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Content
February 2021, Volume 25, Issue S1
- 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 - 141-152 Can Automobile Insurance Telematics Predict the Risk of Near-Miss Events?
by Montserrat Guillen & Jens Perch Nielsen & Ana M. Pérez-Marín & Valandis Elpidorou - 153-163 Text Mining Methods Applied to Insurance Company Customer Calls: A Case Study
by Xiyue Liao & Guoqiang Chen & Ben Ku & Rahul Narula & Janet Duncan
October 2019, Volume 23, Issue 4
- 485-511 Improving Risk Sharing and Borrower Incentives in Mortgage Design
by Yuchen Mei & Phelim Boyle & Johnny Siu-Hang Li - 512-534 Agricultural Insurance Ratemaking: Development of a New Premium Principle
by Wenjun Zhu & Ken Seng Tan & Lysa Porth - 535-550 Deep Learning at the Interface of Agricultural Insurance Risk and Spatio-Temporal Uncertainty in Weather Extremes
by Azar Ghahari & Nathaniel K. Newlands & Vyacheslav Lyubchich & Yulia R. Gel - 551-572 A Relational Data Matching Model for Enhancing Individual Loss Experience: An Example from Crop Insurance
by Lysa Porth & Ken Seng Tan & Wenjun Zhu - 573-590 An Individual Risk Model for Premium Calculation Based on Quantile: A Comparison between Generalized Linear Models and Quantile Regression
by Fabio Baione & Davide Biancalana - 591-597 Long-Term Implications of the Revenue Transfer Methodology in the Affordable Care Act
by Ishan Muzumdar & Donald Richards - 598-625 Life-Cycle Planning with Ambiguous Economics and Mortality Risks
by Yang Shen & Jianxi Su - 626-645 Efficiency Analysis of Health Insurers’ Scale of Operations and Group Affiliation with a Perspective Toward Health Insurers’ Mergers and Acquisitions Effects
by Linda L. Golden & Charles C. Yang
July 2019, Volume 23, Issue 3
- 321-321 Discussion on “On Cramér’s First Contributions to Ruin Theory,” by Ennio Badolati and Sandra Ciccone, Volume 21(2)
by François Dufresne - 322-334 Minimum Death Rates and Maximum Life Expectancy: The Role of Concordant Ages
by Vladimir Canudas-Romo & Heather Booth & Marie-Pier Bergeron-Boucher - 335-363 Statistical Inference for Lee-Carter Mortality Model and Corresponding Forecasts
by Qing Liu & Chen Ling & Liang Peng - 364-385 Nonparametric Inference for VaR, CTE, and Expectile with High-Order Precision
by Zhiyi Shen & Yukun Liu & Chengguo Weng - 386-394 Diabetes Payer-Addressable Burden: An Actuarial Analysis
by Whitney Schwark Pratt & Zhenxiang Zhao & Beth Mitchell & Kevin Ashpole & Karl J. Gregor - 395-411 Experience-Rating Mechanisms in Auto Insurance: Implications for High-Risk, Low-Risk, and Novice Drivers
by K. P. Sapna Isotupa & Mary Kelly & Anne Kleffner - 412-433 The Impact of Spatial Interpolation Techniques on Spatial Basis Risk for Weather Insurance: An Application to Forage Crops
by Milton Boyd & Brock Porth & Lysa Porth & Daniel Turenne - 434-446 Using Parametric Bootstrap to Introduce and Manage Uncertainty: Replicated Loaded Insurance Life Tables
by Jose M. Pavía & Francisco G. Morillas & Juan Carlos Bosch-Rodríguez - 447-468 Management of Portfolio Depletion Risk through Optimal Life Cycle Asset Allocation
by Peter A. Forsyth & Kenneth R. Vetzal & Graham Westmacott - 469-484 Time Series Data Mining with an Application to the Measurement of Underwriting Cycles
by Iqbal Owadally & Feng Zhou & Rasaq Otunba & Jessica Lin & Douglas Wright
April 2019, Volume 23, Issue 2
- 143-168 It’s About Time: An Examination of Loss Reserve Development Time Horizons
