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
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). Reviewer: Tak Kuen Siu (Sydney) 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
Furman, Edward; Kye, Yisub; Su, Jianxi A reconciliation of the top-down and bottom-up approaches to risk capital allocations: proportional allocations revisited. (English) Zbl 1479.91321 N. Am. Actuar. J. 25, No. 3, 395-416 (2021). MSC: 91G05 62P05 PDF BibTeX XML Cite \textit{E. Furman} et al., N. Am. Actuar. J. 25, No. 3, 395--416 (2021; Zbl 1479.91321) 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
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
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
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
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
Guo, Qiheng; Bauer, Daniel Different shades of risk: mortality trends implied by term insurance prices. (English) Zbl 1467.91140 N. Am. Actuar. J. 25, Suppl. 1, S156-S169 (2021). Reviewer: Hanspeter Schmidli (Köln) MSC: 91G05 62P05 PDF BibTeX XML Cite \textit{Q. Guo} and \textit{D. Bauer}, N. Am. Actuar. J. 25, S156--S169 (2021; Zbl 1467.91140) 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
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
Asghari, Raoufeh; Hassan Zadeh, Amin Mortality modeling of skin cancer patients with actuarial applications. (English) Zbl 1461.91214 N. Am. Actuar. J. 24, No. 4, 495-511 (2020). MSC: 91D20 91G05 62P10 PDF BibTeX XML Cite \textit{R. Asghari} and \textit{A. Hassan Zadeh}, N. Am. Actuar. J. 24, No. 4, 495--511 (2020; Zbl 1461.91214) Full Text: DOI OpenURL
Hatzopoulos, Peter; Sagianou, Aliki Introducing and evaluating a new multiple-component stochastic mortality model. (English) Zbl 1454.91192 N. Am. Actuar. J. 24, No. 3, 393-445 (2020). MSC: 91G05 91D20 62P05 PDF BibTeX XML Cite \textit{P. Hatzopoulos} and \textit{A. Sagianou}, N. Am. Actuar. J. 24, No. 3, 393--445 (2020; Zbl 1454.91192) Full Text: DOI OpenURL
Boyd, Milton; Porth, Brock; Porth, Lysa; Tan, Ken Seng; Wang, Shuo; Zhu, Wenjun The design of weather index insurance using principal component regression and partial least squares regression: the case of forage crops. (English) Zbl 1454.91166 N. Am. Actuar. J. 24, No. 3, 355-369 (2020). MSC: 91G05 62P05 86A10 PDF BibTeX XML Cite \textit{M. Boyd} et al., N. Am. Actuar. J. 24, No. 3, 355--369 (2020; Zbl 1454.91166) Full Text: DOI 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
Frees, Edward W.; Gao, Lisa Predictive analytics and medical malpractice. (English) Zbl 1454.91185 N. Am. Actuar. J. 24, No. 2, 211-227 (2020). MSC: 91G05 62P05 PDF BibTeX XML Cite \textit{E. W. Frees} and \textit{L. Gao}, N. Am. Actuar. J. 24, No. 2, 211--227 (2020; Zbl 1454.91185) 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
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
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
Baione, Fabio; Biancalana, Davide An individual risk model for premium calculation based on quantile: a comparison between generalized linear models and quantile regression. (English) Zbl 1429.91275 N. Am. Actuar. J. 23, No. 4, 573-590 (2019). MSC: 91G05 62P05 PDF BibTeX XML Cite \textit{F. Baione} and \textit{D. Biancalana}, N. Am. Actuar. J. 23, No. 4, 573--590 (2019; Zbl 1429.91275) Full Text: DOI OpenURL
