Contact information of Taylor & Francis Journals
Corrections
All material on this site has been provided by the respective publishers and authors. You can help
correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:taf:uaajxx. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Chris Longhurst (email available below). General contact details of provider: http://www.tandfonline.com/uaaj .
Content
2008, Volume 12, Issue 4
2008, Volume 12, Issue 3
2008, Volume 12, Issue 2
2008, Volume 12, Issue 1
2007, Volume 11, Issue 4
- 1-21 Asset Allocation with Hedge Funds on the Menu
by Phelim Boyle & Sun Siang Liew
- 23-41 Regulatory Competition and Life Insurance Solvency Regulation in the European Union and United States
by Philip Booth & Alan Morrison
- 42-60 Estimation of Distress Costs Associated with Downgrades Using Regimeswitching Models
by Andreas Milidonis & Shaun Wang
- 61-75 A Long-Term Model of the Dynamics of the S&P500 Implied Volatility Surface
by Martin le Roux
- 76-91 An Empirical Examination of Jump Risk in U.S. Equity And Bond Markets
by Lee Dunham & Geoffrey Friesen
- 92-109 Markov Aging Process and Phase-Type Law of Mortality
by X. Lin & Xiaoming Liu
- 110-131 Risk Classification for Claim Counts
by Jean-Philippe Boucher & Michel Denuit & Montserrat Guillén
- 132-135 “Search for Predictors of Exceptional Human Longevity: Using Computerized Genealogies and Internet Resources for Human Longevity Studies,” Natalia S. Gavrilova and Leonid A. Gavrilov, January 2007
by Bert Kestenbaum
- 135-138 Authors’ Reply: Search for Predictors of Exceptional Human Longevity: Using Computerized Genealogies and Internet Resources for Human Longevity Studies - Discussion by Bert Kestenbaum
by The Editors
- 138-141 “A Risk Model with Multilayer Dividend Strategy,” Hansjörg Albrecher and Jürgen Hartinger, April 2007
by Ramin Okhrati
- 141-142 Authors’ Reply: A Risk Model with Multilayer Dividend Strategy - Discussion by Cheung; Ramin Okhrati
by The Editors
- 142-144 “On the Class of Erlang Mixtures with Risk Theoretic Applications,” Gordon E. Willmot and Jae-Kyung Woo, April 2007
by Saralees Nadarajah
- 144-144 Authors’ Reply: On the Class of Erlang Mixtures with Risk Theoretic Applications - Discussion by Saralees Nadarajah
by The Editors
- 145-148 “Moments of the Dividend Payments and Related Problems in a Markov-Modulated Risk Model,” Shaunming Li and Yi Lu, April 2007
by Eric Cheung
- 148-150 “Pension Plan Valuation and Mortality Projection: A Case Study with Mortality Data,” Hélène Cossette, Antoine Delwarde, Michel Denuit, Frédérick Guillot, and Étienne Marceau, April 2007
by Steven Haberman & Arthur Renshaw
- 150-150 Author Reply: An Actuarial Premium Pricing Model for Nonnormal Insurance and Financial Risks in Incomplete Markets by Zinoviy Landsman and Michael Sherris - Discussion by Edward Furman; Ricardas Zitikis
by The Editors
2007, Volume 11, Issue 3
- 1-15 Natural Hedging of Life and Annuity Mortality Risks
by Samuel Cox & Yijia Lin
- 16-53 Trajectories of Morbidity, Disability, and Mortality among the U.S. Elderly Population
by Eric Stallard
- 54-69 Predictive Modeling with Longitudinal Data
by Marjorie Rosenberg & Edward Frees & Jiafeng Sun & Paul Johnson & Jim Robinson
- 70-88 A Synchronous Bootstrap to Account for Dependencies Between Lines of Business in the Estimation of Loss Reserve Prediction Error
by Greg Taylor & Gráinne McGuire
- 89-99 Normalized Exponential Tilting
by Shaun Wang
