Ren, Jiandong Discussion on “Size-biased risk measures of compound sums”. (English) Zbl 1483.91206 N. Am. Actuar. J. 25, No. 4, 639-642 (2021). MSC: 91G05 91G70 PDF BibTeX XML Cite \textit{J. Ren}, N. Am. Actuar. J. 25, No. 4, 639--642 (2021; Zbl 1483.91206) Full Text: DOI OpenURL
Furman, Edward; Kye, Yisub; Su, Jianxi Discussion on “Size-biased risk measures of compound sums”. (English) Zbl 1483.91193 N. Am. Actuar. J. 25, No. 4, 631-636 (2021). MSC: 91G05 91G70 PDF BibTeX XML Cite \textit{E. Furman} et al., N. Am. Actuar. J. 25, No. 4, 631--636 (2021; Zbl 1483.91193) Full Text: DOI OpenURL
Moenig, Thorsten; Zhu, Nan The economics of a secondary market for variable annuities. (English) Zbl 07469936 N. Am. Actuar. J. 25, No. 4, 604-630 (2021). Reviewer: Emilia Di Lorenzo (Napoli) MSC: 91G05 PDF BibTeX XML Cite \textit{T. Moenig} and \textit{N. Zhu}, N. Am. Actuar. J. 25, No. 4, 604--630 (2021; Zbl 07469936) Full Text: DOI OpenURL
Jung, Kwangmin Extreme data breach losses: an alternative approach to estimating probable maximum loss for data breach risk. (English) Zbl 07469935 N. Am. Actuar. J. 25, No. 4, 580-603 (2021). Reviewer: Emilia Di Lorenzo (Napoli) MSC: 91G05 62P05 62G32 PDF BibTeX XML Cite \textit{K. Jung}, N. Am. Actuar. J. 25, No. 4, 580--603 (2021; Zbl 07469935) Full Text: DOI OpenURL
Miljkovic, Tatjana; Grün, Bettina Using model averaging to determine suitable risk measure estimates. (English) Zbl 1483.91205 N. Am. Actuar. J. 25, No. 4, 562-579 (2021). MSC: 91G05 91G70 PDF BibTeX XML Cite \textit{T. Miljkovic} and \textit{B. Grün}, N. Am. Actuar. J. 25, No. 4, 562--579 (2021; Zbl 1483.91205) Full Text: DOI OpenURL
Xu, Maochao; Zhang, Yiying Data breach CAT bonds: modeling and pricing. (English) Zbl 07469933 N. Am. Actuar. J. 25, No. 4, 543-561 (2021). Reviewer: Emilia Di Lorenzo (Napoli) MSC: 91G05 91G20 PDF BibTeX XML Cite \textit{M. Xu} and \textit{Y. Zhang}, N. Am. Actuar. J. 25, No. 4, 543--561 (2021; Zbl 07469933) Full Text: DOI OpenURL
Jessup, Sébastien; Boucher, Jean-Philippe; Pigeon, Mathieu On fitting dependent nonhomogeneous loss models to unearned premium risk. (English) Zbl 07469932 N. Am. Actuar. J. 25, No. 4, 524-542 (2021). MSC: 91G05 62P05 PDF BibTeX XML Cite \textit{S. Jessup} et al., N. Am. Actuar. J. 25, No. 4, 524--542 (2021; Zbl 07469932) Full Text: DOI OpenURL
Sun, Hong; Xu, Maochao; Zhao, Peng Modeling malicious hacking data breach risks. (English) Zbl 07469930 N. Am. Actuar. J. 25, No. 4, 484-502 (2021). MSC: 91G05 62P05 PDF BibTeX XML Cite \textit{H. Sun} et al., N. Am. Actuar. J. 25, No. 4, 484--502 (2021; Zbl 07469930) Full Text: DOI OpenURL
Hong, Liang; Martin, Ryan Valid model-free prediction of future insurance claims. (English) Zbl 07469929 N. Am. Actuar. J. 25, No. 4, 473-483 (2021). MSC: 91G05 62P05 PDF BibTeX XML Cite \textit{L. Hong} and \textit{R. Martin}, N. Am. Actuar. J. 25, No. 4, 473--483 (2021; Zbl 07469929) Full Text: DOI OpenURL
Zhu, Wenjun; Tan, Ken Seng; Porth, Lysa Reply to Hans U. Gerber and Elias S. W. Shiu on their discussion on our paper entitled “Agricultural insurance ratemaking: development of a new premium principle”. (English) Zbl 1479.91350 N. Am. Actuar. J. 25, No. 3, 466-467 (2021). MSC: 91G05 PDF BibTeX XML Cite \textit{W. Zhu} et al., N. Am. Actuar. J. 25, No. 3, 466--467 (2021; Zbl 1479.91350) Full Text: DOI OpenURL
Gerber, Hans U.; Shiu, Elias S. W. Hans U. Gerber and Elias S. W. Shiu’s discussion on “Agricultural insurance ratemaking: development of a new premium principle”. (English) Zbl 1479.91322 N. Am. Actuar. J. 25, No. 3, 459-465 (2021). MSC: 91G05 PDF BibTeX XML Cite \textit{H. U. Gerber} and \textit{E. S. W. Shiu}, N. Am. Actuar. J. 25, No. 3, 459--465 (2021; Zbl 1479.91322) Full Text: DOI OpenURL
Diao, Liqun; Meng, Yechao; Weng, Chengguo A DSA algorithm for mortality forecasting. (English) Zbl 1479.91318 N. Am. Actuar. J. 25, No. 3, 438-458 (2021). MSC: 91G05 91D20 PDF BibTeX XML Cite \textit{L. Diao} et al., N. Am. Actuar. J. 25, No. 3, 438--458 (2021; Zbl 1479.91318) Full Text: DOI OpenURL
Lim, Hong Beng; Shyamalkumar, Nariankadu D. A semiparametric method for assessing life expectancy evaluations. (English) Zbl 1479.91334 N. Am. Actuar. J. 25, No. 3, 360-394 (2021). MSC: 91G05 62P05 PDF BibTeX XML Cite \textit{H. B. Lim} and \textit{N. D. Shyamalkumar}, N. Am. Actuar. J. 25, No. 3, 360--394 (2021; Zbl 1479.91334) Full Text: DOI OpenURL