Porth, Lysa; Tan, Ken Seng; Zhu, Wenjun A relational data matching model for enhancing individual loss experience: an example from crop insurance. (English) Zbl 1429.91282 N. Am. Actuar. J. 23, No. 4, 551-572 (2019). MSC: 91G05 62P05 PDF BibTeX XML Cite \textit{L. Porth} et al., N. Am. Actuar. J. 23, No. 4, 551--572 (2019; Zbl 1429.91282) Full Text: DOI 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
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
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
Ragin, Marc A.; Xu, Jianren An ex post assessment of investor response to catastrophes. (English) Zbl 1410.91283 N. Am. Actuar. J. 23, No. 2, 250-275 (2019). MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{M. A. Ragin} and \textit{J. Xu}, N. Am. Actuar. J. 23, No. 2, 250--275 (2019; Zbl 1410.91283) Full Text: DOI OpenURL
Xu, Maochao; Hua, Lei Cybersecurity insurance: modeling and pricing. (English) Zbl 1410.91291 N. Am. Actuar. J. 23, No. 2, 220-249 (2019). MSC: 91B30 94A62 62P05 PDF BibTeX XML Cite \textit{M. Xu} and \textit{L. Hua}, N. Am. Actuar. J. 23, No. 2, 220--249 (2019; Zbl 1410.91291) 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
Barth, Michael M.; Eastman, Evan M.; Eckles, David L. It’s about time: an examination of loss reserve development time horizons. (English) Zbl 1410.91301 N. Am. Actuar. J. 23, No. 2, 143-168 (2019). MSC: 91B32 62P05 PDF BibTeX XML Cite \textit{M. M. Barth} et al., N. Am. Actuar. J. 23, No. 2, 143--168 (2019; Zbl 1410.91301) Full Text: DOI 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
Li, Michelle; Richards, Donald Statistical implications of the revenue transfer methodology in the Affordable Care Act. (English) Zbl 1411.91301 N. Am. Actuar. J. 23, No. 1, 27-32 (2019). MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{M. Li} and \textit{D. Richards}, N. Am. Actuar. J. 23, No. 1, 27--32 (2019; Zbl 1411.91301) Full Text: DOI arXiv 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
Erhardt, Robert; Engler, David An extension of spatial dependence models for estimating short-term temperature portfolio risk. (English) Zbl 1416.91174 N. Am. Actuar. J. 22, No. 3, 473-490 (2018). MSC: 91B30 91-04 62P05 62M10 PDF BibTeX XML Cite \textit{R. Erhardt} and \textit{D. Engler}, N. Am. Actuar. J. 22, No. 3, 473--490 (2018; Zbl 1416.91174) Full Text: DOI OpenURL
Lee, Simon C. K.; Lin, Sheldon Delta boosting machine with application to general insurance. (English) Zbl 1416.91199 N. Am. Actuar. J. 22, No. 3, 405-425 (2018). MSC: 91B30 91-04 62P05 PDF BibTeX XML Cite \textit{S. C. K. Lee} and \textit{S. Lin}, N. Am. Actuar. J. 22, No. 3, 405--425 (2018; Zbl 1416.91199) Full Text: DOI 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
Assa, Hirbod; Wang, Meng; Pantelous, Athanasios A. Modeling frost losses: application to pricing frost insurance. (English) Zbl 1393.91097 N. Am. Actuar. J. 22, No. 1, 137-159 (2018). MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{H. Assa} et al., N. Am. Actuar. J. 22, No. 1, 137--159 (2018; Zbl 1393.91097) Full Text: DOI OpenURL
Djehiche, Boualem; Löfdahl, Björn A hidden Markov approach to disability insurance. (English) Zbl 1393.62044 N. Am. Actuar. J. 22, No. 1, 119-136 (2018). MSC: 62P05 91B30 62M05 PDF BibTeX XML Cite \textit{B. Djehiche} and \textit{B. Löfdahl}, N. Am. Actuar. J. 22, No. 1, 119--136 (2018; Zbl 1393.62044) Full Text: DOI arXiv OpenURL
