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The North American Actuarial Journal (NAAJ)–Volume 13, Issue 4
Feature Articles
The DB Underpin Hybrid Pension Plan: Fair Valuation and Funding
Kai Chen and Mary R Hardy
The Impact of Adjuster Moral Hazard on Driving Records
Mary Kelly, Sapna Isotupa and Anne Kleffner
Assessing Consumer Fraud Risk in Insurance Claims: An Unsupervised Learning Technique Using Discrete and Continuous Predictor Variables
Jing Ai, Patrick L. Brockett and Linda L. Golden
VaR and CTE Criteria for Optimal Quota-Share and Stop-Loss Reinsurance
Ken Seng Tan, Chengguo Weng and Yi Zhang
Weighted Pricing Functionals with Applications to Insurance: An Overview
Edward Furman and Ricardas Zitikis
Analysis of a Generalized Penalty Function in a Semi-Markovian Risk Model
Eric C.K. Cheung and David Landriault
Discussions of Papers Already Published
"A Quantitative Comparison of Stochastic Mortality Models Using Data from England and Wales and the United States"
Discussion by Kailiang Chen, Jia Liao, Xiaoyu Shang and Johnny Siu-Hang Li
"Valuation of Discrete Dynamic Fund Protection under Levy Processes"
Discussion by Jun Yang