Denuit, Michel Reply to Jiandong Ren on their discussion on the paper titled “Size-biased risk measures of compound sums”. (English) Zbl 1483.91187 N. Am. Actuar. J. 25, No. 4, 643 (2021). MSC: 91G05 91G70 PDF BibTeX XML Cite \textit{M. Denuit}, N. Am. Actuar. J. 25, No. 4, 643 (2021; Zbl 1483.91187) Full Text: DOI OpenURL
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
Denuit, Michel Reply to Edward Furman, Yisub Kye, and Jianxi Su on their discussion on the paper titled “Size-biased risk measures of compound sums”. (English) Zbl 1483.91186 N. Am. Actuar. J. 25, No. 4, 637-638 (2021). MSC: 91G05 91G70 PDF BibTeX XML Cite \textit{M. Denuit}, N. Am. Actuar. J. 25, No. 4, 637--638 (2021; Zbl 1483.91186) 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). 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
Zhexembay, Abylay Abylay Zhexembay’s discussion on “Agricultural insurance ratemaking: development of a new premium principle”. (English) Zbl 1479.91347 N. Am. Actuar. J. 25, No. 3, 468-471 (2021). MSC: 91G05 PDF BibTeX XML Cite \textit{A. Zhexembay}, N. Am. Actuar. J. 25, No. 3, 468--471 (2021; Zbl 1479.91347) 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
Eisenberg, Julia; Palmowski, Zbigniew Optimal dividends paid in a foreign currency for a Lévy insurance risk model. (English) Zbl 1479.91320 N. Am. Actuar. J. 25, No. 3, 417-437 (2021). MSC: 91G05 60G51 PDF BibTeX XML Cite \textit{J. Eisenberg} and \textit{Z. Palmowski}, N. Am. Actuar. J. 25, No. 3, 417--437 (2021; Zbl 1479.91320) Full Text: DOI arXiv 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
Mamon, Rogemar; Xiong, Heng; Zhao, Yixing The valuation of a guaranteed minimum maturity benefit under a regime-switching framework. (English) Zbl 1479.91336 N. Am. Actuar. J. 25, No. 3, 334-359 (2021). MSC: 91G05 PDF BibTeX XML Cite \textit{R. Mamon} et al., N. Am. Actuar. J. 25, No. 3, 334--359 (2021; Zbl 1479.91336) 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
Assa, Hirbod; Wang, Meng (Simon) Price index insurances in the agriculture markets. (English) Zbl 1475.91280 N. Am. Actuar. J. 25, No. 2, 286-311 (2021). MSC: 91G05 PDF BibTeX XML Cite \textit{H. Assa} and \textit{M. Wang}, N. Am. Actuar. J. 25, No. 2, 286--311 (2021; Zbl 1475.91280) Full Text: DOI OpenURL
Henckaerts, Roel; Côté, Marie-Pier; Antonio, Katrien; Verbelen, Roel Boosting insights in insurance tariff plans with tree-based machine learning methods. (English) Zbl 1475.91306 N. Am. Actuar. J. 25, No. 2, 255-285 (2021). MSC: 91G05 68T05 PDF BibTeX XML Cite \textit{R. Henckaerts} et al., N. Am. Actuar. J. 25, No. 2, 255--285 (2021; Zbl 1475.91306) Full Text: DOI arXiv 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
Zhang, Ning; Wu, Yang-Che; Yang, Wan-Shiou Feasibility of long-term interest balance among stakeholders in the natural catastrophe insurance market. (English) Zbl 1482.91190 N. Am. Actuar. J. 25, No. 2, 163-185 (2021). Reviewer: Piotr Jaworski (Warszawa) MSC: 91G05 91B10 PDF BibTeX XML Cite \textit{N. Zhang} et al., N. Am. Actuar. J. 25, No. 2, 163--185 (2021; Zbl 1482.91190) 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
Sanzenbacher, Geoffrey T.; Webb, Anthony; Cosgrove, Candace M.; Orlova, Natalia Rising inequality in life expectancy by socioeconomic status. (English) Zbl 1461.91259 N. Am. Actuar. J. 25, Suppl. 1, S566-S581 (2021). MSC: 91G05 91D20 PDF BibTeX XML Cite \textit{G. T. Sanzenbacher} et al., N. Am. Actuar. J. 25, S566--S581 (2021; Zbl 1461.91259) Full Text: DOI Link 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
