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A Two-Part Model of the Individual Costs of Chronic Kidney Disease 慢性肾脏疾病个人费用的两部分模型
IF 1.4
North American Actuarial Journal Pub Date : 2023-04-11 DOI: 10.1080/10920277.2023.2177676
Brian Hartman, Courtney L. Larson, Christopher Kunkel, Cason J. Wight, R. Warr
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引用次数: 1
A Deep Factor Model for Crop Yield Forecasting and Insurance Ratemaking 作物产量预测和保险费率制定的深度因子模型
IF 1.4
North American Actuarial Journal Pub Date : 2023-04-11 DOI: 10.1080/10920277.2023.2182792
Wenjun Zhu
{"title":"A Deep Factor Model for Crop Yield Forecasting and Insurance Ratemaking","authors":"Wenjun Zhu","doi":"10.1080/10920277.2023.2182792","DOIUrl":"https://doi.org/10.1080/10920277.2023.2182792","url":null,"abstract":"","PeriodicalId":46812,"journal":{"name":"North American Actuarial Journal","volume":" ","pages":""},"PeriodicalIF":1.4,"publicationDate":"2023-04-11","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"42849134","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 1
In Memoriam: Ken Seng Tan and His Contributions to Actuarial Science, Finance, and Agricultural Insurance 纪念陈肯生及其对精算科学、金融和农业保险的贡献
IF 1.4
North American Actuarial Journal Pub Date : 2023-04-03 DOI: 10.1080/10920277.2023.2201565
P. Brockett
{"title":"In Memoriam: Ken Seng Tan and His Contributions to Actuarial Science, Finance, and Agricultural Insurance","authors":"P. Brockett","doi":"10.1080/10920277.2023.2201565","DOIUrl":"https://doi.org/10.1080/10920277.2023.2201565","url":null,"abstract":"The actuarial science community lost a wonderful human being and a great friend and colleague with the unexpected and sudden passing of Dr. Ken Seng Tan, ASA, CERA, PhD, on January 1, 2023, at the very young age of 53. The North American Actuarial Journal ( NAAJ ) also lost a longtime supporter, contributor","PeriodicalId":46812,"journal":{"name":"North American Actuarial Journal","volume":"27 1","pages":"209 - 210"},"PeriodicalIF":1.4,"publicationDate":"2023-04-03","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"46569029","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Key Drivers of Long-Term Rates of Mortality Improvements in the United States: Period, Cohort, and Cause of Death Analysis, 1959–2016 美国长期死亡率提高的主要驱动因素：周期、队列和死因分析，1959–2016
IF 1.4
North American Actuarial Journal Pub Date : 2023-03-24 DOI: 10.1080/10920277.2023.2167834
Andrés M. Villegas, M. Bajekal, S. Haberman, Luke Zhou
{"title":"Key Drivers of Long-Term Rates of Mortality Improvements in the United States: Period, Cohort, and Cause of Death Analysis, 1959–2016","authors":"Andrés M. Villegas, M. Bajekal, S. Haberman, Luke Zhou","doi":"10.1080/10920277.2023.2167834","DOIUrl":"https://doi.org/10.1080/10920277.2023.2167834","url":null,"abstract":"","PeriodicalId":46812,"journal":{"name":"North American Actuarial Journal","volume":" ","pages":""},"PeriodicalIF":1.4,"publicationDate":"2023-03-24","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"47521274","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
A Comparison of Index-Linked Annuities 指数挂钩年金之比较
IF 1.4
North American Actuarial Journal Pub Date : 2023-03-21 DOI: 10.1080/10920277.2023.2176324
Thorsten Moenig, Bobby Samuelson
{"title":"A Comparison of Index-Linked Annuities","authors":"Thorsten Moenig, Bobby Samuelson","doi":"10.1080/10920277.2023.2176324","DOIUrl":"https://doi.org/10.1080/10920277.2023.2176324","url":null,"abstract":"","PeriodicalId":46812,"journal":{"name":"North American Actuarial Journal","volume":" ","pages":""},"PeriodicalIF":1.4,"publicationDate":"2023-03-21","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"46364852","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 1
Enhancing Mortality Forecasting through Bivariate Model–Based Ensemble 通过基于双变量模型的集合增强死亡率预测
IF 1.4
North American Actuarial Journal Pub Date : 2023-03-09 DOI: 10.1080/10920277.2023.2167832
L. Diao, Yechao Meng, Chengguo Weng, T. Wirjanto
{"title":"Enhancing Mortality Forecasting through Bivariate Model–Based Ensemble","authors":"L. Diao, Yechao Meng, Chengguo Weng, T. Wirjanto","doi":"10.1080/10920277.2023.2167832","DOIUrl":"https://doi.org/10.1080/10920277.2023.2167832","url":null,"abstract":"We propose a bivariate model–based ensemble (BMBE) method to borrow information from the mortality data of a given pool of auxiliary populations to enhance the mortality forecasting of a target population. The BMBE method establishes a cascade of bivariate mortality models between the target population and each auxiliary population as the base learners. Then it aggregates prediction results from all of the base learners by means of an averaging strategy. Augmented common factor–type and CBD-type bivariate models are applied as the base learners as illustrative examples in the empirical studies with the Human Mortality Database. Empirical results presented in this article confirm the effectiveness of the proposed BMBE method in enhancing mortality prediction. For completeness, we also conduct a synthetic study to illustrate a particular setting for the superior performance of the BMBE method.","PeriodicalId":46812,"journal":{"name":"North American Actuarial Journal","volume":" ","pages":""},"PeriodicalIF":1.4,"publicationDate":"2023-03-09","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"45732222","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Alternative Predictive Models for Medicare Patient Cost 医疗保险患者成本的替代预测模型