- 100-112 Determining the Optimum Guarantee Period for a One-Life Retirement Annuity
by Gopi Goda & Colin Ramsay
- 113-127 Using Aumann-Shapley Values to Allocate Insurance Risk
by Michael Powers
- 128-136 The Discounted Joint Distribution of the Surplus Prior to Ruin and the Deficit at Ruin in a Sparre Andersen Model
by Jiandong Ren
- 136-137 “The Discounted Joint Distribution of the Surplus Prior to Ruin and the Deficit at Ruin in a Sparre Andersen Model”, Jiandong Ren, July 2007
by Bangwon Ko
- 138-158 Robust and Efficient Methods for Credibility When Claims Are Approximately Gamma-Distributed
by Harald Dornheim & Vytaras Brazauskas
- 159-169 Absolute Ruin Probabilities in a Jump Diffusion Risk Model with Investment
by Hans Gerber & Hailiang Yang
- 170-171 “Stochastic Annuities,” Daniel Dufresne, January 2007
by Bangwon Ko & Andrew Ng
- 172-172 Authors’ Reply: The Impact of DC Pension Systems on Population Dynamics - Discussion by Mark Malnati
by The Editors
- 172-172 “The Impact of DC Pension Systems on Population Dynamics,” Bonnie-Jeanne MacDonald and Andrew J. G. Cairns, January 2007
by Mark Malnati
- 173-174 “An Extreme Value Analysis of Advanced Age Mortality Data,” Kathryn A. Watts, Debbie J. Dupuis, and Bruce L. Jones, October 2006
by Mark Bebbington & Chin-Diew Lai & Ričardas Zitikis
- 174-176 “An Actuarial Premium Pricing Model for Nonnormal Insurance and Financial Risks in Incomplete Markets”, Zinoviy Landsman and Michael Sherris, January 2007
by Edward Furman & Ričardas Zitikis
- 176-183 “A Risk Model with Multilayer Dividend Strategy”, Hansjorg Albrecher and Jürgen Hartinger, April 2007
by Eric Cheung
2007, Volume 11, Issue 2
- 1-34 Pension Plan Valuation and Mortality Projection
by Hélène Cossette & Antoine Delwarde & Michel Denuit & Frédérick Guillot & Étienne Marceau
- 35-42 Coherent Distortion Risk Measures and Higher-Order Stochastic Dominances
by Fabio Bellini & Camilla Caperdoni
- 43-64 A Risk Model with Multilayer Dividend Strategy
by Hansjörg Albrecher & Jürgen Hartinger
- 65-76 Moments of the Dividend Payments and Related Problems in a Markov-Modulated Risk Model
by Shuanming Li & Yi Lu
- 77-98 On Approximating the Individual Risk Model
by Peter Kornya
- 99-115 On the Class of Erlang Mixtures with Risk Theoretic Applications
by Gordon Willmot & Jae-Kyung Woo
- 115-117 “On the Class of Erlang Mixtures with Risk Theoretic Applications”, Gordon E. Willmot and Jae-Kyung Woo, April 2007
by David Dickson & Howard Waters
- 118-118 Authors’ Reply: On the Class of Erlang Mixtures with Risk Theoretic Applications - Discussion by David C. M. Dickson; Howard R. Waters
by The Editors
- 119-134 On the Gerber-Shiu Discounted Penalty Function for the Ordinary Renewal Risk Model with Constant Interest
by Rong Wu & Yuhua Lu & Ying Fang
- 134-135 ”On the Gerber-Shiu Discounted Penalty Function for the Ordinary Renewal Risk Model with Constant Interest“, Rong Wu; Yuhua Lu and Ying Fang, April 2007
by Bangwon Ko
- 135-135 Authors’ Reply: On the Gerber-Shiu Discounted Penalty Function for the Ordinary Renewal Risk Model with Constant Interest - Discussion by Bangwon Ko
by The Editors
- 136-149 The Expected Discounted Penalty at Ruin for a Markov-Modulated Risk Process Perturbed by Diffusion
by Yi Lu & Cary Tsai
- 149-150 ”The Expected Discounted Penalty at Ruin for a Markov-Modulated Risk Process Perturbed by Diffusion“, Yi Lu and Cary Chi-Liang Tsai, April 2007
by Bangwon Ko
