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Content
2004, Volume 8, Issue 2
- 45-55 Disruption of a Managed Competition Environment by Low-Ball Premium Bids
by Harry Sutton & Roger Feldman & Bryan Dowd
- 56-83 Projecting Mortality Trends
by Carlos Wong-Fupuy & Steven Haberman
- 84-95 Risk-Based Capital Factor Determination With Jump Risk
by Wenge Zhu
- 96-107 Capital Allocation Survey with Commentary
by Gary Venter
- 108-111 “Generalized Pareto Fit to the Society of Actuaries’ Large Claims Database,” Ana C. Cebrián, Michel Denuit, and Philippe Lambert, July 2003
by Jan Beirlant & Elisabeth Joossens & Johan Segers
- 111-111 “Optimal Dividends: Analysis with Brownian Motion,” Ana C. Cebrián, Hans U. Gerber and Elias S.W. Shiu, January 2004
by Olivier Deprez
- 111-113 “Optimal Dividends: Analysis with Brownian Motion,” Ana C. Cebrián, Hans U. Gerber and Elias S.W. Shiu, January 2004
by Hansjörg Albrecher
- 113-115 Authors’ Reply: Optimal Dividends: Analysis with Brownian Motion - Discussion by Olivier Deprez; Hansjörg Albrecher
by The Editors
- 115-116 “Credit Standing and the Fair Value of Liabilities: A Critique,” Philip E. Heckman, January 2004
by M. W. Chambers
- 116-117 Author’s Reply: Credit Standing and the Fair Value of Liabilities: A Critique - Discussion by M. W. Chambers
by The Editors
- 117-120 “Efficient Gain and Loss Amortization and Optimal Funding in Pension Plans,” M. Iqbal Owadally and Steven Haberman, January 2004
by Jeremy Gold
- 121-122 “Efficient Gain and Loss Amortization and Optimal Funding in Pension Plans,” M. Iqbal Owadally and Steven Haberman, January 2004
by Charles Cowling & Jon Exley & Nick Hudson & John Shuttleworth & Andrew Smith & Ian Sykes
- 122-124 “Efficient Gain and Loss Amortization and Optimal Funding in Pension Plans,” M. Iqbal Owadally and Steven Haberman, January 2004
by Cliff Speed & Tim Gordon
- 124-125 Authors’ Reply: Efficient Gain and Loss Amortization and Optimal Funding in Pension Plans - Discussion by Jeremy Gold; Charles Cowling; Jon Exley; Nick Hudson; John Shuttleworth; Andrew Smith; Ian Sykes; Cliff A. Speed; Tim J. Gordon
by The Editors
2004, Volume 8, Issue 1
2003, Volume 7, Issue 4
- 1-22 Modeling Catastrophes and their Impact on Insurance Portfolios
by Hélène Cossette & Thierry Duchesne & Étienne Marceau
- 23-31 Pricing Discrete Dynamic Fund Protections
by Hon-Kwok Fung & Leong Kwan Li
- 32-43 Stable Laws and the Present Value of Fixed Cash Flows
by Marc Goovaerts & Ann De Schepper & David Vyncke & Jan Dhaene & Rob Kaas
- 44-54 Empirical Estimation of Risk Measures and Related Quantities
by Bruce Jones & Ričardas Zitikis
- 55-71 Tail Conditional Expectations for Elliptical Distributions
by Zinoviy Landsman & Emiliano Valdez
- 72-91 Valuation of Equity-Indexed Annuities Under Stochastic Interest Rates
by X. Sheldon Lin & Ken Seng Tan
- 94-95 “Pricing Lookback Options and Dynamic Guarantees,” Hans U. Gerber and Elias S. W. Shiu, January 2003
by Marc Decamps & Marc Goovaerts
- 95-96 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
by The Editors
- 96-101 “Moments of the Surplus before Ruin and the Deficit at Ruin in the Erlang(2) Risk Process,” Yebin Cheng and Qihe Tang, January 2003
by Hans Gerber & Elias Shiu
- 102-102 “Geometric Brownian Motion Models for Assets and Liabilities: From Pension Funding to Optimal Dividends,” Hans U. Gerber and Elias S. W. Shiu, July 2003
by John Beekman
- 102-103 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
by The Editors
2003, Volume 7, Issue 3
- 1-17 Pricing Guaranteed Life Insurance Participating Policies with Annual Premiums and Surrender Option
by Anna Rita Bacinello
- 18-36 Generalized Pareto Fit to the Society of Actuaries’ Large Claims Database
by Ana Cebrián & Michel Denuit & Philippe Lambert
- 37-51 Geometric Brownian Motion Models for Assets and Liabilities: From Pension Funding to Optimal Dividends
by Hans Gerber & Elias Shiu
