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Content
July 2024, Volume 28, Issue 3
- 491-512 Modeling Payment Frequency for Loss Reserves Based on Dynamic Claim Scores
by Juan Sebastian Yanez & Jean-Philippe Boucher & Mathieu Pigeon - 513-550 Cause-of-Death Contributions to Declining Mortality Improvements and Life Expectancies Using Cause-Specific Scenarios
by Alexander M. T. L. Yiu & Torsten Kleinow & George Streftaris - 551-569 Optimality of Threshold Strategies for Spectrally Negative Lévy Processes and a Positive Terminal Value at Creeping Ruin
by Chong-Rui Zhu - 570-592 Estimation, Comparison, and Projection of Multifactor Age–Cohort Affine Mortality Models
by Francesco Ungolo & Len Patrick Dominic M. Garces & Michael Sherris & Yuxin Zhou - 593-610 Longevity Risk Modeling with the Consumer Price Index
by Qingxiao Ma & Tim J. Boonen - 611-625 A Reverse ES (CVaR) Optimization Formula
by Yuanying Guan & Zhanyi Jiao & Ruodu Wang - 626-657 Epidemic Financing Facilities: Pandemic Bonds and Endemic Swaps
by Shimeng Huang & Ken Seng Tan & Jinggong Zhang & Wenjun Zhu - 658-677 Gender Differences in Reserving Conservatism
by Xin Che & Jianren Xu - 678-694 Measuring Discrete Risks on Infinite Domains: Theoretical Foundations, Conditional Five Number Summaries, and Data Analyses
by Daoping Yu & Vytaras Brazauskas & Ričardas Zitikis
April 2024, Volume 28, Issue 2
- 261-284 Robust Dividend, Financing, and Reinsurance Strategies Under Model Uncertainty with Proportional Transaction Costs
by Guohui Guan & Lin He & Zongxia Liang & Yang Liu & Litian Zhang - 285-319 Antidiscrimination Insurance Pricing: Regulations, Fairness Criteria, and Models
by Xi Xin & Fei Huang - 320-336 Predictability and Financial Sufficiency of Health Insurance in Colombia: An Actuarial Analysis With a Bayesian Approach
by Oscar Espinosa & Valeria Bejarano & Jeferson Ramos - 337-360 GAMLSS for Longitudinal Multivariate Claim Count Models
by Roxane Turcotte & Jean-Philippe Boucher - 361-372 Pricing of Joint Life Long-Term Care Insurance Based on a Multistate Markov Model
by Qin Shang & Xueyang Wang & Xuezhi Qin & Xiaohui Zhao - 373-406 Calibrating Distribution Models from PELVE
by Hirbod Assa & Liyuan Lin & Ruodu Wang - 407-425 Bowley Insurance with Expected Utility Maximization of the Policyholders
by Tim J. Boonen & Wenjun Jiang - 426-437 An Asymptotic Result on Catastrophe Insurance Losses
by Yiqing Chen & Jiajun Liu - 438-468 Event Studies for Publicly Traded Insurers: An Investigation of the Bad-Model Problem
by Leon Chen & Steven W. Pottier - 469-490 A Unified Framework for Insurance Demand and Mortality Immunization
by Hua Chen & Jin Gao & Wei Zhu
January 2024, Volume 28, Issue 1
- 1-26 Flexible Weather Index Insurance Design with Penalized Splines
by Ken Seng Tan & Jinggong Zhang - 27-56 A Dynamic Stochastic Integrated Climate–Economic Spatiotemporal Model for Agricultural Insurance Products
by Suikai Gao & Guillaume Bagnarosa & Gareth W. Peters & Matthew Ames & Tomoko Matsui - 57-72 A Deep Factor Model for Crop Yield Forecasting and Insurance Ratemaking
by Wenjun Zhu - 73-103 Economic Representative Scenarios for Variable Annuity Dynamic Hedging of GMMB and GMDB
by Emmanuel Hamel & Yvonne Chueh & Donald Davendra - 104-125 A Comparison of Index-Linked Annuities
by Thorsten Moenig & Bobby Samuelson - 126-138 Alternative Predictive Models for Medicare Patient Cost
by Xiyue Liao & Ian Duncan & Samuel O’Neill - 139-186 A Two-Part Model of the Individual Costs of Chronic Kidney Disease