Bergeron-Boucher, Marie-Pier; Simonacci, Violetta; Oeppen, Jim; Gallo, Michele Coherent modeling and forecasting of mortality patterns for subpopulations using multiway analysis of compositions: an application to Canadian provinces and territories. (English) Zbl 1393.62043 N. Am. Actuar. J. 22, No. 1, 92-118 (2018). MSC: 62P05 91B30 91D20 PDF BibTeX XML Cite \textit{M.-P. Bergeron-Boucher} et al., N. Am. Actuar. J. 22, No. 1, 92--118 (2018; Zbl 1393.62043) Full Text: DOI OpenURL
Tzougas, George; Vrontos, Spyridon; Frangos, Nicholas Bonus-malus systems with two-component mixture models arising from different parametric families. (English) Zbl 1393.62048 N. Am. Actuar. J. 22, No. 1, 55-91 (2018). MSC: 62P05 91B30 PDF BibTeX XML Cite \textit{G. Tzougas} et al., N. Am. Actuar. J. 22, No. 1, 55--91 (2018; Zbl 1393.62048) Full Text: DOI Link OpenURL
Gan, Guojun; Valdez, Emiliano A. Regression modeling for the valuation of large variable annuity portfolios. (English) Zbl 1393.91099 N. Am. Actuar. J. 22, No. 1, 40-54 (2018). MSC: 91B30 62P05 91G20 PDF BibTeX XML Cite \textit{G. Gan} and \textit{E. A. Valdez}, N. Am. Actuar. J. 22, No. 1, 40--54 (2018; Zbl 1393.91099) Full Text: DOI OpenURL
Portugal, Luís; Pantelous, Athanasios A.; Assa, Hirbod Claims reserving with a stochastic vector projection. (English) Zbl 1393.62046 N. Am. Actuar. J. 22, No. 1, 22-39 (2018). MSC: 62P05 91B30 PDF BibTeX XML Cite \textit{L. Portugal} et al., N. Am. Actuar. J. 22, No. 1, 22--39 (2018; Zbl 1393.62046) 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
Awondo, Sebastain N.; Ramirez, Octavio A.; Datta, Gauri S.; Colson, Gregory; Fonsah, Esendugue G. Estimation of crop yields and insurance premiums using a shrinkage estimator. (English) Zbl 1393.62041 N. Am. Actuar. J. 22, No. 2, 289-308 (2018). MSC: 62P05 62F15 91B30 PDF BibTeX XML Cite \textit{S. N. Awondo} et al., N. Am. Actuar. J. 22, No. 2, 289--308 (2018; Zbl 1393.62041) Full Text: DOI OpenURL
Baione, Fabio; Levantesi, Susanna Pricing critical illness insurance from prevalence rates: Gompertz versus Weibull. (English) Zbl 1393.62042 N. Am. Actuar. J. 22, No. 2, 270-288 (2018). MSC: 62P05 62N02 91B30 PDF BibTeX XML Cite \textit{F. Baione} and \textit{S. Levantesi}, N. Am. Actuar. J. 22, No. 2, 270--288 (2018; Zbl 1393.62042) Full Text: DOI OpenURL
Kim, Kyeonghee; Rosenberg, Marjorie A. The role of unhealthy behaviors on an individual’s self-reported perceived health status. (English) Zbl 1393.62133 N. Am. Actuar. J. 22, No. 2, 252-269 (2018). MSC: 62P25 PDF BibTeX XML Cite \textit{K. Kim} and \textit{M. A. Rosenberg}, N. Am. Actuar. J. 22, No. 2, 252--269 (2018; Zbl 1393.62133) Full Text: DOI OpenURL
Alai, Daniel H.; Arnold-Gaille, Séverine; Bajekal, Madhavi; Villegas, Andrés M. Mind the gap: a study of cause-specific mortality by socioeconomic circumstances. (English) Zbl 1393.91096 N. Am. Actuar. J. 22, No. 2, 161-181 (2018). MSC: 91B30 62P05 91D20 PDF BibTeX XML Cite \textit{D. H. Alai} et al., N. Am. Actuar. J. 22, No. 2, 161--181 (2018; Zbl 1393.91096) Full Text: DOI Link OpenURL
Lee, Gee Y. General insurance deductible ratemaking. (English) Zbl 1414.91211 N. Am. Actuar. J. 21, No. 4, 620-638 (2017). MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{G. Y. Lee}, N. Am. Actuar. J. 21, No. 4, 620--638 (2017; Zbl 1414.91211) Full Text: DOI OpenURL
