Department of Finance
Journal of Actuarial Practice (1993–2006)
Accessibility Remediation
If you are unable to use this item in its current form due to accessibility barriers, you may request remediation through our remediation request form.
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.