Selected Professional Publications of Krzysztof M. Ostaszewski

(This list only contains only a sample. Complete record of publications is here)

• Hong Mao, Krzysztof Ostaszewski, and Yuling Wang, "Risk Analysis of Mortality Improvement: The Case of Chinese Annuity Markets," The Geneva Papers on Risk and Insurance: Issues and Practice 33 (2008), 234–249.

• Richard Derrig and Krzysztof Ostaszewski, "Insurance" Chapter 20 in: Handbook of Probability: Theory and Applications, edited by Tamas Rudas, Sage Publications, Thousand Oaks, California, 2008.

• Hong Mao and Krzysztof M. Ostaszewski, "Application of Game Theory to Pricing of Participating Deferred Annuity," Journal of Insurance Issues 30 (2007), pp. 102-121.

• Jinadasa Gamage, Jed Linfield, Krzysztof Ostaszewski, and Steven Siegel, Statistical Methods for Health Actuaries -- IBNR Estimates: An  Introduction, online publication by the Society of Actuaries, accompanied by workbooks illustrating use of regression and simulation techniques for IBNR reserving.

• Krzysztof Ostaszewski, "Social Security and My G-g-generation," The Actuary, Society of Actuaries, Schaumburg, Illinois, April/May 2007.

• Richard MacMinn, Krzysztof Ostaszewski, Ranee Thiagarajah, and Frederik Weber, "Mortality improvement select birth cohorts and their effect on pricing of survivor bonds," in: Re-Envisioning Retirement in the 21-st Century, Society of Actuaries Monograph, Schaumburg, Illinois, June 2006.

