Printed from https://ideas.repec.org/s/taf/uaajxx7.html
Content
1998, Volume 2, Issue 4
- 143-147 “Bonus-Malus Systems: The European and Asian Approach to Merit Rating,” Jean Lemaire, January 1998
by Liviana Picech & Patrizia Gigante & Luciano Sigalotti - 147-149 “Bonus-Malus Systems: The European and Asian Approach to Merit-Rating,” Jean Lemaire, January 1998
by Liviana Picech & Luciano Sigalotti
1998, Volume 2, Issue 3
- 1-15 Economic Valuation Models for Insurers
by David Babbel & Craig Merrill - 15-16 “Economic Valuation Models for Insurers”, David F. Babbel and Craig Merrill, July 1998
by Jacques Carriere - 16-17 Authors’ Reply: Economic Valuation Models for Insurers - Discussion by Jacques F. Carriere
by David Babbel & Craig Merrill - 18-26 New Salary Functions for Pension Valuations
by Jacques Carriere & Kevin Shand - 26-27 “New Salary Functions for Pension Valuations”, Jacques F. Carriere and Kevin J. Shand, July 1998
by Arnold Shapiro - 27-28 Authors’ Reply: New Salary Functions for Pension Valuations - Discussion by Arnold F. Shapiro
by Jacques Carriere & Kevin Shand - 29-44 Representative Interest Rate Scenarios
by Sarah Christiansen - 60-68 On a Class of Renewal Risk Processes
by David Dickson - 68-70 “On a Class of Renewal Risk Processes”, David C.M. Dickson, July 1998
by F. De Vylder & Marc Goovaerts - 70-71 “On a Class of Renewal Risk Processes”, David C.M. Dickson, July 1998
by Vladimir Kalashnikov - 72-72 “On a Class of Renewal Risk Processes”, David C.M. Dickson, July 1998
by Changki Kim - 72-73 Author’s Reply: On a Class of Renewal Risk Processes - Discussion by F. Etienne De Vylder; Marc J. Goovaerts; Vladimir Kalashnikov; Changki Kim
by David Dickson - 74-91 Utility Functions
by Hans Gerber & Gérard Pafum - 91-91 “Utility Functions: From Risk Theory to Finance”, Hans U. Gerber and Gérard Pafum, July 1998
by Hangsuck Lee - 92-92 “Utility Functions: From Risk Theory to Finance”, Hans U. Gerber and Gérard Pafum, July 1998
by Alastair Longley-Cook - 92-94 “Utility Functions: From Risk Theory to Finance”, Hans U. Gerber and Gérard Pafum, July 1998
by Heinz Müller - 94-94 “Utility Functions: From Risk Theory to Finance”, Hans U. Gerber and Gérard Pafum, July 1998
by Stanley Pliska - 94-95 “Utility Functions: From Risk Theory to Finance”, Hans U. Gerber and Gérard Pafum, July 1998
by Elias Shiu - 95-96 “Utility Functions”, Hans U. Gerber and Gérard Pafum, July 1998
by Virginia Young - 96-100 Authors’ Reply: Utility Functions: From Risk Theory to Finance - Discussion by Hangsuck Lee; Alastair G. Longley-Cook; Heinz H. Müller; Stanley R. Pliska; Elias S.W. Shiu; Virginia R. Young
by Hans Gerber & Gérard Pafumi - 101-107 Pricing Perpetual Options for Jump Processes
by Hans Gerber & Elias Shiu - 108-109 “Pricing Perpetual Options for Jump Processes”, Hans U. Gerber and Elias S.W. Shiu, July 1998
by X. Sheldon Lin - 109-111 “Pricing Perpetual Options for Jump Processes”, Hans U. Gerber and Elias S.W. Shiu, July 1998
by Xiaolan Zhang - 112-112 Authors’ Reply: Pricing Perpetual Options for Jump Processes - Discussion by X. Sheldon Lin; Xiaolan Zhang