Denuit, Michel; Trufin, Julien Beyond the Tweedie reserving model: the collective approach to loss development. (English) Zbl 1414.91178 N. Am. Actuar. J. 21, No. 4, 611-619 (2017). MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{M. Denuit} and \textit{J. Trufin}, N. Am. Actuar. J. 21, No. 4, 611--619 (2017; Zbl 1414.91178) Full Text: DOI Link 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
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
Chi, Yichun; Lin, X. Sheldon; Tan, Ken Seng Optimal reinsurance under the risk-adjusted value of an insurer’s liability and an economic reinsurance premium principle. (English) Zbl 1414.91174 N. Am. Actuar. J. 21, No. 3, 417-432 (2017). MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{Y. Chi} et al., N. Am. Actuar. J. 21, No. 3, 417--432 (2017; Zbl 1414.91174) 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
Mavros, George; Cairns, Andrew J. G.; Streftaris, George; Kleinow, Torsten Stochastic mortality modeling: key drivers and dependent residuals. (English) Zbl 1414.91219 N. Am. Actuar. J. 21, No. 3, 343-368 (2017). MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{G. Mavros} et al., N. Am. Actuar. J. 21, No. 3, 343--368 (2017; Zbl 1414.91219) Full Text: DOI OpenURL
Bollmann, Laslo; Scherer, Matthias Modeling influenza-like illness activity in the United States. (English) Zbl 1414.62414 N. Am. Actuar. J. 21, No. 3, 323-342 (2017). MSC: 62P05 91B30 92D30 62M20 PDF BibTeX XML Cite \textit{L. Bollmann} and \textit{M. Scherer}, N. Am. Actuar. J. 21, No. 3, 323--342 (2017; Zbl 1414.62414) Full Text: DOI OpenURL
Bücher, Axel; Irresberger, Felix; Weiss, Gregor N. F. Testing asymmetry in dependence with Copula-coskewness. (English) Zbl 07059866 N. Am. Actuar. J. 21, No. 2, 267-280 (2017). MSC: 91-XX 62-XX PDF BibTeX XML Cite \textit{A. Bücher} et al., N. Am. Actuar. J. 21, No. 2, 267--280 (2017; Zbl 07059866) Full Text: DOI Link 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
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
Hua, Lei; Xia, Michelle; Basu, Sanjib Factor copula approaches for assessing spatially dependent high-dimensional risks. (English) Zbl 07059859 N. Am. Actuar. J. 21, No. 1, 147-160 (2017). MSC: 91-XX 62-XX PDF BibTeX XML Cite \textit{L. Hua} et al., N. Am. Actuar. J. 21, No. 1, 147--160 (2017; Zbl 07059859) Full Text: DOI OpenURL
O’Hagan, Adrian; Ferrari, Colm Model-based and nonparametric approaches to clustering for data compression in actuarial applications. (English) Zbl 07059858 N. Am. Actuar. J. 21, No. 1, 107-146 (2017). MSC: 91-XX 62-XX PDF BibTeX XML Cite \textit{A. O'Hagan} and \textit{C. Ferrari}, N. Am. Actuar. J. 21, No. 1, 107--146 (2017; Zbl 07059858) Full Text: DOI Link OpenURL
Duncan, Ian; Guerrier, Stéphane Member plan choice and migration in response to changes in member premiums after Massachusetts health insurance reform. (English) Zbl 1414.91180 N. Am. Actuar. J. 20, No. 4, 404-419 (2016). MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{I. Duncan} and \textit{S. Guerrier}, N. Am. Actuar. J. 20, No. 4, 404--419 (2016; Zbl 1414.91180) Full Text: DOI OpenURL
Gutterman, Sam Obesity, mortality, and the obesity paradox. (English) Zbl 1414.91196 N. Am. Actuar. J. 20, No. 4, 355-403 (2016). MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{S. Gutterman}, N. Am. Actuar. J. 20, No. 4, 355--403 (2016; Zbl 1414.91196) Full Text: DOI OpenURL
