ASTIN Bulletin
Volume 36, issue 2
2006



Articles
311 - 346 - 
The Impact of Multifactorial Genetic Disorders on Critical Illness Insurance
A Simulation Study Based on UK Biobank
MACDONALD, Angus, PRITCHARD, Delme, TAPADAR, Pradip

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347 - 360 - 
A Note on Credit Insurance
LEITNER, Johannes

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361 - 373 - 
On the Tail Behaviour of Sums of Dependent Risks
BARBE, Philippe, FOUGÈRES, Anne-Laure, GENEST, Christian

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375 - 413 - 
Marginal Decomposition of Risk Measures
VENTER, Gary G., MAJOR, John A., KREPS, Rodney E.

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415 - 432 - 
Optimal Dynamic Reinsurance
DICKSON, David C.M., WATERS, Howard R.

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433 - 462 - 
Tail Variance Premium with Applications for Elliptical Portfolio of Risks
FURMAN, Edward, LANDSMAN, Zinoviy

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463 - 487 - 
A Damaged Generalised Poisson Model and Its Application to Reported and Unreported Accident Counts
SCOLLNIK, David P.M.

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489 - 503 - 
A Note on the Dividends-Penalty Identity and the Optimal Dividend Barrier
GERBER, Hans U., LIN, X., YANG, Hailiang

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505 - 520 - 
Dynamic Portfolio Selection in a Dual Expected Utility Theory Framework
CENCI, Marisa, CORRADINI, Massimiliano, GHENO, Andrea

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521 - 542 - 
The Mean Square Error of Prediction in the Chain Ladder Reserving Method
(Mack and Murphy Revisited)
BUCHWALDER, Markus, BÜHLMANN, Hans, MERZ, Michael, WÜTRICH, Mario V.

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543 - 552 - 
The Mean Square Error of Prediction in the Chain Ladder Reserving Method
A Comment
MACK, Thomas, QUARG, Gerhard, BRAUN, Christian

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553 - 553 - 
The Mean Square Error of Prediction in the Chain Ladder Reserving Method
Final Remark
BUCHWALDER, Markus, BÜHLMANN, Hans, MERZ, Michael, WÜTRICH, Mario V.

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554 - 565 - 
The Estimation Error in the Chain-Ladder Reserving Method
A Bayesian Approach
GISLER, Alois

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566 - 571 - 
Discussion of the Mean Square Error of Prediction in the Chain Ladder Reserving Method
VENTER, Gary G.

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573 - 588 - 
On Bayesian Mixture Credibility
LAU, John W., SIU, Tak Kuen, YANG, Hailiang

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589 - 628 - 
Adverse Selection Spirals
DE JONG, Piet, FERRIS, Shauna

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629 - 654 - 
Life Annuitization
Why and How Much?
HAINAUT, Donatien, DEVOLDER, Pierre

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Miscellaneous
655 - 655 - 
Advertisement 1st IAA Life Colloquium and 16th AFIR Colloquium

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656 - 657 - 
1st IAA Life Colloquium, June 10-13 2007, Stockholm, Sweden
Call for Paper

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658 - 659 - 
AFIR Stockholm 2007
Call for Papers

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660 - 660 - 
ASTIN 2007 Keynote Speaker Announced

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661 - 664 - 
Faculty Positions in Actuarial Science

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665 - 667 - 
Obituary on Teivo Pentikäinen

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