ISSN: 1092-0277

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North American Actuarial Journal Q2 Unclaimed

Taylor and Francis Ltd. United Kingdom

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North American Actuarial Journal is a journal indexed in SJR in Economics and Econometrics and Statistics and Probability with an H index of 49. It has a price of 2395 €. It has an SJR impact factor of 0,762 and it has a best quartile of Q2. It has an SJR impact factor of 0,762.

Type: Journal

Type of Copyright:

Languages:

Open Access Policy:

Type of publications:

Publication frecuency: -

Categories: Economics and Econometrics (Q2) Statistics and Probability (Q2) Statistics, Probability and Uncertainty (Q2)

Price

2395 €

Inmediate OA

NPD

Embargoed OA

0 €

Non OA

Metrics

0,762

SJR Impact factor

49

H Index

55

Total Docs (Last Year)

134

Total Docs (3 years)

2312

Total Refs

202

Total Cites (3 years)

120

Citable Docs (3 years)

1.48

Cites/Doc (2 years)

42.04

Ref/Doc

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Aims and Scope

Best articles by citations

Model-Based and Nonparametric Approaches to Clustering for Data Compression in Actuarial Applications

A Bayesian Multivariate Risk-Neutral Method for Pricing Reverse Mortgages

Logistic Regression for Insured Mortality Experience Studies

An Empirical Analysis of Insurer Participation in the U.S. Cyber Insurance Market

Modeling with Weibull-Pareto Models

Member Plan Choice and Migration in Response to Changes in Member Premiums after Massachusetts Health Insurance Reform

Dynamic Financial Models of Life Insurers

Accounting/Actuarial Bias Enables Equity Investment By Defined Benefit Pension Plans

Credibility Using Copulas

Comparing Approximations for Risk Measures of Sums of Nonindependent Lognormal Random Variables

Risk Classification for Claim Counts

Discussion on "Empirical Approach for Optimal Reinsurance Design," by Ken Seng Tan and Chengguo Weng, Volume 18(2)

SHOW MORE ARTICLES

Discussion on "On Cramer's First Contributions to Ruin Theory," by Ennio Badolati and Sandra Ciccone, Volume 21(2)

Familial Risk for Exceptional Longevity

"A Bayesian Generalized Linear Model for the Bornhuetter-Ferguson Method of Claims Reserving," R. J. Verrall, July 2004

Some Ruin Problems for a Risk Process with Stochastic Interest

Measuring Healthcare Efficiency

Bayesian Assessment of the Distribution of Insurance Claim Counts Using Reversible Jump MCMC

Market-Consistent Valuation and Funding of Cash Balance Pensions

Egalitarian Equivalent Capital Allocation

Trends in Canadian Mortality by Pension Level: Evidence from the CPP and QPP

A Health Research Agenda

Prediction Error of the Multivariate Chain Ladder Reserving Method

Modeling Period Effects in Multi-Population Mortality Models: Applications to Solvency II