by Hans Gerber & Elias Shiu - 113-116 A Logical, Simple Method for Solving the Problem of Properly Indexing Social Security Benefits
by Robert Myers - 116-116 “A Logical, Simple Method for Solving the Problem of Properly Indexing Social Security Benefits”, Robert J. Myers, July 1998
by Robert Brown - 117-117 Author’s Reply: A Logical, Simple Method for Solving the Problem of Properly Indexing Social Security Benefits - Discussion by Robert L. Brown
by Robert Myers - 118-125 Reserves for Policies with Nonannual Premiums
by Keith Sharp - 125-126 “Reserves for Policies with Nonannual Premiums”, Keith P. Sharp, July 1998
by Cecil Nesbitt - 126-127 “Reserves for Policies with Nonannual Premiums”, Keith P. Sharp, July 1998
by Elias Shiu & Serena Tiong - 127-127 Author’s Reply: Reserves for Policies with Nonannual Premiums - Discussion by Cecil Nesbitt; Elias S.W. Shiu; Serena Tiong
by Keith Sharp - 128-136 The Actuary’s Role in Managed Care
by The Editors - 141-143 “Application of Risk Theory to Interpretation of Stochastic Cash-Flow-Testing Results,” Edward L. Robbins, Samuel H. Cox, and Richard D. Phillips, April 1998
by Beda Chan - 143-149 “Understanding Relationships Using Copulas,” by Edward Frees and Emiliano Valdez, January 1998
by Christian Genest & Kilani Ghoudi & Louis-Paul Rivest
1998, Volume 2, Issue 2
- 1-23 Social Security
by Robert Brown - 23-23 “Social Security: Regressive or Progressive?”, Robert L. Brown, April 1998
by John Beekman - 23-27 “Social Security: Regressive or Progressive?”, Robert L. Brown, April 1998
by Bernard Dussault - 27-28 “Social Security: Regressive or Progressive?”, Robert L. Brown, April 1998
by Kenneth Manton & Kenneth Land - 28-30 “Social Security: Regressive or Progressive?”, Robert L. Brown, April 1998
by Robert Myers - 30-31 “Social Security: Regressive or Progressive?”, Robert L. Brown, April 1998
by Krzysztof Ostaszewski - 31-33 Author’s Reply: Social Security: Regressive or Progressive? - Discussion by John Beekman; Bernard Dussault; Kenneth Manton; Kenneth Land; Robert Myers; Krzysztof Ostaszewski
by The Editors - 34-49 Relative Importance of Risk Sources in Insurance Systems
by Edward Frees - 49-49 “Relative Importance of Risk Sources in Insurance Systems”, Edward W. Frees, April 1998
by Emilia Di Lorenzo - 49-50 “Relative Importance of Risk Sources in Insurance Systems”, Edward W. Frees, April 1998
by Griselda Deelstra - 50-51 “Relative Importance of Risk Sources in Insurance Systems”, Edward W. Frees, April 1998
by Leda Minkova & Nikolai Kolev - 51-52 Author’s Reply: Relative Importance of Risk Sources in Insurance Systems - Discussion by Emilia Di Lorenzo; Griselda Deelstra; Leda Minkova; Nikolai Kolev
by Edward Frees - 53-70 Designing Effective Graphs
by Edward Frees & Robert Miller - 70-71 “Designing Effective Graphs”, Edward W. Frees and Robert B. Miller, April 1998
by William Cutlip - 71-71 “Designing Effective Graphs”, Edward W. Frees and Robert B. Miller, April 1998
by Douglas Eckley - 71-72 “Designing Effective Graphs”, Edward W. Frees and Robert B. Miller, April 1998
by Gary Lange - 72-72 “Designing Effective Graphs”, Edward W. Frees and Robert B. Miller, April 1998
by Edward Mailander - 73-74 “Designing Effective Graphs”, Edward W. Frees and Robert B. Miller, April 1998