- 51-53 “Geometric Brownian Motion Models for Assets and Liabilities: From Pension Funding to Optimal Dividends”, Hans U. Gerber and Elias S. W. Shiu, January 2003
by X. Sheldon Lin
- 54-55 “Geometric Brownian Motion Models for Assets and Liabilities: From Pension Funding to Optimal Dividends”, Hans U. Gerber and Elias S. W. Shiu, January 2003
by Marc Decamps & Marc Goovaerts
- 55-56 Author’s Reply: Geometric Brownian Motion Models for Assets and Liabilities: From Pension Funding to Optimal Dividends - Discussion by X. Sheldon Lin; Marc Decamps; Marc Goovaerts
by The Editors
- 57-61 Note on the Tail Behavior of Random Walk Maxima with Heavy Tails and Negative Drift
by Rob Kaas & Qihe Tang
- 62-74 Gradual Retirement: An Additional Option in Work and Retirement
by Yung-Ping Chen & John Scott
- 75-84 Issues for Implementing Phased Retirement in Defined Benefit Plans
by Jonathan Barry Forman & Patricia Scahill
- 87-110 An Individual’s Chosen Retirement Age: When is the Economically Feasible Retirement Age Chosen over the Anchor Provided by Known Others?
by Linda Smith Brothers
- 111-112 “Mortality of the Extreme Aged in the United States in the 1990s, Based on Improved Medicare Data” by Bert Kestenbaum and B. Reneé Ferguson, July 2002
by T. P. Hutchinson
- 112-116 “Efficient and Robust Fitting of Lognormal Distributions,” Robert Serfling, October 2002
by Thierry Duchesne & Jacques Rioux
- 116-116 Authors’ Reply: “Efficient and Robust Fitting of Lognormal Distributions,” Robert Serfling, October 2002 - Discussion by Thierry Duchesne; Jacques Rioux
by Robert Serfling
- 117-119 “Moments of the Surplus before Ruin and the Deficit at Ruin in the Erlang(2) Risk Process,” Yebin Cheng and Qihe Tang, January 2003
by Hans Gerber & Elias Shiu
- 119-122 “Moments of the Surplus before Ruin and the Deficit at Ruin in the Erlang(2) Risk Process,” Yebin Cheng and Qihe Tang, January 2003
by Shuanming Li
- 122-124 “Moments of the Surplus before Ruin and the Deficit at Ruin in the Erlang(2) Risk Process,” Yebin Cheng and Qihe Tang, January 2003
by X. Sheldon Lin
- 124-127 “Pricing Lookback Options and Dynamic Guarantees,” Hans U. Gerber and Elias S. W. Shiu, January 2003
by Carisa Yu
2003, Volume 7, Issue 2
- 1-1 The Reviewing Process
by Edward Frees
- 1-23 Designing a World-Class Health Care System
by Howard Bolnick
- 24-43 Factors Affecting Retirement Mortality
by Robert Brown & Joanne McDaid
- 44-56 Economic Capital Allocation Derived from Risk Measures
by Jan Dhaene & Mark Goovaerts & Rob Kaas
- 56-57 “Economic Capital Allocation Derived from Risk Measures”, Eddy Van den Borre, January 2003
by Eddy Van Den Borre
- 57-59 Author’s Reply: Economic Capital Allocation Derived from Risk Measures - Discussion by Jan Dhaene; Mark J. Goovaerts; Rob Kaas
by The Editors
- 60-77 Pricing Perpetual Fund Protection with Withdrawal Option
by Hans Gerber & Elias Shiu
- 77-81 “Pricing Perpetual Fund Protection with Withdrawal Option”, Hans U. Gerber and Elias S.W. Shiu, January 2003
by Chi Chiu Chu & Yue Kuen Kwok
- 82-87 “Pricing Perpetual Fund Protection with Withdrawal Option”, Hans U. Gerber and Elias S.W. Shiu, January 2003
by Jérôme Pansera
- 87-90 “Pricing Perpetual Fund Protection with Withdrawal Option”, Hans U. Gerber and Elias S.W. Shiu, January 2003
by Carisa Yu
- 90-92 Author’s Reply: Pricing Perpetual Fund Protection with Withdrawal Option - Discussion by Chi Chiu Chu; Yue Kuen Kwok; Jérôme Pansera; Carisa K.W. Yu
by The Editors
- 92-93 Norman Thomson
by Brian Schott
- 93-115 Adult Polycystic Kidney Disease and Critical Illness Insurance
by Cristina Gutiérrez & Angus Macdonald
- 116-127 Contaminated Exponential Dispersion Loss Models
by Zinoviy Landsman & Udi Makov
- 145-146 Boyle, Phelim P., and Boyle, Feidlim, 2001
by Samuel Cox
2003, Volume 7, Issue 1
2002, Volume 6, Issue 4
- 1-20 Bayesian Estimation of Outstanding Claim Reserves
by Enrique de Alba
- 21-37 Why Do Females Live Longer Than Males?
