Includes articles on improved strategies or techniques that can be used by practicing actuaries. One of the goals was to improve communication between the practicing and the academic actuarial communities.
The journal includes articles, technical papers, commentaries/opinions, discussions, essays, book reviews, and letters. The technical papers are neither abstract nor esoteric; they are practical and readable.
Topics covered include: AIDS, annuity products, asset-liability matching, cash-flow testing, casualty ratemaking, credibility theory, credit insurance, disability insurance, expense analysis, experience studies, FASB issues, financial reporting, group insurance, health insurance, individual risk taking, insurance regulations, international issues, investments, liability insurance, loss reserves, marketing, pensions, pricing issues, product development, reinsurance, reserving issues, risk-based capital, risk theory, social insurance, solvency issues, taxation, valuation issues, workers' compensation, and others.
ISSN 1064-6647
Copyright © Absalom Press
2006
Journal of Actuarial Practice - Volume 13 (2006) - Contents and Masthead
Estimation of Large Insurance Losses: A Case Study, Tine Buch-Kromann
Solvency of Life Insurance Companies: Methodological Issues, Rosa Cocozza and Emilia Di Lorenzo
Bivariate Archimedean Copula Models for Censored Data in Non-Life Insurance, Michel Denuit, Oana Purcaru, and Ingrid Van Keilegom
A Note on the Instability of the Unprojected Individual Level Premium Cost Method, Pierre Devolder and Valerie Goffin
Consistent Assumptions for Modeling Credit Loss Correlations, Jan Dhaene, Marc J. Goovaerts, Robert Koch, Ruben Olieslagers, Olivier Romijn, and Steven Vanduffel
On Some Risk-Adjusted Tail-Based Premium Calculation Principles, Edward Furman and Zinoviy Landsman
Bayesian Analysis of a Health Insurance Model, Helio S. Migon and Edison M.O. Penna
Journal of Actuarial Practice, Volume 13, 2006, Colin Ramsay , Editor
Spatial Distribution of Frequency and Severity of Water Claims in California, Gurbhag Singh, Max Tang, Don McNeill, and Lyn Hunstad
Bayesian Analysis of Insurance Losses Using the Buhlmann-Straub Credibility Model, Abraham J. van der Merwe and Kobus N. Bekker
Analysis of an Insurance Risk Model with Thinning Dependence and Common Shock, Lai Mei Wan, Kam Chuen Yuen, and Wai Keung Li
Pricing Insurance Policies with a Distribution-Free Financial Pricing Model, Min-Ming Wen
2005
Journal of Actuarial Practice - Volume 12 (2005) - Contents and Masthead
Modeling Insurance Loss Data: The Log-EIG Distribution, Uditha Balasooriya, Chan Kee Low, and Adrian Y.W. Wong
A Modern Approach to Modeling Insurances on Two Lives, Maria Bilikova and Graham Luffrum
A New Hybrid Defined Benefit Plan Design, Wayne E. Dydo
A Primer on Duration, Convexity, and Immunization, Leslaw Gajek, Krzysztof Ostaszewski, and Hans-Joachim Zwiesler
Optimal Dividend Strategies: Some Economic Interpretations for the Constant Barrier Case, Maite Marmol, M. Merce Claramunt, and Antonio Alegre
Modeling Clusters of Extreme Losses, Beatriz Vaz de Melo Mendes and Juliana Sa Freire de Lima
Journal of Actuarial Practice, Volume 12, 2005, Colin Ramsay , Editor
Risk-Based Regulatory Capital for Insurers: A Case Study, Christian Sutherland-Wong and Michael Sherris
On the Pricing of Top and Drop Excess of Loss Covers, Jean-Francois Walhin and Michel Denuit
Ultimate Ruin Probability for a Time-Series Risk Model with Dependent Classes of Insurance Business, Lai Mei Wan, Kam Chuen Yuen, and Wai Keung Li
Reputation Pricing: A Model for Valuing Future Life Insurance Policies, Rami Yosef
An Application of Control Theory to the Individual Aggregate Cost Method, Alexandros A. Zimbidis and Steven Haberman
