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2007, Volume 11, Issue 3
- 100-112 Determining the Optimum Guarantee Period for a One-Life Retirement Annuity
by Gopi Goda & Colin Ramsay
- 113-127 Using Aumann-Shapley Values to Allocate Insurance Risk
by Michael Powers
- 128-136 The Discounted Joint Distribution of the Surplus Prior to Ruin and the Deficit at Ruin in a Sparre Andersen Model
by Jiandong Ren
- 136-137 “The Discounted Joint Distribution of the Surplus Prior to Ruin and the Deficit at Ruin in a Sparre Andersen Model”, Jiandong Ren, July 2007
by Bangwon Ko
- 138-158 Robust and Efficient Methods for Credibility When Claims Are Approximately Gamma-Distributed
by Harald Dornheim & Vytaras Brazauskas
- 159-169 Absolute Ruin Probabilities in a Jump Diffusion Risk Model with Investment
by Hans Gerber & Hailiang Yang
- 170-171 “Stochastic Annuities,” Daniel Dufresne, January 2007
by Bangwon Ko & Andrew Ng
- 172-172 Authors’ Reply: The Impact of DC Pension Systems on Population Dynamics - Discussion by Mark Malnati
by The Editors
- 172-172 “The Impact of DC Pension Systems on Population Dynamics,” Bonnie-Jeanne MacDonald and Andrew J. G. Cairns, January 2007
by Mark Malnati
- 173-174 “An Extreme Value Analysis of Advanced Age Mortality Data,” Kathryn A. Watts, Debbie J. Dupuis, and Bruce L. Jones, October 2006
by Mark Bebbington & Chin-Diew Lai & Ričardas Zitikis
- 174-176 “An Actuarial Premium Pricing Model for Nonnormal Insurance and Financial Risks in Incomplete Markets”, Zinoviy Landsman and Michael Sherris, January 2007
by Edward Furman & Ričardas Zitikis
- 176-183 “A Risk Model with Multilayer Dividend Strategy”, Hansjorg Albrecher and Jürgen Hartinger, April 2007
by Eric Cheung
2007, Volume 11, Issue 2
- 1-34 Pension Plan Valuation and Mortality Projection
by Hélène Cossette & Antoine Delwarde & Michel Denuit & Frédérick Guillot & Étienne Marceau
- 35-42 Coherent Distortion Risk Measures and Higher-Order Stochastic Dominances
by Fabio Bellini & Camilla Caperdoni
- 43-64 A Risk Model with Multilayer Dividend Strategy
by Hansjörg Albrecher & Jürgen Hartinger
- 65-76 Moments of the Dividend Payments and Related Problems in a Markov-Modulated Risk Model
by Shuanming Li & Yi Lu
- 77-98 On Approximating the Individual Risk Model
by Peter Kornya
- 99-115 On the Class of Erlang Mixtures with Risk Theoretic Applications
by Gordon Willmot & Jae-Kyung Woo
- 115-117 “On the Class of Erlang Mixtures with Risk Theoretic Applications”, Gordon E. Willmot and Jae-Kyung Woo, April 2007
by David Dickson & Howard Waters
- 118-118 Authors’ Reply: On the Class of Erlang Mixtures with Risk Theoretic Applications - Discussion by David C. M. Dickson; Howard R. Waters
by The Editors
- 119-134 On the Gerber-Shiu Discounted Penalty Function for the Ordinary Renewal Risk Model with Constant Interest
by Rong Wu & Yuhua Lu & Ying Fang
- 134-135 ”On the Gerber-Shiu Discounted Penalty Function for the Ordinary Renewal Risk Model with Constant Interest“, Rong Wu; Yuhua Lu and Ying Fang, April 2007
by Bangwon Ko
- 135-135 Authors’ Reply: On the Gerber-Shiu Discounted Penalty Function for the Ordinary Renewal Risk Model with Constant Interest - Discussion by Bangwon Ko
by The Editors