by Brian Hartman & Courtney Larson & Christopher Kunkel & Cason Wight & Richard L. Warr - 187-217 Key Drivers of Long-Term Rates of Mortality Improvements in the United States: Period, Cohort, and Cause of Death Analysis, 1959–2016
by Andrés M. Villegas & Madhavi Bajekal & Steven Haberman & Luke Zhou - 218-235 Coherent Mortality Forecasting with a Model Averaging Approach: Evidence from Global Populations
by Yanlin Shi - 236-260 Method of Winsorized Moments for Robust Fitting of Truncated and Censored Lognormal Distributions
by Chudamani Poudyal & Qian Zhao & Vytaras Brazauskas
October 2023, Volume 27, Issue 4
- 619-629 Payer-Addressable Burden of Crohn’s Disease in Members Treated with Biologics in the United States: Actuarial Analysis Findings from RAINBOW
by Sabyasachi Ghosh & Ian Smith & James Davidson & Tao Fan & Ninfa Candela & Cynthia Tsang & Troy Koch & Jason Fehr - 630-655 Are Internal Capital Markets Ex Post Efficient?
by James M. Carson & Evan M. Eastman & David L. Eckles & Joshua D. Frederick - 656-674 Why Changes in PBGC and FDIC Premiums Should Not Fully Reflect Changes in Underlying Risk (With Some Application to Long-Term Private Insurance Contracts)
by David McCarthy - 675-688 Conformal Prediction Credibility Intervals
by Liang Hong - 689-709 Computing and Estimating Distortion Risk Measures: How to Handle Analytically Intractable Cases?
by Sahadeb Upretee & Vytaras Brazauskas - 710-730 A Tractable Class of Multivariate Phase-Type Distributions for Loss Modeling
by Martin Bladt - 731-750 The Automated Bias-Corrected and Accelerated Bootstrap Confidence Intervals for Risk Measures
by Bettina Grün & Tatjana Miljkovic - 751-770 Enhancing Mortality Forecasting through Bivariate Model–Based Ensemble
by Liqun Diao & Yechao Meng & Chengguo Weng & Tony Wirjanto - 771-786 Valuing Lifetime Withdrawal Guarantees in RILAs
by Thorsten Moenig & Chenxin Xu - 787-805 Multivariate Insurance Portfolio Risk Retention Using the Method of Multipliers
by Gee Y. Lee
July 2023, Volume 27, Issue 3
- 429-443 The Economic Impact of Extreme Cyber Risk Scenarios
by Martin Eling & Mauro Elvedi & Greg Falco - 444-471 Ensemble Economic Scenario Generators: Unity Makes Strength
by Jean-François Bégin - 472-492 Extrapolating Long-Run Yield Curves: An Innovative and Consistent Approach
by Thiago Pedra Signorelli & Carlos Heitor Campani & César da Rocha Neves - 493-507 Medicare Advantage, Medical Loss Ratio, Service Efficiency, and Efficiently Positive Health Outcomes
by Patrick Brockett & Linda Golden & Pengyu Wei & Charles Yang - 508-529 Does Public Health Insurance Expansion Influence Medical Liability Insurance Prices? The Case of the ACA’s Optional Medicaid Expansion
by Jingshu Luo & Martin F. Grace - 530-545 A Model Stacking Approach for Forecasting Mortality
by Jackie Li - 546-559 Updating Bonus–Malus Indexing Mechanism to Adjust Long-Term Health Insurance Premiums
by Atefeh Kanani Dizaji & Amir T. Payandeh Najafabadi - 560-578 Bayesian Multivariate Mixed Poisson Models with Copula-Based Mixture
by Pengcheng Zhang & Enrique Calderín-Ojeda & Shuanming Li & Xueyuan Wu - 579-601 Non-Life Insurance Risk Classification Using Categorical Embedding
by Peng Shi & Kun Shi - 602-617 An Empirical Assessment of Regulatory Lag in Insurance Rate Filings
by Patricia Born & J. Bradley Karl & Robert Klein
April 2023, Volume 27, Issue 2
