Department of Finance

 

Date of this Version

1996

Document Type

Article

Citation

Journal of Actuarial Practice Volume 4, No.1, 1996

Comments

© Copyright 1996 Absalom Press, Inc.

P.O. Box 22098, Lincoln, NE 68542-2098, USA.

Journal of Actuarial Practice ISSN 1064-6647

Abstract

ARTICLES

An Approach to Estimating Market Value and Duration of Interest-Sensitive Whole Life Contracts Thomas J. Merfeld

Participating GICs: Performance Attribution Analysis Alec Stais and John P. Toohey III

Asset Allocation in Investing to Meet Liabilities Anthony Dardis and Vinh Loi Huynh

A Possibilistic Linear Programming Method for Asset Allocation Lijia Guo and Zhen Huang

Nonmedical Limits in Individual Life Insurance James B. Ross and Shalini Perumpral

A Proposed New System of Financing Health Care in Singapore Robert Keng Heong Lian and Loi Soh Loi

Concentration in American Property-Casualty Companies Edward Nissan

Bias of Excluding High and Low Data for Long-Tailed Distributions Cheng-sheng Peter Wu

Disclosure and Confidentiality Requirements of Corporate Pension Plan Actuaries Theodore Konshak

Discussion: Richard Daskais & Brian A. Jones & Author's Reply

Editor - Colin Ramsay, University of Nebraska. Associate Editors: Robert Brown, University of Waterloo ○ Cecil Bykerk, Mutual of Omaha ○ Ruy Cardoso, Actuarial Frameworks ○ Samuel Cox, Georgia State University ○ David Cummins, University of Pennsylvania ○ Robert Finger, Retired ○ Charles Fuhrer, The Segal Company ○ Farrokh Guiahi, Hofstra University ○ Steven Haberman, City University ○ Merlin Jetton, Retired ○ Eric Klieber, Buck Consultants ○ Edward Mailander, WeIlpoint Health Networks ○ Charles McClenahan, Mercer Oliver Wyman ○ Robert Myers, Temple University ○ Norman Nodulman, Retired ○ François Outreville, United Nations ○ Timothy Pfeifer, Milliman USA ○ Esther Portnoy, University of Illinois ○ Robert Reitano, John Hancock Financial Services ○ Alice Rosenblatt, WeIlpoint Health Networks ○ Arnold Shapiro, Penn State University ○ Elias Shiu, University of Iowa ○ Michael Sze, Sze Associates Ltd. ○ Joseph Tan, National Actuarial Network ○ Ronnie Tan, Great Eastern Life ○ Richard Wendt, Tower Perrin. Margo Young, Technical Editor

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