canudas-Romo & Heather Booth & Marie-Pier Bergeron-Boucher - 335-363 Statistical Inference for Lee-Carter Mortality Model and Corresponding Forecasts
by Qing Liu & Chen Ling & Liang Peng - 364-385 Nonparametric Inference for VaR, CTE, and Expectile with High-Order Precision
by Zhiyi Shen & Yukun Liu & Chengguo Weng - 386-394 Diabetes Payer-Addressable Burden: An Actuarial Analysis
by Whitney Schwark Pratt & Zhenxiang Zhao & Beth Mitchell & Kevin Ashpole & Karl J. Gregor - 395-411 Experience-Rating Mechanisms in Auto Insurance: Implications for High-Risk, Low-Risk, and Novice Drivers
by K. P. Sapna Isotupa & Mary Kelly & Anne Kleffner - 412-433 The Impact of Spatial Interpolation Techniques on Spatial Basis Risk for Weather Insurance: An Application to Forage Crops
by Milton Boyd & Brock Porth & Lysa Porth & Daniel Turenne - 434-446 Using Parametric Bootstrap to Introduce and Manage Uncertainty: Replicated Loaded Insurance Life Tables
by Jose M. Pavía & Francisco G. Morillas & Juan Carlos Bosch-Rodríguez - 447-468 Management of Portfolio Depletion Risk through Optimal Life Cycle Asset Allocation
by Peter A. Forsyth & Kenneth R. Vetzal & Graham Westmacott - 469-484 Time Series Data Mining with an Application to the Measurement of Underwriting Cycles
by Iqbal Owadally & Feng Zhou & Rasaq Otunba & Jessica Lin & Douglas Wright
April 2019, Volume 23, Issue 2
- 143-168 It’s About Time: An Examination of Loss Reserve Development Time Horizons
by Michael M. Barth & Evan M. Eastman & David L. Eckles - 169-196 Regression Tree Credibility Model
by Liqun Diao & Chengguo Weng - 197-219 Systematic Mortality Improvement Trends and Mortality Heterogeneity: Insights from Individual-Level HRS Data
by Mengyi Xu & Michael Sherris & Ramona Meyricke - 220-249 Cybersecurity Insurance: Modeling and Pricing
by Maochao Xu & Lei Hua - 250-275 An Ex Post Assessment of Investor Response to Catastrophes
by Marc A. Ragin & Jianren Xu - 276-297 Heterogeneous Premiums for Homogeneous Risks? Asset Liability Management under Default Probability and Price-Demand Functions
by Florian Klein & Hato Schmeiser - 298-319 Improving the Forecast of Longevity by Combining Models
by Giovanna Apicella & Michel Dacorogna & Emilia Di Lorenzo & Marilena Sibillo
January 2019, Volume 23, Issue 1
- 1-10 Remarks on the Mossin Theorem
by Liang Hong - 11-26 Stochastic Payments per Claim Incurred
by Guangyuan Gao & Shengwang Meng & Yanlin Shi - 27-32 Statistical Implications of the Revenue Transfer Methodology in the Affordable Care Act
by Michelle Li & Donald Richards - 33-63 Robust Actuarial Risk Analysis
by Jose Blanchet & Henry Lam & Qihe Tang & Zhongyi Yuan - 64-81 Predictive Modeling of Obesity Prevalence for the U.S. Population
by Palma Daawin & Seonjin Kim & Tatjana Miljkovic - 82-97 Capital Allocation for a Sum of Dependent Compound Mixed Poisson Variables: A Recursive Algorithm Approach
by Joseph H. T. Kim & Jiwook Jang & Chaehyun Pyun - 98-119 A General Semi-Markov Model for Coupled Lifetimes
by Min Ji & Rui Zhou - 120-141 Optimal Control of DC Pension Plan Management under Two Incentive Schemes
by Lin He & Zongxia Liang & Yang Liu & Ming Ma
October 2018, Volume 22, Issue 4
- 509-532 Application of Relational Models in Mortality Immunization
by Cary Chi-Liang Tsai & Xinying Liang - 533-553 The Liability Regime of Insurance Pools and Its Impact on Pricing
by Lukas Reichel & Hato Schmeiser - 554-573 Fat-Tailed Regression Modeling with Spliced Distributions