by Jean Lemaire
- 38-54 Estimating International Adverse Selection in Annuities
by Olivia Mitchell & David McCarthy
- 55-65 Converting Clinical Literature to an Insured Population: A Comparison of Models Using Nhanes
by Brad Roudebush & John Klein
- 65-66 Converting Clinical Literature to an Insured Population: A Comparison of Models Using NHANES
by Grant Hemphill
- 67-80 Regression Models for Bivariate Loss Data
by David Scollnik
- 81-94 An Economic Analysis of Life Insurance Company Expenses
by Dan Segal
- 95-109 Efficient and Robust Fitting of Lognormal Distributions
by Robert Serfling
- 110-113 “Authors’ Reply: Financial and Demographic Risks of a Portfolio of Life Insurance Policies with Stochastic Interest Rates: Evaluation Methods and Applications,” Maria Giuseppina Bruno, Emanuela Camerini and Alvaro Tomassetti, October 2000 - Discussion by Fabrizio Cacciafesta
by Maria Giuseppina Bruno & Emanuela Camerini & Alvaro Tomassetti
- 113-114 “A Re-examination of the Joint Mortality Function,” Heekyung Youn, Arkady Shemyakin, and Edwin Herman, January 2002
by James Hickman & Donald Jones
- 114-116 “A Re-examination of the Joint Mortality Function,” Heekyung Youn, Arkady Shemyakin, and Edwin Herman, January 2002
by S. David Promislow
- 116-116 “Authors’ Reply: A Re-examination of the Joint Mortality Function,” Heekyung Youn, Arkady Shemyakin, and Edwin Herman,” January 2002 - Discussion by S. David Promislow
by Heekyung Youn & Arkady Shemyakin & Edwin Herman
- 117-117 “Response from: A Re-examination of the Joint Mortality Function,” Heekyung Youn, Arkady Shemyakin, and Edwin Herman,” January 2002
by S. David Promislow
2002, Volume 6, Issue 3
2002, Volume 6, Issue 2
2002, Volume 6, Issue 1
2001, Volume 5, Issue 4
- 1-1 Case Studies Add Unique Perspective
by Edward Frees & Stuart Klugman
- 1-23 The Relationship Between the Supplemental Security Income and the Old-Age, Survivors, and Disability Insurance Programs During the 1990s
by John Beekman & Eli Donkar
- 24-42 Case Studies Using Panel Data Models
by Edward Frees & Virginia Young & Yu Luo
- 53-57 Principal Applications of Bayesian Methods in Actuarial Science
by Udi Makov
- 57-60 “Principal Applications of Bayesian Methods in Actuarial Science: A Perspective”, Udi E. Makov, October 2001
by Marjorie Rosenberg
- 60-62 “Principal Applications of Bayesian Methods in Actuarial Science: A Perspective”, Udi E. Makov, October 2001
by M. Mendoza
- 62-67 “Principal Applications of Bayesian Methods in Actuarial Science: A Perspective”, Udi E. Makov, October 2001
by Francisco Vázquez-Polo
- 67-69 “Principal Applications of Bayesian Methods in Actuarial Science: A Perspective”, Udi E. Makov, October 2001
by James Hickman & Donald Jones
- 69-72 “Principal Applications of Bayesian Methods in Actuarial Science: A Perspective”, Udi E. Makov, October 2001
by Enrique de Alba
- 72-72 “Principal Applications of Bayesian Methods in Actuarial Science: A Perspective”, Udi E. Makov, October 2001
by David Scollnik
- 72-73 Author’s Reply: Principal Applications of Bayesian Methods in Actuarial Science: A Perspective - Discussion by Marjorie A. Rosenberg; M. Mendoza; Francisco José VáZquez-Polo; James C. Hickman; Donald A. Jones; Enrique de Alba; David P. M. Scollnik
by The Editors
- 74-83 A Statistical Method for Monitoring a Change in the Rate of Nonacceptable Inpatient Claims
by Marjorie Rosenberg
- 84-94 The Impact of the Inpatient Prospective Payment System and Diagnosis-Related Groups
by Marjorie Rosenberg & Mark Browne
- 95-111 Evaluating Managed Care Effectiveness
