Landsman, Zinoviy; Sherris, Michael Author reply: “An actuarial premium pricing model for nonnormal insurance and financial risks in incomplete markets” by Zinoviy Landsman and Michael Sherris – discussion by Edward Furman and Ricardas Zitikis. (English) Zbl 1480.91219 N. Am. Actuar. J. 11, No. 4, 150 (2007). MSC: 91G05 62P05 PDF BibTeX XML Cite \textit{Z. Landsman} and \textit{M. Sherris}, N. Am. Actuar. J. 11, No. 4, 150 (2007; Zbl 1480.91219) Full Text: DOI OpenURL
Haberman, Steven; Renshaw, Arthur “Pension plan valuation and mortality projection: a case study with mortality data”, Hélène Cossette, Antoine Delwarde, Michel Denuit, Frédérick Guillot, and Étienne Marceau, April 2007. (English) Zbl 1480.91212 N. Am. Actuar. J. 11, No. 4, 148-150 (2007). MSC: 91G05 91D20 62P05 PDF BibTeX XML Cite \textit{S. Haberman} and \textit{A. Renshaw}, N. Am. Actuar. J. 11, No. 4, 148--150 (2007; Zbl 1480.91212) Full Text: DOI OpenURL
Cheung, Eric C. K. “Moments of the dividend payments and related problems in a Markov-modulated risk model”, Shaunming Li and Yi Lu, April 2007. (English) Zbl 1480.91194 N. Am. Actuar. J. 11, No. 4, 145-148 (2007). MSC: 91G05 45J05 PDF BibTeX XML Cite \textit{E. C. K. Cheung}, N. Am. Actuar. J. 11, No. 4, 145--148 (2007; Zbl 1480.91194) Full Text: DOI OpenURL
Willmot, Gordon E.; Woo, Jae-Kyung Authors’ reply: “On the class of Erlang mixtures with risk theoretic applications” – discussion by Saralees Nadarajah. (English) Zbl 1480.91255 N. Am. Actuar. J. 11, No. 4, 144 (2007). MSC: 91G05 62P05 60E05 PDF BibTeX XML Cite \textit{G. E. Willmot} and \textit{J.-K. Woo}, N. Am. Actuar. J. 11, No. 4, 144 (2007; Zbl 1480.91255) Full Text: DOI OpenURL
Nadarajah, Saralees “On the class of Erlang mixtures with risk theoretic applications”, Gordon E. Willmot and Jae-Kyung Woo, April 2007. (English) Zbl 1480.91233 N. Am. Actuar. J. 11, No. 4, 142-144 (2007). MSC: 91G05 62P05 60E05 PDF BibTeX XML Cite \textit{S. Nadarajah}, N. Am. Actuar. J. 11, No. 4, 142--144 (2007; Zbl 1480.91233) Full Text: DOI OpenURL
Albrecher, Hansjörg; Hartinger, Jürgen Authors’ reply: “A risk model with multilayer dividend strategy” – discussion by Cheung; Ramin Okhrati. (English) Zbl 1480.91179 N. Am. Actuar. J. 11, No. 4, 141-142 (2007). MSC: 91G05 PDF BibTeX XML Cite \textit{H. Albrecher} and \textit{J. Hartinger}, N. Am. Actuar. J. 11, No. 4, 141--142 (2007; Zbl 1480.91179) Full Text: DOI OpenURL
Okhrati, Ramin “A risk model with multilayer dividend strategy”, Hansjörg Albrecher and Jürgen Hartinger, April 2007. (English) Zbl 1480.91234 N. Am. Actuar. J. 11, No. 4, 138-141 (2007). MSC: 91G05 PDF BibTeX XML Cite \textit{R. Okhrati}, N. Am. Actuar. J. 11, No. 4, 138--141 (2007; Zbl 1480.91234) Full Text: DOI OpenURL
Boucher, Jean-Philippe; Denuit, Michel; Guillén, Montserrat Risk classification for claim counts: a comparative analysis of various zero-inflated mixed Poisson and hurdle models. (English) Zbl 1480.91187 N. Am. Actuar. J. 11, No. 4, 110-131 (2007). MSC: 91G05 62P05 PDF BibTeX XML Cite \textit{J.-P. Boucher} et al., N. Am. Actuar. J. 11, No. 4, 110--131 (2007; Zbl 1480.91187) Full Text: DOI OpenURL
Lin, X. Sheldon; Liu, Xiaoming Markov aging process and phase-type law of mortality. (English) Zbl 1480.91221 N. Am. Actuar. J. 11, No. 4, 92-109 (2007). MSC: 91G05 60J28 PDF BibTeX XML Cite \textit{X. S. Lin} and \textit{X. Liu}, N. Am. Actuar. J. 11, No. 4, 92--109 (2007; Zbl 1480.91221) Full Text: DOI OpenURL
Dunham, Lee M.; Friesen, Geoffrey C. An empirical examination of jump risk in U.S. equity and bond markets. (English) Zbl 1480.91287 N. Am. Actuar. J. 11, No. 4, 76-91 (2007). MSC: 91G20 60J74 PDF BibTeX XML Cite \textit{L. M. Dunham} and \textit{G. C. Friesen}, N. Am. Actuar. J. 11, No. 4, 76--91 (2007; Zbl 1480.91287) Full Text: DOI Link OpenURL
le Roux, Martin A long-term model of the dynamics of the S&P500 implied volatility surface. (English) Zbl 1480.91290 N. Am. Actuar. J. 11, No. 4, 61-75 (2007). MSC: 91G20 PDF BibTeX XML Cite \textit{M. le Roux}, N. Am. Actuar. J. 11, No. 4, 61--75 (2007; Zbl 1480.91290) Full Text: DOI OpenURL
Milidonis, Andreas; Wang, Shaun Estimation of distress costs associated with downgrades using regime-switching models. (English) Zbl 1480.91291 N. Am. Actuar. J. 11, No. 4, 42-60 (2007). MSC: 91G20 PDF BibTeX XML Cite \textit{A. Milidonis} and \textit{S. Wang}, N. Am. Actuar. J. 11, No. 4, 42--60 (2007; Zbl 1480.91291) Full Text: DOI OpenURL
Boyle, Phelim; Liew, Sun Siang Asset allocation with hedge funds on the menu. (English) Zbl 1480.91263 N. Am. Actuar. J. 11, No. 4, 1-21 (2007). MSC: 91G10 62P05 PDF BibTeX XML Cite \textit{P. Boyle} and \textit{S. S. Liew}, N. Am. Actuar. J. 11, No. 4, 1--21 (2007; Zbl 1480.91263) Full Text: DOI OpenURL