by Guojun Gan & Emiliano A. Valdez - 574-590 The Utility Value of Longevity Risk Pooling: Analytic Insights
by Moshe A. Milevsky & Huaxiong Huang - 591-599 Manual and Automated Procedures for Compiling a Very Large Sample of Centenarian Pedigrees
by Giacomo Nebbia & Lisa Nussbaum & Annie Helmkamp & Stacy Andersen & Thomas Perls & Paola Sebastiani - 600-622 Updating Wilkie’s Economic Scenario Generator for U.S. Applications
by Saisai Zhang & Mary Hardy & David Saunders - 623-645 The Annuity Puzzle and an Outline of Its Solution
by Colin M. Ramsay & Victor I. Oguledo
July 2018, Volume 22, Issue 3
- 323-340 Physiological Age, Health Costs, and Their Interrelation
by M. Govorun & B. L. Jones & X. Liu & D. A. Stanford - 341-364 Optimal Risk Transfer: A Numerical Optimization Approach
by Alexandru V. Asimit & Tao Gao & Junlei Hu & Eun-Seok Kim - 365-379 Solvency II Is Not Risk-Based—Could It Be? Evidence from Non-Life Calibrations
by Sylvestre Frezal - 380-404 CEO Overconfidence and Earnings Management: Evidence from Property-Liability Insurers' Loss Reserves
by Thomas R. Berry-Stölzle & Evan M. Eastman & Jianren Xu - 405-425 Delta Boosting Machine with Application to General Insurance
by Simon C. K. Lee & Sheldon Lin - 426-457 Exploring the Optimal Design of an Employer-Sponsored Sickness-Disability Compensation Insurance Plan When Sickness Presenteeism Is Penalized
by Colin M. Ramsay & Victor I. Oguledo & Annika Krutto - 458-472 Potential “Savings” of Medicare: The Analysis of Medicare Advantage and Accountable Care Organizations
by Patrick L. Brockett & Linda L. Golden & Charles C. Yang - 473-490 An Extension of Spatial Dependence Models for Estimating Short-Term Temperature Portfolio Risk
by Robert Erhardt & David Engler - 491-507 Around the Life Cycle: Deterministic Consumption-Investment Strategies
by Marcus C. Christiansen & Mogens Steffensen
April 2018, Volume 22, Issue 2
- 161-181 Mind the Gap: A Study of Cause-Specific Mortality by Socioeconomic Circumstances
by Daniel H. Alai & Séverine Arnold (-Gaille) & Madhavi Bajekal & Andrés M. Villegas - 182-197 Target-Bequest Investment and Insurance Fund
by Virginia R. Young - 198-209 Evaluating Life Expectancy Evaluations
by Daniel Bauer & Michael V. Fasano & Jochen Russ & Nan Zhu - 210-222 Demography and Inflation: An International Study
by Doug Andrews & Jaideep Oberoi & Tony Wirjanto & Chenggang Zhou - 223-251 Short Positions in the First Principal Component Portfolio
by Phelim Boyle & Shui Feng & David Melkuev & Shuai Yang & Johnew Zhang - 252-269 The Role of Unhealthy Behaviors on an Individual's Self-Reported Perceived Health Status
by Kyeonghee Kim & Marjorie A. Rosenberg - 270-288 Pricing Critical Illness Insurance from Prevalence Rates: Gompertz versus Weibull
by Fabio Baione & Susanna Levantesi - 289-308 Estimation of Crop Yields and Insurance Premiums Using a Shrinkage Estimator
by Sebastain N. Awondo & Octavio A. Ramirez & Gauri S. Datta & Gregory Colson & Esendugue G. Fonsah - 309-322 Cash Flow Risk Management in the Property/Liability Insurance Industry: A Dynamic Factor Modeling Approach
by Min-Ming Wen & H. J. Abraham Lin & Patricia H. Born & Charles Yang & Chun Wang
January 2018, Volume 22, Issue 1
- 1-21 The Optimal Write-Down Coefficients in a Percentage for a Catastrophe Bond
by Xiaoli Zhang & Cary Chi-Liang Tsai - 22-39 Claims Reserving with a Stochastic Vector Projection