- 136-149 The Expected Discounted Penalty at Ruin for a Markov-Modulated Risk Process Perturbed by Diffusion
by Yi Lu & Cary Tsai
- 149-150 ”The Expected Discounted Penalty at Ruin for a Markov-Modulated Risk Process Perturbed by Diffusion“, Yi Lu and Cary Chi-Liang Tsai, April 2007
by Bangwon Ko
- 151-152 Authors’ Reply: The Expected Discounted Penalty at Ruin for a Markov-Modulated Risk Process Perturbed by Diffusion - Discussion by Bangwon Ko
by The Editors
- 153-153 “On the Expected Discounted Penalty Function for L´vy Risk Processes,” José Garrido and Manuel Morales, October 2006
by Xiaowen Zhou
- 154-156 “Managing Longevity Risk in the U.S. Retirement Plans through Mandatory Annuitization,” Beverly J. Orth, July 2006
by Sarah Christiansen
- 156-156 Author’s Reply: Managing Longevity Risk in the U.S. Retirement Plans through Mandatory Annuitization - Discussion by Sarah L. M. Christiansen
by The Editors
- 157-159 “On the Merger of Two Companies,” Hans Gerber and Elias S. W. Shiu, July 2006
by Hansjörg Albrecher & Stefan Thonhauser
- 159-159 Authors’ Reply: On the Merger of Two Companies - Discussion by Hansjörg Albrecher; Stefan Thonhauser
by The Editors
2007, Volume 11, Issue 1
- 1-1 Remembering Jim Hickman
by Harry Panjer
- 1-11 James C. Hickman
by Edward Frees
- 11-13 From John Beekman, ASA, Ball State University
by The Editors
- 13-13 From Phelim Boyle, PhD, Wilfrid Laurier University and the University of Waterloo
by The Editors
- 13-13 From Hans Gerber, ASA, University of Lausanne
by The Editors
- 13-14 From Robert V. Hogg, PhD, University of Iowa
by The Editors
- 14-16 From Warren Luckner, FSA, University of Nebraska-Lincoln
by The Editors
- 16-16 From Robert Shapiro, FSA, The Shapiro Network Inc
by The Editors
- 17-48 The Impact of DC Pension Systems on Population Dynamics
by Bonnie-Jeanne MacDonald & Andrew Cairns
- 49-67 Search for Predictors of Exceptional Human Longevity
by Natalia Gavrilova & Leonid Gavrilov
- 68-89 The Lee-Carter Model for Forecasting Mortality, Revisited
by Siu-Hang Li & Wai-Sum Chan
- 90-118 Adult Polycystic Kidney Disease and Insurance
by Cristina Gutiérrez & Angus Macdonald
- 119-135 An Actuarial Premium Pricing Model for Nonnormal Insurance and Financial Risks in Incomplete Markets
by Zinoviy Landsman & Michael Sherris
- 136-157 Stochastic Life Annuities
by Daniel Dufresne
- 158-161 “On Optimal Dividend Strategies in the Compound Poisson Model”, by Elias S. W. Shiu and Hans U. Gerber, April 2006
by Eric Cheung
- 161-162 Authors' Reply: On Optimal Dividend Strategies in the Compound Poisson Model, discussion by Eric C. K. Cheung
by Hans Gerber & Elias Shiu
- 163-164 “Capital Allocation In Insurance: Economic Capital And The Allocation Of The Default Option Value,” By Michael Sherris And John van der Hoek, April 2006
by Helmut Gründl & Hato Schmeiser
- 164-165 Authors’ Reply: Capital Allocation In Insurance: Economic Capital And The Allocation Of The Default Option Value - Discussion by Helmut Gründl; Hato Schmeiser
by The Editors
2006, Volume 10, Issue 4
2006, Volume 10, Issue 3
- 1-1 Editorial Independence
by Bob Beuerlein
- 1-6 The Number of Centenarians in the United States on January 1, 1990, 2000, AND 2010 Based on Improved Medicare Data
by Bert Kestenbaum & B. Ferguson
- 7-16 The Metabolic Syndrome and All-Cause Mortality in an Insured Lives Population
