North American actuarial journal-Tomo 21 Número 2 - 2017

Publicación: North American actuarial journal

Número: Tomo 21 Número 2 - 2017

Tipo: Normal

Título	Autor	Páginas
Efficient greek calculation of variable Annuity portfolios for dynamic hedging : a two-level metamodeling approach	Gan, Guaojun	p. 161-177
Joint insolvency analysis of a shared MAP risk process : a capital allocation application		p. 178-192
On Cramér's first contributions to ruin theory	Badolati, Ennio	p. 193-203
A Bühlmann credibility approach to modeling Mortality Rates	Chi-Liang Tsai, Cary	p. 204-227
A Flexible bayesian nonparametric model for predicting future insurance claims	Hong, Liang	p. 228-241
Moment problem and its applications to risk assessment	Tian, Ruilin	p. 242-266
Testing asymmetry in dependence with copula-coskewness	Bücher, Axel	p. 267-280
lndifference pricing of a GLWB option in variable annuities	Choi, Jungmin	p. 281-296
The lmpact of a rating agency's private information and disclosed causes of rating downgrades on insurer stock returns	Chen, Leon	p. 297-304
An Efficiency-based approach to determining potential cost savings and profit targets for health insurers : the case of Obamacare Health lnsurance CO-OPs	Yang, Charles C.	p. 305-321