Pub Date : 2024-08-22DOI: 10.1080/10920277.2024.2387116
Ian Duncan, Juan Diego Mejia Becerra, Tamim Ahmed
This article explores the development of a condition-based risk adjustment system for healthcare financing in Colombia, where the current age-, sex-, and geographic-based system faces significant c...
{"title":"A Proposed Condition-Based Risk Adjustment System for the Colombian Health Insurance Program","authors":"Ian Duncan, Juan Diego Mejia Becerra, Tamim Ahmed","doi":"10.1080/10920277.2024.2387116","DOIUrl":"https://doi.org/10.1080/10920277.2024.2387116","url":null,"abstract":"This article explores the development of a condition-based risk adjustment system for healthcare financing in Colombia, where the current age-, sex-, and geographic-based system faces significant c...","PeriodicalId":46812,"journal":{"name":"North American Actuarial Journal","volume":"11 1","pages":""},"PeriodicalIF":1.4,"publicationDate":"2024-08-22","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142226359","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}
Pub Date : 2024-07-01DOI: 10.1080/10920277.2023.2299497
Yaodi Yong, Pingping Zeng, Yiying Zhang
The method of credibility theory plays a critical role in various research areas of actuarial science. Among others, the hypothetical mean and process variance are two quantities that convey crucia...
{"title":"Credibility Theory for Variance Premium Principle","authors":"Yaodi Yong, Pingping Zeng, Yiying Zhang","doi":"10.1080/10920277.2023.2299497","DOIUrl":"https://doi.org/10.1080/10920277.2023.2299497","url":null,"abstract":"The method of credibility theory plays a critical role in various research areas of actuarial science. Among others, the hypothetical mean and process variance are two quantities that convey crucia...","PeriodicalId":46812,"journal":{"name":"North American Actuarial Journal","volume":"79 1","pages":""},"PeriodicalIF":1.4,"publicationDate":"2024-07-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141585508","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}
Pub Date : 2024-06-26DOI: 10.1080/10920277.2024.2307888
Liang Hong
Published in North American Actuarial Journal (Ahead of Print, 2024)
发表于《北美精算杂志》(2024 年,提前出版)
{"title":"Author’s Reply to Discussion on “Sample Size Determination for Credibility Estimation”","authors":"Liang Hong","doi":"10.1080/10920277.2024.2307888","DOIUrl":"https://doi.org/10.1080/10920277.2024.2307888","url":null,"abstract":"Published in North American Actuarial Journal (Ahead of Print, 2024)","PeriodicalId":46812,"journal":{"name":"North American Actuarial Journal","volume":"75 1","pages":""},"PeriodicalIF":1.4,"publicationDate":"2024-06-26","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141882662","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}
Pub Date : 2024-06-26DOI: 10.1080/10920277.2024.2305370
Nariankadu Shyamalkumar, Siyang Tao, Tianrun Wang
Published in North American Actuarial Journal (Ahead of Print, 2024)
发表于《北美精算杂志》(2024 年,提前出版)
{"title":"Discussion on “Sample Size Determination for Credibility Estimation,” by Liang Hong, Volume 26(4)","authors":"Nariankadu Shyamalkumar, Siyang Tao, Tianrun Wang","doi":"10.1080/10920277.2024.2305370","DOIUrl":"https://doi.org/10.1080/10920277.2024.2305370","url":null,"abstract":"Published in North American Actuarial Journal (Ahead of Print, 2024)","PeriodicalId":46812,"journal":{"name":"North American Actuarial Journal","volume":"68 1","pages":""},"PeriodicalIF":1.4,"publicationDate":"2024-06-26","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141585509","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}
Pub Date : 2024-05-29DOI: 10.1080/10920277.2024.2327410
Cassandra R. Cole, Stephen G. Fier
In this study, we investigate how the desire to leave a bequest influences both ownership of life insurance and changes in the demand for life insurance. We find that the desire to leave bequests i...
{"title":"Bequests and the Demand for Life Insurance","authors":"Cassandra R. Cole, Stephen G. Fier","doi":"10.1080/10920277.2024.2327410","DOIUrl":"https://doi.org/10.1080/10920277.2024.2327410","url":null,"abstract":"In this study, we investigate how the desire to leave a bequest influences both ownership of life insurance and changes in the demand for life insurance. We find that the desire to leave bequests i...","PeriodicalId":46812,"journal":{"name":"North American Actuarial Journal","volume":"27 1","pages":""},"PeriodicalIF":1.4,"publicationDate":"2024-05-29","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141529530","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}
Pub Date : 2024-05-22DOI: 10.1080/10920277.2023.2294140
Yijia Lin, Sheen Liu, Ken Seng Tan, Xun Zhang
This study investigates the asset–liability management (ALM) of life insurers in markets with negative interest rates. Using a sample of Japanese life insurers between 2000 and 2020, we provide ini...