Milidonis, Andreas An empirical investigation of CDS spreads using a regime-switching default risk model. (English) Zbl 1414.91399 N. Am. Actuar. J. 20, No. 3, 252-275 (2016). MSC: 91G40 91G20 62P05 PDF BibTeX XML Cite \textit{A. Milidonis}, N. Am. Actuar. J. 20, No. 3, 252--275 (2016; Zbl 1414.91399) Full Text: DOI OpenURL
Golden, Linda L.; Brockett, Patrick L.; Ai, Jing; Kellison, Bruce Empirical evidence on the use of credit scoring for predicting insurance losses with psycho-social and biochemical explanations. (English) Zbl 1414.91195 N. Am. Actuar. J. 20, No. 3, 233-251 (2016). MSC: 91B30 91G40 62P05 PDF BibTeX XML Cite \textit{L. L. Golden} et al., N. Am. Actuar. J. 20, No. 3, 233--251 (2016; Zbl 1414.91195) Full Text: DOI OpenURL
Abdallah, Anas; Boucher, Jean-Philippe; Cossette, Hélène; Trufin, Julien Sarmanov family of bivariate distributions for multivariate loss reserving analysis. (English) Zbl 1414.91154 N. Am. Actuar. J. 20, No. 2, 184-200 (2016). MSC: 91B30 62P05 62H05 PDF BibTeX XML Cite \textit{A. Abdallah} et al., N. Am. Actuar. J. 20, No. 2, 184--200 (2016; Zbl 1414.91154) Full Text: DOI Link OpenURL
Lally, Nathan R.; Hartman, Brian M. Predictive modeling in long-term care insurance. (English) Zbl 1414.91209 N. Am. Actuar. J. 20, No. 2, 160-183 (2016). MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{N. R. Lally} and \textit{B. M. Hartman}, N. Am. Actuar. J. 20, No. 2, 160--183 (2016; Zbl 1414.91209) Full Text: DOI OpenURL
Duncan, I.; Loginov, M.; Ludkovski, M. Testing alternative regression frameworks for predictive modeling of health care costs. (English) Zbl 1414.91181 N. Am. Actuar. J. 20, No. 1, 65-87 (2016). MSC: 91B30 62P05 62J05 PDF BibTeX XML Cite \textit{I. Duncan} et al., N. Am. Actuar. J. 20, No. 1, 65--87 (2016; Zbl 1414.91181) Full Text: DOI OpenURL
Neves, César; Fernandes, Cristiano; Veiga, Álvaro Forecasting longevity gains for a population with short time series using a structural SUTSE model: an application to Brazilian annuity plans. (English) Zbl 1414.91224 N. Am. Actuar. J. 20, No. 1, 37-56 (2016). MSC: 91B30 62P05 62M10 PDF BibTeX XML Cite \textit{C. Neves} et al., N. Am. Actuar. J. 20, No. 1, 37--56 (2016; Zbl 1414.91224) Full Text: DOI OpenURL
Brazauskas, Vytaras; Kleefeld, Andreas Modeling severity and measuring tail risk of Norwegian fire claims. (English) Zbl 1414.62415 N. Am. Actuar. J. 20, No. 1, 1-16 (2016). MSC: 62P05 91B30 PDF BibTeX XML Cite \textit{V. Brazauskas} and \textit{A. Kleefeld}, N. Am. Actuar. J. 20, No. 1, 1--16 (2016; Zbl 1414.62415) Full Text: DOI OpenURL
Zhu, Zhiwei; Li, Zhi; Wylde, David; Failor, Michael; Hrischenko, George Logistic regression for insured mortality experience studies. (English) Zbl 1414.62426 N. Am. Actuar. J. 19, No. 4, 241-255 (2015). MSC: 62P05 62J12 91B30 PDF BibTeX XML Cite \textit{Z. Zhu} et al., N. Am. Actuar. J. 19, No. 4, 241--255 (2015; Zbl 1414.62426) Full Text: DOI OpenURL
Russo, Vincenzo; Giacometti, Rosella; Rachev, Svetlozar; Fabozzi, Frank J. A three-factor model for mortality modeling. (English) Zbl 1414.91229 N. Am. Actuar. J. 19, No. 2, 129-141 (2015). MSC: 91B30 62P05 62M10 PDF BibTeX XML Cite \textit{V. Russo} et al., N. Am. Actuar. J. 19, No. 2, 129--141 (2015; Zbl 1414.91229) Full Text: DOI OpenURL
Arnold-Gaille, Séverine; Sherris, Michael Causes-of-death mortality: what do we know on their dependence? (English) Zbl 1414.91158 N. Am. Actuar. J. 19, No. 2, 116-128 (2015). MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{S. Arnold-Gaille} and \textit{M. Sherris}, N. Am. Actuar. J. 19, No. 2, 116--128 (2015; Zbl 1414.91158) Full Text: DOI OpenURL