- 151-152 Authors’ Reply: The Expected Discounted Penalty at Ruin for a Markov-Modulated Risk Process Perturbed by Diffusion - Discussion by Bangwon Ko
by The Editors
- 153-153 “On the Expected Discounted Penalty Function for L´vy Risk Processes,” José Garrido and Manuel Morales, October 2006
by Xiaowen Zhou
- 154-156 “Managing Longevity Risk in the U.S. Retirement Plans through Mandatory Annuitization,” Beverly J. Orth, July 2006
by Sarah Christiansen
- 156-156 Author’s Reply: Managing Longevity Risk in the U.S. Retirement Plans through Mandatory Annuitization - Discussion by Sarah L. M. Christiansen
by The Editors
- 157-159 “On the Merger of Two Companies,” Hans Gerber and Elias S. W. Shiu, July 2006
by Hansjörg Albrecher & Stefan Thonhauser
- 159-159 Authors’ Reply: On the Merger of Two Companies - Discussion by Hansjörg Albrecher; Stefan Thonhauser
by The Editors
2007, Volume 11, Issue 1
- 1-1 Remembering Jim Hickman
by Harry Panjer
- 1-11 James C. Hickman
by Edward Frees
- 11-13 From John Beekman, ASA, Ball State University
by The Editors
- 13-13 From Phelim Boyle, PhD, Wilfrid Laurier University and the University of Waterloo
by The Editors
- 13-13 From Hans Gerber, ASA, University of Lausanne
by The Editors
- 13-14 From Robert V. Hogg, PhD, University of Iowa
by The Editors
- 14-16 From Warren Luckner, FSA, University of Nebraska-Lincoln
by The Editors
- 16-16 From Robert Shapiro, FSA, The Shapiro Network Inc
by The Editors
- 17-48 The Impact of DC Pension Systems on Population Dynamics
by Bonnie-Jeanne MacDonald & Andrew Cairns
- 49-67 Search for Predictors of Exceptional Human Longevity
by Natalia Gavrilova & Leonid Gavrilov
- 68-89 The Lee-Carter Model for Forecasting Mortality, Revisited
by Siu-Hang Li & Wai-Sum Chan
- 90-118 Adult Polycystic Kidney Disease and Insurance
by Cristina Gutiérrez & Angus Macdonald
- 119-135 An Actuarial Premium Pricing Model for Nonnormal Insurance and Financial Risks in Incomplete Markets
by Zinoviy Landsman & Michael Sherris
- 136-157 Stochastic Life Annuities
by Daniel Dufresne
- 158-161 “On Optimal Dividend Strategies in the Compound Poisson Model”, by Elias S. W. Shiu and Hans U. Gerber, April 2006
by Eric Cheung
- 161-162 Authors' Reply: On Optimal Dividend Strategies in the Compound Poisson Model, discussion by Eric C. K. Cheung
by Hans Gerber & Elias Shiu
- 163-164 “Capital Allocation In Insurance: Economic Capital And The Allocation Of The Default Option Value,” By Michael Sherris And John van der Hoek, April 2006
by Helmut Gründl & Hato Schmeiser
- 164-165 Authors’ Reply: Capital Allocation In Insurance: Economic Capital And The Allocation Of The Default Option Value - Discussion by Helmut Gründl; Hato Schmeiser
by The Editors
2006, Volume 10, Issue 4
2006, Volume 10, Issue 3
- 1-1 Editorial Independence
by Bob Beuerlein
- 1-6 The Number of Centenarians in the United States on January 1, 1990, 2000, AND 2010 Based on Improved Medicare Data
by Bert Kestenbaum & B. Ferguson
- 7-16 The Metabolic Syndrome and All-Cause Mortality in an Insured Lives Population
by C. Pinkham & Marianne Cumming & Howard Minuk
- 17-31 The Impact of Asbestos and Environmental Reserves Increases on Shareholder Wealth
by L. Colquitt & Robert Hoyt & Kathleen McCullough
- 32-44 Managing Longevity Risk in U.S. Retirement Plans Through Mandatory Annuitization
by Beverly Orth
- 45-59 Claims Reserving When There Are Negative Values in the Runoff Triangle
by Enrique de Alba
- 60-67 On The Merger Of Two Companies
by Hans Gerber & Elias Shiu