by C. Pinkham & Marianne Cumming & Howard Minuk
- 17-31 The Impact of Asbestos and Environmental Reserves Increases on Shareholder Wealth
by L. Colquitt & Robert Hoyt & Kathleen McCullough
- 32-44 Managing Longevity Risk in U.S. Retirement Plans Through Mandatory Annuitization
by Beverly Orth
- 45-59 Claims Reserving When There Are Negative Values in the Runoff Triangle
by Enrique de Alba
- 60-67 On The Merger Of Two Companies
by Hans Gerber & Elias Shiu
- 68-71 “On Optimal Dividend Strategies in the Compound Poisson Model”, by Hans U. Gerber and Elias S. W. Shiu, April 2006
by Hansjörg Albrecher & Stefan Thonhauser
- 71-75 “On Optimal Dividend Strategies in the Compound Poisson Model”, by Hans U. Gerber and Elias S. W. Shiu, April 2006
by Bangwon Ko
- 76-78 “On Optimal Dividend Strategies in the Compound Poisson Model”, by Hans U. Gerber and Elias S. W. Shiu, April 2006
by Nathaniel Smith
- 78-79 “On Optimal Dividend Strategies in the Compound Poisson Model”, by Hans U. Gerber and Elias S. W. Shiu, April 2006
by Xiaowen Zhou
- 78-79 “On Optimal Dividend Strategies in the Compound Poisson Model”, by Hans U. Gerber and Elias S. W. Shiu, April 2006
by Chuancun Yin
- 84-84 Authors’ Reply: On Optimal Dividend Strategies in the Compound Poisson Model - Discussion by Hansjörg Albrecher; Stefan Thonhauser; Bangwon Ko; Nathaniel Smith; Chuancun Yin; Xiaowen Zhou
by The Editors
2006, Volume 10, Issue 2
- 1-1 The Magnificent Seven
by Phelim Boyle
- 1-27 Financial Pricing Models for Property-Casualty Insurance Products
by Ernesto Schirmacher & Sholom Feldblum
- 28-38 Forecasting Runoff Triangles
by Piet de Jong
- 39-61 Capital Allocation In Insurance
by Michael Sherris & John van der Hoek
- 62-75 Option Pricing Under Autoregressive Random Variance Models
by Tak Siu
- 76-93 On Optimal Dividend Strategies In The Compound Poisson Model
by Hans Gerber & Elias Shiu
- 94-108 Optimal Dividends In An Ornstein-Uhlenbeck Type Model With Credit And Debit Interest
by Jun Cai & Hans Gerber & Hailiang Yang
- 109-112 “Optimal Dividends In An Ornstein-Uhlenbeck Type Model With Credit And Debit Interest”, Jun Cai, Hans U. Gerber and Hailiang Yang, April 2006
by Nathaniel Smith
- 112-116 “Optimal Dividends In An Ornstein-Uhlenbeck Type Model With Credit And Debit Interest”, Jun Cai, Hans U. Gerber and Hailiang Yang, April 2006
by Andrew Ng
- 116-118 “Optimal Dividends In An Ornstein-Uhlenbeck Type Model With Credit And Debit Interest”, Jun Cai, Hans U. Gerber and Hailiang Yang, April 2006
by Jinxia Zhu
- 119-119 Authors’ Reply: Optimal Dividends In An Ornstein-Uhlenbeck Type Model With Credit And Debit Interest - Discussion by Nathaniel Smith; Andrew C. Y. Ng; Jinxia Zhu
by The Editors
- 120-129 On The Decomposition Of The Ruin Probability For A Jump-Diffusion Surplus Process Compounded By A Geometric Brownian Motion
by Jun Cai & Chengming Xu
- 129-131 Authors’ Reply: On The Decomposition Of The Ruin Probability For A Jump-Diffusion Surplus Process Compounded By A Geometric Brownian Motion - Discussion by Hailiang Yang
by The Editors
- 129-131 “On The Decomposition Of The Ruin Probability For A Jump-Diffusion Surplus Process Compounded By A Geometric Brownian Motion”, Jun Cai and Chengming Xu, April 2006
by Hailiang Yang