Wang, Ruodu; Peng, Liang; Yang, Jingping CreditRisk\(^+\) model with dependent risk factors. (English) Zbl 1414.91402 N. Am. Actuar. J. 19, No. 1, 24-40 (2015). MSC: 91G40 62P05 62H05 PDF BibTeX XML Cite \textit{R. Wang} et al., N. Am. Actuar. J. 19, No. 1, 24--40 (2015; Zbl 1414.91402) Full Text: DOI OpenURL
Tsai, Cary Chi-Liang; Yang, Shuai A linear regression approach to modeling mortality rates of different forms. (English) Zbl 1414.91238 N. Am. Actuar. J. 19, No. 1, 1-23 (2015). MSC: 91B30 62P05 62J05 PDF BibTeX XML Cite \textit{C. C. L. Tsai} and \textit{S. Yang}, N. Am. Actuar. J. 19, No. 1, 1--23 (2015; Zbl 1414.91238) Full Text: DOI OpenURL
Belaygorod, Anatoliy; Zardetto, Atilio; Liu, Yuanjin Bayesian modeling of shock lapse rates provides new evidence for emergency fund hypothesis. (English) Zbl 1414.91163 N. Am. Actuar. J. 18, No. 4, 501-514 (2014). MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{A. Belaygorod} et al., N. Am. Actuar. J. 18, No. 4, 501--514 (2014; Zbl 1414.91163) Full Text: DOI OpenURL
Lin, Tzuling; Tsai, Cary Chi-Liang Applications of mortality durations and convexities in natural hedges. (English) Zbl 1414.91215 N. Am. Actuar. J. 18, No. 3, 417-442 (2014). MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{T. Lin} and \textit{C. C. L. Tsai}, N. Am. Actuar. J. 18, No. 3, 417--442 (2014; Zbl 1414.91215) Full Text: DOI OpenURL
Erhardt, Robert J.; Smith, Richard L. Weather derivative risk measures for extreme events. (English) Zbl 1414.91371 N. Am. Actuar. J. 18, No. 3, 379-393 (2014). MSC: 91G20 91G70 62G32 PDF BibTeX XML Cite \textit{R. J. Erhardt} and \textit{R. L. Smith}, N. Am. Actuar. J. 18, No. 3, 379--393 (2014; Zbl 1414.91371) Full Text: DOI OpenURL
Hua, Lei; Xia, Michelle Assessing high-risk scenarios by full-range tail dependence copulas. (English) Zbl 1414.91202 N. Am. Actuar. J. 18, No. 3, 363-378 (2014). MSC: 91B30 62P05 62H05 PDF BibTeX XML Cite \textit{L. Hua} and \textit{M. Xia}, N. Am. Actuar. J. 18, No. 3, 363--378 (2014; Zbl 1414.91202) Full Text: DOI OpenURL
Neves, César; Fernandes, Cristiano; Melo, Eduardo Forecasting surrender rates using elliptical copulas and financial variables. (English) Zbl 1414.91223 N. Am. Actuar. J. 18, No. 2, 343-362 (2014). MSC: 91B30 62P05 62M20 62H05 PDF BibTeX XML Cite \textit{C. Neves} et al., N. Am. Actuar. J. 18, No. 2, 343--362 (2014; Zbl 1414.91223) Full Text: DOI OpenURL
Woodard, Joshua D. Impacts of weather and time horizon selection on crop insurance ratemaking: a conditional distribution approach. (English) Zbl 1414.91243 N. Am. Actuar. J. 18, No. 2, 279-293 (2014). MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{J. D. Woodard}, N. Am. Actuar. J. 18, No. 2, 279--293 (2014; Zbl 1414.91243) Full Text: DOI Link OpenURL
Kogure, Atsuyuki; Li, Jackie; Kamiya, Shinichi A Bayesian multivariate risk-neutral method for pricing reverse mortgages. (English) Zbl 1412.91047 N. Am. Actuar. J. 18, No. 1, 242-257 (2014). MSC: 91B30 62P05 62H05 PDF BibTeX XML Cite \textit{A. Kogure} et al., N. Am. Actuar. J. 18, No. 1, 242--257 (2014; Zbl 1412.91047) Full Text: DOI OpenURL
Alai, Daniel H.; Chen, Hua; Cho, Daniel; Hanewald, Katja; Sherris, Michael Developing equity release markets: risk analysis for reverse mortgages and home reversions. (English) Zbl 1412.91028 N. Am. Actuar. J. 18, No. 1, 217-241 (2014). MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{D. H. Alai} et al., N. Am. Actuar. J. 18, No. 1, 217--241 (2014; Zbl 1412.91028) Full Text: DOI OpenURL