by Luís Portugal & Athanasios A. Pantelous & Hirbod Assa - 40-54 Regression Modeling for the Valuation of Large Variable Annuity Portfolios
by Guojun Gan & Emiliano A. Valdez - 55-91 Bonus-Malus Systems with Two-Component Mixture Models Arising from Different Parametric Families
by George Tzougas & Spyridon Vrontos & Nicholas Frangos - 92-118 Coherent Modeling and Forecasting of Mortality Patterns for Subpopulations Using Multiway Analysis of Compositions: An Application to Canadian Provinces and Territories
by Marie-Pier Bergeron-Boucher & Violetta Simonacci & Jim Oeppen & Michele Gallo - 119-136 A Hidden Markov Approach to Disability Insurance
by Boualem Djehiche & Björn Löfdahl - 137-159 Modeling Frost Losses: Application to Pricing Frost Insurance
by Hirbod Assa & Meng Wang & Athanasios A. Pantelous
October 2017, Volume 21, Issue 4
- 1-1 Editorial Board EOV
by The Editors - 485-501 Policyholder Exercise Behavior in Life Insurance: The State of Affairs
by Daniel Bauer & Jin Gao & Thorsten Moenig & Eric R. Ulm & Nan Zhu - 502-525 Mitigating Interest Rate Risk in Variable Annuities: An Analysis of Hedging Effectiveness under Model Risk
by Maciej Augustyniak & Mathieu Boudreault - 526-551 Insurance Portfolio Risk Retention
by Edward Frees - 552-564 Actuarial Risk Matrices: The Nearest Positive Semidefinite Matrix Problem
by Stefan Cutajar & Helena Smigoc & Adrian O’Hagan - 565-579 Aggregating Risks with Partial Dependence Information
by Daniël Linders & Fan Yang - 580-593 Partial Hedging for Equity-Linked Products Using Risk-Minimizing Strategies
by Patrice Gaillardetz & Mehran Moghtadai - 594-610 The Impact of Systematic Trend and Uncertainty on Mortality and Disability in a Multistate Latent Factor Model for Transition Rates
by Zixi Li & Adam W. Shao & Michael Sherris - 611-619 Beyond the Tweedie Reserving Model: The Collective Approach to Loss Development
by Michel Denuit & Julien Trufin - 620-638 General Insurance Deductible Ratemaking
by Gee Y. Lee
July 2017, Volume 21, Issue 3
- 323-342 Modeling Influenza-Like Illness Activity in the United States
by Laslo Bollmann & Matthias Scherer - 343-368 Stochastic Mortality Modeling: Key Drivers and Dependent Residuals
by George Mavros & Andrew J. G. Cairns & George Streftaris & Torsten Kleinow - 369-381 On the Interaction between Transfer Restrictions and Crediting Strategies in Guaranteed Funds
by Eric R. Ulm - 382-396 Egalitarian Equivalent Capital Allocation
by Shinichi Kamiya & George Zanjani - 397-416 Extreme Value Analysis of Mortality at the Oldest Ages: A Case Study Based on Individual Ages at Death
by Samuel Gbari & Michel Poulain & Luc Dal & Michel Denuit - 417-432 Optimal Reinsurance Under the Risk-Adjusted Value of an Insurer’s Liability and an Economic Reinsurance Premium Principle
by Yichun Chi & X. Sheldon Lin & Ken Seng Tan - 433-457 Pricing Surrender Risk in Ratchet Equity-Index Annuities under Regime-Switching Lévy Processes
by Adam W. Kolkiewicz & Fangyuan Sally Lin - 458-483 Variable Annuities with VIX-Linked Fee Structure under a Heston-Type Stochastic Volatility Model
by Zhenyu Cui & Runhuan Feng & Anne MacKay
April 2017, Volume 21, Issue 2
- 161-177 Efficient Greek Calculation of Variable Annuity Portfolios for Dynamic Hedging: A Two-Level Metamodeling Approach
by Guojun Gan & X. Sheldon Lin - 178-192 Joint Insolvency Analysis of a Shared MAP Risk Process: A Capital Allocation Application
by Jun Cai & David Landriault & Tianxiang Shi & Wei Wei - 193-203 On Cramér's First Contributions to Ruin Theory