- 133-139 “On a Classical Risk Model with a Constant Dividend Barrier”, Xiaowen Zhou, October 2005
by Beda Chan & Hans Gerber & Elias Shiu
- 139-143 “On a Classical Risk Model with a Constant Dividend Barrier”, Xiaowen Zhou, October 2005
by Chuancun Yin
- 143-146 Authors’ Reply: On a Classical Risk Model with a Constant Dividend Barrier - Discussion by Beda Chan; Hans U. Gerber; Chuancun Yin; Elias S. W. Shiu
by Xiaowen Zhou
- 147-153 “Toward a Unified Approach to Fitting Loss Models”, Stuart Klugman and Jacques Rioux, January 2006
by Jiafeng Sun & Edward Frees & Marjorie Rosenberg
- 154-154 McNeil, Alexander J., Frey, Rüdiger, and Embrechts, Paul, 2005
by Beda Chan
2006, Volume 10, Issue 1
2005, Volume 9, Issue 4
- 1-1 A Health Research Agenda
by Howard Bolnick
- 1-27 Pension Plan Termination and Retirement
by Edward Frees
- 28-42 Epidemic Modelling using Sars as a Case Study
by Na Jia & Lawrence Tsui
- 43-55 The Earnings Implications of Pension Expense
by Paul Joss
- 56-70 Modeling Surrender and Lapse Rates With Economic Variables
by Changki Kim
- 71-82 Comparing Approximations for Risk Measures of Sums of Nonindependent Lognormal Random Variables
by Steven Vanduffel & Tom Hoedemakers & Jan Dhaene
- 83-94 Mixture Gaussian Time Series Modeling of Long-Term Market Returns
by Albert Wong & Wai-Sum Chan
- 95-108 On a Classical Risk Model with a Constant Dividend Barrier
by Xiaowen Zhou
- 109-122 Real Longevity Insurance with a Deductible: Introduction to Advanced-Life Delayed Annuities (ALDA)
by Moshe Milevsky
- 123-125 “Pensions and Capital Structure: Why Hold Equities in the Pension Fund?”, John Ralfe, Cliff Speed, and Jon Palin, July 2004
by Frank Bensics
- 125-130 “Pensions and Capital Structure: Why Hold Equities in the Pension Fund?”, John Ralfe, Cliff Speed, and Jon Palin, July 2004
by David Blake & M. Zaki Khorasanee
- 131-134 “The Time Value of Ruin in a Sparre Andersen Model,’ Hans U. Gerber and Elias S. W. Shiu, April 2005
by Andrew Ng
- 134-136 “The Time Value of Ruin in a Sparre Andersen Model,’ Hans U. Gerber and Elias S. W. Shiu, April 2005
by Chuancun Yin & Sung Nok Chiu
- 136-136 Authors' Reply: The Time Value of Ruin in a Sparre Andersen Model, Hans U. Gerber and Elias S. W. Shiu, April 2005 - Discussion by Andrew C. Y. Ng, Chuancun Yin, and Sung Nok Chiu
by The Editors
2005, Volume 9, Issue 3
- 1-1 Risk Management Research Imperatives
by Donald Mango
- 1-21 Accounting/Actuarial Bias Enables Equity Investment By Defined Benefit Pension Plans
by Jeremy Gold
- 22-49 Aging Curves for Health Care Costs in Retirement
by Jeffrey Petertil
- 50-76 Pricing Options Using Lattice Rules
by Phelim Boyle & Yongzeng Lai & Ken Seng Tan
- 77-89 Managing Economic and Virtual Economic Capital Within Financial Conglomerates
by Marc Goovaerts & Eddy Van den Borre & Roger Laeven
- 90-108 Bayesian Assessment of the Distribution of Insurance Claim Counts Using Reversible Jump MCMC
by Ioannis Ntzoufras & Athanassios Katsis & Dimitris Karlis
- 110-128 Minimizing the Probability of Ruin When Claims Follow Brownian Motion with Drift
by S. David Promislow & Virginia Young
- 129-142 Some Ruin Problems for a Risk Process with Stochastic Interest
by Kam-Chuen Yuen & Guojing Wang