Liu, Kai; Tan, Ken Seng Real-time valuation of large variable annuity portfolios: a Green mesh approach. (English) Zbl 1479.91335 N. Am. Actuar. J. 25, No. 3, 313-333 (2021). MSC: 91G05 PDF BibTeX XML Cite \textit{K. Liu} and \textit{K. S. Tan}, N. Am. Actuar. J. 25, No. 3, 313--333 (2021; Zbl 1479.91335) Full Text: DOI OpenURL
Fung, Tsz Chai; Badescu, Andrei L.; Lin, X. Sheldon A new class of severity regression models with an application to IBNR prediction. (English) Zbl 1475.91299 N. Am. Actuar. J. 25, No. 2, 206-231 (2021). Reviewer: George Stoica (Saint John) MSC: 91G05 62P05 PDF BibTeX XML Cite \textit{T. C. Fung} et al., N. Am. Actuar. J. 25, No. 2, 206--231 (2021; Zbl 1475.91299) Full Text: DOI OpenURL
Li, Hong; Lu, Yang; Zhu, Wenjun Dynamic Bayesian ratemaking: a Markov chain approximation approach. (English) Zbl 1475.91309 N. Am. Actuar. J. 25, No. 2, 186-205 (2021). MSC: 91G05 60J20 PDF BibTeX XML Cite \textit{H. Li} et al., N. Am. Actuar. J. 25, No. 2, 186--205 (2021; Zbl 1475.91309) Full Text: DOI OpenURL
Albrecher, Hansjörg; Araujo-Acuna, José Carlos; Beirlant, Jan Fitting nonstationary Cox processes: an application to fire insurance data. (English) Zbl 1481.91160 N. Am. Actuar. J. 25, No. 2, 135-162 (2021). Reviewer: Hanspeter Schmidli (Köln) MSC: 91G05 62P05 60G55 PDF BibTeX XML Cite \textit{H. Albrecher} et al., N. Am. Actuar. J. 25, No. 2, 135--162 (2021; Zbl 1481.91160) Full Text: DOI OpenURL
Mayhew, Les; Smith, David An investigation into inequalities in adult lifespan. (English) Zbl 1461.91254 N. Am. Actuar. J. 25, Suppl. 1, S545-S565 (2021). MSC: 91G05 91D20 PDF BibTeX XML Cite \textit{L. Mayhew} and \textit{D. Smith}, N. Am. Actuar. J. 25, S545--S565 (2021; Zbl 1461.91254) Full Text: DOI Link OpenURL
Kogure, Atsuyuki; Fushimi, Takahiro; Kamiya, Shinichi Mortality forecasts for long-term care subpopulations with longevity risk: a Bayesian approach. (English) Zbl 1461.91249 N. Am. Actuar. J. 25, Suppl. 1, S534-S544 (2021). MSC: 91G05 91D20 PDF BibTeX XML Cite \textit{A. Kogure} et al., N. Am. Actuar. J. 25, S534--S544 (2021; Zbl 1461.91249) Full Text: DOI OpenURL
Hunt, Andrew; Blake, David Forward mortality rates in discrete time. II: Longevity risk and hedging strategies. (English) Zbl 1461.91247 N. Am. Actuar. J. 25, Suppl. 1, S508-S533 (2021). MSC: 91G05 PDF BibTeX XML Cite \textit{A. Hunt} and \textit{D. Blake}, N. Am. Actuar. J. 25, S508--S533 (2021; Zbl 1461.91247) Full Text: DOI OpenURL
Hunt, Andrew; Blake, David Forward mortality rates in discrete time. I: Calibration and securities pricing. (English) Zbl 1461.91246 N. Am. Actuar. J. 25, Suppl. 1, S482-S507 (2021). MSC: 91G05 91G20 PDF BibTeX XML Cite \textit{A. Hunt} and \textit{D. Blake}, N. Am. Actuar. J. 25, S482--S507 (2021; Zbl 1461.91246) Full Text: DOI OpenURL
Su, Karen C.; Yue, Jack C. A synthesis mortality model for the elderly. (English) Zbl 1461.91261 N. Am. Actuar. J. 25, Suppl. 1, S457-S481 (2021). MSC: 91G05 91D20 PDF BibTeX XML Cite \textit{K. C. Su} and \textit{J. C. Yue}, N. Am. Actuar. J. 25, S457--S481 (2021; Zbl 1461.91261) Full Text: DOI OpenURL
Lyu, Pintao; De Waegenaere, Anja; Melenberg, Bertrand A multi-population approach to forecasting all-cause mortality using cause-of-death mortality data. (English) Zbl 1460.91231 N. Am. Actuar. J. 25, Suppl. 1, S421-S456 (2021). MSC: 91G05 91D20 PDF BibTeX XML Cite \textit{P. Lyu} et al., N. Am. Actuar. J. 25, S421--S456 (2021; Zbl 1460.91231) Full Text: DOI OpenURL
McCarthy, David; Wang, Po-Lin An analysis of period and cohort mortality shocks in international data. (English) Zbl 1461.91255 N. Am. Actuar. J. 25, Suppl. 1, S385-S409 (2021). MSC: 91G05 62P05 PDF BibTeX XML Cite \textit{D. McCarthy} and \textit{P.-L. Wang}, N. Am. Actuar. J. 25, S385--S409 (2021; Zbl 1461.91255) Full Text: DOI OpenURL
Li, Johnny Siu-Hang; Li, Jackie; Balasooriya, Uditha; Zhou, Kenneth Q. Constructing out-of-the-money longevity hedges using parametric mortality indexes. (English) Zbl 1461.91250 N. Am. Actuar. J. 25, Suppl. 1, S341-S372 (2021). MSC: 91G05 62P05 PDF BibTeX XML Cite \textit{J. S. H. Li} et al., N. Am. Actuar. J. 25, S341--S372 (2021; Zbl 1461.91250) Full Text: DOI OpenURL