- 68-71 “On Optimal Dividend Strategies in the Compound Poisson Model”, by Hans U. Gerber and Elias S. W. Shiu, April 2006
by Hansjörg Albrecher & Stefan Thonhauser
- 71-75 “On Optimal Dividend Strategies in the Compound Poisson Model”, by Hans U. Gerber and Elias S. W. Shiu, April 2006
by Bangwon Ko
- 76-78 “On Optimal Dividend Strategies in the Compound Poisson Model”, by Hans U. Gerber and Elias S. W. Shiu, April 2006
by Nathaniel Smith
- 78-79 “On Optimal Dividend Strategies in the Compound Poisson Model”, by Hans U. Gerber and Elias S. W. Shiu, April 2006
by Xiaowen Zhou
- 78-79 “On Optimal Dividend Strategies in the Compound Poisson Model”, by Hans U. Gerber and Elias S. W. Shiu, April 2006
by Chuancun Yin
- 84-84 Authors’ Reply: On Optimal Dividend Strategies in the Compound Poisson Model - Discussion by Hansjörg Albrecher; Stefan Thonhauser; Bangwon Ko; Nathaniel Smith; Chuancun Yin; Xiaowen Zhou
by The Editors
2006, Volume 10, Issue 2
- 1-1 The Magnificent Seven
by Phelim Boyle
- 1-27 Financial Pricing Models for Property-Casualty Insurance Products
by Ernesto Schirmacher & Sholom Feldblum
- 28-38 Forecasting Runoff Triangles
by Piet de Jong
- 39-61 Capital Allocation In Insurance
by Michael Sherris & John van der Hoek
- 62-75 Option Pricing Under Autoregressive Random Variance Models
by Tak Siu
- 76-93 On Optimal Dividend Strategies In The Compound Poisson Model
by Hans Gerber & Elias Shiu
- 94-108 Optimal Dividends In An Ornstein-Uhlenbeck Type Model With Credit And Debit Interest
by Jun Cai & Hans Gerber & Hailiang Yang
- 109-112 “Optimal Dividends In An Ornstein-Uhlenbeck Type Model With Credit And Debit Interest”, Jun Cai, Hans U. Gerber and Hailiang Yang, April 2006
by Nathaniel Smith
- 112-116 “Optimal Dividends In An Ornstein-Uhlenbeck Type Model With Credit And Debit Interest”, Jun Cai, Hans U. Gerber and Hailiang Yang, April 2006
by Andrew Ng
- 116-118 “Optimal Dividends In An Ornstein-Uhlenbeck Type Model With Credit And Debit Interest”, Jun Cai, Hans U. Gerber and Hailiang Yang, April 2006
by Jinxia Zhu
- 119-119 Authors’ Reply: Optimal Dividends In An Ornstein-Uhlenbeck Type Model With Credit And Debit Interest - Discussion by Nathaniel Smith; Andrew C. Y. Ng; Jinxia Zhu
by The Editors
- 120-129 On The Decomposition Of The Ruin Probability For A Jump-Diffusion Surplus Process Compounded By A Geometric Brownian Motion
by Jun Cai & Chengming Xu
- 129-131 Authors’ Reply: On The Decomposition Of The Ruin Probability For A Jump-Diffusion Surplus Process Compounded By A Geometric Brownian Motion - Discussion by Hailiang Yang
by The Editors
- 129-131 “On The Decomposition Of The Ruin Probability For A Jump-Diffusion Surplus Process Compounded By A Geometric Brownian Motion”, Jun Cai and Chengming Xu, April 2006
by Hailiang Yang
- 133-139 “On a Classical Risk Model with a Constant Dividend Barrier”, Xiaowen Zhou, October 2005
by Beda Chan & Hans Gerber & Elias Shiu
- 139-143 “On a Classical Risk Model with a Constant Dividend Barrier”, Xiaowen Zhou, October 2005
by Chuancun Yin
- 143-146 Authors’ Reply: On a Classical Risk Model with a Constant Dividend Barrier - Discussion by Beda Chan; Hans U. Gerber; Chuancun Yin; Elias S. W. Shiu
by Xiaowen Zhou
- 147-153 “Toward a Unified Approach to Fitting Loss Models”, Stuart Klugman and Jacques Rioux, January 2006
by Jiafeng Sun & Edward Frees & Marjorie Rosenberg
- 154-154 McNeil, Alexander J., Frey, Rüdiger, and Embrechts, Paul, 2005
by Beda Chan
2006, Volume 10, Issue 1
