IDEAS home

Printed from https://ideas.repec.org/s/taf/uaajxx5.html

My serials Follow this serial

Taylor & Francis Journals

North American Actuarial Journal

Contact information of Taylor & Francis Journals

Web page: http://www.tandfonline.com/uaaj

Serial Information

Order information:
Web: http://www.tandfonline.com/pricing/journal/uaaj20
Pricing information: individual rates available on request
Editor: Kathryn Baker
Series handle: RePEc:taf:uaajxx
ISSN: 2325-0453

Citations RSS feed: at CitEc

Impact factors

Access and download statistics
Top item:

By citations
By downloads (last 12 months)

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

2003, Volume 7, Issue 4

2003, Volume 7, Issue 3

1-17 Pricing Guaranteed Life Insurance Participating Policies with Annual Premiums and Surrender Option
by Anna Rita Bacinello
18-36 Generalized Pareto Fit to the Society of Actuaries’ Large Claims Database
by Ana Cebrián & Michel Denuit & Philippe Lambert
37-51 Geometric Brownian Motion Models for Assets and Liabilities: From Pension Funding to Optimal Dividends
by Hans Gerber & Elias Shiu
51-53 “Geometric Brownian Motion Models for Assets and Liabilities: From Pension Funding to Optimal Dividends”, Hans U. Gerber and Elias S. W. Shiu, January 2003
by X. Sheldon Lin
54-55 “Geometric Brownian Motion Models for Assets and Liabilities: From Pension Funding to Optimal Dividends”, Hans U. Gerber and Elias S. W. Shiu, January 2003
by Marc Decamps & Marc Goovaerts
55-56 Author’s Reply: Geometric Brownian Motion Models for Assets and Liabilities: From Pension Funding to Optimal Dividends - Discussion by X. Sheldon Lin; Marc Decamps; Marc Goovaerts
by The Editors
57-61 Note on the Tail Behavior of Random Walk Maxima with Heavy Tails and Negative Drift
by Rob Kaas & Qihe Tang
62-74 Gradual Retirement: An Additional Option in Work and Retirement
by Yung-Ping Chen & John Scott
75-84 Issues for Implementing Phased Retirement in Defined Benefit Plans
by Jonathan Barry Forman & Patricia Scahill
87-110 An Individual’s Chosen Retirement Age: When is the Economically Feasible Retirement Age Chosen over the Anchor Provided by Known Others?
by Linda Smith Brothers
111-112 “Mortality of the Extreme Aged in the United States in the 1990s, Based on Improved Medicare Data” by Bert Kestenbaum and B. Reneé Ferguson, July 2002
by T. P. Hutchinson
112-116 “Efficient and Robust Fitting of Lognormal Distributions,” Robert Serfling, October 2002
by Thierry Duchesne & Jacques Rioux
116-116 Authors’ Reply: “Efficient and Robust Fitting of Lognormal Distributions,” Robert Serfling, October 2002 - Discussion by Thierry Duchesne; Jacques Rioux
by Robert Serfling
117-119 “Moments of the Surplus before Ruin and the Deficit at Ruin in the Erlang(2) Risk Process,” Yebin Cheng and Qihe Tang, January 2003
by Hans Gerber & Elias Shiu
119-122 “Moments of the Surplus before Ruin and the Deficit at Ruin in the Erlang(2) Risk Process,” Yebin Cheng and Qihe Tang, January 2003
by Shuanming Li
122-124 “Moments of the Surplus before Ruin and the Deficit at Ruin in the Erlang(2) Risk Process,” Yebin Cheng and Qihe Tang, January 2003
by X. Sheldon Lin
124-127 “Pricing Lookback Options and Dynamic Guarantees,” Hans U. Gerber and Elias S. W. Shiu, January 2003
by Carisa Yu