- 130-142 “A Bayesian Generalized Linear Model for the Bornhuetter-Ferguson Method of Claims Reserving,” R. J. Verrall, July 2004
by Katrien Antonio & Jan Beirlant & Tom Hoedemakers
- 143-145 “A Bayesian Generalized Linear Model for the Bornhuetter-Ferguson Method of Claims Reserving,” R. J. Verrall, July 2004
by David Scollnik
- 149-149 “Author’s Reply: A Bayesian Generalized Linear Model for the Bornhuetter-Ferguson Method of Claims Reserving,” R. J. Verrall, July 2004 - Discussion by Katrien Antonio, Jan Beirlant, Tom Hoedemakers, and David P. M. Scollnik
by The Editors
- 150-151 “A Framework For Long-Term Actuarial Projections of Health Care Costs: The Importance of Population Aging and Other Factors,” Howard J. Bolnick, October 2004
by John Beekman
- 152-152 Dettweiler, Egbery, 2004, , EAGLE-Lecture, Leipzig: edition am Gutenbergplatz Leipzig
by Andrew Ng
2005, Volume 9, Issue 2
- 1-1 We Are All “Actuaries Of The Third Kind” Now
by Mary Hardy
- 1-16 2003 Swiss Re Blood Pressure Study of Insured Lives
by C. Allen Pinkham & Brian Ivanovic & Marianne Cumming
- 17-30 On the Moments of the Time of Ruin with Applications to Phase-Type Claims
by Steve Drekic & Gordon Willmot
- 31-48 Credibility Using Copulas
by Edward Frees & Ping Wang
- 49-69 The Time Value of Ruin in a Sparre Andersen Model
by Hans Gerber & Elias Shiu
- 69-70 “The Time Value of Ruin in a Sparre Andersen Model,” Hans U. Gerber and Elias S. W. Shiu, July 2005
by Hanspeter Schmidli
- 71-73 “The Time Value of Ruin in a Sparre Andersen Model,” Hans U. Gerber and Elias S. W. Shiu, July 2005
by Hansjörg Albrecher
- 74-77 “The Time Value of Ruin in a Sparre Andersen Model,” Hans U. Gerber and Elias S. W. Shiu, July 2005
by Cary Chi-Liang Tsai
- 78-80 “The Time Value of Ruin in a Sparre Andersen Model,” Hans U. Gerber and Elias S. W. Shiu, July 2005
by Shuanming Li
- 80-84 “Authors’ Reply: The Time Value of Ruin in a Sparre Andersen Model,” Hans U. Gerber and Elias S. W. Shiu, July 2005 - Discussions by Hanspeter Schmidli, Hansjörg Albrecher, Cary Chi-Liang Tsai, Shuanming Li
by The Editors
- 85-100 Lundberg-Type Bounds for the Joint Distribution of Surplus Immediately Before and at Ruin Under the Sparre Andersen Model
by Andrew Ng & Hailiang Yang
- 100-102 “Lundberg-Type Bounds for the Joint Distribution of Surplus Immediately Before and at Ruin Under the Sparre Andersen Model,”, Andrew C. Y. Ng and Hailiang Yang, July 2005
by Hans Gerber & Elias Shiu
- 102-107 “Lundberg-Type Bounds for the Joint Distribution of Surplus Immediately Before and at Ruin Under the Sparre Andersen Model,”, Andrew C. Y. Ng and Hailiang Yang, July 2005
by X. Sheldon Lin & Xiaoming Liu
- 108-128 Modeling Hidden Exposures in Claim Severity Via the Em Algorithm
by Grzegorz Rempala & Richard Derrig
- 129-156 Variance of the CTE Estimator
by B. John Manistre & Geoffrey Hancock
2005, Volume 9, Issue 1
- 1-1 The Times They are a-Changin’
by Jeremy Gold
- 1-12 Comparing Credibility Estimates of Health Insurance Claims Costs
by Gilbert Fellingham & H. Dennis Tolley & Thomas Herzog
- 13-40 A Model for Coronary Heart Disease and Stroke with Applications to Critical Illness Insurance Underwriting I: The Model
by Angus Macdonald & Howard Waters & Chessman Wekwete
- 41-56 A Model for Coronary Heart Disease and Stroke with Applications to Critical Illness Insurance Underwriting II: Applications