- 209-210 In Memoriam: Ken Seng Tan and His Contributions to Actuarial Science, Finance, and Agricultural Insurance
by Patrick L. Brockett - 211-241 Bivariate Mixed Poisson Regression Models with Varying Dispersion
by George Tzougas & Alice Pignatelli di Cerchiara - 242-252 Shared Savings Model Risk in the MSSP Program
by Ian Duncan & Andrew Mackenzie & Elise Bonfiglio & Thomas Wrigley & Xiyue Liao - 253-277 Smoothed Quantiles for Measuring Discrete Risks
by Vytaras Brazauskas & Ponmalar Ratnam - 278-302 Optimal Portfolio Choice with Health-Contingent Income Products: The Value of Life Care Annuities
by Shang Wu & Hazel Bateman & Ralph Stevens - 303-321 Pay-As-You-Drive Insurance: Modeling and Implications
by Jiang Cheng & Frank Y. Feng & Xudong Zeng - 322-340 Products and Strategies for the Decumulation of Wealth during Retirement: Insights from the Literature
by Maximilian Bär & Nadine Gatzert - 341-354 Price Subsidies and the Demand for Automobile Insurance
by Boheng Su & Sharon Tennyson - 355-379 Estimating Spillover Effects in Property and Casualty Insurance Consumption
by Douglas Bujakowski & Shinichi Kamiya - 380-395 A Two-Part Beta Regression Approach for Modeling Surrenders and Withdrawals in a Life Insurance Portfolio
by Fabio Baione & Davide Biancalana & Paolo De Angelis - 396-428 Mixture Composite Regression Models with Multi-type Feature Selection
by Tsz Chai Fung & George Tzougas & Mario V. Wüthrich
January 2023, Volume 27, Issue 1
- 1-1 Society of Actuaries and North American Actuarial Journal Announce New Editor
by The Editors - 2-24 The Discriminating (Pricing) Actuary
by Edward W. (Jed) Frees & Fei Huang - 25-46 Risk-Seeking Behavior and Its Implications for the Optimal Decision Making of Annuity Insurers
by Cuixia Chen & Yijia Lin & Ming Zhou - 47-73 Mortality Improvement Rates: Modeling, Parameter Uncertainty, and Robustness
by Andrew Hunt & Andrés M. Villegas - 74-95 Asset Liability Management of Longevity and Interest Rate Risks: Using Survival–Mortality Bonds
by Tzuling Lin & Cary Chi-Liang Tsai & Hung-Wen Cheng - 96-120 Doubly Enhanced Medicaid Partnership Annuities (DEMPANs): A New Tool for Providing Long Term Care to Retired U.S. Seniors in the Medicaid Penumbra
by Colin M. Ramsay & Victor I. Oguledo - 121-147 Multiemployer Defined Benefit Pension Plans: Employer Withdrawals and Financial Vulnerability
by Tianxiang Shi & Xuesong You - 148-165 A Neural Approach to Improve the Lee-Carter Mortality Density Forecasts
by Mario Marino & Susanna Levantesi & Andrea Nigri - 166-184 On a Risk Model With Dual Seasonalities
by Yang Miao & Kristina P. Sendova & Bruce L. Jones - 185-205 On Fitting Probability Distribution to Univariate Grouped Actuarial Data with Both Group Mean and Relative Frequencies
by Gaurav Khemka & David Pitt & Jinhui Zhang - 206-207 Discussion on “The Discriminating (Pricing) Actuary,” by Edward W. (Jed) Frees and Fei Huang
by R. Guy Thomas
November 2022, Volume 26, Issue 4
- 485-495 Sample Size Determination for Credibility Estimation
by Liang Hong - 496-520 Fitting Censored and Truncated Regression Data Using the Mixture of Experts Models
by Tsz Chai Fung & Andrei L. Badescu & X. Sheldon Lin - 521-536 Discounting the Discounted Projection Approach
by Dean Buckner & Kevin Dowd - 537-569 Time-Consistent Investment and Reinsurance Strategies for Mean–Variance Insurers in N-Agent and Mean-Field Games
by Guohui Guan & Xiang Hu - 570-590 How Much Telematics Information Do Insurers Need for Claim Classification?