2003, Volume 7, Issue 2

1-1 The Reviewing Process
by Edward Frees
1-23 Designing a World-Class Health Care System
by Howard Bolnick
24-43 Factors Affecting Retirement Mortality
by Robert Brown & Joanne McDaid
44-56 Economic Capital Allocation Derived from Risk Measures
by Jan Dhaene & Mark Goovaerts & Rob Kaas
56-57 “Economic Capital Allocation Derived from Risk Measures”, Eddy Van den Borre, January 2003
by Eddy Van Den Borre
57-59 Author’s Reply: Economic Capital Allocation Derived from Risk Measures - Discussion by Jan Dhaene; Mark J. Goovaerts; Rob Kaas
by The Editors
60-77 Pricing Perpetual Fund Protection with Withdrawal Option
by Hans Gerber & Elias Shiu
77-81 “Pricing Perpetual Fund Protection with Withdrawal Option”, Hans U. Gerber and Elias S.W. Shiu, January 2003
by Chi Chiu Chu & Yue Kuen Kwok
82-87 “Pricing Perpetual Fund Protection with Withdrawal Option”, Hans U. Gerber and Elias S.W. Shiu, January 2003
by Jérôme Pansera
87-90 “Pricing Perpetual Fund Protection with Withdrawal Option”, Hans U. Gerber and Elias S.W. Shiu, January 2003
by Carisa Yu
90-92 Author’s Reply: Pricing Perpetual Fund Protection with Withdrawal Option - Discussion by Chi Chiu Chu; Yue Kuen Kwok; Jérôme Pansera; Carisa K.W. Yu
by The Editors
92-93 Norman Thomson
by Brian Schott
93-115 Adult Polycystic Kidney Disease and Critical Illness Insurance
by Cristina Gutiérrez & Angus Macdonald
116-127 Contaminated Exponential Dispersion Loss Models
by Zinoviy Landsman & Udi Makov
145-146 Boyle, Phelim P., and Boyle, Feidlim, 2001
by Samuel Cox

2003, Volume 7, Issue 1

1-12 Moments of the Surplus before Ruin and the Deficit at Ruin in the Erlang(2) Risk Process
by Yebin Cheng & Qihe Tang
13-37 Multivariate Credibility for Aggregate Loss Models
by Edward Frees
38-47 Indicator Function and Hattendorff Theorem
by Hans Gerber & Bartholomew Leung & Elias Shiu
48-66 Pricing Lookback Options and Dynamic Guarantees
by Hans Gerber & Elias Shiu
66-67 “Pricing Lookback Options and Dynamic Guarantees”, Hans U. Gerber and Elias S.W. Shiu, January 2003
by Griselda Deelstra
68-86 Equity-Indexed Life Insurance: Pricing and Reserving Using the Principle of Equivalent Utility
by Virginia Young
87-87 “Comparison of Future Lifetime Distribution and Its Approximations,” Esther Frostig, April 2002
by Bruce Jones & John A. Mereu
87-87 Author’s Reply: Comparison of Future Lifetime Distribution and Its Approximations - Discussion by Bruce L. Jones and John A. Mereu
by The Editors
88-89 Briys, Eric, and de Varenne, François
by Elias Shiu

2002, Volume 6, Issue 4

1-20 Bayesian Estimation of Outstanding Claim Reserves
by Enrique de Alba
21-37 Why Do Females Live Longer Than Males?
by Jean Lemaire
38-54 Estimating International Adverse Selection in Annuities
by Olivia Mitchell & David McCarthy
55-65 Converting Clinical Literature to an Insured Population: A Comparison of Models Using Nhanes
by Brad Roudebush & John Klein
65-66 Converting Clinical Literature to an Insured Population: A Comparison of Models Using NHANES
by Grant Hemphill
67-80 Regression Models for Bivariate Loss Data
by David Scollnik
81-94 An Economic Analysis of Life Insurance Company Expenses
by Dan Segal
95-109 Efficient and Robust Fitting of Lognormal Distributions
by Robert Serfling
110-113 “Authors’ Reply: Financial and Demographic Risks of a Portfolio of Life Insurance Policies with Stochastic Interest Rates: Evaluation Methods and Applications,” Maria Giuseppina Bruno, Emanuela Camerini and Alvaro Tomassetti, October 2000 - Discussion by Fabrizio Cacciafesta
by Maria Giuseppina Bruno & Emanuela Camerini & Alvaro Tomassetti
113-114 “A Re-examination of the Joint Mortality Function,” Heekyung Youn, Arkady Shemyakin, and Edwin Herman, January 2002
by James Hickman & Donald Jones
114-116 “A Re-examination of the Joint Mortality Function,” Heekyung Youn, Arkady Shemyakin, and Edwin Herman, January 2002
by S. David Promislow
116-116 “Authors’ Reply: A Re-examination of the Joint Mortality Function,” Heekyung Youn, Arkady Shemyakin, and Edwin Herman,” January 2002 - Discussion by S. David Promislow
by Heekyung Youn & Arkady Shemyakin & Edwin Herman
117-117 “Response from: A Re-examination of the Joint Mortality Function,” Heekyung Youn, Arkady Shemyakin, and Edwin Herman,” January 2002
by S. David Promislow

