Department of Finance
Date of this Version
2000
Document Type
Article
Citation
Journal of Actuarial Practice, Volume 8, Nos. 1 and 2 (2000)
Abstract
Complete volume, includes ARTICLES:
Realistic Pension Funding: A Stochastic Approach • Shih-Chieh Chang 5
Risk Sources in a Life Annuity Portfolio: Decomposition and Measurement Tools • Mariarosaria Coppola, Emilia Di Lorenzo, and Mari/ena Sibillo . .43
A Comparative Study of the Performance of Loss Reserving Methods through Simulation • Prakash Narayan and Thomas Warthen 63
Concentration in the Property and Liability Insurance Market by Line of Insurance • Edward Nissan and Regina Caveny 89
Safe-Side Requirements in Life Insurance: A Corporate Perspective • Annamaria Olivieri and Ermanno Pitacco 115
Actuarial Analysis of Retirement Income Replacement Ratios • Robert Keng Heong Lian, Emiliano A. Valdez, and Chan Kee Low 147
Life Contingencies with Stochastic Discounting U sing Moving Average Models • Steven Haberman, Russell Gerrard, and Dimitrios Velmachos 177
Modeling Corporate Bond Default Risk: A Multiple Time Series Approach • Wai-Sum Chan . 211
Independent Claim Report Lags and Bias in Forecasts Using Age-to-Age Factor Methodology • Stewart Gleason . 237
Included in
Accounting Commons, Business Administration, Management, and Operations Commons, Corporate Finance Commons, Finance and Financial Management Commons, Insurance Commons, Management Sciences and Quantitative Methods Commons
Comments
© Copyright November 2000 Absalom Press, Inc.