by Francis Duval & Jean-Philippe Boucher & Mathieu Pigeon - 591-609 Age-Coherent Mortality Modeling and Forecasting Using a Constrained Sparse Vector-Autoregressive Model
by Le Chang & Yanlin Shi - 610-625 Modeling General Practitioners’ Total Drug Costs through GAMLSS and Collective Risk Models
by G. P. Clemente & N. Savelli & G. A. Spedicato & D. Zappa - 626-645 A Nonproportional Premium Rating Method for Construction Risks
by Daniel Abramson
August 2022, Volume 26, Issue 3
- 323-335 A Heavy-Tailed and Overdispersed Collective Risk Model
by Pamela M. Chiroque-Solano & Fernando Antônio da S. Moura - 336-350 Tail Moments of Compound Distributions
by Jiandong Ren - 351-382 Distributionally Robust Goal-Reaching Optimization in the Presence of Background Risk
by Yichun Chi & Zuo Quan Xu & Sheng Chao Zhuang - 383-402 Dynamic Fund Protection for Property Markets
by Tak Kuen Siu & Ha Nguyen & Ning Wang - 403-427 Semiparametric Regression for Dual Population Mortality
by Gary Venter & Şule Şahin - 428-455 Usage-Based Insurance—Impact on Insurers and Potential Implications for InsurTech
by Xin Che & Andre Liebenberg & Jianren Xu - 456-469 Using Clusters Based on Social Determinants to Identify the Top 5% Utilizers of Health Care
by Marjorie Rosenberg & Fanghao Zhong - 470-483 Using Machine Learning to Better Model Long-Term Care Insurance Claims
by Jared Cummings & Brian Hartman
April 2022, Volume 26, Issue 2
- 161-183 Short- and Long-Term Dynamics of Cause-Specific Mortality Rates Using Cointegration Analysis
by Séverine Arnold & Viktoriya Glushko - 184-204 Alcohol and Mortality: An Actuarial Issue
by Sam Gutterman - 205-226 Analysis of Prescription Drug Utilization with Beta Regression Models
by Guojun Gan & Emiliano A. Valdez - 227-251 A Stochastic Control Approach to Defined Contribution Plan Decumulation: “The Nastiest, Hardest Problem in Finance”
by Peter A. Forsyth - 252-282 On Voluntary Terminations of Life Insurance: Differentiating Surrender Propensity From Lapse Propensity Across Product Types
by Yawen Hwang & Linus Fang-Shu Chan & Chenghsien Jason Tsai - 283-297 How Much Is Optimal Reinsurance Degraded by Error?
by Yinzhi Wang & Erik Bølviken - 298-322 Evaluating Medical Underwriters in Life Settlements: Problem of Unreported Deaths
by Hong Beng Lim & Nariankadu D. Shyamalkumar
January 2022, Volume 26, Issue 1
- 1-26 A Systematic Review and Qualitative Assessment of Fraud Detection Methodologies in Health Care
by Jing Ai & Jennifer Russomanno & Skyla Guigou & Rachel Allan - 27-42 Pricing Hurricane Bonds Using a Physically Based Option Pricing Approach
by Carolyn W. Chang & Jack S. K. Chang & Min-Teh Yu - 43-63 Joint Extremes in Temperature and Mortality: A Bivariate POT Approach
by Han Li & Qihe Tang - 64-81 Worst-Case Valuation of Equity-Linked Products Using Risk-Minimizing Strategies
by Patrice Gaillardetz & Emmanuel Osei Mireku - 82-101 Do Jumps Matter in the Long Term? A Tale of Two Horizons
by Jean-François Bégin & Mathieu Boudreault - 102-122 Backcasting Mortality in England and Wales, 1600–1840
by Di Wang & Wai-Sum Chan - 123-142 On a Family of Log-Gamma-Generated Archimedean Copulas
by Yaming Yang & Shuanming Li - 143-160 Collaborative Insurance with Stop-Loss Protection and Team Partitioning
by Michel Denuit & Christian Y. Robert
February 2021, Volume 25, Issue S1
- 7-24 New Solutions to an Age-Old Problem: Innovative Strategies for Managing Pension and Longevity Risk
by Amy Kessler - 25-39 Reinsurance Sidecars: The Next Stage in the Development of the Longevity Risk Transfer Market
by Nicholas Bugler & Kirsty Maclean & Vladimir Nicenko & Patrick Tedesco - 40-65 Optimal Longevity Risk Transfer and Investment Strategies
by Samuel H. Cox & Yijia Lin & Sheen Liu - 66-96 Longevity Greeks: What Do Insurers and Capital Market Investors Need to Know?