Liu, Yanxin; Li, Johnny Siu-Hang An efficient method for mitigating longevity value-at-risk. (English) Zbl 1465.91097 N. Am. Actuar. J. 25, Suppl. 1, S309-S340 (2021). Reviewer: Emilia Di Lorenzo (Napoli) MSC: 91G05 PDF BibTeX XML Cite \textit{Y. Liu} and \textit{J. S. H. Li}, N. Am. Actuar. J. 25, S309--S340 (2021; Zbl 1465.91097) Full Text: DOI OpenURL
Hunt, Andrew; Blake, David A Bayesian approach to modeling and projecting cohort effects. (English) Zbl 1461.91245 N. Am. Actuar. J. 25, Suppl. 1, S235-S254 (2021). MSC: 91G05 62P05 PDF BibTeX XML Cite \textit{A. Hunt} and \textit{D. Blake}, N. Am. Actuar. J. 25, S235--S254 (2021; Zbl 1461.91245) Full Text: DOI OpenURL
Hunt, Andrew; Blake, David On the structure and classification of mortality models. (English) Zbl 1461.91244 N. Am. Actuar. J. 25, Suppl. 1, S215-S234 (2021). MSC: 91G05 91D20 PDF BibTeX XML Cite \textit{A. Hunt} and \textit{D. Blake}, N. Am. Actuar. J. 25, S215--S234 (2021; Zbl 1461.91244) Full Text: DOI OpenURL
Dowd, Kevin; Cairns, Andrew J. G.; Blake, David Hedging annuity risks with the age-period-cohort two-population gravity model. (English) Zbl 1461.91243 N. Am. Actuar. J. 25, Suppl. 1, S170-S181 (2021). MSC: 91G05 PDF BibTeX XML Cite \textit{K. Dowd} et al., N. Am. Actuar. J. 25, S170--S181 (2021; Zbl 1461.91243) Full Text: DOI Link OpenURL
Yang, Sharon S.; Yeh, Yu-Yun; Yue, Jack C.; Huang, Hong Chih Understanding patterns of mortality homogeneity and heterogeneity across countries and their role in modeling mortality dynamics and hedging longevity risk. (English) Zbl 1465.91098 N. Am. Actuar. J. 25, Suppl. 1, S132-S155 (2021). Reviewer: Pavel Stoynov (Sofia) MSC: 91G05 91D20 PDF BibTeX XML Cite \textit{S. S. Yang} et al., N. Am. Actuar. J. 25, S132--S155 (2021; Zbl 1465.91098) Full Text: DOI OpenURL
Hsieh, Ming-Hua; Tsai, Chenghsien Jason; Wang, Jennifer L. Mortality risk management under the factor copula framework – with applications to insurance policy pools. (English) Zbl 1466.91263 N. Am. Actuar. J. 25, Suppl. 1, S119-S131 (2021). Reviewer: Emilia Di Lorenzo (Napoli) MSC: 91G05 PDF BibTeX XML Cite \textit{M.-H. Hsieh} et al., N. Am. Actuar. J. 25, S119--S131 (2021; Zbl 1466.91263) Full Text: DOI OpenURL
Zhou, Kenneth Q.; Li, Johnny Siu-Hang Longevity Greeks: what do insurers and capital market investors need to know? (English) Zbl 1465.91099 N. Am. Actuar. J. 25, Suppl. 1, S66-S96 (2021). Reviewer: Pavel Stoynov (Sofia) MSC: 91G05 62P05 PDF BibTeX XML Cite \textit{K. Q. Zhou} and \textit{J. S. H. Li}, N. Am. Actuar. J. 25, S66--S96 (2021; Zbl 1465.91099) Full Text: DOI OpenURL
Cox, Samuel H.; Lin, Yijia; Liu, Sheen Optimal longevity risk transfer and investment strategies. (English) Zbl 1465.91093 N. Am. Actuar. J. 25, Suppl. 1, S40-S65 (2021). Reviewer: Emilia Di Lorenzo (Napoli) MSC: 91G05 PDF BibTeX XML Cite \textit{S. H. Cox} et al., N. Am. Actuar. J. 25, S40--S65 (2021; Zbl 1465.91093) Full Text: DOI OpenURL
Blake, David (ed.); MacMinn, Richard (ed.); Tsai, Jason Chenghsien (ed.); Wang, Jennifer (ed.) Longevity risk and capital markets: the 2017–2018 update. (English) Zbl 07341011 N. Am. Actuar. J. 25, Suppl. 1, S280-S308 (2021). MSC: 00B15 PDF BibTeX XML Cite \textit{D. Blake} (ed.) et al., N. Am. Actuar. J. 25, S280--S308 (2021; Zbl 07341011) Full Text: DOI OpenURL
Sherris, Michael; Wei, Pengyu A multi-state model of functional disability and health status in the presence of systematic trend and uncertainty. (English) Zbl 1461.91260 N. Am. Actuar. J. 25, No. 1, 17-39 (2021). MSC: 91G05 62P05 PDF BibTeX XML Cite \textit{M. Sherris} and \textit{P. Wei}, N. Am. Actuar. J. 25, No. 1, 17--39 (2021; Zbl 1461.91260) Full Text: DOI OpenURL
Cheng, Boquan; Jones, Bruce; Liu, Xiaoming; Ren, Jiandong The mathematical mechanism of biological aging. (English) Zbl 1460.92042 N. Am. Actuar. J. 25, No. 1, 73-93 (2021). MSC: 92C30 92C15 PDF BibTeX XML Cite \textit{B. Cheng} et al., N. Am. Actuar. J. 25, No. 1, 73--93 (2021; Zbl 1460.92042) Full Text: DOI OpenURL
Jin, Zhuoli; Erhardt, Robert J. Incorporating climate change projections into risk measures of index-based insurance. (English) Zbl 1461.91248 N. Am. Actuar. J. 24, No. 4, 611-625 (2020). MSC: 91G05 PDF BibTeX XML Cite \textit{Z. Jin} and \textit{R. J. Erhardt}, N. Am. Actuar. J. 24, No. 4, 611--625 (2020; Zbl 1461.91248) Full Text: DOI Link OpenURL
Denuit, Michel Size-biased risk measures of compound sums. (English) Zbl 1461.91242 N. Am. Actuar. J. 24, No. 4, 512-532 (2020). MSC: 91G05 91G70 PDF BibTeX XML Cite \textit{M. Denuit}, N. Am. Actuar. J. 24, No. 4, 512--532 (2020; Zbl 1461.91242) Full Text: DOI Link OpenURL
