Department of Finance

 

Date of this Version

2002

Document Type

Article

Citation

Journal of Actuarial Practice Volume 10, Nos. 1 and 2, 2002

Comments

© Copyright December 2002

Absalom Press, Inc

Abstract

ARTICLES

Communicating Effectively with Words, Numbers, and Pictures: Drawing on Experience • Karolina Duklan and Michael A. Martin

Unearned Premiums and Deferred Policy Acquisition Expenses in Automobile Extended Warranty Insurance • Joseph Cheng

Can Utility Maximization Models Assist With Retirement Planning? • Zaki Khorasanee

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

Model Risk and Surplus Management Under a Stochastic Interest Rate Process •Jennifer L. Wang and Rachel J. Huang

Some Comments on the Pricing of an Exotic Excess of Loss Treaty •Jean-François Walhin

Modeling Size-of-Loss Distributions for Exact Data in WinBUGS • David P.M. Scollnik

Improving Mortality: A Rule of Thumb and Regulatory Tool • John H. Pollard

Further Remarks on Risk Sources Measuring: The Case of a Life Annuity Portfolio • Mariarosaria Coppola, Emilia Di Lorenzo, and Marilena Sibillo

A Note on the Parallelogram Method for Computing the On-Level Premium • David P. M. Scollnik and Wai Man Sara Lau

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