by Alexander McNeil - 74-76 “Designing Effective Graphs”, Edward W. Frees and Robert B. Miller, April 1998
by Arnold Shapiro & Edward Kleinman - 76-76 Authors’ Reply: Designing Effective Graphs - Discussion by William C. Cutlip; Douglas A. Eckley; Gary S. Lange; Edward M. Mailander; Alexander J. McNeil; Arnold F. Shapiro; Edward B. Kleinman
by Edward Frees & Robert Miller - 77-87 A Statistical Control Model for Utilization Management Programs
by Marjorie Rosenberg - 88-101 An Actuarial Index of the Right-Tail Risk
by Shaun Wang - 102-108 Overview of Reserving Practices for Substandard Life Policies
by Alfred Raws - 111-113 “Risk-Adjusted Economic Value Analysis,” Alastair Longley-Cook, January 1998
by David Creswell - 113-114 Author’s Reply: Risk-Adjusted Economic Value Analysis - Discussion by David L. Creswell
by Alastair Longley-Cook - 114-116 “Skewness and Stock Option Prices”, Hans Gerber and Bruno Landry, July 1997
by Kenneth Kortanek & V. G. Medvedev - 116-116 Authors’ Reply: Skewness and Stock Option Prices - Discussion by Kenneth O. Kortanek and V. G. Medvedev
by Hans Gerber & Bruno Landry - 116-117 “Current Actuarial Modeling Practice and Related Issues and Questions”, Angus Macdonald, July 1997
by John Pemberton - 117-118 “Complex Dynamics, Market Mediation and Stock Price Behavior”, Richard H. Day, July 1997
by Joseph Wang
1998, Volume 2, Issue 1
- 1-25 Understanding Relationships Using Copulas
by Edward Frees & Emiliano Valdez - 26-38 Bonus-Malus Systems
by Jean Lemaire - 38-44 “Bonus-Malus Systems: The European and Asian Approach to Merit-Rating”, Jean Lemaire, January 1998
by Krupa Subramanian - 45-47 “Bonus-Malus Systems: The European and Asian Approach to Merit-Rating”, Jean Lemaire, January 1998
by Pierre Lemaire - 48-72 On the Time Value of Ruin
by Hans Gerber & Elias Shiu - 72-74 “On the Time Value of Ruin”, Hans U. Gerber and Elias S.W. Shiu, January 1998
by F. De Vylder & Marc Goovaerts - 74-74 “On the Time Value of Ruin”, Hans U. Gerber and Elias S.W. Shiu, January 1998
by David Dickson - 74-75 “On the Time Value of Ruin”, Hans U. Gerber and Elias S.W. Shiu, January 1998
by Vladimir Kalashnikov - 75-76 “On the Time Value of Ruin”, Hans U. Gerber and Elias S.W. Shiu, January 1998
by Gérard Pafumi - 77-78 Authors’ Reply: On the Time Value of Ruin - Discussion by F. Etienne De Vylder; Marc J. Goovaerts; David C.M. Dickson; Vladimir Kalashnikov; Gérard Pafumi
by Hans Gerber & Elias Shiu - 79-86 A Model for Analyzing the Impact of Selective Lapsation on Mortality
by Bruce Jones - 87-98 Risk-Adjusted Economic Value Analysis
by Alastair Longley-Cook - 99-99 “Risk-Adjusted Economic Value Analysis”, Alastair G. Longley-Cook, January 1998
by Kenneth Roberts - 99-100 Author’s Reply: Risk-Adjusted Economic Value Analysis - Discussion by Kenneth S. Roberts
by Alastair Longley-Cook - 101-111 Credibility Using a Loss Function from Spline Theory
by Virginia Young - 111-114 “Credibility Using a Loss Function from Spline Theory”, Virginia R. Young, January 1998
by F. De Vylder - 114-114 “Credibility Using a Loss Function from Spline Theory”, Virginia R. Young, January 1998