by Kenneth Q. Zhou & Johnny Siu-Hang Li - 97-118 Basis Risk in Index-Based Longevity Hedges: A Guide for Longevity Hedgers
by Andrew J. G. Cairns & Ghali El Boukfaoui - 119-131 Mortality Risk Management Under the Factor Copula Framework—With Applications to Insurance Policy Pools
by Ming-Hua Hsieh & Chenghsien Jason Tsai & Jennifer L. Wang - 132-155 Understanding Patterns of Mortality Homogeneity and Heterogeneity Across Countries and Their Role in Modeling Mortality Dynamics and Hedging Longevity Risk
by Sharon S. Yang & Yu-Yun Yeh & Jack C. Yue & Hong Chih Huang - 156-169 Different Shades of Risk: Mortality Trends Implied by Term Insurance Prices
by Qiheng Guo & Daniel Bauer - 170-181 Hedging Annuity Risks with the Age-Period-Cohort Two-Population Gravity Model
by Kevin Dowd & Andrew J. G. Cairns & David Blake - 182-195 Optimal Portfolio Choice in Retirement With Participating Life Annuities
by Ralph Rogalla - 196-214 Flexible and Affordable Methods of Paying for Long-Term Care Insurance
by Les Mayhew & Ben Rickayzen & David Smith - 215-234 On the Structure and Classification of Mortality Models
by Andrew Hunt & David Blake - 235-254 A Bayesian Approach to Modeling and Projecting Cohort Effects
by Andrew Hunt & David Blake - 255-279 Improving HMD Mortality Estimates with HFD Fertility Data
by Alexandre Boumezoued - 309-340 An Efficient Method for Mitigating Longevity Value-at-Risk
by Yanxin Liu & Johnny Siu-Hang Li - 341-372 Constructing Out-of-the-Money Longevity Hedges Using Parametric Mortality Indexes
by Johnny Siu-Hang Li & Jackie Li & Uditha Balasooriya & Kenneth Q. Zhou - 373-384 Hedging Longevity Risk: Does the Structure of the Financial Instrument Matter?
by Richard D. MacMinn & Nan Zhu - 385-409 An Analysis of Period and Cohort Mortality Shocks in International Data
by David McCarthy & Po-Lin Wang - 410-420 Using Graduation to Modify the Estimation of Lee–Carter Model for Small Populations
by Jack C. Yue & Hsin-Chung Wang & Tzu-Yu Wang - 421-456 A Multi-population Approach to Forecasting All-Cause Mortality Using Cause-of-Death Mortality Data
by Pintao Lyu & Anja De Waegenaere & Bertrand Melenberg - 457-481 A Synthesis Mortality Model for the Elderly
by Karen C. Su & Jack C. Yue - 482-507 Forward Mortality Rates in Discrete Time I: Calibration and Securities Pricing
by Andrew Hunt & David Blake - 508-533 Forward Mortality Rates in Discrete Time II: Longevity Risk and Hedging Strategies
by Andrew Hunt & David Blake - 534-544 Mortality Forecasts for Long-Term Care Subpopulations with Longevity Risk: A Bayesian Approach
by Atsuyuki Kogure & Takahiro Fushimi & Shinichi Kamiya - 545-565 An Investigation into Inequalities in Adult Lifespan
by Les Mayhew & David Smith - 566-581 Rising Inequality in Life Expectancy by Socioeconomic Status
by Geoffrey T. Sanzenbacher & Anthony Webb & Candace M. Cosgrove & Natalia Orlova - 582-592 Mortality Differential and Social Insurance: A Case Study in Taiwan
by Chih-Kai Chang & Jack C. Yue & Chian-Jing Chen & Yen-Wen Chen