by Ennio Badolati & Sandra Ciccone - 204-227 A Bühlmann Credibility Approach to Modeling Mortality Rates
by Cary Chi-Liang Tsai & Tzuling Lin - 228-241 A Flexible Bayesian Nonparametric Model for Predicting Future Insurance Claims
by Liang Hong & Ryan Martin - 242-266 Moment Problem and Its Applications to Risk Assessment
by Ruilin Tian & Samuel H. Cox & Luis F. Zuluaga - 267-280 Testing Asymmetry in Dependence with Copula-Coskewness
by Axel Bücher & Felix Irresberger & Gregor N. F. Weiss - 281-296 Indifference Pricing of a GLWB Option in Variable Annuities
by Jungmin Choi - 297-304 The Impact of a Rating Agency's Private Information and Disclosed Causes of Rating Downgrades on Insurer Stock Returns
by Leon Chen & Steven W. Pottier - 305-321 An Efficiency-Based Approach to Determining Potential Cost Savings and Profit Targets for Health Insurers: The Case of Obamacare Health Insurance CO-OPs
by Charles C. Yang & Min-Ming Wen
January 2017, Volume 21, Issue 1
- 1-14 Optimal Reinsurance Design: A Mean-Variance Approach
by Yichun Chi & Ming Zhou - 15-35 Arrow's Theorem of the Deductible with Heterogeneous Beliefs
by Mario Ghossoub - 36-62 Asymptotic Investment Behaviors under a Jump-Diffusion Risk Process
by Tatiana Belkina & Shangzhen Luo - 63-86 Impact of Flexible Periodic Premiums on Variable Annuity Guarantees
by Carole Bernard & Zhenyu Cui & Steven Vanduffel - 87-106 Mean-Variance Asset Liability Management with State-Dependent Risk Aversion
by Yan Zhang & Yonghong Wu & Shuang Li & Benchawan Wiwatanapataphee - 107-146 Model-Based and Nonparametric Approaches to Clustering for Data Compression in Actuarial Applications
by Adrian O’Hagan & Colm Ferrari - 147-160 Factor Copula Approaches for Assessing Spatially Dependent High-Dimensional Risks
by Lei Hua & Michelle Xia & Sanjib Basu
October 2016, Volume 20, Issue 4
- 1-1 Editorial Board EOV
by The Editors - 313-326 The Tail Stein's Identity with Applications to Risk Measures
by Zinoviy Landsman & Emiliano A. Valdez - 327-340 The Theory of Optimal Stochastic Control as Applied to Insurance Underwriting Cycles
by David L. Eckles & David G. McCarthy & Xudong Zeng - 341-354 Compression of Morbidity and Mortality: New Perspectives
by Eric Stallard - 355-403 Obesity, Mortality, and the Obesity Paradox
by Sam Gutterman - 404-419 Member Plan Choice and Migration in Response to Changes in Member Premiums after Massachusetts Health Insurance Reform
by Ian Duncan & Stéphane Guerrier - 420-436 Evaluating the Technical Provisions for Traditional Brazilian Annuity Plans: Continuous-Time Stochastic Approach Based on Solvency Principles
by César Neves & Eduardo Fraga L. de Melo
July 2016, Volume 20, Issue 3
- 201-232 How Genes Modulate Patterns of Aging-Related Changes on the Way to 100: Biodemographic Models and Methods in Genetic Analyses of Longitudinal Data
by Anatoliy I. Yashin & Konstantin G. Arbeev & Deqing Wu & Liubov Arbeeva & Alexander Kulminski & Irina Kulminskaya & Igor Akushevich & Svetlana V. Ukraintseva - 233-251 Empirical Evidence on the Use of Credit Scoring for Predicting Insurance Losses with Psycho-social and Biochemical Explanations
by Linda L. Golden & Patrick L. Brockett & Jing Ai & Bruce Kellison - 252-275 An Empirical Investigation of CDS Spreads Using a Regime-Switching Default Risk Model
by Andreas Milidonis - 276-285 Life Expectancy in 2040: What Do Clinical Experts Expect?