2005, Volume 9, Issue 4
- 1-1 A Health Research Agenda
by Howard Bolnick
- 1-27 Pension Plan Termination and Retirement
by Edward Frees
- 28-42 Epidemic Modelling using Sars as a Case Study
by Na Jia & Lawrence Tsui
- 43-55 The Earnings Implications of Pension Expense
by Paul Joss
- 56-70 Modeling Surrender and Lapse Rates With Economic Variables
by Changki Kim
- 71-82 Comparing Approximations for Risk Measures of Sums of Nonindependent Lognormal Random Variables
by Steven Vanduffel & Tom Hoedemakers & Jan Dhaene
- 83-94 Mixture Gaussian Time Series Modeling of Long-Term Market Returns
by Albert Wong & Wai-Sum Chan
- 95-108 On a Classical Risk Model with a Constant Dividend Barrier
by Xiaowen Zhou
- 109-122 Real Longevity Insurance with a Deductible: Introduction to Advanced-Life Delayed Annuities (ALDA)
by Moshe Milevsky
- 123-125 “Pensions and Capital Structure: Why Hold Equities in the Pension Fund?”, John Ralfe, Cliff Speed, and Jon Palin, July 2004
by Frank Bensics
- 125-130 “Pensions and Capital Structure: Why Hold Equities in the Pension Fund?”, John Ralfe, Cliff Speed, and Jon Palin, July 2004
by David Blake & M. Zaki Khorasanee
- 131-134 “The Time Value of Ruin in a Sparre Andersen Model,’ Hans U. Gerber and Elias S. W. Shiu, April 2005
by Andrew Ng
- 134-136 “The Time Value of Ruin in a Sparre Andersen Model,’ Hans U. Gerber and Elias S. W. Shiu, April 2005
by Chuancun Yin & Sung Nok Chiu
- 136-136 Authors' Reply: The Time Value of Ruin in a Sparre Andersen Model, Hans U. Gerber and Elias S. W. Shiu, April 2005 - Discussion by Andrew C. Y. Ng, Chuancun Yin, and Sung Nok Chiu
by The Editors
2005, Volume 9, Issue 3
- 1-1 Risk Management Research Imperatives
by Donald Mango
- 1-21 Accounting/Actuarial Bias Enables Equity Investment By Defined Benefit Pension Plans
by Jeremy Gold
- 22-49 Aging Curves for Health Care Costs in Retirement
by Jeffrey Petertil
- 50-76 Pricing Options Using Lattice Rules
by Phelim Boyle & Yongzeng Lai & Ken Seng Tan
- 77-89 Managing Economic and Virtual Economic Capital Within Financial Conglomerates
by Marc Goovaerts & Eddy Van den Borre & Roger Laeven
- 90-108 Bayesian Assessment of the Distribution of Insurance Claim Counts Using Reversible Jump MCMC
by Ioannis Ntzoufras & Athanassios Katsis & Dimitris Karlis
- 110-128 Minimizing the Probability of Ruin When Claims Follow Brownian Motion with Drift
by S. David Promislow & Virginia Young
- 129-142 Some Ruin Problems for a Risk Process with Stochastic Interest
by Kam-Chuen Yuen & Guojing Wang
- 130-142 “A Bayesian Generalized Linear Model for the Bornhuetter-Ferguson Method of Claims Reserving,” R. J. Verrall, July 2004
by Katrien Antonio & Jan Beirlant & Tom Hoedemakers
- 143-145 “A Bayesian Generalized Linear Model for the Bornhuetter-Ferguson Method of Claims Reserving,” R. J. Verrall, July 2004
by David Scollnik
- 149-149 “Author’s Reply: A Bayesian Generalized Linear Model for the Bornhuetter-Ferguson Method of Claims Reserving,” R. J. Verrall, July 2004 - Discussion by Katrien Antonio, Jan Beirlant, Tom Hoedemakers, and David P. M. Scollnik
by The Editors
- 150-151 “A Framework For Long-Term Actuarial Projections of Health Care Costs: The Importance of Population Aging and Other Factors,” Howard J. Bolnick, October 2004
by John Beekman
- 152-152 Dettweiler, Egbery, 2004, , EAGLE-Lecture, Leipzig: edition am Gutenbergplatz Leipzig
by Andrew Ng
2005, Volume 9, Issue 2
Printed from https://ideas.repec.org/s/taf/uaajxx4.html