by Jill Schield & James Murphy & Howard Bolnick
- 112-114 “Financial and Demographic Risk of a Portfolio of Life Insurance Policies with Stochastic Interest Rates: Evaluation Methods and Applications,” M. G. Bruno, E. Camerini, and A. Tomassetti, October 2000
by Fabrizio Cacciafesta
- 114-116 “Why Men Die Younger: Causes of Mortality Differences By Sex,” Barbara Blatt Kalben, October 2000
by Jess Mast
- 116-116 “Why Men Die Younger: Causes of Mortality Differences By Sex,” Barbara Blatt Kalben, October 2000
by Leonie Tickle
2001, Volume 5, Issue 3
- 1-18 Valuation of the Reset Options Embedded in Some Equity-Linked Insurance Products
by Phelim Boyle & Adam Kolkiewicz & Ken Seng Tan
- 19-30 A Gaussian Process of Yield Rates Calibrated with Strips
by J. F. Carrière
- 31-47 Dynamic Fund Protection
by Junichi Imai & Phelim Boyle
- 49-51 “Dynamic Fund Protection”, Junichi Imai; Phelim P. Boyle, July 2001
by Hans Gerber & Elias Shiu
- 52-64 Macroeconomic Aspects of Private Retirement Programs
by Krzysztof Ostaszewski
- 65-77 The Shift to Defined Contribution Pension Plans
by Robert Brown & Jianxun Liu
- 78-91 Bayesian Risk Measures for Derivatives via Random Esscher Transform
by Tak Kuen Siu & Howell Tong & Hailiang Yang
- 92-103 The Joint Distribution of Surplus Immediately before Ruin and the Deficit at Ruin under Interest Force
by Hailiang Yang & Lihong Zhang
- 104-117 State Price Density, Esscher Transforms, and Pricing Options on Stocks, Bonds, and Foreign Exchange Rates
by Yong Yao
- 118-122 “Calculating Funding Premiums for Universal Life Insurance,” Calvin Cherry, April 2000
by David Lange & Betty Simkins
- 123-126 “Robust and Efficient Estimation of the Tail Index of a Single-Parameter Pareto Distribution,” Vytaras Brazauskas and Robert Serfling, October 2000
by Martin Bilodeau
- 126-128 Authors’ Reply: Robust and Efficient Estimation of the Tail Index of a Single-Parameter Pareto Distribution - Discussion by Vytaras Brazauskas; Robert Serfling
by The Editors
- 128-133 “Valuing Equity-Indexed Annuities,” Serena Tiong, October 2000
by Ya-Chun Huang
- 133-136 “Valuing Equity-Indexed Annuities,” Serena Tiong, October 2000
by Hangsuck Lee
- 137-138 Stampfli, Joseph, and Goodman, Victor, 2001
by S. David Promislow
2001, Volume 5, Issue 2
- 1-7 A Macro-Economic Indicator of Age at Retirement
by Robert Brown & Robin Damm & Ishmael Sharara
- 7-10 “A Macro-Economic Indicator of Age at Retirement”, Robert L. Brown; Robin Damm; Ishmael Sharara, April 2001
by Bernard Dussault
- 11-26 Dynamic Financial Models of Life Insurers
by Mark Browne & James Carson & Robert Hoyt
- 27-39 Analysis of Incremental Returns of Canadian Mutual Funds
by J. F. Carrière & C. F. Hill
- 39-40 “Analysis of Incremental Returns of Canadian Mutual Funds”, J. F. Carrière; C. F. Hill, April 2001
by X. Sheldon Lin
- 41-53 A Regime-Switching Model of Long-Term Stock Returns
by Mary Hardy
- 54-78 Genetics, Alzheimer’s Disease, and Long-Term Care Insurance
by Angus Macdonald & Delme Pritchard
- 79-95 Hedging Equity-Linked Life Insurance Contracts
by Thomas Møller
- 96-124 Actuarial Modeling with MCMC and BUGs
by David Scollnik
- 124-125 “Actuarial Modeling with MCMC and BUGs”, David P. M. Scollnik, April 2001
by David Spiegelhalter
- 126-135 Multivariate Analysis of Pension Plan Mortality Data
by Charles Vinsonhaler & Nalini Ravishanker & Jeyaraj Vadiveloo & Guy Rasoanaivo
- 135-138 “Multivariate Analysis of Pension Plan Mortality Data”, Charles Vinsonhaler; Nalini Ravishanker; Jeyaraj Vadiveloo; Guy Rasoanaivo, April 2001
by Jeffrey Pai