Mayhew, Les; Smith, David Gender convergence in human survival and the postponement of death. (English) Zbl 1412.91051 N. Am. Actuar. J. 18, No. 1, 194-216 (2014). MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{L. Mayhew} and \textit{D. Smith}, N. Am. Actuar. J. 18, No. 1, 194--216 (2014; Zbl 1412.91051) Full Text: DOI Link OpenURL
Villegas, Andrés M.; Haberman, Steven On the modeling and forecasting of socioeconomic mortality differentials: an application to deprivation and mortality in England. (English) Zbl 1412.91057 N. Am. Actuar. J. 18, No. 1, 168-193 (2014). MSC: 91B30 62P05 62M20 PDF BibTeX XML Cite \textit{A. M. Villegas} and \textit{S. Haberman}, N. Am. Actuar. J. 18, No. 1, 168--193 (2014; Zbl 1412.91057) Full Text: DOI Link OpenURL
Zhou, Rui; Wang, Yujiao; Kaufhold, Kai; Li, Johnny Siu-Hang; Tan, Ken Seng Modeling period effects in multi-population mortality models: applications to Solvency II. (English) Zbl 1412.91060 N. Am. Actuar. J. 18, No. 1, 150-167 (2014). MSC: 91B30 62P05 62M20 PDF BibTeX XML Cite \textit{R. Zhou} et al., N. Am. Actuar. J. 18, No. 1, 150--167 (2014; Zbl 1412.91060) Full Text: DOI OpenURL
D’Amato, Valeria; Haberman, Steven; Piscopo, Gabriella; Russolillo, Maria; Trapani, Lorenzo Detecting common longevity trends by a multiple population approach. (English) Zbl 1412.91041 N. Am. Actuar. J. 18, No. 1, 139-149 (2014). MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{V. D'Amato} et al., N. Am. Actuar. J. 18, No. 1, 139--149 (2014; Zbl 1412.91041) Full Text: DOI Link OpenURL
Zhu, Nan; Bauer, Daniel A cautionary note on natural hedging of longevity risk. (English) Zbl 1412.91061 N. Am. Actuar. J. 18, No. 1, 104-115 (2014). MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{N. Zhu} and \textit{D. Bauer}, N. Am. Actuar. J. 18, No. 1, 104--115 (2014; Zbl 1412.91061) Full Text: DOI OpenURL
Bisetti, Emilio; Favero, Carlo A. Measuring the impact of longevity risk on pension systems: the case of Italy. (English) Zbl 1412.91032 N. Am. Actuar. J. 18, No. 1, 87-103 (2014). MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{E. Bisetti} and \textit{C. A. Favero}, N. Am. Actuar. J. 18, No. 1, 87--103 (2014; Zbl 1412.91032) Full Text: DOI OpenURL
Lin, Yijia; Tan, Ken Seng; Tian, Ruilin; Yu, Jifeng Downside risk management of a defined benefit plan considering longevity basis risk. (English) Zbl 1412.91048 N. Am. Actuar. J. 18, No. 1, 68-86 (2014). MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{Y. Lin} et al., N. Am. Actuar. J. 18, No. 1, 68--86 (2014; Zbl 1412.91048) Full Text: DOI OpenURL
Chan, Wai-Sum; Li, Johnny Siu-Hang; Li, Jackie The CBD mortality indexes: modeling and applications. (English) Zbl 1412.91037 N. Am. Actuar. J. 18, No. 1, 38-58 (2014). MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{W.-S. Chan} et al., N. Am. Actuar. J. 18, No. 1, 38--58 (2014; Zbl 1412.91037) Full Text: DOI OpenURL
Biffis, Enrico; Blake, David Keeping some skin in the game: how to start a capital market in longevity risk transfers. (English) Zbl 1412.91031 N. Am. Actuar. J. 18, No. 1, 14-21 (2014). MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{E. Biffis} and \textit{D. Blake}, N. Am. Actuar. J. 18, No. 1, 14--21 (2014; Zbl 1412.91031) Full Text: DOI Link OpenURL