Gerber, Hans U.; Shiu, Elias S. W. Discussion on: “A general semi-Markov model for coupled lifetimes”. (English) Zbl 1454.91187 N. Am. Actuar. J. 24, No. 3, 491-494 (2020). MSC: 91G05 60J85 PDF BibTeX XML Cite \textit{H. U. Gerber} and \textit{E. S. W. Shiu}, N. Am. Actuar. J. 24, No. 3, 491--494 (2020; Zbl 1454.91187) Full Text: DOI OpenURL
Yang, Charles C. The affordability of the individual markets in the affordable care act: analyses of premium increases and cost reductions from an expanded cross-subsidization perspective. (English) Zbl 1454.91210 N. Am. Actuar. J. 24, No. 3, 446-462 (2020). MSC: 91G05 PDF BibTeX XML Cite \textit{C. C. Yang}, N. Am. Actuar. J. 24, No. 3, 446--462 (2020; Zbl 1454.91210) Full Text: DOI OpenURL
Eling, Martin; Schnell, Werner Capital requirements for cyber risk and cyber risk insurance: an analysis of Solvency II, the U.S. Risk-Based Capital Standards, and the Swiss Solvency Test. (English) Zbl 1454.91181 N. Am. Actuar. J. 24, No. 3, 370-392 (2020). MSC: 91G05 PDF BibTeX XML Cite \textit{M. Eling} and \textit{W. Schnell}, N. Am. Actuar. J. 24, No. 3, 370--392 (2020; Zbl 1454.91181) Full Text: DOI Link OpenURL
Ji, Min; Aminzadeh, Mostafa; Deng, Min Predictive modeling of threshold life tables. (English) Zbl 1455.91225 N. Am. Actuar. J. 24, No. 2, 316-332 (2020). Reviewer: Jonas Šiaulys (Vilnius) MSC: 91G05 91D20 60G70 62P05 PDF BibTeX XML Cite \textit{M. Ji} et al., N. Am. Actuar. J. 24, No. 2, 316--332 (2020; Zbl 1455.91225) Full Text: DOI OpenURL
Tsai, Cary Chi-Liang; Wu, Adelaide Di Bühlmann credibility-based approaches to modeling mortality rates for multiple populations. (English) Zbl 1455.91229 N. Am. Actuar. J. 24, No. 2, 290-315 (2020). Reviewer: George Stoica (Saint John) MSC: 91G05 91D20 PDF BibTeX XML Cite \textit{C. C. L. Tsai} and \textit{A. Di Wu}, N. Am. Actuar. J. 24, No. 2, 290--315 (2020; Zbl 1455.91229) Full Text: DOI OpenURL
Feng, Ben Mingbin; Tan, Zhenni; Zheng, Jiayi Efficient simulation designs for valuation of large variable annuity portfolios. (English) Zbl 1454.91184 N. Am. Actuar. J. 24, No. 2, 275-289 (2020). Reviewer: Pavel Stoynov (Sofia) MSC: 91G05 PDF BibTeX XML Cite \textit{B. M. Feng} et al., N. Am. Actuar. J. 24, No. 2, 275--289 (2020; Zbl 1454.91184) Full Text: DOI OpenURL
Dang, Ou; Feng, Mingbin; Hardy, Mary R. Efficient nested simulation for conditional tail expectation of variable annuities. (English) Zbl 1454.91176 N. Am. Actuar. J. 24, No. 2, 187-210 (2020). MSC: 91G05 PDF BibTeX XML Cite \textit{O. Dang} et al., N. Am. Actuar. J. 24, No. 2, 187--210 (2020; Zbl 1454.91176) Full Text: DOI OpenURL
Gan, Guojun; Valdez, Emiliano A. Data clustering with actuarial applications. (English) Zbl 1454.91186 N. Am. Actuar. J. 24, No. 2, 168-186 (2020). MSC: 91G05 62P05 62H30 PDF BibTeX XML Cite \textit{G. Gan} and \textit{E. A. Valdez}, N. Am. Actuar. J. 24, No. 2, 168--186 (2020; Zbl 1454.91186) Full Text: DOI OpenURL
Liao, Xiyue; Chen, Guoqiang; Ku, Ben; Narula, Rahul; Duncan, Janet Text mining methods applied to insurance company customer calls: a case study. (English) Zbl 1437.91395 N. Am. Actuar. J. 24, No. 1, 153-163 (2020). MSC: 91G05 62P05 PDF BibTeX XML Cite \textit{X. Liao} et al., N. Am. Actuar. J. 24, No. 1, 153--163 (2020; Zbl 1437.91395) Full Text: DOI OpenURL
Lin, Tzuling; Tsai, Cary Chi-Liang Hedging mortality/longevity risks for multiple years. (English) Zbl 1437.91397 N. Am. Actuar. J. 24, No. 1, 118-140 (2020). MSC: 91G05 PDF BibTeX XML Cite \textit{T. Lin} and \textit{C. C. L. Tsai}, N. Am. Actuar. J. 24, No. 1, 118--140 (2020; Zbl 1437.91397) Full Text: DOI OpenURL
Gan, Guojun; Valdez, Emiliano A. Valuation of large variable annuity portfolios with rank order kriging. (English) Zbl 1437.91391 N. Am. Actuar. J. 24, No. 1, 100-117 (2020). MSC: 91G05 62P05 PDF BibTeX XML Cite \textit{G. Gan} and \textit{E. A. Valdez}, N. Am. Actuar. J. 24, No. 1, 100--117 (2020; Zbl 1437.91391) Full Text: DOI OpenURL
Ramsay, Colin M.; Oguledo, Victor I. Doubly enhanced annuities (DEANs) and the impact of quality of long-term care under a multi-state model of activities of daily living (ADL). (English) Zbl 1437.91399 N. Am. Actuar. J. 24, No. 1, 57-99 (2020). MSC: 91G05 PDF BibTeX XML Cite \textit{C. M. Ramsay} and \textit{V. I. Oguledo}, N. Am. Actuar. J. 24, No. 1, 57--99 (2020; Zbl 1437.91399) Full Text: DOI OpenURL