November 2021, Volume 25, Issue 4
- 473-483 Valid Model-Free Prediction of Future Insurance Claims
by Liang Hong & Ryan Martin - 484-502 Modeling Malicious Hacking Data Breach Risks
by Hong Sun & Maochao Xu & Peng Zhao - 503-523 The Effect of Incidental Reinsurance Assumption on Insurer Performance
by Todd G. Griffith & Andre P. Liebenberg - 524-542 On Fitting Dependent Nonhomogeneous Loss Models to Unearned Premium Risk
by Sébastien Jessup & Jean-Philippe Boucher & Mathieu Pigeon - 543-561 Data Breach CAT Bonds: Modeling and Pricing
by Maochao Xu & Yiying Zhang - 562-579 Using Model Averaging to Determine Suitable Risk Measure Estimates
by Tatjana Miljkovic & Bettina Grün - 580-603 Extreme Data Breach Losses: An Alternative Approach to Estimating Probable Maximum Loss for Data Breach Risk
by Kwangmin Jung - 604-630 The Economics of a Secondary Market for Variable Annuities
by Thorsten Moenig & Nan Zhu - 631-636 Discussion on “Size-Biased Risk Measures of Compound Sums,” by Michel Denuit, January 2020
by Edward Furman & Yisub Kye & Jianxi Su - 637-638 Reply to Edward Furman, Yisub Kye, and Jianxi Su on Their Discussion on the Paper Titled “Size-Biased Risk Measures of Compound Sums”
by Michel Denuit - 639-642 Jiandong Ren's Discussion on “Size-Biased Risk Measures of Compound Sums,” by Michel Denuit, January 2020
by Jiandong Ren - 643-643 Reply to Jiandong Ren on Their Discussion on the Paper Titled “Size-Biased Risk Measures of Compound Sums”
by Michel Denuit
July 2021, Volume 25, Issue 3
- 313-333 Real-Time Valuation of Large Variable Annuity Portfolios: A Green Mesh Approach
by Kai Liu & Ken Seng Tan - 334-359 The Valuation of a Guaranteed Minimum Maturity Benefit under a Regime-Switching Framework
by Rogemar Mamon & Heng Xiong & Yixing Zhao - 360-394 A Semiparametric Method for Assessing Life Expectancy Evaluations
by Hong Beng Lim & Nariankadu D. Shyamalkumar - 395-416 A Reconciliation of the Top-Down and Bottom-Up Approaches to Risk Capital Allocations: Proportional Allocations Revisited
by Edward Furman & Yisub Kye & Jianxi Su - 417-437 Optimal Dividends Paid in a Foreign Currency for a Lévy Insurance Risk Model
by Julia Eisenberg & Zbigniew Palmowski - 438-458 A DSA Algorithm for Mortality Forecasting
by Liqun Diao & Yechao Meng & Chengguo Weng - 459-465 Hans U. Gerber and Elias S. W. Shiu’s Discussion on “Agricultural Insurance Ratemaking: Development of a New Premium Principle,” by Wenjun Zhu, Ken Seng Tan, and Lysa Porth, Volume 23(4)
by Hans U. Gerber & Elias S. W. Shiu - 466-467 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"
by Wenjun Zhu & Ken Seng Tan & Lysa Porth - 468-471 Abylay Zhexembay's Discussion on “Agricultural Insurance Ratemaking: Development of a New Premium Principle,” by Wenjun Zhu, Ken Seng Tan, and Lysa Porth, Volume 23(4)
by Abylay Zhexembay - 472-472 Reply to Abylay Zhexembay on the Discussion on Our Paper Entitled "Agricultural Insurance Ratemaking: Development of a New Premium Principle"
by Wenjun Zhu & Ken Seng Tan & Lysa Porth
April 2021, Volume 25, Issue 2