by Donald Jones - 114-116 “Credibility Using a Loss Function from Spline Theory”, Virginia R. Young, January 1998
by Bjørn Sundt - 116-117 “Credibility Using a Loss Function from Spline Theory”, Virginia R. Young, January 1998
by Gregory Taylor - 117-117 Author’s Reply: Credibility Using a Loss Function from Spline Theory: Parametric Models with a One-Dimensional Sufficient Statistic - Discussion by F. Etienne De Vylder; Donald A. Jones; Bjørn Sundt; Gregory C. Taylor
by Virginia Young
1997, Volume 1, Issue 4
- 1-13 In Defense of Pay-as-You-Go (Paygo) Financing of Social Security
by Robert Brown - 14-16 “In Defense of Pay-as-You-Go (Paygo) Financing of Social Security”, Robert L. Brown, October 1997
by Bernard Dussault - 16-16 “In Defense of Pay-as-You-Go (Paygo) Financing of Social Security”, Robert L. Brown, October 1997
by Fred Kilbourne - 16-17 “In Defense of Pay-as-You-Go (Paygo) Financing of Social Security”, Robert L. Brown, October 1997
by Robert Myers - 17-20 “In Defense of Pay-as-You-Go (Paygo) Financing of Social Security”, Robert L. Brown, October 1997
by Krzysztof Ostaszewski - 20-20 Author’s Reply: In Defense of Pay-as-You-Go (Paygo) Financing of Social Security - Discussion by Bernard Dussault; Fred Kilbourne; Robert J. Myers; Krzysztof M. Ostaszewski, October 1997
by Robert Brown - 21-40 Fuzzy Financial Pricing of Property-Liability Insurance
by J. David Cummins & Richard Derrig - 41-41 “Fuzzy Financial Pricing of Property-Liability Insurance”, J. David Cummins; Richard A. Derrig, October 1997
by David Appel & Lawrence Berger - 41-42 “Fuzzy Financial Pricing of Property-Liability Insurance”, J. David Cummins; Richard A. Derrig, October 1997
by Krzysztof Ostaszewski - 42-44 “Fuzzy Financial Pricing of Property-Liability Insurance”, J. David Cummins; Richard A. Derrig, October 1997
by Oakley Van Slyke - 44-44 Authors’ Reply: Fuzzy Financial Pricing of Property-Liability Insurance - Discussion by David Appel; Lawrence A. Berger; Krzysztof M. Ostaszewski; Oakley E. Van Slyke, October 1997
by J. David Cummins & Richard Derrig - 45-48 Mortality Experience of National Basketball Association Players
by Joseph Fafian - 49-70 Forecasting Social Security Actuarial Assumptions
by Edward Frees & Yueh-Chuan Kung & Marjorie Rosenberg & Virginia Young & Siu-Wai Lai - 75-76 “Forecasting Social Security Actuarial Assumptions”, Edward W. Frees; Yueh-Chuan Kung; Marjorie A. Rosenberg; Virginia R. Young; Siu-Wai Lai, October 1997
by John Beekman - 76-77 “Forecasting Social Security Actuarial Assumptions”, Edward W. Frees; Yueh-Chuan Kung; Marjorie A. Rosenberg; Virginia R. Young; Siu-Wai Lai, October 1997
by Cecil Nesbitt - 77-78 “Forecasting Social Security Actuarial Assumptions”, Edward W. Frees; Yueh-Chuan Kung; Marjorie A. Rosenberg; Virginia R. Young; Siu-Wai Lai, October 1997
by Krzysztof Ostaszewki - 78-78 “Forecasting Social Security Actuarial Assumptions”, Edward W. Frees; Yueh-Chuan Kung; Marjorie A. Rosenberg; Virginia R. Young; Siu-Wai Lai, October 1997
by Gregory Savord - 79-81 “Forecasting Social Security Actuarial Assumptions”, Edward W. Frees; Yueh-Chuan Kung; Marjorie A. Rosenberg; Virginia R. Young; Siu-Wai Lai, October 1997