Xu, Jiahua Dating death: an empirical comparison of medical underwriters in the U.S. life settlements market. (English) Zbl 1437.91401 N. Am. Actuar. J. 24, No. 1, 36-56 (2020). MSC: 91G05 PDF BibTeX XML Cite \textit{J. Xu}, N. Am. Actuar. J. 24, No. 1, 36--56 (2020; Zbl 1437.91401) Full Text: DOI OpenURL
Li, Nan Estimating complete life tables for populations with limited size: from graduation to equivalent construction. (English) Zbl 1437.91396 N. Am. Actuar. J. 24, No. 1, 22-35 (2020). MSC: 91G05 91D20 PDF BibTeX XML Cite \textit{N. Li}, N. Am. Actuar. J. 24, No. 1, 22--35 (2020; Zbl 1437.91396) Full Text: DOI OpenURL
Kim, Kyeonghee; Rosenberg, Marjorie A. Determinants of persistent high utilizers in U.S. adults using nationally representative data. (English) Zbl 1437.91394 N. Am. Actuar. J. 24, No. 1, 1-21 (2020). MSC: 91G05 PDF BibTeX XML Cite \textit{K. Kim} and \textit{M. A. Rosenberg}, N. Am. Actuar. J. 24, No. 1, 1--21 (2020; Zbl 1437.91394) Full Text: DOI OpenURL
Golden, Linda L.; Yang, Charles C. Efficiency analysis of health insurers’ scale of operations and group affiliation with a perspective toward health insurers’ mergers and acquisitions effects. (English) Zbl 1429.91279 N. Am. Actuar. J. 23, No. 4, 626-645 (2019). MSC: 91G05 PDF BibTeX XML Cite \textit{L. L. Golden} and \textit{C. C. Yang}, N. Am. Actuar. J. 23, No. 4, 626--645 (2019; Zbl 1429.91279) Full Text: DOI OpenURL
Shen, Yang; Su, Jianxi Life-cycle planning with ambiguous economics and mortality risks. (English) Zbl 1429.91283 N. Am. Actuar. J. 23, No. 4, 598-625 (2019). MSC: 91G05 91B06 62P05 PDF BibTeX XML Cite \textit{Y. Shen} and \textit{J. Su}, N. Am. Actuar. J. 23, No. 4, 598--625 (2019; Zbl 1429.91283) Full Text: DOI OpenURL
Muzumdar, Ishan; Richards, Donald Long-term implications of the revenue transfer methodology in the affordable care act. (English) Zbl 1429.91281 N. Am. Actuar. J. 23, No. 4, 591-597 (2019). MSC: 91G05 62P05 PDF BibTeX XML Cite \textit{I. Muzumdar} and \textit{D. Richards}, N. Am. Actuar. J. 23, No. 4, 591--597 (2019; Zbl 1429.91281) Full Text: DOI arXiv OpenURL
Ghahari, Azar; Newlands, Nathaniel K.; Lyubchich, Vyacheslav; Gel, Yulia R. Deep learning at the interface of agricultural insurance risk and spatio-temporal uncertainty in weather extremes. (English) Zbl 1429.91278 N. Am. Actuar. J. 23, No. 4, 535-550 (2019). MSC: 91G05 62P05 PDF BibTeX XML Cite \textit{A. Ghahari} et al., N. Am. Actuar. J. 23, No. 4, 535--550 (2019; Zbl 1429.91278) Full Text: DOI OpenURL
Zhu, Wenjun; Tan, Ken Seng; Porth, Lysa Agricultural insurance ratemaking: development of a new premium principle. (English) Zbl 1429.91286 N. Am. Actuar. J. 23, No. 4, 512-534 (2019). MSC: 91G05 PDF BibTeX XML Cite \textit{W. Zhu} et al., N. Am. Actuar. J. 23, No. 4, 512--534 (2019; Zbl 1429.91286) Full Text: DOI OpenURL
Mei, Yuchen; Boyle, Phelim; Li, Johnny Siu-Hang Improving risk sharing and borrower incentives in mortgage design. (English) Zbl 1429.91306 N. Am. Actuar. J. 23, No. 4, 485-511 (2019). MSC: 91G15 91G30 91B05 PDF BibTeX XML Cite \textit{Y. Mei} et al., N. Am. Actuar. J. 23, No. 4, 485--511 (2019; Zbl 1429.91306) Full Text: DOI OpenURL
Owadally, Iqbal; Zhou, Feng; Otunba, Rasaq; Lin, Jessica; Wright, Douglas Time series data mining with an application to the measurement of underwriting cycles. (English) Zbl 1426.91230 N. Am. Actuar. J. 23, No. 3, 469-484 (2019). MSC: 91G05 62P05 62M10 PDF BibTeX XML Cite \textit{I. Owadally} et al., N. Am. Actuar. J. 23, No. 3, 469--484 (2019; Zbl 1426.91230) Full Text: DOI OpenURL
Forsyth, Peter A.; Vetzal, Kenneth R.; Westmacott, Graham Management of portfolio depletion risk through optimal life cycle asset allocation. (English) Zbl 1426.91218 N. Am. Actuar. J. 23, No. 3, 447-468 (2019). MSC: 91G05 91G10 93E20 PDF BibTeX XML Cite \textit{P. A. Forsyth} et al., N. Am. Actuar. J. 23, No. 3, 447--468 (2019; Zbl 1426.91218) Full Text: DOI OpenURL
Pavía, Jose M.; Morillas, Francisco G.; Bosch-Rodríguez, Juan Carlos Using parametric bootstrap to introduce and manage uncertainty: replicated loaded insurance life tables. (English) Zbl 1426.91231 N. Am. Actuar. J. 23, No. 3, 434-446 (2019). MSC: 91G05 62P05 62F40 PDF BibTeX XML Cite \textit{J. M. Pavía} et al., N. Am. Actuar. J. 23, No. 3, 434--446 (2019; Zbl 1426.91231) Full Text: DOI OpenURL