2004
Journal of Actuarial Practice - Volume 11 (2004) - Contents and Masthead
The Actuarial Value of Life Insurance Backdating, James M. Carson and Krzysztof Ostaszewski
A Comparative Study of Parametric and Nonparametric Estimators of Old-Age Mortality in Sweden, Peter Fledelius, Montserrat Guillen, Jens Perch Nielsen, and Kitt Skovso Petersen
Decision Tree Analysis of Terminated Life Insurance Policies, Robert Keng Heong Lian, Yuan Wu, and Hian Chye Koh
Estimation of Complete Period Life Tables for Singaporeans, Siu-Hang Li and Wai-Sum Chan
Product Innovation in Financial Services: A Survey, Christopher O'Brien
Journal of Actuarial Practice, Volume 11, 2004, Colin Ramsay , Editor
Phased Retirement for Defined Benefit Plan Participants, Patricia L. Scahill and Jonathan Barry Forman
Credibility Theory and Geometry, Elias S.W. Shiu and Fuk Yum Sing
Rapid Calculation of the Price of Guaranteed Minimum Death Benefit Ratchet Options Embedded in Annuities, Eric R. Ulm
Approximating the Bias and Variance of Chain Ladder Estimates Under a Compound Poisson Model, Janagan Yogaranpan, Sue Clarke, Shauna Ferris, and John Pollard
2002
Journal of Actuarial Practice Volume 10 (2002) -- Contents and Masthead
Dynamic Funding and Investment Strategy for Defined Benefit Pension Schemes: A Model Incorporating Asset-Liability Matching Criteria, Shih-Chieh Chang, Cheng-Hsien Tsai, Chia-Jung Tien, and Chang-Ye Tu
Unearned Premiums and Deferred Policy Acquisition Expenses in Automobile Extended Warranty Insurance, Joseph Cheng
Further Remarks on Risk Sources Measuring: The Case of a Life Annuity Portfolio, Mariarosaria Coppola, Emilia Di Lorenzo, and Marilena Sibillo
Communicating Effectively with Words, Numbers, and Pictures: Drawing on Experience, Karolina Duklan and Michael A. Martin
Can Utility-Maximization Models Assist With Retirement Planning?, Zaki Khorasanee
Improving Mortality: A Rule of Thumb and Regulatory Tool, John H. Pollard
Journal of Actuarial Practice, Volume 10, 2002, Colin Ramsay , Editor
Modeling Size-of-Loss Distributions for Exact Data in WinBUGS, David P.M. Scollnik
A Note on the Parallelogram Method for Computing the On-Level Premium, David P.M. Scollnik and Wai Man Sara Lau
Some Comments on the Pricing of an Exotic Excess of Loss Treaty, Jean-Francois Walhin
Model Risks and Surplus Management Under a Stochastic Interest Rate Process, Jennifer L. Wang and Rachel J. Huang
2001
Exponential Bonus-Malus Systems Integrating A Priori Risk Classification, Llufs Bermudez, Michel Denuit, and Jan Dhaene
Fitting Loss Distributions in the Presence of Rating Variables, Farrokh Guiahi
Linear Empirical Bayes Estimation of Survival Probabilities with Partial Data, Mostafa Mashayekhi
Journal of Actuarial Practice, Volume 9 (2001), Colin Ramsay , Editor
A Sensitivity Analysis of the Premiums for a Permanent Health Insurance (PHI) Model, Ben D. Rickayzen
Analyzing Management Fees of Pension Funds: A Case Study of Mexico, Tapen Sinha
Premium Earning Patterns for Multi-Year Policies with Aggregate Deductibles, Thomas Struppeck
Controlling the Solvency Interaction Among a Group of Insurance Companies, Alexandros Zimbidis and Steven Haberman
2000
Realistic Pension Funding: A Stochastic Approach, Shih-Chieh Chang
Modeling Corporate Bond Default Risk: A Multiple Time Series Approach, Wai-Sum Chan
Risk Sources in a Life Annuity Portfolio: Decomposition and Measurement Tools, Mariarosaria Coppola, Emilia Di Lorenzo, and Marilena Sibillo
Independent Claim Report Lags and Bias in Forecasts Using Age-to-Age Factor Methodology, Stewart Gleason
Life Contingencies with Stochastic Discounting Using Moving Average Models, Steven Haberman, Russell Gerrard, and Dimitrios Velmachos