2002, Volume 6, Issue 3

1-1 Guest Editorial
by Robert Johansen
1-13 Dealing with Problems in Data Quality for the Measurement of Mortality at Advanced Ages in Canada
by Robert Bourbeau & Bertrand Desjardins
14-29 Approaches and Experiences in Projecting Mortality Patterns for the Oldest-Old
by Thomas Buettner
30-37 Research Into the Aging Process: A Survey
by Gene Held
38-44 Mortality of the Extreme Aged in the United States in the 1990S, Based on Improved Medicare Data
by Bertram Kestenbaum & B. Reneé Ferguson
45-53 Living to 100 and Beyond: Implications of Longer Life Spans
by Anna Rappaport & Alan Parikh
54-63 Emergence of Supercentenarians in Low-Mortality Countries
by Jean-Marie Robine & James Vaupel
64-87 Underlying and Multiple Case Mortality Advanced Ages: United States 1980-1998
by Eric Stallard
88-103 Efficient Stochastic Modeling for Large and Consolidated Insurance Business: Interest Rate Sampling Algorithms
by Yvonne Chueh

2002, Volume 6, Issue 2

1-10 The Use of Internal Models for Determining Liabilities and Capital Requirements
by Allan Brender
11-17 Comparison Between Future Lifetime Distribution and Its Approximations
by Esther Frostig
18-41 An Approach to Fair Valuation of Insurance Liabilities Using the Firm’s Cost of Capital
by Luke Girard
41-46 “An Approach to Fair Valuation of Insurance Liabilities Using the Firm’s Cost of Capital”, Luke N. Girard, July 2002
by J. Peter Duran
47-59 The Evolving Role of the Actuary in Financial Reporting of Insurance
by Sam Gutterman
60-75 An Investigation of the Pay-As-You-Go Financing Method Using a Contingency Fund and Optimal Control Techniques
by Steven Haberman & Alexandros Zimbidis
76-94 Generalized Frasier Claim Rates Under Survivorship Life Insurance Policies
by Paul Margus
95-106 Market Value of Liabilities Mortality Risk
by Henk van Broekhoven
107-124 Understanding the Behavior and Hedging of Segregated Funds Offering the Reset Feature
by Heath Windcliff & Martin Le Roux & Peter Forsyth & Kenneth Vetzal
125-125 “The Shift to Defined Contribution Pension Plans: Why Did It Not Happen in Canada?” Robert L. Brown and Jianxun Liu, July 2001
by Edward Friend
125-127 “Macroeconomic Aspects of Private Retirement Programs,” Krzysztof M. Ostaszewski, July 2001
by Eric Klieber
127-129 “Macroeconomic Aspects of Private Retirement Programs,” Krzysztof M. Ostaszewski, and “The Shift to Defined Contribution Pension Plans: Why Did It Not Happen in Canada?” Robert L. Brown and Jianxun Liu, July 2001
by Harry Satanove
129-129 “Principal Applications of Bayesian Methods in Actuarial Science: A Perspective” Udi E. Makov, October 2001
by Robert Link