by Angus Macdonald & Howard Waters & Chessman Wekwete
- 57-72 Optimal Design of a Perpetual Equity-Indexed Annuity
by Kristen Moore & Virginia Young
- 73-87 Pension Funds and the U.K. Economy
by C. Jon Exley
- 88-111 Retirement Benefits, Economics and Accounting: Moral Hazard and Frail Benefit Designs
by Jeremy Gold
- 112-119 Measuring Terminable Postretirement Obligations
by Jeffrey Petertil
- 120-124 “Equity Risk Premium: Expectations Great and Small,” Richard A. Derrig and Elisha D. Orr, January 2004
by Shane Whelan
- 124-126 “Authors’ Reply: Equity Risk Premium: Expectations Great and Small,” Richard A. Derrig and Elisha D. Orr, January 2004 - Discussion by Shane F. Whelan
by The Editors
- 126-127 “Further Analysis of Future Canadian Health Care Costs,” Robert L. Brown and Uma Suresh, April 2004
by Beda Chan
- 128-128 “Disruption of a Managed Competition Environment by Low-Ball Premium Bids: The Minnesota State Employees Group Insurance Program,” Harry Sutton, Roger Feldman, and Bryan Dowd, April 2004
by Timothy Ross
- 128-128 “A Note on the Myers and Read Capital Allocation Formula” Stephen J. Mildenhall, April 2004
by Hans Gerber
2004, Volume 8, Issue 4
July 2004, Volume 8, Issue 3
2004, Volume 8, Issue 3
- 1-16 Martingale Valuation of Cash Flows for Insurance and Interest Models
by J. F. Carrière
- 32-45 The 1/ Pension Investment Puzzle
by Heath Windcliff & Phelim Boyle
- 67-89 A Bayesian Generalized Linear Model for the Bornhuetter-Ferguson Method of Claims Reserving
by R. J. Verrall
- 90-102 Financial Economics and Actuarial Practice
by Tony Day
- 103-113 Pensions and Capital Structure
by John Ralfe & Cliff Speed & Jon Palin
- 114-117 “Empirical Estimation of Risk Measures and Related Quantities,” Bruce L. Jones and Ricǎrdas Zitikis, October 2003
by Vytaras Brazauskas & Thomas Kaiser
- 117-118 Authors’ Reply: Empirical Estimation of Risk Measures and Related Quantities - Discussion by Vytaras Brazauskas; Thomas Kaiser
by The Editors
- 118-122 “Tail Conditional Expectations for Elliptical Distributions,” Zinoviy M. Landsman and Emiliano A. Valdez, October 2003
by Martin Bilodeau
- 122-123 Authors’ Reply: Tail Conditional Expectations for Elliptical Distributions - Discussion by Martin Bilodeau
by The Editors
- 123-124 “Valuation of Equity-Indexed Annuities under Stochastic Interest Rates,” X. Sheldon Lin and Ken Seng Tan, October 2003
by Mark Evans
- 124-125 Authors’ Reply: Valuation of Equity-Indexed Annuities under Stochastic Interest Rates - Discussion by Mark D. J. Evans
by The Editors
- 125-129 “Credit Standing and the Fair Value of Liabilities: A Critique,” by Philip Heckman, January 2004
by Marsha Wallace
- 129-131 Authors’ Reply: Credit Standing and the Fair Value of Liabilities: A Critique - Discussion by Marsha Wallace
by The Editors
- 131-132 Response to Author: Credit Standing and the Fair Value of Liabilities: A Critique by Philip Heckman, January 2004
by The Editors
- 133-136 Hardy, Mary R. 2003
by Frank Bensics
- 137-137 Seydel, Rüdiger, 2003
by Elias Shiu
- 138-140 E. J. Moorhead (1910 – 2004)
by James Hickman
- 141-143 Irwin Vanderhoof 1927 – 2000
by Faye Albert
2004, Volume 8, Issue 2
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