- 135-162 Fitting Nonstationary Cox Processes: An Application to Fire Insurance Data
by Hansjörg Albrecher & José Carlos Araujo-Acuna & Jan Beirlant - 163-185 Feasibility of Long-Term Interest Balance among Stakeholders in the Natural Catastrophe Insurance Market
by Ning Zhang & Yang-Che Wu & Wan-Shiou Yang - 186-205 Dynamic Bayesian Ratemaking: A Markov Chain Approximation Approach
by Hong Li & Yang Lu & Wenjun Zhu - 206-231 A New Class of Severity Regression Models with an Application to IBNR Prediction
by Tsz Chai Fung & Andrei L. Badescu & X. Sheldon Lin - 232-254 An Empirical Analysis of Insurer Participation in the U.S. Cyber Insurance Market
by Cassandra R. Cole & Stephen G. Fier - 255-285 Boosting Insights in Insurance Tariff Plans with Tree-Based Machine Learning Methods
by Roel Henckaerts & Marie-Pier Côté & Katrien Antonio & Roel Verbelen - 286-311 Price Index Insurances in the Agriculture Markets
by Hirbod Assa & Meng (Simon) Wang
January 2021, Volume 25, Issue 1
- 1-16 Medicaid Managed Care: Efficiency, Medical Loss Ratio, and Quality of Care
by Patrick Brockett & Linda Golden & Charles C. Yang & David Young - 17-39 A Multi-state Model of Functional Disability and Health Status in the Presence of Systematic Trend and Uncertainty
by Michael Sherris & Pengyu Wei - 40-52 Assessing the Causal Impact of Delayed Oral Health Care on Emergency Department Utilization
by Lisa Gao & Marjorie A. Rosenberg
December 2020, Volume 25, Issue S1
- 1-6 Longevity Risk and Capital Markets: The 2016–2017 Update
by David Blake & Richard MacMinn - 280-308 Longevity Risk and Capital Markets: The 2017–2018 Update
by David Blake & Richard MacMinn & Jason Chenghsien Tsai & Jennifer Wang
July 2020, Volume 25, Issue 1
- 53-61 Predicting High-Cost Health Insurance Members through Boosted Trees and Oversampling: An Application Using the HCCI Database
by Brian Hartman & Rebecca Owen & Zoe Gibbs
November 2020, Volume 25, Issue 1
- 115-133 Social Determinant–Based Profiles of U.S. Adults with the Highest and Lowest Health Expenditures Using Clusters
by Fanghao Zhong & Marjorie Rosenberg & Joshua Agterberg & Richard Crabb
September 2020, Volume 25, Issue 1
- 73-93 The Mathematical Mechanism of Biological Aging
by Boquan Cheng & Bruce Jones & Xiaoming Liu & Jiandong Ren - 94-114 Health Expenditures and Quality Health Services: The Efficiency Analysis of Differential Risk Structures of Medicare Accountable Care Organizations (ACOs)
by Charles C. Yang
August 2020, Volume 25, Issue 1
- 62-72 Using Asymmetric Cost Matrices to Optimize Care Management Interventions
by Zoe Gibbs & Brian Hartman
October 2020, Volume 24, Issue 4
- 495-511 Mortality Modeling of Skin Cancer Patients with Actuarial Applications
by Raoufeh Asghari & Amin Hassan Zadeh - 512-532 Size-Biased Risk Measures of Compound Sums
by Michel Denuit - 533-561 Trends in Canadian Mortality by Pension Level: Evidence from the CPP and QPP
by Jie Wen & Torsten Kleinow & Andrew J. G. Cairns - 562-592 E-Cigarettes: A Hazard or a Help?
