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The North American Actuarial Journal (NAAJ)–October 2008
Feature Articles
Securitization of Longevity Risk in Reverse Mortgages
Emiliano Valdez, Liang Wang, and John Piggott
Negative Effects of the Canadian GIS Clawback and Possible Mitigating Alternatives
Diana Chisholm and Robert Brown
Minimizing the Probability of Lifetime Ruin under Random Consumption
Erhan Bayraktar, Kristen S. Moore, and Virginia R. Young
Simulation of Compound Hierarchical Models in R
Vincent Goulet and Louis-Philippe Pouliot
The Time of Recovery and the Maximum Severity of Ruin in a Sparre Andersen Model
Shuanming Li
Minimizing the Probability of Ruin when Consumption is Ratcheted
Erhan Bayraktar and Virginia R. Young
Departments
Discussion of Papers Already Published
"On the Laplace Transform of the Aggregate Discounted Claims with Markovian Arrivals"
Discussion by Shuanming Li