ARCH Table of Contents 2008.1 Table of Contents
ARCH Table of Contents 2008.1
Copyright © 2008 Society of Actuaries
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Table of Contents
Topic/Title/Author(s)
Invited Talk
- Knowledge or Skills...or Both?
- J. Shepherd (Abstract Only)
Education
- Stochastic Modeling–A Research Experience for Undergraduates
- R. Gorvett (Complete Article)
- Using Actuar in Teaching: Case Studies
- V. Goulet (Abstract Only)
Finance
- An Approach to Valuing Guaranteed Minimum Income Benefit Riders
- C. Marshall, D. Saunders (Abstract Only )
- Competing Risks Model for Corporate Exit Analysis: Discrete Hazard Model and Extension with Stochastic Frailties
- T. Bae, R. J. Kulperger (Abstract Only)
- Economic Capital and Regulation of Banks and Insurers
- M. Yang (Abstract Only)
- Fourier Inversion Formulas in Option Pricing and Insurance
- D. Dufresne, J. Garrido, M. Morales (Abstract Only)
- Moments of a Regime–Switching Stochastic Interest Rate Model with Randomized Regimes
- J. Bridgeman (Complete Article )
- New Iterative Calculation of American–style Derivatives–A Lower Approximation of the Snell Envelope
- D. Zhu (Abstract Only)
- On the Application of Wilkie's Models to TSX Price Index
- C. Qiu (Complete Article or Presentation)
- Portfolio Risk Management with CVaR–like Constraints
- S. Cox, Y. Lin, R. Tian, L. Zuluaga (Complete Article)
- Quantitative Risk Measures of Individual Life Settlement Purchases
- S. Gupta (Abstract Only)
- Valuation of Equity–Linked Insurance Using Risk Measures
- P. Gaillardetz (Abstract Only)
Fuzzy Logic
- Fuzzy Clustering Study on the Structure of Insurance Policies
- Y. Kou (Abstract Only)
- Fuzzy Random Variables
- A. Shapiro (Complete Article)
- Possibilistic Modeling for Loss Distribution and Premium Calculation
- L. Guo, Z. Huang (Complete Article)
Health
- A Bayesian Two–Part Predictive Model for Health Care Costs Using Individual–level Data
- M. Rosenberg (Abstract Only)
- An Option–based Operational Risk Management on Pandemics
- H. Chen, S. Cox (Complete Article)
- Claims Prediction Model and the Simulation of Health Savings Account (HSA) Performance
- V. Kane (Complete Article)
- Mitigating the Impact of Endogeneity in Healthcare Data via Multilevel Models
- P. Johnson (Abstract Only)
- Modeling the Cumulative Cases from SARS
- R. Chen, P. Wang (Complete Article)
- Modeling Treatment Costs Associated with a Multi–stage Pandemic
- M. Ekhaus (Complete Article )
Mortality Models
- Implementation of Markov Approach to Joint Life Mortality
- M. Ji (Abstract Only)
- Modeling Mortality with Jumps: Transitory Effects and Pricing Implication to Mortality Securitization
- H. Chen, S. Cox (Complete Article)
- Mortality Modelling Using Projection Pursuit Regression
- S. Craighead, T. Edwalds (Abstract or Presentation)
Pensions
- Death of an Annuity Market Foretold
- A. Perez Villasana, T. Sinha (Abstract Only)
- Disability Causes and Their Effect in the Mortality of Disables Annuitants in Mexico
- T. Sinha, A. Yanez (Abstract Only)
- Fixing Social Security and Medical Care
- A. Lang (Abstract Only)
- Negative Effects of the GIS Clawback and Possible Solutions
- D. Chisholm (Complete Article )
- On Pricing and Hedging the No–Negative–Equity–Guarantee in Equity Release Mechanisms
- M. Hardy, S.H. Li, K.S. Tan (Abstract Only)
- Salary Profiles of Affiliates of Pension Funds
- T. Sinha (Abstract Only)
- Stochastic Life Annuities
- D. Dufresne (Abstract Only)
- The Cost Control on a DB Underpin Hybrid Pension Plan
- K. Chen, M. Hardy(Abstract Only)
Risk and Risk Management
- A Nonpararmetric Test for Comparing the Riskiness of Portfolios
- V. Brazauskas (Abstract Only)
- A Risk Model When Premium Rate Depends on Claim Size
- J. Cai, M. Zhou (Abstract Only)
- Analysis of a Threshold Strategy in the Discrete–time Sparre Andersen Model
- A. Mera (Complete Article)
- Bounds for Ruin Probabilities and Value at Risk
- S. Cox, Y. Lin, R. Tian, L. Zuluaga (Complete Article)
- Comparison of a Simple Bayesian Reserving Model with Traditional Methods
- Yessica Perez–Camarillo (Abstract Only)
- Enhancing Insurer Value Using Reinsurance and Value–at–Risk Criterion
- K. S. Tan, C. Weng (Abstract Only)
- Generalized Gerber–Shiu Function in Piecewise–deterministic Markov Processes
- R. Feng (Abstract Only)
- Metrics for Matches, Mismatches and Non–Matches
- T. Herzog (Abstract Only)
- On the Regulator–Insurer Interaction in a Structural Model
- C. Bernard, A. Chen (Complete Article)
- Subexponential Tail of Discounted Aggregate Claims
- X. Hao, Q. Tang (Complete Article)