ASTIN Bulletin
Volume 39, issue 2
2009



Articles
373 - 402 - 
Modelling Adverse Selection in the Presence of a Common Genetic Disorder
The Breast Cancer Polygene
MACDONALD, Angus S., MCIVOR, Kenneth R.

abstract details

403 - 428 - 
Demand Elasticity, Risk Classification and Loss Coverage
When Can Community Rating Work?
THOMAS, R. Guy

abstract details

429 - 452 - 
Quasi-Likelihood Estimation of Benchmark Rates for Excess of Loss Reinsurance Programs
VERLAAK, Robert, HÜRLIMANN, Werner, BEIRLANT, Jan

abstract details

453 - 477 - 
Taylor Approximations for Model Uncertainty within the Tweedie Exponential Dispersion Family
ALAI, Daniel H., WÜTHRICH, Mario V.

abstract details

479 - 494 - 
Asymptotic Ruin Probabilities of the Lévy Insurance Model under Periodic Taxation
HAO, Xuemiao, TANG, Qihe

abstract details

495 - 514 - 
On Parameter Estimation in Hierarchical Credibility
BELHADJ, Hassine, GOULET, Vincent, OUELLET, Tommy

abstract details

515 - 539 - 
Option Pricing in a Jump-Diffusion Model with Regime-Switching
YUEN, Fei Lung, YANG, Hailiang

abstract details

541 - 563 - 
Stochastic Mortality
The Impact on Target Capital
OLIVIERI, Annamaria, PITACCO, Ermanno

abstract details

565 - 575 - 
Multi-Level Risk Aggregation
FILIPOVIĆ, Damir

abstract details

577 - 589 - 
Continuous Monitoring
Does Credit Risk Vanish?
LINDSET, Snorre, PERSSON, Svein-Arne

abstract details

591 - 613 - 
Sharing Risk
An Economic Perspective
KULL, Andreas

abstract details

615 - 647 - 
The Application of Expected-Utility Theory to the Choice of Investment Channels in a Defined-Contribution Retirement Fund
LEVITAN, Shaun, THOMSON, Robert

abstract details

649 - 676 - 
Scenario Analysis for a Multi-Period Diffusion Model of Risk
MALINOVSKII, Vsevolod K.

abstract details

677 - 689 - 
A Bootstrap Estimate of the Predictive Distribution of Outstanding Claims for the Schnieper Model
LIU, Huijuan, VERRALL, Richard

abstract details

691 - 715 - 
New Goodness-of-Fit Tests for Pareto Distributions
RIZZO, Maria L.

abstract details

717 - 734 - 
A Note on Nonparametric Estimation of the CTE
KO, Bangwon, RUSSO, Ralph P., SHYAMALKUMAR, Nariankadu D.

abstract details

735 - 752 - 
Asymptotics for Operational Risk Quantified with Expected Shortfall
BIAGINI, Francesca, ULMER, Sascha

abstract details


Miscellaneous
753 - 753 - 
2010 International Congress of Actuaries in Cape Town