Boyd, Milton; Porth, Brock; Porth, Lysa; Turenne, Daniel The impact of spatial interpolation techniques on spatial basis risk for weather insurance: an application to forage crops. (English) Zbl 1426.91204 N. Am. Actuar. J. 23, No. 3, 412-433 (2019). MSC: 91G05 62P05 PDF BibTeX XML Cite \textit{M. Boyd} et al., N. Am. Actuar. J. 23, No. 3, 412--433 (2019; Zbl 1426.91204) Full Text: DOI Link OpenURL
Shen, Zhiyi; Liu, Yukun; Weng, Chengguo Nonparametric inference for VaR, CTE, and expectile with high-order precision. (English) Zbl 1426.91311 N. Am. Actuar. J. 23, No. 3, 364-385 (2019). MSC: 91G70 62P05 62G05 PDF BibTeX XML Cite \textit{Z. Shen} et al., N. Am. Actuar. J. 23, No. 3, 364--385 (2019; Zbl 1426.91311) Full Text: DOI OpenURL
Liu, Qing; Ling, Chen; Peng, Liang Statistical inference for Lee-Carter mortality model and corresponding forecasts. (English) Zbl 1426.91227 N. Am. Actuar. J. 23, No. 3, 335-363 (2019). MSC: 91G05 62P05 PDF BibTeX XML Cite \textit{Q. Liu} et al., N. Am. Actuar. J. 23, No. 3, 335--363 (2019; Zbl 1426.91227) Full Text: DOI OpenURL
Canudas-Romo, Vladimir; Booth, Heather; Bergeron-Boucher, Marie-Pier Minimum death rates and maximum life expectancy: the role of concordant ages. (English) Zbl 1426.91207 N. Am. Actuar. J. 23, No. 3, 322-334 (2019). MSC: 91G05 91D20 PDF BibTeX XML Cite \textit{V. Canudas-Romo} et al., N. Am. Actuar. J. 23, No. 3, 322--334 (2019; Zbl 1426.91207) Full Text: DOI OpenURL
Dufresne, François Discussion on: “On Cramér’s first contributions to ruin theory”. (English) Zbl 1426.91215 N. Am. Actuar. J. 23, No. 3, 321 (2019). MSC: 91G05 PDF BibTeX XML Cite \textit{F. Dufresne}, N. Am. Actuar. J. 23, No. 3, 321 (2019; Zbl 1426.91215) Full Text: DOI OpenURL
Klein, Florian; Schmeiser, Hato Heterogeneous premiums for homogeneous risks? Asset liability management under default probability and price-demand functions. (English) Zbl 1410.91270 N. Am. Actuar. J. 23, No. 2, 276-297 (2019). MSC: 91B30 PDF BibTeX XML Cite \textit{F. Klein} and \textit{H. Schmeiser}, N. Am. Actuar. J. 23, No. 2, 276--297 (2019; Zbl 1410.91270) Full Text: DOI OpenURL
Xu, Mengyi; Sherris, Michael; Meyricke, Ramona Systematic mortality improvement trends and mortality heterogeneity: insights from individual-level HRS data. (English) Zbl 1410.91292 N. Am. Actuar. J. 23, No. 2, 197-219 (2019). MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{M. Xu} et al., N. Am. Actuar. J. 23, No. 2, 197--219 (2019; Zbl 1410.91292) Full Text: DOI OpenURL
Diao, Liqun; Weng, Chengguo Regression tree credibility model. (English) Zbl 1410.91264 N. Am. Actuar. J. 23, No. 2, 169-196 (2019). MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{L. Diao} and \textit{C. Weng}, N. Am. Actuar. J. 23, No. 2, 169--196 (2019; Zbl 1410.91264) Full Text: DOI OpenURL
Ji, Min; Zhou, Rui A general semi-Markov model for coupled lifetimes. (English) Zbl 1411.91290 N. Am. Actuar. J. 23, No. 1, 98-119 (2019). MSC: 91B30 60J85 PDF BibTeX XML Cite \textit{M. Ji} and \textit{R. Zhou}, N. Am. Actuar. J. 23, No. 1, 98--119 (2019; Zbl 1411.91290) Full Text: DOI Link OpenURL
Kim, Joseph H. T.; Jang, Jiwook; Pyun, Chaehyun Capital allocation for a sum of dependent compound mixed Poisson variables: a recursive algorithm approach. (English) Zbl 1417.62300 N. Am. Actuar. J. 23, No. 1, 82-97 (2019). MSC: 62P05 91B30 62E15 PDF BibTeX XML Cite \textit{J. H. T. Kim} et al., N. Am. Actuar. J. 23, No. 1, 82--97 (2019; Zbl 1417.62300) Full Text: DOI OpenURL
Daawin, Palma; Kim, Seonjin; Miljkovic, Tatjana Predictive modeling of obesity prevalence for the U.S. population. (English) Zbl 1411.91275 N. Am. Actuar. J. 23, No. 1, 64-81 (2019). MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{P. Daawin} et al., N. Am. Actuar. J. 23, No. 1, 64--81 (2019; Zbl 1411.91275) Full Text: DOI OpenURL
Gao, Guangyuan; Meng, Shengwang; Shi, Yanlin Stochastic payments per claim incurred. (English) Zbl 1411.91279 N. Am. Actuar. J. 23, No. 1, 11-26 (2019). MSC: 91B30 91B70 PDF BibTeX XML Cite \textit{G. Gao} et al., N. Am. Actuar. J. 23, No. 1, 11--26 (2019; Zbl 1411.91279) Full Text: DOI OpenURL
Ramsay, Colin M.; Oguledo, Victor I. The annuity puzzle and an outline of its solution. (English) Zbl 1411.91311 N. Am. Actuar. J. 22, No. 4, 623-645 (2018). MSC: 91B30 PDF BibTeX XML Cite \textit{C. M. Ramsay} and \textit{V. I. Oguledo}, N. Am. Actuar. J. 22, No. 4, 623--645 (2018; Zbl 1411.91311) Full Text: DOI OpenURL