by Vladimir Canudas-Romo & Eva DuGoff & Albert W. Wu & Saifuddin Ahmed & Gerard Anderson - 286-297 Quantification of Operational Risk: A Scenario-Based Approach
by Zeinab Amin - 298-312 Effects of Competition on Insurance Contract Formation
by Michael R. Powers & Joseph Qiu & April Shen & Zhan Shen
April 2016, Volume 20, Issue 2
- 101-113 Accuracy of Long-Range Actuarial Projections of Health Care Costs
by Thomas E. Getzen - 114-132 Credibility in Loss Reserving
by Peng Shi & Brian M. Hartman - 133-141 Option Pricing with Threshold Diffusion Processes
by Fei Su & Kung-Sik Chan - 142-159 The Impact of Disability Insurance on a Portfolio of Life Insurances
by Alexander Maegebier & Nadine Gatzert - 160-183 Predictive Modeling in Long-Term Care Insurance
by Nathan R. Lally & Brian M. Hartman - 184-200 Sarmanov Family of Bivariate Distributions for Multivariate Loss Reserving Analysis
by Anas Abdallah & Jean-Philippe Boucher & Hélène Cossette & Julien Trufin
January 2016, Volume 20, Issue 1
- 1-16 Modeling Severity and Measuring Tail Risk of Norwegian Fire Claims
by Vytaras Brazauskas & Andreas Kleefeld - 17-36 Minimizing the Probability of Lifetime Ruin When Shocks Might Occur: Perturbation Analysis
by Kristen S. Moore & Virginia R. Young - 37-56 Forecasting Longevity Gains for a Population with Short Time Series Using a Structural SUTSE Model: An Application to Brazilian Annuity Plans
by César Neves & Cristiano Fernandes & Álvaro Veiga - 57-64 Familial Risk for Exceptional Longevity
by Paola Sebastiani & Stacy L. Andersen & Avery I. McIntosh & Lisa Nussbaum & Meredith D. Stevenson & Leslie Pierce & Samantha Xia & Kelly Salance & Thomas T. Perls - 65-87 Testing Alternative Regression Frameworks for Predictive Modeling of Health Care Costs
by I. Duncan & M. Loginov & M. Ludkovski - 88-93 Discussion on “Capital Forbearance, Ex Ante Life Insurance Guaranty Schemes, and Interest Rate Uncertainty,” by Ya-Wen Hwang, Shih-Chieh Chang, and Yang-Che Wu, Volume 19(2)
by Xiao Wang - 94-94 Response to Xiao Wang on His Comments on Our Paper Entitled, “Capital Forbearance, Ex Ante Life Insurance Guaranty Schemes, and Interest Rate Uncertainty”
by Ya-Wen Hwang & Shih-Chieh Chang & Yang-Che Wu - 95-98 Discussion on “Credibility Estimation of Distribution Functions with Applications to Experience Rating in General Insurance,” by Xiaoqiang Cai, Limin Wen, Xianyi Wu, and Xian Zhou, Volume 19(4)
by Liang Hong & Ryan Martin - 99-100 Response to Liang Hong and Ryan Martin on Their Comments on Our Paper Entitled, “Credibility Estimation of Distribution Functions with Applications to Experience Rating in General Insurance”
by Xiaoqiang Cai & Limin Wen & Xianyi Wu & Xian Zhou
October 2015, Volume 19, Issue 4
- 1-1 Editorial Board EOV
by The Editors - 241-255 Logistic Regression for Insured Mortality Experience Studies
by Zhiwei Zhu & Zhi Li & David Wylde & Michael Failor & George Hrischenko - 256-272 Dynamic Portfolio Choice with Stochastic Wage and Life Insurance
by Xudong Zeng & Yuling Wang & James M. Carson - 273-288 Reserving by Conditioning on Markers of Individual Claims: A Case Study Using Historical Simulation
by Els Godecharle & Katrien Antonio - 289-310 A Spatial Cross-Sectional Credibility Model with Dependence Among Risks