by Michael M. Barth & Evan M. Eastman & David L. Eckles - 169-196 Regression Tree Credibility Model
by Liqun Diao & Chengguo Weng - 197-219 Systematic Mortality Improvement Trends and Mortality Heterogeneity: Insights from Individual-Level HRS Data
by Mengyi Xu & Michael Sherris & Ramona Meyricke - 220-249 Cybersecurity Insurance: Modeling and Pricing
by Maochao Xu & Lei Hua - 250-275 An Ex Post Assessment of Investor Response to Catastrophes
by Marc A. Ragin & Jianren Xu - 276-297 Heterogeneous Premiums for Homogeneous Risks? Asset Liability Management under Default Probability and Price-Demand Functions
by Florian Klein & Hato Schmeiser - 298-319 Improving the Forecast of Longevity by Combining Models
by Giovanna Apicella & Michel Dacorogna & Emilia Di Lorenzo & Marilena Sibillo
January 2019, Volume 23, Issue 1
- 1-10 Remarks on the Mossin Theorem
by Liang Hong - 11-26 Stochastic Payments per Claim Incurred
by Guangyuan Gao & Shengwang Meng & Yanlin Shi - 27-32 Statistical Implications of the Revenue Transfer Methodology in the Affordable Care Act
by Michelle Li & Donald Richards - 33-63 Robust Actuarial Risk Analysis
by Jose Blanchet & Henry Lam & Qihe Tang & Zhongyi Yuan - 64-81 Predictive Modeling of Obesity Prevalence for the U.S. Population
by Palma Daawin & Seonjin Kim & Tatjana Miljkovic - 82-97 Capital Allocation for a Sum of Dependent Compound Mixed Poisson Variables: A Recursive Algorithm Approach
by Joseph H. T. Kim & Jiwook Jang & Chaehyun Pyun - 98-119 A General Semi-Markov Model for Coupled Lifetimes
by Min Ji & Rui Zhou - 120-141 Optimal Control of DC Pension Plan Management under Two Incentive Schemes
by Lin He & Zongxia Liang & Yang Liu & Ming Ma
October 2018, Volume 22, Issue 4
- 509-532 Application of Relational Models in Mortality Immunization
by Cary Chi-Liang Tsai & Xinying Liang - 533-553 The Liability Regime of Insurance Pools and Its Impact on Pricing
by Lukas Reichel & Hato Schmeiser - 554-573 Fat-Tailed Regression Modeling with Spliced Distributions
by Guojun Gan & Emiliano A. Valdez - 574-590 The Utility Value of Longevity Risk Pooling: Analytic Insights
by Moshe A. Milevsky & Huaxiong Huang - 591-599 Manual and Automated Procedures for Compiling a Very Large Sample of Centenarian Pedigrees
by Giacomo Nebbia & Lisa Nussbaum & Annie Helmkamp & Stacy Andersen & Thomas Perls & Paola Sebastiani - 600-622 Updating Wilkie’s Economic Scenario Generator for U.S. Applications
by Saisai Zhang & Mary Hardy & David Saunders - 623-645 The Annuity Puzzle and an Outline of Its Solution
by Colin M. Ramsay & Victor I. Oguledo
July 2018, Volume 22, Issue 3
- 323-340 Physiological Age, Health Costs, and Their Interrelation
by M. Govorun & B. L. Jones & X. Liu & D. A. Stanford - 341-364 Optimal Risk Transfer: A Numerical Optimization Approach
by Alexandru V. Asimit & Tao Gao & Junlei Hu & Eun-Seok Kim - 365-379 Solvency II Is Not Risk-Based—Could It Be? Evidence from Non-Life Calibrations
by Sylvestre Frezal - 380-404 CEO Overconfidence and Earnings Management: Evidence from Property-Liability Insurers' Loss Reserves
by Thomas R. Berry-Stölzle & Evan M. Eastman & Jianren Xu - 405-425 Delta Boosting Machine with Application to General Insurance
by Simon C. K. Lee & Sheldon Lin - 426-457 Exploring the Optimal Design of an Employer-Sponsored Sickness-Disability Compensation Insurance Plan When Sickness Presenteeism Is Penalized
by Colin M. Ramsay & Victor I. Oguledo & Annika Krutto - 458-472 Potential “Savings” of Medicare: The Analysis of Medicare Advantage and Accountable Care Organizations