{"title":"Asset–Liability Management of Life Insurers in the Negative Interest Rate Environment","authors":"Yijia Lin, Sheen Liu, Ken Seng Tan, Xun Zhang","doi":"10.1080/10920277.2023.2294140","DOIUrl":"https://doi.org/10.1080/10920277.2023.2294140","url":null,"abstract":"This study investigates the asset–liability management (ALM) of life insurers in markets with negative interest rates. Using a sample of Japanese life insurers between 2000 and 2020, we provide ini...","PeriodicalId":46812,"journal":{"name":"North American Actuarial Journal","volume":"45 1","pages":""},"PeriodicalIF":1.4,"publicationDate":"2024-05-22","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141148784","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}
Pub Date : 2024-03-18DOI: 10.1080/10920277.2023.2291042
Marjorie A. Rosenberg, Seulkee Yun, Kyeonghee Kim
We assess children’s oral and overall health using an innovative clustering methodology. Prior studies have documented the link between oral health and overall health, such as dental caries, which ...
{"title":"Assessing Oral Health in U.S. Children and Its Impact on Disparities of Overall Health and Health Expenditures: An Application Using Two-Stage Clustering","authors":"Marjorie A. Rosenberg, Seulkee Yun, Kyeonghee Kim","doi":"10.1080/10920277.2023.2291042","DOIUrl":"https://doi.org/10.1080/10920277.2023.2291042","url":null,"abstract":"We assess children’s oral and overall health using an innovative clustering methodology. Prior studies have documented the link between oral health and overall health, such as dental caries, which ...","PeriodicalId":46812,"journal":{"name":"North American Actuarial Journal","volume":"11 1","pages":""},"PeriodicalIF":1.4,"publicationDate":"2024-03-18","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140168953","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}
Pub Date : 2024-03-18DOI: 10.1080/10920277.2023.2291524
Carlos Andrés Araiza Iturria, Mary Hardy, Paul Marriott
We examine the discrimination-free premium in Lindholm et al. within a theoretical causal inference framework, and we consider its societal context to assess when the pricing formula should be used...
{"title":"A Discrimination-Free Premium under a Causal Framework","authors":"Carlos Andrés Araiza Iturria, Mary Hardy, Paul Marriott","doi":"10.1080/10920277.2023.2291524","DOIUrl":"https://doi.org/10.1080/10920277.2023.2291524","url":null,"abstract":"We examine the discrimination-free premium in Lindholm et al. within a theoretical causal inference framework, and we consider its societal context to assess when the pricing formula should be used...","PeriodicalId":46812,"journal":{"name":"North American Actuarial Journal","volume":"31 1","pages":""},"PeriodicalIF":1.4,"publicationDate":"2024-03-18","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140169807","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}
Pub Date : 2024-03-06DOI: 10.1080/10920277.2023.2279782
Justine Power, Marie-Pier Côté, Thierry Duchesne
Predicting future claims is an important task for actuaries, and sophisticating the claim modeling process allows insurers to be more competitive and to stay financially sound. We propose a hierarc...
{"title":"A Flexible Hierarchical Insurance Claims Model with Gradient Boosting and Copulas","authors":"Justine Power, Marie-Pier Côté, Thierry Duchesne","doi":"10.1080/10920277.2023.2279782","DOIUrl":"https://doi.org/10.1080/10920277.2023.2279782","url":null,"abstract":"Predicting future claims is an important task for actuaries, and sophisticating the claim modeling process allows insurers to be more competitive and to stay financially sound. We propose a hierarc...","PeriodicalId":46812,"journal":{"name":"North American Actuarial Journal","volume":"37 1","pages":""},"PeriodicalIF":1.4,"publicationDate":"2024-03-06","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140074356","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}
Pub Date : 2024-02-06DOI: 10.1080/10920277.2023.2285976
Daoping Yu, Vytaras Brazauskas, Ričardas Zitikis
To accommodate numerous practical scenarios, in this article we extend statistical inference for smoothed quantile estimators from finite domains to infinite domains. We accomplish the task with th...
为了适应众多实际应用场景,本文将平滑量化估计器的统计推断从有限域扩展到无限域。我们通过...
{"title":"Measuring Discrete Risks on Infinite Domains: Theoretical Foundations, Conditional Five Number Summaries, and Data Analyses","authors":"Daoping Yu, Vytaras Brazauskas, Ričardas Zitikis","doi":"10.1080/10920277.2023.2285976","DOIUrl":"https://doi.org/10.1080/10920277.2023.2285976","url":null,"abstract":"To accommodate numerous practical scenarios, in this article we extend statistical inference for smoothed quantile estimators from finite domains to infinite domains. We accomplish the task with th...","PeriodicalId":46812,"journal":{"name":"North American Actuarial Journal","volume":"24 1","pages":""},"PeriodicalIF":1.4,"publicationDate":"2024-02-06","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"139752163","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}