  • Babu Nahata, Krzysztof Ostaszewski, and P.K. Sahoo, "Rising Health Care Expenditures: A Demand-Side Analysis," Journal of Insurance Issues vol. 28, No. 1, Spring 2005, pp. 88-102.
  • Leslaw Gajek, Krzysztof Ostaszewski, and and Hans-Joachim Zwiesler, "A Primer on Duration, Convexity, and Immunization," Journal of Actuarial Practice, 12(2005), pp. 59-82.
  • Richard MacMinn, Krzysztof Ostaszewski, Ranee Thiagarajah, and Frederik Weber, "An Investigation of Select Birth Cohorts," in: Living to 100 and Beyond, Society of Actuaries Monograph, Schaumburg, Illinois, January 2005.
  • Leslaw Gajek and Krzysztof Ostaszewski, Financial Risk Management of Pension Plans, Elsevier, Amsterdam, The Netherlands, 2004.
  • Richard Derrig and Krzysztof Ostaszewski, "Fuzzy Sets" pp. 747-750 in: Encyclopedia of Actuarial Science, Volume 2, John Wiley & Sons, Ltd., Chichester, West Sussex, England, 2004.
  • Hong Mao, James M. Carson, Krzysztof M. Ostaszewski, and Shoucheng Luo, "Pricing Life Insurance: Combining Economic, Financial, and Actuarial Approaches," Journal of Insurance Issues 27 (2004), pp. 134-159.
  • James Carson and Krzysztof Ostaszewski, "The actuarial value of life insurance backdating," Journal of Actuarial Practice 11(2004), pp. 63-77.
  • Krzysztof Ostaszewski, "Asset/liability risks and the nature of financial intermediation," Chapter 2 (pp. 20-30) in: Asset/Liability Management of Financial Institutions, edited by Leo Tilman, Euromoney Institutional Investor, London, United Kingdom, 2003.
  • Krzysztof Ostaszewski and Grzegorz Rempala, "Emerging Applications of the Resampling Methods in Actuarial Models," Chapter 15 (pp. 523-560) in Intelligent and Other Computational Techniques In The Insurance Industry: Theory and Applications, edited by Lakhmi Jain and Arnold Shapiro, World Scientific, 2003.
  • Stanislaw Kluza and Krzysztof Ostaszewski, "Pension reform in Poland," Chapter 5 (pp. 71-87) in The Welfare State in Emerging-Market Economies: With Case Studies from Latin America, Eastern-Central Europe, and Asia, edited by Christian Aspalter, Casa Verde Publishing, Taichung City, Taiwan, 2003.
  • Krzysztof Ostaszewski, "Is life insurance a human capital derivatives business?" Journal of Insurance Issues 26 (2003), pp. 1-14. This paper received the Hardigree Award for the best research paper published in 2003 in the Journal of Insurance Issues.
  • Krzysztof Ostaszewski, Asset-Liability Integration, Society of Actuaries Monograph M-F102-1, Schaumburg, Illinois, June 2002.
  • Leslaw Gajek and Krzysztof Ostaszewski, Plany Emerytalne: Zarzadzanie Aktywami i Zobowiazaniami, (in Polish, translates as: Pension Plans: Asset-Liability Management), Wydawnictwo Naukowo-Techniczne Warsaw, Poland, May 2002.
  • Leslaw Gajek and Krzysztof Ostaszewski, "Optimal funding of a liability," Journal of Insurance Issues 24(1-2), 2001, pp. 17-29.
  • Krzysztof Ostaszewski, "Macroeconomic aspects of private retirement programs," North American Actuarial Journal, Volume 5, Number 3, July 2001, pp. 52-64.
  • Richard Derrig, Krzysztof Ostaszewski and Grzegorz Rempala, "Applications of resampling methods in actuarial practice," Proceedings of the Casualty Actuarial Society, Volume 87, Fall 2000, pp. 322-364.
  • Babu Nahata, Krzysztof Ostaszewski, and P.K. Sahoo, "Buffet Pricing," The Journal of Business, vol. 72, No. 2, April 1999, pp. 215-228.
  • Richard Derrig and Krzysztof Ostaszewski, "Fuzzy sets methodologies in actuarial science," Chapter 16 in: Practical Applications of Fuzzy Technologies, edited by Hans-Juergen Zimmerman, Kluwer Academic Publishers, Norwell, Massachusetts, 1999, pp. 531-556.
  • Patricia Cerrito, Dennis Olson, and Krzysztof Ostaszewski, "Nonparametric tests for the random walk in stock prices," Advances in Quantitative Analysis of Finance and Accounting, vol. 6, 1998, pp. 27-36.
  • Krzysztof Ostaszewski, "Is Paul v. Virginia dead?", pp. 351-360 in: Fair Value of Insurance Liabilities, edited by I.T. Vanderhoof and E. Altman, Kluwer Academic Publishers, Boston, 1998.
  • Richard Derrig and Krzysztof Ostaszewski, "Managing the tax liability of property-casualty insurance company", Journal of Risk and Insurance, December 1997, volume 64, No. 4, pp. 695-711.
  • Krzysztof Ostaszewski, " Privatizing the Social Security trust fund? Don't let the government invest," Cato Institute, Social Security Paper No. 6, January 14, 1997.
  • Richard Derrig and Krzysztof Ostaszewski, "Fuzzy techniques of pattern recognition in risk and claim classification", Journal of Risk and Insurance, September 1995, volume 62, No. 3, pp. 447-482. This paper received the 2005 American Risk and Insurance Association Robert I. Mehr Award for a paper that "best stood the test of time".
  • Zoltan Buczolich and Krzysztof Ostaszewski, "The Hausdorff dimension of graphs of density continuous functions II", Proceedings of the American Mathematical Society 123(6) (1995), pp. 1821-1825.
  • Krzysztof Ciesielski, Lee Larson, and Krzysztof Ostaszewski, I-Density Continuous Functions, Memoirs of the American Mathematical Society, No. 515, Providence, Rhode Island, 1994.
  • Krzysztof Ostaszewski, An Investigation into Possible Applications of Fuzzy Sets Methods in Actuarial Science, Society of Actuaries Monograph, Schaumburg, Illinois, 1993.
  • Krzysztof Ostaszewski, "Division space axiomatics", Acta Mathematica et Informatica Universitatis Ostraviensis, 1(1993), pp. 47-58.
  • Krzysztof Ciesielski, Lee Larson, and Krzysztof Ostaszewski, "Semigroups of I-density continuous functions", Semigroup Forum 45(1992), pp. 191-204.
  • Waldemar Karwowski, Krzysztof Ostaszewski, and Jozef Zurada, "Potential applications of catastrophe theory in modeling the risk of low back injury in manual lifting task", Le Travail Humain, 55(3)(1992), pp. 259-275.
  • Zoltan Buczolich and Krzysztof Ostaszewski, " The Hausdorff dimension of graphs of density continuous functions", Proceedings of the American Mathematical Society 112(1991), pp. 1037-1043.
  • Patricia Cerrito, Waldemar Karwowski, and Krzysztof Ostaszewski, "Empirical study of the meaning of the hedge VERY", in: Advances in Computing and Information, Springer Lecture Notes in Computer Science No. 497, Springer-Verlag, 1991, pp. 672-674.
  • Babu Nahata, Krzysztof Ostaszewski, and P.K. Sahoo, "Direction of price changes in third-degree price discrimination", American Economic Review, 80(1990), pp. 1254-1258.
  • Krzysztof Ciesielski, Lee Larson, and Krzysztof Ostaszewski, "Density continuity versus continuity", Forum Mathematicum, 2(1990), 265-275.
  • Piotr Mikusinski and Krzysztof Ostaszewski, "The space of Henstock integrable functions II", in: New Integrals, Lecture Notes in Mathematics 1419, pp. 136-149, Springer-Verlag, 1990.
  • Krzysztof Ciesielski, Lee Larson, and Krzysztof Ostaszewski "Differentiability and density continuity", Real Analysis Exchange, 15(1)(1989-90), 239-247.
  • Krzysztof Ostaszewski, "Semigroups of density-continuous functions", Real Analysis Exchange, 14(1)(1988-89), pp. 104-114.
  • Krzysztof Ostaszewski, "The space of Henstock integrable functions of two variables", International Journal of Mathematics and Mathematical Sciences, 11(1988) 15-22.
  • Krzysztof Ostaszewski and James Sochacki, "Gronwall's inequality and the Henstock integral", Journal of Mathematical Analysis and Applications, 128(2)(1987), pp. 370-374.
  • Krzysztof Ostaszewski, Henstock Integration in the Plane, Memoirs of the American Mathematical Society, No. 353, Providence, Rhode Island, 1986.
  • Krzysztof Ostaszewski, "Variational equivalence and generalized absolute continuity", Real Analysis Exchange, 10(1)(1984-85) 220-229.
  • Krzysztof Ostaszewski, "Continuity in the density topology II", Rendiconti del Circolo Matematico di Palermo, (2)32(1983) 398-414.
  • Krzysztof Ostaszewski, "Continuity in the density topology", Real Analysis Exchange, 7(2)(1982) 259-270.
  • Krzysztof Ostaszewski, "Two modifications of the approximate derivative", Demonstratio Mathematicae, 15(3)(1982) 899-911.
    • All information contained here is, to our best knowledge, correct, but it is merely a representation, and should not be considered to be any form of professional advice. This electronic publication should not be misconstrued as the official position of Illinois State University, or its Department of Mathematics. We are glad to provide as much information as possible here, but we kindly ask that in any decision related to matters listed here you seek additional counsel and information. Comments on this page are welcome and should be sent to Dr. Krzysztof Ostaszewski   at his e-mail address: krzysio@ilstu.edu.