by Patrick L. Brockett & Linda L. Golden & Charles C. Yang - 473-490 An Extension of Spatial Dependence Models for Estimating Short-Term Temperature Portfolio Risk
by Robert Erhardt & David Engler - 491-507 Around the Life Cycle: Deterministic Consumption-Investment Strategies
by Marcus C. Christiansen & Mogens Steffensen
April 2018, Volume 22, Issue 2
- 161-181 Mind the Gap: A Study of Cause-Specific Mortality by Socioeconomic Circumstances
by Daniel H. Alai & Séverine Arnold (-Gaille) & Madhavi Bajekal & Andrés M. Villegas - 182-197 Target-Bequest Investment and Insurance Fund
by Virginia R. Young - 198-209 Evaluating Life Expectancy Evaluations
by Daniel Bauer & Michael V. Fasano & Jochen Russ & Nan Zhu - 210-222 Demography and Inflation: An International Study
by Doug Andrews & Jaideep Oberoi & Tony Wirjanto & Chenggang Zhou - 223-251 Short Positions in the First Principal Component Portfolio
by Phelim Boyle & Shui Feng & David Melkuev & Shuai Yang & Johnew Zhang - 252-269 The Role of Unhealthy Behaviors on an Individual's Self-Reported Perceived Health Status
by Kyeonghee Kim & Marjorie A. Rosenberg - 270-288 Pricing Critical Illness Insurance from Prevalence Rates: Gompertz versus Weibull
by Fabio Baione & Susanna Levantesi - 289-308 Estimation of Crop Yields and Insurance Premiums Using a Shrinkage Estimator
by Sebastain N. Awondo & Octavio A. Ramirez & Gauri S. Datta & Gregory Colson & Esendugue G. Fonsah - 309-322 Cash Flow Risk Management in the Property/Liability Insurance Industry: A Dynamic Factor Modeling Approach
by Min-Ming Wen & H. J. Abraham Lin & Patricia H. Born & Charles Yang & Chun Wang
January 2018, Volume 22, Issue 1
- 1-21 The Optimal Write-Down Coefficients in a Percentage for a Catastrophe Bond
by Xiaoli Zhang & Cary Chi-Liang Tsai - 22-39 Claims Reserving with a Stochastic Vector Projection
by Luís Portugal & Athanasios A. Pantelous & Hirbod Assa - 40-54 Regression Modeling for the Valuation of Large Variable Annuity Portfolios
by Guojun Gan & Emiliano A. Valdez - 55-91 Bonus-Malus Systems with Two-Component Mixture Models Arising from Different Parametric Families
by George Tzougas & Spyridon Vrontos & Nicholas Frangos - 92-118 Coherent Modeling and Forecasting of Mortality Patterns for Subpopulations Using Multiway Analysis of Compositions: An Application to Canadian Provinces and Territories
by Marie-Pier Bergeron-Boucher & Violetta Simonacci & Jim Oeppen & Michele Gallo - 119-136 A Hidden Markov Approach to Disability Insurance
by Boualem Djehiche & Björn Löfdahl - 137-159 Modeling Frost Losses: Application to Pricing Frost Insurance
by Hirbod Assa & Meng Wang & Athanasios A. Pantelous
October 2017, Volume 21, Issue 4
- 1-1 Editorial Board EOV
by The Editors - 485-501 Policyholder Exercise Behavior in Life Insurance: The State of Affairs
by Daniel Bauer & Jin Gao & Thorsten Moenig & Eric R. Ulm & Nan Zhu - 502-525 Mitigating Interest Rate Risk in Variable Annuities: An Analysis of Hedging Effectiveness under Model Risk
by Maciej Augustyniak & Mathieu Boudreault - 526-551 Insurance Portfolio Risk Retention
by Edward Frees - 552-564 Actuarial Risk Matrices: The Nearest Positive Semidefinite Matrix Problem
by Stefan Cutajar & Helena Smigoc & Adrian O’Hagan - 565-579 Aggregating Risks with Partial Dependence Information
by Daniël Linders & Fan Yang - 580-593 Partial Hedging for Equity-Linked Products Using Risk-Minimizing Strategies
by Patrice Gaillardetz & Mehran Moghtadai - 594-610 The Impact of Systematic Trend and Uncertainty on Mortality and Disability in a Multistate Latent Factor Model for Transition Rates