Yue, Jack C.; Wang, Hsin-Chung; Wang, Tzu-Yu Using graduation to modify the estimation of Lee-Carter model for small populations. (English) Zbl 1461.91263 N. Am. Actuar. J. 25, Suppl. 1, S410-S420 (2021). MSC: 91G05 91D20 PDF BibTeX XML Cite \textit{J. C. Yue} et al., N. Am. Actuar. J. 25, S410--S420 (2021; Zbl 1461.91263) 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
MacMinn, Richard D.; Zhu, Nan Hedging longevity risk: does the structure of the financial instrument matter? (English) Zbl 1461.91252 N. Am. Actuar. J. 25, Suppl. 1, S373-S384 (2021). MSC: 91G05 PDF BibTeX XML Cite \textit{R. D. MacMinn} and \textit{N. Zhu}, N. Am. Actuar. J. 25, S373--S384 (2021; Zbl 1461.91252) 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
Boumezoued, Alexandre Improving HMD mortality estimates with HFD fertility data. (English) Zbl 1460.91211 N. Am. Actuar. J. 25, Suppl. 1, S255-S279 (2021). MSC: 91G05 91D20 PDF BibTeX XML Cite \textit{A. Boumezoued}, N. Am. Actuar. J. 25, S255--S279 (2021; Zbl 1460.91211) Full Text: DOI HAL 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
Mayhew, Les; Rickayzen, Ben; Smith, David Flexible and affordable methods of paying for long-term care insurance. (English) Zbl 1461.91253 N. Am. Actuar. J. 25, Suppl. 1, S196-S214 (2021). MSC: 91G05 PDF BibTeX XML Cite \textit{L. Mayhew} et al., N. Am. Actuar. J. 25, S196--S214 (2021; Zbl 1461.91253) Full Text: DOI Link OpenURL
Rogalla, Ralph Optimal portfolio choice in retirement with participating life annuities. (English) Zbl 1461.91258 N. Am. Actuar. J. 25, Suppl. 1, S182-S195 (2021). MSC: 91G05 91G10 PDF BibTeX XML Cite \textit{R. Rogalla}, N. Am. Actuar. J. 25, S182--S195 (2021; Zbl 1461.91258) Full Text: DOI Link 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
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
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
Cairns, Andrew J. G.; El Boukfaoui, Ghali Basis risk in index-based longevity hedges: a guide for longevity hedgers. (English) Zbl 1467.91137 N. Am. Actuar. J. 25, Suppl. 1, S97-S118 (2021). Reviewer: Hanspeter Schmidli (Köln) MSC: 91G05 PDF BibTeX XML Cite \textit{A. J. G. Cairns} and \textit{G. El Boukfaoui}, N. Am. Actuar. J. 25, S97--S118 (2021; Zbl 1467.91137) 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
Blake, David (ed.); MacMinn, Richard (ed.) Longevity risk and capital markets: the 2016–2017 update. (English) Zbl 07341010 N. Am. Actuar. J. 25, Suppl. 1, S1-S6 (2021). MSC: 00B15 PDF BibTeX XML Cite \textit{D. Blake} (ed.) and \textit{R. MacMinn} (ed.), N. Am. Actuar. J. 25, S1--S6 (2021; Zbl 07341010) 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
Wen, Jie; Kleinow, Torsten; Cairns, Andrew J. G. Trends in Canadian mortality by pension level: evidence from the CPP and QPP. (English) Zbl 1466.91273 N. Am. Actuar. J. 24, No. 4, 533-561 (2020). Reviewer: Emilia Di Lorenzo (Napoli) MSC: 91G05 91D20 PDF BibTeX XML Cite \textit{J. Wen} et al., N. Am. Actuar. J. 24, No. 4, 533--561 (2020; Zbl 1466.91273) Full Text: DOI 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
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
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