by Jimmy Poon & Yi Lu - 311-335 Credibility Estimation of Distribution Functions with Applications to Experience Rating in General Insurance
by Xiaoqiang Cai & Limin Wen & Xianyi Wu & Xian Zhou
July 2015, Volume 19, Issue 3
- 143-173 Optimal Disability Insurance with Moral Hazards: Absenteeism, Presenteeism, and Shirking
by Colin M. Ramsay & Victor I. Oguledo - 174-186 Predictors of Exceptional Longevity: Effects of Early-Life and Midlife Conditions, and Familial Longevity
by Leonid A. Gavrilov & Natalia S. Gavrilova - 187-199 Mortality, Health, and Marriage: A Study Based on Taiwan's Population Data
by Hsin Chung Wang & Jack C. Yue - 200-223 Mortality of Smoking by Gender
by Sam Gutterman - 224-236 Purchasing Term Life Insurance to Reach a Bequest Goal: Time-Dependent Case
by Erhan Bayraktar & S. David Promislow & Virginia R. Young - 237-237 Discussion on “Empirical Approach for Optimal Reinsurance Design,” by Ken Seng Tan and Chengguo Weng, Volume 18(2)
by Hans U. Gerber - 238-239 Response to Hans U. Gerber on His Comments on Our Paper Entitled ”Empirical Approach for Optimal Reinsurance Design”
by Ken Seng Tan & Chengguo Weng - 240-240 Call for Papers: Risk Theory Society Annual Seminar
by The Editors
April 2015, Volume 19, Issue 2
- 79-93 A Solution for Solvency II Quantitative Requirements Modeling with Long-Tail Liabilities
by David Munroe & David Odell & Serge Sandler & Ben Zehnwirth - 94-115 Capital Forbearance, Ex Ante Life Insurance Guaranty Schemes, and Interest Rate Uncertainty
by Ya-Wen Hwang & Shih-Chieh Chang & Yang-Che Wu - 116-128 Causes-of-Death Mortality: What Do We Know on Their Dependence?
by Séverine Arnold (-Gaille) & Michael Sherris - 129-141 A Three-Factor Model for Mortality Modeling
by Vincenzo Russo & Rosella Giacometti & Svetlozar Rachev & Frank J. Fabozzi
January 2015, Volume 19, Issue 1
- 1-23 A Linear Regression Approach to Modeling Mortality Rates of Different Forms
by Cary Chi-Liang Tsai & Shuai Yang - 24-40 CreditRisk Model with Dependent Risk Factors
by Ruodu Wang & Liang Peng & Jingping Yang - 41-59 Multistate Actuarial Models of Functional Disability
by Joelle H. Fong & Adam W. Shao & Michael Sherris - 60-72 Anatomy of a Slow-Motion Health Insurance Death Spiral
by H. E. Frech & Michael P. Smith - 73-77 Discussion on “On the Laplace Transform of the Aggregate Discounted Claims with Markovian Arrivals,” by Jiandong Ren, Volume 12(2)
by H. P. Keeler & P. G. Taylor
October 2014, Volume 18, Issue 4
- 1-1 Editorial Board EOV
by The Editors - 443-444 Measuring Healthcare Efficiency
by Ian Duncan & H. E. Frech - 445-461 A Comparative Study of Risk Measures for Guaranteed Minimum Maturity Benefits by a PDE Method
by Runhuan Feng - 462-477 Positive Weights on the Efficient Frontier
by Phelim Boyle - 478-500 Health Care Reform, Efficiency of Health Insurers, and Optimal Health Insurance Markets
by Charles C. Yang - 501-514 Bayesian Modeling of Shock Lapse Rates Provides New Evidence for Emergency Fund Hypothesis
by Anatoliy Belaygorod & Atilio Zardetto & Yuanjin Liu
July 2014, Volume 18, Issue 3
- 363-378 Assessing High-Risk Scenarios by Full-Range Tail Dependence Copulas
by Lei Hua & Michelle Xia - 379-393 Weather Derivative Risk Measures for Extreme Events