Zhang, Saisai; Hardy, Mary; Saunders, David Updating Wilkie’s economic scenario generator for U.S. applications. (English) Zbl 1411.91415 N. Am. Actuar. J. 22, No. 4, 600-622 (2018). MSC: 91B64 91G30 91G50 PDF BibTeX XML Cite \textit{S. Zhang} et al., N. Am. Actuar. J. 22, No. 4, 600--622 (2018; Zbl 1411.91415) Full Text: DOI OpenURL
Gan, Guojun; Valdez, Emiliano A. Fat-tailed regression modeling with spliced distributions. (English) Zbl 1417.62299 N. Am. Actuar. J. 22, No. 4, 554-573 (2018). MSC: 62P05 91B30 62G32 PDF BibTeX XML Cite \textit{G. Gan} and \textit{E. A. Valdez}, N. Am. Actuar. J. 22, No. 4, 554--573 (2018; Zbl 1417.62299) Full Text: DOI OpenURL
Chi-Liang Tsai, Cary; Liang, Xinying Application of relational models in mortality immunization. (English) Zbl 1411.91273 N. Am. Actuar. J. 22, No. 4, 509-532 (2018). MSC: 91B30 PDF BibTeX XML Cite \textit{C. Chi-Liang Tsai} and \textit{X. Liang}, N. Am. Actuar. J. 22, No. 4, 509--532 (2018; Zbl 1411.91273) Full Text: DOI Link OpenURL
Asimit, Alexandru V.; Gao, Tao; Hu, Junlei; Kim, Eun-Seok Optimal risk transfer: a numerical optimization approach. (English) Zbl 1416.91149 N. Am. Actuar. J. 22, No. 3, 341-364 (2018). MSC: 91B30 91G60 65K10 PDF BibTeX XML Cite \textit{A. V. Asimit} et al., N. Am. Actuar. J. 22, No. 3, 341--364 (2018; Zbl 1416.91149) Full Text: DOI Link OpenURL
Govorun, M.; Jones, B. L.; Liu, X.; Stanford, D. A. Physiological age, health costs, and their interrelation. (English) Zbl 1403.62188 N. Am. Actuar. J. 22, No. 3, 323-340 (2018). MSC: 62P05 62M20 91B30 91D20 PDF BibTeX XML Cite \textit{M. Govorun} et al., N. Am. Actuar. J. 22, No. 3, 323--340 (2018; Zbl 1403.62188) Full Text: DOI OpenURL
Zhang, Xiaoli; Tsai, Cary Chi-Liang The optimal write-down coefficients in a percentage for a catastrophe bond. (English) Zbl 1393.91102 N. Am. Actuar. J. 22, No. 1, 1-21 (2018). MSC: 91B30 91G20 PDF BibTeX XML Cite \textit{X. Zhang} and \textit{C. C. L. Tsai}, N. Am. Actuar. J. 22, No. 1, 1--21 (2018; Zbl 1393.91102) Full Text: DOI OpenURL
Wen, Min-Ming; Lin, H. J. Abraham; Born, Patricia H.; Yang, Charles; Wang, Chun Cash flow risk management in the property/liability insurance industry: a dynamic factor modeling approach. (English) Zbl 1393.62049 N. Am. Actuar. J. 22, No. 2, 309-322 (2018). MSC: 62P05 62H25 91B30 PDF BibTeX XML Cite \textit{M.-M. Wen} et al., N. Am. Actuar. J. 22, No. 2, 309--322 (2018; Zbl 1393.62049) Full Text: DOI OpenURL
Young, Virginia R. Target-bequest investment and insurance fund. (English) Zbl 1393.91130 N. Am. Actuar. J. 22, No. 2, 182-197 (2018). MSC: 91G10 91B30 PDF BibTeX XML Cite \textit{V. R. Young}, N. Am. Actuar. J. 22, No. 2, 182--197 (2018; Zbl 1393.91130) Full Text: DOI OpenURL
Li, Zixi; Shao, Adam W.; Sherris, Michael The impact of systematic trend and uncertainty on mortality and disability in a multistate latent factor model for transition rates. (English) Zbl 1414.91216 N. Am. Actuar. J. 21, No. 4, 594-610 (2017). MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{Z. Li} et al., N. Am. Actuar. J. 21, No. 4, 594--610 (2017; Zbl 1414.91216) Full Text: DOI OpenURL
Gaillardetz, Patrice; Moghtadai, Mehran Partial hedging for equity-linked products using risk-minimizing strategies. (English) Zbl 1414.91187 N. Am. Actuar. J. 21, No. 4, 580-593 (2017). MSC: 91B30 PDF BibTeX XML Cite \textit{P. Gaillardetz} and \textit{M. Moghtadai}, N. Am. Actuar. J. 21, No. 4, 580--593 (2017; Zbl 1414.91187) Full Text: DOI OpenURL
Linders, Daniël; Yang, Fan Aggregating risks with partial dependence information. (English) Zbl 1414.91214 N. Am. Actuar. J. 21, No. 4, 565-579 (2017). MSC: 91B30 PDF BibTeX XML Cite \textit{D. Linders} and \textit{F. Yang}, N. Am. Actuar. J. 21, No. 4, 565--579 (2017; Zbl 1414.91214) Full Text: DOI OpenURL
Frees, Edward Insurance portfolio risk retention. (English) Zbl 1414.91186 N. Am. Actuar. J. 21, No. 4, 526-551 (2017). MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{E. Frees}, N. Am. Actuar. J. 21, No. 4, 526--551 (2017; Zbl 1414.91186) Full Text: DOI OpenURL
Augustyniak, Maciej; Boudreault, Mathieu Mitigating interest rate risk in variable annuities: an analysis of hedging effectiveness under model risk. (English) Zbl 1414.91159 N. Am. Actuar. J. 21, No. 4, 502-525 (2017). MSC: 91B30 91G30 PDF BibTeX XML Cite \textit{M. Augustyniak} and \textit{M. Boudreault}, N. Am. Actuar. J. 21, No. 4, 502--525 (2017; Zbl 1414.91159) Full Text: DOI OpenURL