2002, Volume 6, Issue 1

1-1 Continuing a Tradition
by Edward (Jed) Frees
1-11 The Coming Revolution in Insurance Accounting
by Sam Gutterman
12-27 Fair Value of Liabilities: The Financial Economics Perspective
by David Babbel & Jeremy Gold & Craig Merrill
28-61 Performance Reporting under Fair Value Accounting
by Marsha Wallace
62-87 Fair Value Accounting Compared to Other Accounting Systems
by Godfrey Perrott & William Hines
87-90 “Fair Value Accounting Compared to Other Accounting Systems”, Godfrey Perrott and William Hines, January 2002
by Mark Freedman
91-112 A Comparison of Solvency Requirements and Early Warning Systems for Life Insurance Companies in China With Representative World Practices
by Johnny Wong
113-125 Bayesian Modelling of Outstanding Liabilities Incorporating Claim Count Uncertainty
by Ioannis Ntzoufras & Petros Dellaportas
128-136 Implementation of Four Models for Outstanding Liabilities in Winbugs: A Discussion of a Paper by Ntzoufras and Dellaportas
by David Scollnik
137-165 A Cash-Flow Approach to Pension Funding
by M. Zaki Khorasanee
166-170 A Re-Examination of the Joint Mortality Functions
by Heekyung Youn & Arkady Shemyakin & Edwin Herman
171-173 “A Regime-Switching Model of Long-Term Stock Returns” by Mary Hardy, April 2001
by Gordon Klein
173-176 “Author’s Reply: A Regime-Switching Model of Long-Term Stock Returns” by Mary Hardy, April 2001 - Discussion by Gordon E. Klein
by Mary Hardy

2001, Volume 5, Issue 4

1-1 Case Studies Add Unique Perspective
by Edward Frees & Stuart Klugman
1-23 The Relationship Between the Supplemental Security Income and the Old-Age, Survivors, and Disability Insurance Programs During the 1990s
by John Beekman & Eli Donkar
24-42 Case Studies Using Panel Data Models
by Edward Frees & Virginia Young & Yu Luo
53-57 Principal Applications of Bayesian Methods in Actuarial Science
by Udi Makov
57-60 “Principal Applications of Bayesian Methods in Actuarial Science: A Perspective”, Udi E. Makov, October 2001
by Marjorie Rosenberg
60-62 “Principal Applications of Bayesian Methods in Actuarial Science: A Perspective”, Udi E. Makov, October 2001
by M. Mendoza
62-67 “Principal Applications of Bayesian Methods in Actuarial Science: A Perspective”, Udi E. Makov, October 2001
by Francisco Vázquez-Polo
67-69 “Principal Applications of Bayesian Methods in Actuarial Science: A Perspective”, Udi E. Makov, October 2001
by James Hickman & Donald Jones
69-72 “Principal Applications of Bayesian Methods in Actuarial Science: A Perspective”, Udi E. Makov, October 2001
by Enrique de Alba
72-72 “Principal Applications of Bayesian Methods in Actuarial Science: A Perspective”, Udi E. Makov, October 2001
by David Scollnik
72-73 Author’s Reply: Principal Applications of Bayesian Methods in Actuarial Science: A Perspective - Discussion by Marjorie A. Rosenberg; M. Mendoza; Francisco José VáZquez-Polo; James C. Hickman; Donald A. Jones; Enrique de Alba; David P. M. Scollnik
by The Editors
74-83 A Statistical Method for Monitoring a Change in the Rate of Nonacceptable Inpatient Claims
by Marjorie Rosenberg
84-94 The Impact of the Inpatient Prospective Payment System and Diagnosis-Related Groups
by Marjorie Rosenberg & Mark Browne
95-111 Evaluating Managed Care Effectiveness
by Jill Schield & James Murphy & Howard Bolnick
112-114 “Financial and Demographic Risk of a Portfolio of Life Insurance Policies with Stochastic Interest Rates: Evaluation Methods and Applications,” M. G. Bruno, E. Camerini, and A. Tomassetti, October 2000
by Fabrizio Cacciafesta
114-116 “Why Men Die Younger: Causes of Mortality Differences By Sex,” Barbara Blatt Kalben, October 2000
by Jess Mast
116-116 “Why Men Die Younger: Causes of Mortality Differences By Sex,” Barbara Blatt Kalben, October 2000
by Leonie Tickle