Nadeb, Hossein; Torabi, Hamzeh; Dolati, Ali Stochastic comparisons between the extreme claim amounts from two heterogeneous portfolios in the case of transmuted-G model. (English) Zbl 1454.91203 N. Am. Actuar. J. 24, No. 3, 475-487 (2020). MSC: 91G05 PDF BibTeX XML Cite \textit{H. Nadeb} et al., N. Am. Actuar. J. 24, No. 3, 475--487 (2020; Zbl 1454.91203) Full Text: DOI arXiv OpenURL
Le Courtois, Olivier; Lévy-Véhel, Jacques; Walter, Christian Regulation risk. (English) Zbl 1454.91341 N. Am. Actuar. J. 24, No. 3, 463-474 (2020). MSC: 91G45 91G70 PDF BibTeX XML Cite \textit{O. Le Courtois} et al., N. Am. Actuar. J. 24, No. 3, 463--474 (2020; Zbl 1454.91341) 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
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
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
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
Porth, C. Brock; Porth, Lysa; Zhu, Wenjun; Boyd, Milton; Tan, Ken Seng; Liu, Kai Remote sensing applications for insurance: a predictive model for pasture yield in the presence of systemic weather. (English) Zbl 1454.91205 N. Am. Actuar. J. 24, No. 2, 333-354 (2020). MSC: 91G05 91B76 86A10 PDF BibTeX XML Cite \textit{C. B. Porth} et al., N. Am. Actuar. J. 24, No. 2, 333--354 (2020; Zbl 1454.91205) 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
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
Boudreault, Mathieu; Grenier, Patrick; Pigeon, Mathieu; Potvin, Jean-Mathieu; Turcotte, Richard Pricing flood insurance with a hierarchical physics-based model. (English) Zbl 1454.91165 N. Am. Actuar. J. 24, No. 2, 251-274 (2020). MSC: 91G05 86A08 86A05 PDF BibTeX XML Cite \textit{M. Boudreault} et al., N. Am. Actuar. J. 24, No. 2, 251--274 (2020; Zbl 1454.91165) Full Text: DOI OpenURL
Li, Johnny S.-H.; Zhou, Rui; Liu, Yanxin; Graziani, George; Hall, R. Dale; Haid, Jennifer; Peterson, Andrew; Pinzur, Laurence Drivers of mortality dynamics: identifying age/period/cohort components of historical U.S. mortality improvements. (English) Zbl 1454.91199 N. Am. Actuar. J. 24, No. 2, 228-250 (2020). MSC: 91G05 91D20 PDF BibTeX XML Cite \textit{J. S. H. Li} et al., N. Am. Actuar. J. 24, No. 2, 228--250 (2020; Zbl 1454.91199) Full Text: DOI Link 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
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
Guillen, Montserrat; Nielsen, Jens Perch; Pérez-Marín, Ana M.; Elpidorou, Valandis Can automobile insurance telematics predict the risk of near-miss events? (English) Zbl 1437.91392 N. Am. Actuar. J. 24, No. 1, 141-152 (2020). MSC: 91G05 PDF BibTeX XML Cite \textit{M. Guillen} et al., N. Am. Actuar. J. 24, No. 1, 141--152 (2020; Zbl 1437.91392) 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
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
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
Isotupa, K. P. Sapna; Kelly, Mary; Kleffner, Anne Experience-rating mechanisms in auto insurance: implications for high-risk, low-risk, and novice drivers. (English) Zbl 1426.91224 N. Am. Actuar. J. 23, No. 3, 395-411 (2019). MSC: 91G05 PDF BibTeX XML Cite \textit{K. P. S. Isotupa} et al., N. Am. Actuar. J. 23, No. 3, 395--411 (2019; Zbl 1426.91224) Full Text: DOI OpenURL
Schwark Pratt, Whitney; Zhao, Zhenxiang; Mitchell, Beth; Ashpole, Kevin; Gregor, Karl J. Diabetes payer-addressable burden: an actuarial analysis. (English) Zbl 1426.91233 N. Am. Actuar. J. 23, No. 3, 386-394 (2019). MSC: 91G05 PDF BibTeX XML Cite \textit{W. Schwark Pratt} et al., N. Am. Actuar. J. 23, No. 3, 386--394 (2019; Zbl 1426.91233) Full Text: DOI 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