Bauer, Daniel; Gao, Jin; Moenig, Thorsten; Ulm, Eric R.; Zhu, Nan Policyholder exercise behavior in life insurance: the state of affairs. (English) Zbl 1414.91161 N. Am. Actuar. J. 21, No. 4, 485-501 (2017). MSC: 91B30 PDF BibTeX XML Cite \textit{D. Bauer} et al., N. Am. Actuar. J. 21, No. 4, 485--501 (2017; Zbl 1414.91161) Full Text: DOI Link OpenURL
Kolkiewicz, Adam W.; Lin, Fangyuan Sally Pricing surrender risk in Ratchet equity-index annuities under regime-switching Lévy processes. (English) Zbl 1414.91414 N. Am. Actuar. J. 21, No. 3, 433-457 (2017). MSC: 91G60 91G20 91B30 60G51 PDF BibTeX XML Cite \textit{A. W. Kolkiewicz} and \textit{F. S. Lin}, N. Am. Actuar. J. 21, No. 3, 433--457 (2017; Zbl 1414.91414) Full Text: DOI OpenURL
Gbari, Samuel; Poulain, Michel; Dal, Luc; Denuit, Michel Extreme value analysis of mortality at the oldest ages: a case study based on individual ages at death. (English) Zbl 1414.91190 N. Am. Actuar. J. 21, No. 3, 397-416 (2017). MSC: 91B30 62P05 60G70 PDF BibTeX XML Cite \textit{S. Gbari} et al., N. Am. Actuar. J. 21, No. 3, 397--416 (2017; Zbl 1414.91190) Full Text: DOI Link OpenURL
Kamiya, Shinichi; Zanjani, George Egalitarian equivalent capital allocation. (English) Zbl 1414.91206 N. Am. Actuar. J. 21, No. 3, 382-396 (2017). MSC: 91B30 91B18 91B32 PDF BibTeX XML Cite \textit{S. Kamiya} and \textit{G. Zanjani}, N. Am. Actuar. J. 21, No. 3, 382--396 (2017; Zbl 1414.91206) Full Text: DOI OpenURL
Choi, Jungmin Indifference pricing of a GLWB option in variable annuities. (English) Zbl 1414.91367 N. Am. Actuar. J. 21, No. 2, 281-296 (2017). MSC: 91G20 91B30 91G60 65M06 PDF BibTeX XML Cite \textit{J. Choi}, N. Am. Actuar. J. 21, No. 2, 281--296 (2017; Zbl 1414.91367) Full Text: DOI OpenURL
Hong, Liang; Martin, Ryan A flexible Bayesian nonparametric model for predicting future insurance claims prediction. (English) Zbl 1414.91201 N. Am. Actuar. J. 21, No. 2, 228-241 (2017). MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{L. Hong} and \textit{R. Martin}, N. Am. Actuar. J. 21, No. 2, 228--241 (2017; Zbl 1414.91201) Full Text: DOI OpenURL
Tsai, Cary Chi-Liang; Lin, Tzuling A Bühlmann credibility approach to modeling mortality rates. (English) Zbl 1414.91237 N. Am. Actuar. J. 21, No. 2, 204-227 (2017). MSC: 91B30 62P05 62M20 PDF BibTeX XML Cite \textit{C. C. L. Tsai} and \textit{T. Lin}, N. Am. Actuar. J. 21, No. 2, 204--227 (2017; Zbl 1414.91237) Full Text: DOI OpenURL
Cai, Jun; Landriault, David; Shi, Tianxiang; Wei, Wei Joint insolvency analysis of a shared MAP risk process: a capital allocation application. (English) Zbl 1414.91168 N. Am. Actuar. J. 21, No. 2, 178-192 (2017). MSC: 91B30 PDF BibTeX XML Cite \textit{J. Cai} et al., N. Am. Actuar. J. 21, No. 2, 178--192 (2017; Zbl 1414.91168) Full Text: DOI OpenURL
Gan, Guojun; Lin, X. Sheldon Efficient Greek calculation of variable annuity portfolios for dynamic hedging: a two-level metamodeling approach. (English) Zbl 1414.91188 N. Am. Actuar. J. 21, No. 2, 161-177 (2017). MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{G. Gan} and \textit{X. S. Lin}, N. Am. Actuar. J. 21, No. 2, 161--177 (2017; Zbl 1414.91188) Full Text: DOI OpenURL
Bernard, Carole; Cui, Zhenyu; Vanduffel, Steven Impact of flexible periodic premiums on variable annuity guarantees. (English) Zbl 1414.91165 N. Am. Actuar. J. 21, No. 1, 63-86 (2017). MSC: 91B30 PDF BibTeX XML Cite \textit{C. Bernard} et al., N. Am. Actuar. J. 21, No. 1, 63--86 (2017; Zbl 1414.91165) Full Text: DOI OpenURL
Neves, César; de Melo, Eduardo Fraga L. Evaluating the technical provisions for traditional Brazilian annuity plans: continuous-time stochastic approach based on solvency principles. (English) Zbl 1414.91222 N. Am. Actuar. J. 20, No. 4, 420-436 (2016). MSC: 91B30 PDF BibTeX XML Cite \textit{C. Neves} and \textit{E. F. L. de Melo}, N. Am. Actuar. J. 20, No. 4, 420--436 (2016; Zbl 1414.91222) Full Text: DOI OpenURL
Landsman, Zinoviy; Valdez, Emiliano A. The tail Stein’s identity with applications to risk measures. (English) Zbl 1414.91210 N. Am. Actuar. J. 20, No. 4, 313-326 (2016). MSC: 91B30 PDF BibTeX XML Cite \textit{Z. Landsman} and \textit{E. A. Valdez}, N. Am. Actuar. J. 20, No. 4, 313--326 (2016; Zbl 1414.91210) Full Text: DOI OpenURL