2001, Volume 5, Issue 3

1-18 Valuation of the Reset Options Embedded in Some Equity-Linked Insurance Products
by Phelim Boyle & Adam Kolkiewicz & Ken Seng Tan
19-30 A Gaussian Process of Yield Rates Calibrated with Strips
by J. F. Carrière
31-47 Dynamic Fund Protection
by Junichi Imai & Phelim Boyle
49-51 “Dynamic Fund Protection”, Junichi Imai; Phelim P. Boyle, July 2001
by Hans Gerber & Elias Shiu
52-64 Macroeconomic Aspects of Private Retirement Programs
by Krzysztof Ostaszewski
65-77 The Shift to Defined Contribution Pension Plans
by Robert Brown & Jianxun Liu
78-91 Bayesian Risk Measures for Derivatives via Random Esscher Transform
by Tak Kuen Siu & Howell Tong & Hailiang Yang
92-103 The Joint Distribution of Surplus Immediately before Ruin and the Deficit at Ruin under Interest Force
by Hailiang Yang & Lihong Zhang
104-117 State Price Density, Esscher Transforms, and Pricing Options on Stocks, Bonds, and Foreign Exchange Rates
by Yong Yao
118-122 “Calculating Funding Premiums for Universal Life Insurance,” Calvin Cherry, April 2000
by David Lange & Betty Simkins
123-126 “Robust and Efficient Estimation of the Tail Index of a Single-Parameter Pareto Distribution,” Vytaras Brazauskas and Robert Serfling, October 2000
by Martin Bilodeau
126-128 Authors’ Reply: Robust and Efficient Estimation of the Tail Index of a Single-Parameter Pareto Distribution - Discussion by Vytaras Brazauskas; Robert Serfling
by The Editors
128-133 “Valuing Equity-Indexed Annuities,” Serena Tiong, October 2000
by Ya-Chun Huang
133-136 “Valuing Equity-Indexed Annuities,” Serena Tiong, October 2000
by Hangsuck Lee
137-138 Stampfli, Joseph, and Goodman, Victor, 2001
by S. David Promislow

2001, Volume 5, Issue 2

1-7 A Macro-Economic Indicator of Age at Retirement
by Robert Brown & Robin Damm & Ishmael Sharara
7-10 “A Macro-Economic Indicator of Age at Retirement”, Robert L. Brown; Robin Damm; Ishmael Sharara, April 2001
by Bernard Dussault
11-26 Dynamic Financial Models of Life Insurers
by Mark Browne & James Carson & Robert Hoyt
27-39 Analysis of Incremental Returns of Canadian Mutual Funds
by J. F. Carrière & C. F. Hill
39-40 “Analysis of Incremental Returns of Canadian Mutual Funds”, J. F. Carrière; C. F. Hill, April 2001
by X. Sheldon Lin
41-53 A Regime-Switching Model of Long-Term Stock Returns
by Mary Hardy
54-78 Genetics, Alzheimer’s Disease, and Long-Term Care Insurance
by Angus Macdonald & Delme Pritchard
79-95 Hedging Equity-Linked Life Insurance Contracts
by Thomas Møller
96-124 Actuarial Modeling with MCMC and BUGs
by David Scollnik
124-125 “Actuarial Modeling with MCMC and BUGs”, David P. M. Scollnik, April 2001
by David Spiegelhalter
126-135 Multivariate Analysis of Pension Plan Mortality Data
by Charles Vinsonhaler & Nalini Ravishanker & Jeyaraj Vadiveloo & Guy Rasoanaivo
135-138 “Multivariate Analysis of Pension Plan Mortality Data”, Charles Vinsonhaler; Nalini Ravishanker; Jeyaraj Vadiveloo; Guy Rasoanaivo, April 2001
by Jeffrey Pai
139-140 “Including Homemakers in Social Security,” Robert L. Brown, Robin Damm, and Ishmael Sharara, October 2000
by Bernard Dussault
140-141 “Including Homemakers in Social Security,” Robert L. Brown, Robin Damm, and Ishmael Sharara, October 2000
by Caterina Lindman
141-142 “Who Says Financial Services Integration Is in Consumers’ Best Interests?” Joseph M. Belth, July 2000
by Daniel Kahan