IF 1.4
North American Actuarial Journal Pub Date : 2023-03-08 DOI: 10.1080/10920277.2022.2161577
Xiyue Liao, I. Duncan, Samuel O'Neill
{"title":"Alternative Predictive Models for Medicare Patient Cost","authors":"Xiyue Liao, I. Duncan, Samuel O'Neill","doi":"10.1080/10920277.2022.2161577","DOIUrl":"https://doi.org/10.1080/10920277.2022.2161577","url":null,"abstract":"","PeriodicalId":46812,"journal":{"name":"North American Actuarial Journal","volume":" ","pages":""},"PeriodicalIF":1.4,"publicationDate":"2023-03-08","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"44481392","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Flexible Weather Index Insurance Design with Penalized Splines 基于惩罚样条的灵活天气指数保险设计
North American Actuarial Journal Pub Date : 2023-02-03 DOI: 10.1080/10920277.2022.2162924
Ken Seng Tan, Jinggong Zhang
{"title":"Flexible Weather Index Insurance Design with Penalized Splines","authors":"Ken Seng Tan, Jinggong Zhang","doi":"10.1080/10920277.2022.2162924","DOIUrl":"https://doi.org/10.1080/10920277.2022.2162924","url":null,"abstract":"In this article, we propose a flexible framework for the design of weather index insurance (WII) based on penalized spline methods. The aim is to find the indemnity function that optimally characterizes the intricate relationship between agricultural production losses and weather variables and thus effectively improves policyholders’ utilities. We use B-spline functions to define the feasible set of the optimization problem and a penalty function to avoid the “overfitting” issue. The proposed design framework is applied to an empirical study in which we use precipitation and vapor pressure deficit (VPD) to construct an index insurance contract for corn producers in Illinois. Numerical evidence shows that the resulting optimal insurance contract effectively enhances policyholder’s utility, even in the absence of the government’s premium subsidy. In addition, the performance of our proposed index insurance is robust to a variety of key factors, and the general payment structure is highly interpretable for marketing purposes. All of these merits indicate its potential to increase efficiency of the agricultural insurance market and thus enhance social welfare.","PeriodicalId":46812,"journal":{"name":"North American Actuarial Journal","volume":"13 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2023-02-03","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"135205969","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Multivariate Insurance Portfolio Risk Retention Using the Method of Multipliers 基于乘数方法的多变量保险组合风险保持
IF 1.4
North American Actuarial Journal Pub Date : 2023-01-27 DOI: 10.1080/10920277.2022.2161578
Gee Y. Lee
{"title":"Multivariate Insurance Portfolio Risk Retention Using the Method of Multipliers","authors":"Gee Y. Lee","doi":"10.1080/10920277.2022.2161578","DOIUrl":"https://doi.org/10.1080/10920277.2022.2161578","url":null,"abstract":"For an insurance company insuring multiple risks, capital allocation is an important practical problem. In the capital allocation problem, the insurance company must determine the amount of capital to assign to each policy or, equivalently, the amount of premium to be collected from each policy. Doing this relates to the problem of determining the risk retention parameters for each policy within the portfolio. In this article, the insurance risk retention problem of determining the optimal retention parameters is explored in a multivariate context. Given an underlying claims distribution and premium constraint, we are interested in finding the optimal amount of risk to retain or, equivalently, which level of risk retention parameters should be chosen by an insurance company. The risk retention parameter may be deductible (d), upper limit (u), or coinsurance (c). We present a numerical approach to solving the risk retention problem using the method of multipliers and illustrate how it can be implemented. In a case study, the minimum amount of premium to be collected is used as a constraint to the optimization and the upper limit is optimized for each policyholder. A Bayesian approach is taken for estimation of the parameters in a simple model involving regional effects and individual policyholder effects for the Wisconsin Local Government Property Insurance Fund (LGPIF) data, where the parameter estimation is performed in the R computing environment using the Stan library.","PeriodicalId":46812,"journal":{"name":"North American Actuarial Journal","volume":" ","pages":""},"PeriodicalIF":1.4,"publicationDate":"2023-01-27","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"49207702","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Society of Actuaries and North American Actuarial Journal Announce New Editor 精算师协会和北美精算杂志宣布新编辑
IF 1.4
North American Actuarial Journal Pub Date : 2023-01-02 DOI: 10.1080/10920277.2023.2169533
{"title":"Society of Actuaries and North American Actuarial Journal Announce New Editor","authors":"","doi":"10.1080/10920277.2023.2169533","DOIUrl":"https://doi.org/10.1080/10920277.2023.2169533","url":null,"abstract":"","PeriodicalId":46812,"journal":{"name":"North American Actuarial Journal","volume":"27 1","pages":"1 - 1"},"PeriodicalIF":1.4,"publicationDate":"2023-01-02","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"49211782","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
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