by Sam Gutterman - 593-610 The Effect of Distracted Driving Laws on Automobile Liability Insurance Claims
by J. Bradley Karl & Charles Nyce - 611-625 Incorporating Climate Change Projections into Risk Measures of Index-Based Insurance
by Zhuoli Jin & Robert J. Erhardt - 626-646 Reducing Medical Malpractice Loss Reserve Volatility Through Tort Reform
by Patricia H. Born & Evan M. Eastman & W. Kip Viscusi
July 2020, Volume 24, Issue 3
- 355-369 The Design of Weather Index Insurance Using Principal Component Regression and Partial Least Squares Regression: The Case of Forage Crops
by Milton Boyd & Brock Porth & Lysa Porth & Ken Seng Tan & Shuo Wang & Wenjun Zhu - 370-392 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
by Martin Eling & Werner Schnell - 393-445 Introducing and Evaluating a New Multiple-Component Stochastic Mortality Model
by Peter Hatzopoulos & Aliki Sagianou - 446-462 The Affordability of the Individual Markets in the Affordable Care Act: Analyses of Premium Increases and Cost Reductions from an Expanded Cross-Subsidization Perspective
by Charles C. Yang - 463-474 Regulation Risk
by Olivier Le Courtois & Jacques Lévy-Véhel & Christian Walter - 475-487 Stochastic Comparisons between the Extreme Claim Amounts from Two Heterogeneous Portfolios in the Case of Transmuted-G Model
by Hossein Nadeb & Hamzeh Torabi & Ali Dolati - 488-490 Discussion on “Manual and Automated Procedures for Compiling a Very Large Sample of Centenarian Pedigrees,” by Giacomo Nebbia, Lisa Nussbaum, Annie Helmkamp, Stacy Anderson, Thomas Perls, and Paola Sebastiani, Volume 22(4)
by Kenneth W. Faig - 491-494 Discussion on “A General Semi-Markov Model for Coupled Lifetimes,” by Min Ji and Rui Zhou, Volume 23(1)
by Hans U. Gerber & Elias S. W. Shiu
April 2020, Volume 24, Issue 2
- 165-167 Advances in Predictive Analytics
by Ken Seng Tan & Chengguo Weng & Tony Wirjanto - 168-186 Data Clustering with Actuarial Applications
by Guojun Gan & Emiliano A. Valdez - 187-210 Efficient Nested Simulation for Conditional Tail Expectation of Variable Annuities
by Ou Dang & Mingbin Feng & Mary R. Hardy - 211-227 Predictive Analytics and Medical Malpractice
by Edward W. Frees & Lisa Gao - 228-250 Drivers of Mortality Dynamics: Identifying Age/Period/Cohort Components of Historical U.S. Mortality Improvements
by Johnny S.-H. Li & Rui Zhou & Yanxin Liu & George Graziani & R. Dale Hall & Jennifer Haid & Andrew Peterson & Laurence Pinzur - 251-274 Pricing Flood Insurance with a Hierarchical Physics-Based Model
by Mathieu Boudreault & Patrick Grenier & Mathieu Pigeon & Jean-Mathieu Potvin & Richard Turcotte - 275-289 Efficient Simulation Designs for Valuation of Large Variable Annuity Portfolios
by Ben Mingbin Feng & Zhenni Tan & Jiayi Zheng - 290-315 Bühlmann Credibility-Based Approaches to Modeling Mortality Rates for Multiple Populations
by Cary Chi-Liang Tsai & Adelaide Di Wu - 316-332 Predictive Modeling of Threshold Life Tables
by Min Ji & Mostafa Aminzadeh & Min Deng - 333-354 Remote Sensing Applications for Insurance: A Predictive Model for Pasture Yield in the Presence of Systemic Weather
by C. Brock Porth & Lysa Porth & Wenjun Zhu & Milton Boyd & Ken Seng Tan & Kai Liu
January 2020, Volume 24, Issue 1
- 1-21 Determinants of Persistent High Utilizers in U.S. Adults Using Nationally Representative Data
by Kyeonghee Kim & Marjorie A. Rosenberg - 22-35 Estimating Complete Life Tables for Populations with Limited Size: From Graduation to Equivalent Construction
by Nan Li - 36-56 Dating Death: An Empirical Comparison of Medical Underwriters in the U.S. Life Settlements Market
by Jiahua Xu - 57-99 Doubly Enhanced Annuities (DEANs) and the Impact of Quality of Long-Term Care under a Multi-State Model of Activities of Daily Living (ADL)
by Colin M. Ramsay & Victor I. Oguledo - 100-117 Valuation of Large Variable Annuity Portfolios with Rank Order Kriging
by Guojun Gan & Emiliano A. Valdez - 118-140 Hedging Mortality/Longevity Risks for Multiple Years
by Tzuling Lin & Cary Chi-Liang Tsai