2001, Volume 5, Issue 1

1-11 Setting the Stage
by Anna Rappaport
12-31 Impacts on Economic Security Programs of Rapidly Shifting Demographics
by Robert Brown
32-56 Impact of Replacing a Defined Benefit Pension with a Defined Contribution Plan or a Cash Balance Plan
by Robert Clark & Fred Munzenmaier
57-69 Optimal Annuitization Policies
by Moshe Arye Milevsky
70-79 401(k) Investment Decisions and Social Security Reform
by Cori Uccello
80-94 A Behavioral Model for Predicting Employee Contributions to 401(k) Plans
by Jack VanDerhei & Craig Copeland
95-103 Making Federal Pension Policy Work
by Jonathan Forman
104-108 Balancing Retirement Security With the Needs of Frail Parents
by Richard Johnson & Anthony Lo Sasso
109-113 Financing Gaps of Public Pension Schemes and Market Potential for the Private Retirement Market
by Thomas Trauth
114-115 Analysis of the Profiles of Mexican Companies with Respect to Granting a Retirement Pension Plan
by Rosa Farell Campa & Juan Carlos Padilla Aguilar & Jose Garcia Nuñez & Mario Arriaga Parra
116-117 Baby Boom to Baby Bust
by Dennis Coleman
118-118 Retirement Pensions in Mexico
by Roberto Ham-Chande & José Salas-Lizaur
119-119 Trends in Social Security and Pension Policy—Implications for Women
by Catherine Hill & Lois Shaw & Heidi Hartmann
121-122 The Evolution of Retirement
by Pamela Ostuw & Bill Pierron & Paul Yakoboski
123-124 Can the Stocks-for-Retirement Cycle Work?
by Thornton Parker
125-126 Retirement Trends and Patterns among Older American Workers
by Joseph Quinn
127-128 Marketing Compulsory Pension Plans as a Service
by Tapen Sinha & Rebecca Benedict
129-130 Public Versus Private Provision of Pensions
by Larry Willmore
131-132 The 1999 Small Employer Retirement Survey
by Paul Yakoboski & Pamela Ostuw & Bill Pierron
133-134 Discussion of the Papers by Thornton Parker; Roberto Ham-Chande and José Luis Salas-Lizaur; and Larry Willmore
by Joseph Applebaum
135-136 Discussion of the Paper By Catherine Hill, Lois B. Shaw, and Heidi Hartmann
by Ron Gebhardtsbauer
135-136 Discussion of the Papers by Jack VanDerhei and Craig Copeland; Rosa MA. Farell Campa et al.; and Paul Yakoboski, Pamela Ostuw, and Bill Pierron
by Sharon Canner
141-143 Discussion of the Papers By Robert L. Brown and Thomas Trauth
by Sylvester Schieber
144-147 “Social Security—Adequacy, Equity, and Progressiveness: A Review of Criteria Based on Experience in Canada and the United States,” Robert L. Brown and Jeffrey Ip, January 2000
by Martin Lunnon & Aidan Smith
147-149 “Hedging and Reserving for Single-Premium Segregated Fund Contracts,” Mary R. Hardy, April 2000
by Martin le Roux
149-151 “Measuring Foreign Exchange Risk in Insurance Transactions,” John I. Mange, April 2000
by Hangsuck Lee
151-153 “Calculating Funding Premiums for Universal Life Insurance,” Calvin Cherry, April 2000
by Dennis Radliff
153-157 “Pricing Dynamic Investment Fund Protection,” Hans U. Gerber and Gérard Pafumi, April 2000
by Ya-Chun Huang & Elias Shiu
157-158 “Excess Mortality in Asia Associated with Cigarette Smoking,” Robert J. Pokorski, April 2000
by Beda Chan