by Richard Foster - 81-82 Authors’ Reply: Forecasting Social Security Actuarial Assumptions - Discussion by John A. Beekman; Cecil J. Nesbitt; Krzysztof M. Ostaszewski; Gregory Savord; Richard S. Foster, October 1997
by Edward Frees & Yueh-Chuan Kung & Marjorie Rosenberg & Virginia Young & Siu-Wai Lai - 83-99 Deterministic Modeling of Defined-Contribution Pension Funds
by Zaki Khorasanee - 99-100 “Deterministic Modeling of Defined-Contribution Pension Funds”, Zaki Khorasanee, October 1997
by Anthony Asher - 100-101 “Deterministic Modeling of Defined-Contribution Pension Funds”, Zaki Khorasanee, October 1997
by Daniel Dufresne - 101-103 Author’s Reply: Deterministic Modeling of Defined-Contribution Pension Funds - Discussion by Anthony Asher; Daniel Dufresne, October 1997
by Zaki Khorasanee - 104-122 Two Paradigms for The Market Value of Liabilities
by Robert Reitano - 122-125 “Two Paradigms for The Market Value of Liabilities”, Robert R. Reitano, October 1997
by David Babbel - 125-125 “Two Paradigms for The Market Value of Liabilities”, Robert R. Reitano, October 1997
by Michael Cohen - 125-127 “Two Paradigms for The Market Value of Liabilities”, Robert R. Reitano, October 1997
by J. Peter Duran - 127-129 “Two Paradigms for The Market Value of Liabilities”, Robert R. Reitano, October 1997
by Luke Girard - 129-131 “Two Paradigms for The Market Value of Liabilities”, Robert R. Reitano, October 1997
by Thomas Ho - 131-135 “Two Paradigms for The Market Value of Liabilities”, Robert R. Reitano, October 1997
by Craig Merrill - 135-137 Authors’ Reply: Two Paradigms for the Market Value of Liabilities - Discussion by David F. Babbel; Michael Cohen; J. Peter Duran; Luke N. Girard; Thomas S.Y. Ho; Craig Merrill
by The Editors - 144-146 “Actuarial Issues in the Novels of Jane Austen,” Daniel D. Skwire, January 1997
by Beda Chan - 146-147 Author’s Reply: Actuarial Issues in the Novels of Jane Austen - Discussion by Beda Chan
by Daniel Skwire
1997, Volume 1, Issue 3
- 1-5 Introduction to Actuarial Modeling
by James Hickman - 1-16 Complex Dynamics, Market Mediation and Stock Price Behavior
by Richard Day - 21-23 “Complex Dynamics, Market Mediation and Stock Price Behavior”, Richard H. Day, July 1997
by Irwin Vanderhoof - 24-35 Current Actuarial Modeling Practice and Related Issues and Questions
by Angus Macdonald - 35-37 “Current Actuarial Modeling Practice and Related Issues and Questions”, Angus S. Macdonald, July 1997
by Stephen Strommen - 38-49 An Object-Oriented Design for Dynamic Simulation Models
by Stephen Strommen - 50-58 Skewness and Stock Option Prices
by Hans Gerber & Bruno Landry - 58-59 “Skewness and Stock Option Prices”, Hans U. Gerber; Bruno Landry, July 1997
by Terence Chan - 59-60 “Skewness and Stock Option Prices”, Hans U. Gerber; Bruno Landry, July 1997
by Michel Jacques - 60-61 “Skewness and Stock Option Prices”, Hans U. Gerber; Bruno Landry, July 1997
by Heinz Mu¨ller - 61-62 “Skewness and Stock Option Prices”, Hans U. Gerber; Bruno Landry, July 1997
by Geérard Pafumi - 62-63 “Skewness and Stock Option Prices”, Hans U. Gerber; Bruno Landry, July 1997