- 139-140 “Including Homemakers in Social Security,” Robert L. Brown, Robin Damm, and Ishmael Sharara, October 2000
by Bernard Dussault
- 140-141 “Including Homemakers in Social Security,” Robert L. Brown, Robin Damm, and Ishmael Sharara, October 2000
by Caterina Lindman
- 141-142 “Who Says Financial Services Integration Is in Consumers’ Best Interests?” Joseph M. Belth, July 2000
by Daniel Kahan
2001, Volume 5, Issue 1
- 1-11 Setting the Stage
by Anna Rappaport
- 12-31 Impacts on Economic Security Programs of Rapidly Shifting Demographics
by Robert Brown
- 32-56 Impact of Replacing a Defined Benefit Pension with a Defined Contribution Plan or a Cash Balance Plan
by Robert Clark & Fred Munzenmaier
- 57-69 Optimal Annuitization Policies
by Moshe Arye Milevsky
- 70-79 401(k) Investment Decisions and Social Security Reform
by Cori Uccello
- 80-94 A Behavioral Model for Predicting Employee Contributions to 401(k) Plans
by Jack VanDerhei & Craig Copeland
- 95-103 Making Federal Pension Policy Work
by Jonathan Forman
- 104-108 Balancing Retirement Security With the Needs of Frail Parents
by Richard Johnson & Anthony Lo Sasso
- 109-113 Financing Gaps of Public Pension Schemes and Market Potential for the Private Retirement Market
by Thomas Trauth
- 114-115 Analysis of the Profiles of Mexican Companies with Respect to Granting a Retirement Pension Plan
by Rosa Farell Campa & Juan Carlos Padilla Aguilar & Jose Garcia Nuñez & Mario Arriaga Parra
- 116-117 Baby Boom to Baby Bust
by Dennis Coleman
- 118-118 Retirement Pensions in Mexico
by Roberto Ham-Chande & José Salas-Lizaur
- 119-119 Trends in Social Security and Pension Policy—Implications for Women
by Catherine Hill & Lois Shaw & Heidi Hartmann
- 121-122 The Evolution of Retirement
by Pamela Ostuw & Bill Pierron & Paul Yakoboski
- 123-124 Can the Stocks-for-Retirement Cycle Work?
by Thornton Parker
- 125-126 Retirement Trends and Patterns among Older American Workers
by Joseph Quinn
- 127-128 Marketing Compulsory Pension Plans as a Service
by Tapen Sinha & Rebecca Benedict
- 129-130 Public Versus Private Provision of Pensions
by Larry Willmore
- 131-132 The 1999 Small Employer Retirement Survey
by Paul Yakoboski & Pamela Ostuw & Bill Pierron
- 133-134 Discussion of the Papers by Thornton Parker; Roberto Ham-Chande and José Luis Salas-Lizaur; and Larry Willmore
by Joseph Applebaum
- 135-136 Discussion of the Paper By Catherine Hill, Lois B. Shaw, and Heidi Hartmann
by Ron Gebhardtsbauer
- 135-136 Discussion of the Papers by Jack VanDerhei and Craig Copeland; Rosa MA. Farell Campa et al.; and Paul Yakoboski, Pamela Ostuw, and Bill Pierron
by Sharon Canner
- 141-143 Discussion of the Papers By Robert L. Brown and Thomas Trauth
by Sylvester Schieber
- 144-147 “Social Security—Adequacy, Equity, and Progressiveness: A Review of Criteria Based on Experience in Canada and the United States,” Robert L. Brown and Jeffrey Ip, January 2000
by Martin Lunnon & Aidan Smith
- 147-149 “Hedging and Reserving for Single-Premium Segregated Fund Contracts,” Mary R. Hardy, April 2000
by Martin le Roux
- 149-151 “Measuring Foreign Exchange Risk in Insurance Transactions,” John I. Mange, April 2000
by Hangsuck Lee
- 151-153 “Calculating Funding Premiums for Universal Life Insurance,” Calvin Cherry, April 2000
by Dennis Radliff
- 153-157 “Pricing Dynamic Investment Fund Protection,” Hans U. Gerber and Gérard Pafumi, April 2000
by Ya-Chun Huang & Elias Shiu
- 157-158 “Excess Mortality in Asia Associated with Cigarette Smoking,” Robert J. Pokorski, April 2000
by Beda Chan
2000, Volume 4, Issue 4
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