2000, Volume 4, Issue 4

1-1 Switching Regimes
by Edward Frees
1-11 Bridging the Gap Between Roe and IRR
by Robert Beal
12-27 Robust and Efficient Estimation of the Tail Index of a Single-Parameter Pareto Distribution
by Vytaras Brazauskas & Robert Serfling
28-43 Including Homemakers in Social Security
by Robert Brown & Robin Damm & Ishmael Sharara
44-55 Financial and Demographic Risks of a Portfolio of Life Insurance Policies with Stochastic Interest Rates
by Maria Bruno & Emanuela Camerini & Alvaro Tomassetti
56-82 Catastrophe Risk Bonds
by Samuel Cox & Hal Pedersen
83-111 Why Men Die Younger
by Barbara Kalben
112-124 Self-Annuitization and Ruin in Retirement
by Moshe Milevsky & Chris Robinson
124-126 “Self-Annuitization and Ruin in Retirement”, Moshe Arye Milevsky and Chris Robinson, October 2000
by Jan Dhaene & Marc Goovaerts & Rob Kaas
126-127 “Self-Annuitization and Ruin in Retirement”, Moshe Arye Milevsky and Chris Robinson, October 2000
by Jeffrey Brown
127-129 “Self-Annuitization and Ruin in Retirement”, Moshe Arye Milevsky and Chris Robinson, October 2000
by Mark Warshawsky
130-148 Use of a Markov Model to Estimate Long-Term Insured Lives’ Mortality Risk Associated With BRCA1 and BRCA2 Gene Mutations
by Robert Pokorski & Ulrike Ohlmer
149-163 Valuing Equity-Indexed Annuities
by Serena Tiong
163-164 “Valuing Equity-Indexed Annuities”, Serena Tiong, October 2000
by G. Thomas Mitchell
164-169 “Valuing Equity-Indexed Annuities”, Serena Tiong, October 2000
by Hans Gerber & Elias Shiu
169-170 Author’s Reply: Valuing Equity-Indexed Annuities - Discussion by G. Thomas Mitchell; Hans U. Gerber; Elias S. W. Shiu
by Tiong Serena

2000, Volume 4, Issue 3

1-19 Integration of Financial Services
by Elisa Bain & Ian Harper
20-24 Who Says Financial Services Integration Is In Consumers’ Best Interests?
by Joseph Belth
25-45 The Integration of the Financial Services Industry
by Allen Berger
45-50 “The Integration of the Financial Services Industry: Where Are the Efficiencies?”, Allen N. Berger, July 2000
by J. David Cummins
50-52 “The Integration of the Financial Services Industry: Where Are the Efficiencies?”, Allen N. Berger, July 2000
by Martin Grace
53-63 The Integration Of Financial Services in Europe
by Jean-Pierre Daniel
64-70 The Role of Electronic Commerce In Financial Services Integration
by James Garven
109-110 Remarks on “Financial Services Integration: Right for some, Wrong for Others?”
by Stephen Smith
111-112 Integration of Financial Services
by Bob St. Jacques
113-120 The State of the Industry
by Robert Stein & Peter Porrino
121-130 The Prudential Supervision of Financial Conglomerates in the European Union
by Michael Thom
130-138 “The Prudential Supervision of Financial Conglomerates in the European Union”, Michael Thom, July 2000
by Larry Wall
139-144 “The Society of Actuaries Education and Examination System, 1949–1999,” Harold G. Ingraham, Jr., October 1999
by Beda Chan
145-145 Mitchell, Olivia S., Hammond, P. Brett, and Rappaport, Anna M., editors, 1999
by Robert Myers

2000, Volume 4, Issue 2

1-1 Preaching What We Practice
by The Editors

IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.