093009 (M01) Methods for the analysis of CCRC data : Jones B.L.,North American Actuarial Journal, Vol. 1, Nr. 2, 1997, pp. 40–54

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093080 (E53) Stochastic analysis of the interaction between investment and insurance risks : Parker G., North American Actuarial Journal, Vol. 1, Nr. 2, 1997, pp. 55–84

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093062 (E25, B81) Building better retirement incomer models : Bone C.M., Mitchell O.S.,North American Actuarial Journal, Vol. 1, Nr. 1, 1997, pp. 1–12

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093014 (M10, B10) Statistical independence and fractional age assumptions : Willmot G.E.,North American Actuarial Journal, Volume 1, Number 1, 1997, pp. 84–99

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093060 (E12) Optimal portfolio selection with transaction costs : Boyle P.P., Lin X., North American Actuarial Journal, Vol. 1, Nr. 2, 1997, pp. 27–39

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093063 (E25, E26) Stochastic models for continuing care retirement communities : Jones B.L.,North American Actuarial Journal, Volume 1, Number 1, 1997, pp. 50–73

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093074 (E50) Corporate hedging in the insurance industry: The use of financial derivatives by U.S. insurers : Cummins J.D., Philips R.D., Smith S.D.,North American Actuarial Journal, Volume 1, Nbr. 1, 1997, pp. 13–49

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093078 (E51) Interest rate risk management: Developments in interest rate term structure modelling for risk management and valuation of interest-rate-dependent cash flows : Ang A., Sherris M., North American Actuarial Journal, Vol. 1, Nr. 2, 1997, pp. 1–26

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093027 (M13) Application of risk theory to interpretation of cash-flow-testing results : Robbins E.L., Cox S.H., Phillips R.D.,North American Actuarial Journal, Vol. 1, Nr. 2, 1997, pp. 85–104

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A Markov multiple state model for epidemic and insurance modelling von Tran, Minh-Hoang

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A generalized penalty function with the maximum surplus prior to ruin in a MAP risk model von Cheung, Eric C.K., Landriault, David

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A Poisson log-bilinear regression approach to the construction of projected lifetables von Brouhns, Natacha, Denuit, Michel, Vermunt, Jeroen K.

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Joint moments of discounted claims and discounted perturbation until ruin in the compound Poisson risk model with diffusion von Cheung, Eric C. K., Liu, Haibo

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BIAS-CORRECTED INFERENCE FOR A MODIFIED LEE–CARTER MORTALITY MODEL von Liu, Qing, Ling, Chen, Li, Deyuan, Peng, Liang

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CBDX: a workhorse mortality model from the Cairns–Blake–Dowd family von Dowd, Kevin, Cairns, Andrew J. G., Blake, David

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On the surplus management of funds with assets and liabilities in presence of solvency requirements von Avanzi, Benjamin, Chen, Ping, Henriksen, Lars Frederik Brandt, Wong, Bernard

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Hedging Dynamic Fund Protection: A Static Versus Dynamic Comparison von Ray, Bipasha, Ramprasath, L

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Spectral decomposition of optimal asset–liability management von Decamps, Marc, De Schepper, Ann, Goovaerts, Marc

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ON SARMANOV MIXED ERLANG RISKS IN INSURANCE APPLICATIONS von Hashorva, Enkelejd, Ratovomirija, Gildas

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The Gerber–Shiu discounted penalty function in the stationary renewal risk model von Willmot, Gordon E., Dickson, David C.M.

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