by Zixi Li & Adam W. Shao & Michael Sherris - 611-619 Beyond the Tweedie Reserving Model: The Collective Approach to Loss Development
by Michel Denuit & Julien Trufin - 620-638 General Insurance Deductible Ratemaking
by Gee Y. Lee
July 2017, Volume 21, Issue 3
- 323-342 Modeling Influenza-Like Illness Activity in the United States
by Laslo Bollmann & Matthias Scherer - 343-368 Stochastic Mortality Modeling: Key Drivers and Dependent Residuals
by George Mavros & Andrew J. G. Cairns & George Streftaris & Torsten Kleinow - 369-381 On the Interaction between Transfer Restrictions and Crediting Strategies in Guaranteed Funds
by Eric R. Ulm - 382-396 Egalitarian Equivalent Capital Allocation
by Shinichi Kamiya & George Zanjani - 397-416 Extreme Value Analysis of Mortality at the Oldest Ages: A Case Study Based on Individual Ages at Death
by Samuel Gbari & Michel Poulain & Luc Dal & Michel Denuit - 417-432 Optimal Reinsurance Under the Risk-Adjusted Value of an Insurer’s Liability and an Economic Reinsurance Premium Principle
by Yichun Chi & X. Sheldon Lin & Ken Seng Tan - 433-457 Pricing Surrender Risk in Ratchet Equity-Index Annuities under Regime-Switching Lévy Processes
by Adam W. Kolkiewicz & Fangyuan Sally Lin - 458-483 Variable Annuities with VIX-Linked Fee Structure under a Heston-Type Stochastic Volatility Model
by Zhenyu Cui & Runhuan Feng & Anne MacKay
April 2017, Volume 21, Issue 2
- 161-177 Efficient Greek Calculation of Variable Annuity Portfolios for Dynamic Hedging: A Two-Level Metamodeling Approach
by Guojun Gan & X. Sheldon Lin - 178-192 Joint Insolvency Analysis of a Shared MAP Risk Process: A Capital Allocation Application
by Jun Cai & David Landriault & Tianxiang Shi & Wei Wei - 193-203 On Cramér's First Contributions to Ruin Theory
by Ennio Badolati & Sandra Ciccone - 204-227 A Bühlmann Credibility Approach to Modeling Mortality Rates
by Cary Chi-Liang Tsai & Tzuling Lin - 228-241 A Flexible Bayesian Nonparametric Model for Predicting Future Insurance Claims
by Liang Hong & Ryan Martin - 242-266 Moment Problem and Its Applications to Risk Assessment
by Ruilin Tian & Samuel H. Cox & Luis F. Zuluaga - 267-280 Testing Asymmetry in Dependence with Copula-Coskewness
by Axel Bücher & Felix Irresberger & Gregor N. F. Weiss - 281-296 Indifference Pricing of a GLWB Option in Variable Annuities
by Jungmin Choi - 297-304 The Impact of a Rating Agency's Private Information and Disclosed Causes of Rating Downgrades on Insurer Stock Returns
by Leon Chen & Steven W. Pottier - 305-321 An Efficiency-Based Approach to Determining Potential Cost Savings and Profit Targets for Health Insurers: The Case of Obamacare Health Insurance CO-OPs
by Charles C. Yang & Min-Ming Wen
January 2017, Volume 21, Issue 1
- 1-14 Optimal Reinsurance Design: A Mean-Variance Approach
by Yichun Chi & Ming Zhou - 15-35 Arrow's Theorem of the Deductible with Heterogeneous Beliefs
by Mario Ghossoub - 36-62 Asymptotic Investment Behaviors under a Jump-Diffusion Risk Process
by Tatiana Belkina & Shangzhen Luo - 63-86 Impact of Flexible Periodic Premiums on Variable Annuity Guarantees
by Carole Bernard & Zhenyu Cui & Steven Vanduffel - 87-106 Mean-Variance Asset Liability Management with State-Dependent Risk Aversion
by Yan Zhang & Yonghong Wu & Shuang Li & Benchawan Wiwatanapataphee - 107-146 Model-Based and Nonparametric Approaches to Clustering for Data Compression in Actuarial Applications