Actuarial Analysis of Retirement Income Replacement Ratios, Robert Keng Heong Lian, Emiliano A. Valdez, and Chan Kee Low
A Comparative Study of the Performance of Loss Reserving Methods through Simulation, Prakash Narayan and Thomas Warthen
Concentration in the Property and Liability Insurance Market by Line of Insurance, Edward Nissan and Regina Caveny
Safe-Side Requirements in Life Insurance: A Corporate Perspective, Annamaria Olivieri and Ermanno Pitacco
Journal of Actuarial Practice, Volume 8, Nos. 1 and 2 (2000), Colin Ramsay , Editor
Journal of Actuarial Practice, Volume 8, Nos. 1 and 2 (2000) -- Masthead & Contents, Colin Ramsay , Editor
1999
A Study Note on the Actuarial Evaluation of Premium Liabilities, Claudette Cantin and Philippe Trahan
Multilife Premium Calculation with Dependent Future Lifetimes, Michel Denuit and Anne Cornet
Determination of Optimal Premiums as a Constrained Optimization Problem, Farrokh Guiahi
Journal of Actuarial Practice, Volume 7, Nos. 1 and 2, 1999, Colin Ramsay , Editor
CARVM and NAIC Actuarial Guidelines 33 & 34, Keith P. Sharp
Commissioners Annuity Reserve Valuation Method (CARVM), Keith P. Sharp
Recognizing Actuarial Assumptions, Victoria Stachowski and Alice Underwood
Credibility Calculations Using Analysis of Variance Computer Routines, Dennis H. Tolley, Michael D. Nielsen, and Robert Bachler
A Fuzzy Approach to Grouping by Policyholder Age in General Insurance, Richard J. Verrall and Yakoub H. Yakoubov
1998
Actuarial Techniques in Risk Pricing and Cash Flow Analysis for U.K. Bank Loans, Philip Booth and Duncan E.P. Walsh
Using Parametric Statistical Models to Estimate Mortality Structure: The Case of Taiwan, Shih-Chieh Chang
Outlier Analysis of Annual Retail Price Inflation: A Cross-Country Study, Wai-Sum Chan
Stability of Representative Crediting Rate Scenarios Under Monte Carlo Simulations, Sarah L.M. Christiansen and Kelley Buchacker
Principles and Application of Credibility Theory, Vincent Goulet
An Analysis of Australian Pensioner Mortality by Pre-Retirement Income, David Knox and Andrew Tomlin
Journal of Actuarial Practice, Volume 6, Nos. 1 and 2, 1998, Colin Ramsay , Editor
A Frailty Model for Projection of Human Mortality Improvements, Shaun S. Wang and Robert L. Brown
1997
Providing Pensions for U.K. Employees with Varied Working Lives, Deborah R. Cooper
Fuzzy Underwriting: An Application of Fuzzy Logic to Medical Underwriting, Per-Johan Horgby, Ralf Lohse, and Nicola-Alexander Sittaro
The Right to Underwrite? An Actuarial Perspective With a Difference, Thomas A. Moultrie and Guy R. Thomas
Dynamic Immunization and Transaction Costs With Different Term Structure Models, Eliseo Navarro and Juan M. Nave
A New Approach for Determining Claim Expense Reserves in Workers Compensation, Kay Rahardjo
Journal of Actuarial Practice, Volume 5, No. 1, 1997, Colin Ramsay , Editor
Journal of Actuarial Practice, Volume 5, No. 2, 1997, Colin Ramsay , Editor
Accelerated Death Benefits, Viatical Settlements, and Viatical Loans: Options for the Terminally III, Paula Schmidt
Actuarial Model Assumptions for Australian Inflation, Equity Returns, and Interest Rates, Michael Sherris
Seeking the Profitability-Risk-Competitiveness Frontier Using a Genetic Algorithm, Ronnie Tan
Discussion of T.A. Moultrie and R.G. Thomas's ''The Right to Underwrite? An Actuarial Perspective With a Difference", Charles L. Trowbridge
Pricing Earthquake Exposure Using Modeling, Debra L. Werland and Joseph W. Pitts
Comments on Some Parametric Models for Mortality Tables, Kam C. Yuen
1996
Asset Allocation in Investing to Meet Liabilities, Anthony Dardis and Vinh Loi Huynh
Discussion of Theodore Konshak's "Disclosure and Confidentiality Requirements of Corporate Pension Plan Actuaries", Richard Daskais and Brian A. Jones