by Robert J. Erhardt & Richard L. Smith - 394-416 Portfolio Optimization under Solvency Constraints: A Dynamical Approach
by Sujith Asanga & Alexandru Asimit & Alexandru Badescu & Steven Haberman - 417-442 Applications of Mortality Durations and Convexities in Natural Hedges
by Tzuling Lin & Cary Chi-Liang Tsai
April 2014, Volume 18, Issue 2
- 279-293 Impacts of Weather and Time Horizon Selection on Crop Insurance Ratemaking: A Conditional Distribution Approach
by Joshua D. Woodard - 294-314 Market-Consistent Valuation and Funding of Cash Balance Pensions
by M. R. Hardy & D. Saunders & X. Zhu - 315-342 Empirical Approach for Optimal Reinsurance Design
by Ken Seng Tan & Chengguo Weng - 343-362 Forecasting Surrender Rates Using Elliptical Copulas and Financial Variables
by César Neves & Cristiano Fernandes & Eduardo Melo
2014, Volume 18, Issue 1
- 1-13 Longevity Risk and Capital Markets: The 2012–2013 Update
by David Blake & Richard MacMinn & Johnny Li & Mary Hardy - 14-21 Keeping Some Skin in the Game: How to Start a Capital Market in Longevity Risk Transfers
by Enrico Biffis & David Blake - 22-37 Modeling and Pricing Longevity Derivatives Using Stochastic Mortality Rates and the Esscher Transform
by Shuo-Li Chuang & Patrick Brockett - 38-58 The CBD Mortality Indexes: Modeling and Applications
by Wai-Sum Chan & Johnny Li & Jackie Li - 59-67 Systematic and Nonsystematic Mortality Risk in Pension Portfolios
by Helena Aro - 68-86 Downside Risk Management of a Defined Benefit Plan Considering Longevity Basis Risk
by Yijia Lin & Ken Tan & Ruilin Tian & Jifeng Yu - 87-103 Measuring the Impact of Longevity Risk on Pension Systems: The Case of Italy
by Emilio Bisetti & Carlo Favero - 104-115 A Cautionary Note on Natural Hedging of Longevity Risk
by Nan Zhu & Daniel Bauer - 116-138 A General Procedure for Constructing Mortality Models
by Andrew Hunt & David Blake - 139-149 Detecting Common Longevity Trends by a Multiple Population Approach
by Valeria D’Amato & Steven Haberman & Gabriella Piscopo & Maria Russolillo & Lorenzo Trapani - 150-167 Modeling Period Effects in Multi-Population Mortality Models: Applications to Solvency II
by Rui Zhou & Yujiao Wang & Kai Kaufhold & Johnny Li & Ken Tan - 168-193 On the Modeling and Forecasting of Socioeconomic Mortality Differentials: An Application to Deprivation and Mortality in England
by Andrés Villegas & Steven Haberman - 194-216 Gender Convergence in Human Survival and the Postponement of Death
by Les Mayhew & David Smith - 217-241 Developing Equity Release Markets: Risk Analysis for Reverse Mortgages and Home Reversions
by Daniel Alai & Hua Chen & Daniel Cho & Katja Hanewald & Michael Sherris - 242-257 A Bayesian Multivariate Risk-Neutral Method for Pricing Reverse Mortgages
by Atsuyuki Kogure & Jackie Li & Shinichi Kamiya - 258-277 Sharing Longevity Risk: Why Governments Should Issue Longevity Bonds
by David Blake & Tom Boardman & Andrew Cairns
2013, Volume 17, Issue 4
- 1-1 Editorial Board EOV
by The Editors - 273-282 Forecasting Mortality Trends Allowing for Cause-of-Death Mortality Dependence
by Séverine Arnold (-Gaille) & Michael Sherris - 283-296 An Industrial Organization Theory of Risk Sharing
by M. Boyer & Charles Nyce