by Elias Shiu & Serena Tiong - 64-65 Author’s Reply: Skewness and Stock Option Prices - Discussion by Terence Chan, Michel Jacques, Heinz H. Mu¨ller, Geérard Pafumi, Elias S.W. Shiu, and Serena Tiong, July 1997
by Hans Gerber & Bruno Landry
1997, Volume 1, Issue 2
- 1-26 Interest Rate Risk Management
by Andrew Ang & Michael Sherris - 27-39 Optimal Portfolio Selection with Transaction Costs
by Phelim Boyle & Xiaodong Lin - 40-54 Methods for the Analysis of CCRC Data
by Bruce Jones - 55-71 Stochastic Analysis of the Interaction Between Investment and Insurance Risks
by Gary Parker - 71-72 “Stochastic Analysis of the Interaction Between Investment and Insurance Risks”, Gary Parker, April 1997
by John Beekman - 72-73 “Stochastic Analysis of the Interaction Between Investment and Insurance Risks”, Gary Parker, April 1997
by Griselda Deelstra - 73-74 “Stochastic Analysis of the Interaction Between Investment and Insurance Risks”, Gary Parker, April 1997
by Andrew Cairns - 74-75 “Stochastic Analysis of the Interaction Between Investment and Insurance Risks”, Gary Parker, April 1997
by Emilia Di Lorenzo - 75-75 “Stochastic Analysis of the Interaction Between Investment and Insurance Risks”, Gary Parker, April 1997
by Leda Minkova - 75-76 “Stochastic Analysis of the Interaction Between Investment and Insurance Risks”, Gary Parker, April 1997
by Ragnar Norberg - 76-79 “Stochastic Analysis of the Interaction Between Investment and Insurance Risks”, Gary Parker, April 1997
by Svein-Arne Persson - 79-80 “Stochastic Analysis of the Interaction Between Investment and Insurance Risks”, Gary Parker, April 1997
by Wojciech Szatzschneider - 80-84 Author’s Reply: Stochastic Analysis of the Interaction Between Investment and Insurance Risks - Discussion by John A. Beekman; Griselda Deelstra; Andrew J.G. Cairns; Emilia Di Lorenzo; Leda Minkova; Ragnar Norberg; Svein-Arne Persson; Wojciech Szatzschneider
by Gary Parker - 85-98 Application of Risk Theory to Interpretation of Stochastic Cash-Flow-Testing Results
by Edward Robbins & Samuel Cox & Richard Phillips - 98-99 “Application of Risk Theory to Interpretation of Stochastic Cash-Flow-Testing Results”, Edward L. Robbins; Samuel H. Cox; Richard D. Phillips, April 1997
by Allan Brender - 100-100 “Application of Risk Theory to Interpretation of Stochastic Cash-Flow-Testing Results”, Edward L. Robbins; Samuel H. Cox; Richard D. Phillips, April 1997
by Stuart Klugman - 100-102 “Application of Risk Theory to Interpretation of Stochastic Cash-Flow-Testing Results”, Edward L. Robbins; Samuel H. Cox; Richard D. Phillips, April 1997
by Alastair Longley-Cook - 102-103 “Application of Risk Theory to Interpretation of Stochastic Cash-Flow-Testing Results”, Edward L. Robbins; Samuel H. Cox; Richard D. Phillips, April 1997
by David Creswell - 103-104 Author’s Reply: Application of Risk Theory to Interpretation of Stochastic Cash-Flow-Testing Results - Discussion by Allan Brender; Stuart A. Klugman; Alastair G. Longley-Cook; David L. Creswell
by Edward Robbins & Samuel Cox & Richard Phillips - 104-104 Collective Risk Theory for Assets
by Hans Bühlmann
1997, Volume 1, Issue 1
- 1-10 Building Better Retirement Income Models