by Adrian O’Hagan & Colm Ferrari - 147-160 Factor Copula Approaches for Assessing Spatially Dependent High-Dimensional Risks
by Lei Hua & Michelle Xia & Sanjib Basu
October 2016, Volume 20, Issue 4
- 1-1 Editorial Board EOV
by The Editors - 313-326 The Tail Stein's Identity with Applications to Risk Measures
by Zinoviy Landsman & Emiliano A. Valdez - 327-340 The Theory of Optimal Stochastic Control as Applied to Insurance Underwriting Cycles
by David L. Eckles & David G. McCarthy & Xudong Zeng - 341-354 Compression of Morbidity and Mortality: New Perspectives
by Eric Stallard - 355-403 Obesity, Mortality, and the Obesity Paradox
by Sam Gutterman - 404-419 Member Plan Choice and Migration in Response to Changes in Member Premiums after Massachusetts Health Insurance Reform
by Ian Duncan & Stéphane Guerrier - 420-436 Evaluating the Technical Provisions for Traditional Brazilian Annuity Plans: Continuous-Time Stochastic Approach Based on Solvency Principles
by César Neves & Eduardo Fraga L. de Melo
July 2016, Volume 20, Issue 3
- 201-232 How Genes Modulate Patterns of Aging-Related Changes on the Way to 100: Biodemographic Models and Methods in Genetic Analyses of Longitudinal Data
by Anatoliy I. Yashin & Konstantin G. Arbeev & Deqing Wu & Liubov Arbeeva & Alexander Kulminski & Irina Kulminskaya & Igor Akushevich & Svetlana V. Ukraintseva - 233-251 Empirical Evidence on the Use of Credit Scoring for Predicting Insurance Losses with Psycho-social and Biochemical Explanations
by Linda L. Golden & Patrick L. Brockett & Jing Ai & Bruce Kellison - 252-275 An Empirical Investigation of CDS Spreads Using a Regime-Switching Default Risk Model
by Andreas Milidonis - 276-285 Life Expectancy in 2040: What Do Clinical Experts Expect?
by Vladimir Canudas-Romo & Eva DuGoff & Albert W. Wu & Saifuddin Ahmed & Gerard Anderson - 286-297 Quantification of Operational Risk: A Scenario-Based Approach
by Zeinab Amin - 298-312 Effects of Competition on Insurance Contract Formation
by Michael R. Powers & Joseph Qiu & April Shen & Zhan Shen
April 2016, Volume 20, Issue 2
- 101-113 Accuracy of Long-Range Actuarial Projections of Health Care Costs
by Thomas E. Getzen - 114-132 Credibility in Loss Reserving
by Peng Shi & Brian M. Hartman - 133-141 Option Pricing with Threshold Diffusion Processes
by Fei Su & Kung-Sik Chan - 142-159 The Impact of Disability Insurance on a Portfolio of Life Insurances
by Alexander Maegebier & Nadine Gatzert - 160-183 Predictive Modeling in Long-Term Care Insurance
by Nathan R. Lally & Brian M. Hartman - 184-200 Sarmanov Family of Bivariate Distributions for Multivariate Loss Reserving Analysis
by Anas Abdallah & Jean-Philippe Boucher & Hélène Cossette & Julien Trufin
January 2016, Volume 20, Issue 1
- 1-16 Modeling Severity and Measuring Tail Risk of Norwegian Fire Claims
by Vytaras Brazauskas & Andreas Kleefeld - 17-36 Minimizing the Probability of Lifetime Ruin When Shocks Might Occur: Perturbation Analysis
by Kristen S. Moore & Virginia R. Young - 37-56 Forecasting Longevity Gains for a Population with Short Time Series Using a Structural SUTSE Model: An Application to Brazilian Annuity Plans
by César Neves & Cristiano Fernandes & Álvaro Veiga - 57-64 Familial Risk for Exceptional Longevity
by Paola Sebastiani & Stacy L. Andersen & Avery I. McIntosh & Lisa Nussbaum & Meredith D. Stevenson & Leslie Pierce & Samantha Xia & Kelly Salance & Thomas T. Perls - 65-87 Testing Alternative Regression Frameworks for Predictive Modeling of Health Care Costs
by I. Duncan & M. Loginov & M. Ludkovski