by Christopher Bone & Olivia Mitchell - 10-11 “Building Better Retirement Income Models”, Christopher M. Bone, Olivia S. Mitchell, January 1997
by Robert Myers - 11-11 “Building Better Retirement Income Models”, Christopher M. Bone; Olivia S. Mitchell, January 1997
by Anna Rappaport - 11-12 Authors’ Reply: Building Better Retirement Income Models - Discussion by Robert J. Myers; Anna Rappaport, January 1997
by Christopher Bone & Olivia Mitchell - 13-40 Corporate Hedging in the Insurance Industry
by J. David Cummins & Richard Phillips & Stephen Smith - 40-44 “Corporate Hedging in the Insurance Industry: The Use of Financial Derivatives by U.S. Insurers”, J. David Cummins; Richard D. Phillips; Stephen D. Smith, January 1997
by L. Lee Colquitt & Arlette Wilson - 44-46 “Corporate Hedging in the Insurance Industry: The Use of Financial Derivatives by U.S. Insurers”, J. David Cummins; Richard D. Phillips; Stephen D. Smith, January 1997
by Gary Venter & Morton Lane - 46-47 “Corporate Hedging in the Insurance Industry: The Use of Financial Derivatives by U.S. Insurers”, J. David Cummins; Richard D. Phillips; Stephen D. Smith, January 1997
by Joan Lamm-Tennant - 48-49 Authors’ Reply: Corporate Hedging in the Insurance Industry: The Use of Financial Derivatives by U.S. Insurers - Discussion by L. Lee Colquitt; Arlette C. Wilson; Gray G. Venter; Morton Lane; Joan Lamm-Tennant, January 1997
by J. David Cummins & Richard Phillips & Stephen Smith - 50-68 Stochastic Models for Continuing Care Retirement Communities
by Bruce Jones - 69-69 “Stochastic Models for Continuing Care Retirement Communities”, Bruce L. Jones, January 1997
by Gary Brace - 69-70 “Stochastic Models for Continuing Care Retirement Communities”, Bruce L. Jones, January 1997
by Ernest Moorhead & Niels Fischer - 70-70 “Stochastic Models for Continuing Care Retirement Communities”, Bruce L. Jones, January 1997
by Cecil Nesbitt - 70-72 “Stochastic Models for Continuing Care Retirement Communities”, Bruce L. Jones, January 1997
by Gregory Zebolsky - 72-73 Author’s Reply: Stochastic Models for Continuing Care Retirement Communities - Discussion by Gray L. Brace; Ernest J. Moorhead; Niels H. Fischer; Cecil J. Nesbitt; Gregory T. Zebolsky, January 1997
by Bruce Jones - 74-82 Actuarial Issues in the Novels of Jane Austen
by Daniel Skwire - 82-82 “Actuarial Issues in the Novels of Jane Austen”, Daniel D. Skwire, January 1997
by Robert Brown - 82-83 “Actuarial Issues in the Novels of Jane Austen”, Daniel D. Skwire, January 1997
by James Hickman - 83-83 Author’s Reply: Actuarial Issues in the Novels of Jane Austen - Discussion by Robert L. Brown; James C. Hickman, January 1997
by Daniel Skwire - 84-90 Statistical Independence and Fractional Age Assumptions
by Gordon Willmot - 91-91 “Statistical Independence and Fractional Age Assumptions”, Gordon E. Willmot, January 1997
by Cecil Nesbitt - 91-97 “Statistical Independence and Fractional Age Assumptions”, Gordon E. Willmot, January 1997
by Elias Shiu & Serena Tiong - 97-99 Author’s Reply: Statistical Independence and Fractional Age Assumptions - Discussion by Cecil Nesbitt; Elias S. W. Shiu; Serena Tiong, January 1997
by Gordon Willmot