ASTIN Bulletin
Volume 41, issue 2
2011


279 - 313 - 
Development Pattern and Prediction Error for the Stochastic Bornhuetter-Ferguson Claims Reserving Method
SALUZ, Annina, GISLER, Alois, WÜTHRICH, Mario V.

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315 - 341 - 
Market-Consistent Valuation of Insurance Liabilities by Cost of Capital
MÖHR, Christoph

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343 - 376 - 
The Impact of Genetic Information on the Insurance Industry
Conclusions from the 'Bottom-Up' Modelling Programme
MACDONALD, Angus, YU, Fei

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377 - 418 - 
Modelling Adult Mortuality in Small Populations
The Saint Model
JARNER, Søren Fiig, KRYGER, Ebsen Masotti

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419 - 427 - 
Modelling and Forecasting the Mortality of the Very Old
CURRIE, Iain D.

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429 - 447 - 
Fair Valuation of Life Insurance Contracts under a Correlated Jump Diffusion Model
DONG, Yinghui

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449 - 486 - 
Dependent Loss Reserving Using Copulas
SHI, Peng, FREES, Edward W.

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487 - 509 - 
Optimal Reinsurance under VaR and CVaR Risk Measures
A Simplified Approach
CHI, Yichun, TAN, Ken Seng

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511 - 545 - 
The Impact of Stochastic Volatility on Pricing, Hedging, and Hedge Efficiency of Withdrawal Benefit Guarantees in Variable Annuities
KLING, Alexander, RUEZ, Frederik, RUß, Jochen

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547 - 574 - 
Optimal Reinsurance Revisited
Point of View of Cedent and Reinsurer
HÜRLIMANN, Werner

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575 - 609 - 
Modelling Dependence in Insurance Claims Process with Lévy Copulas
AVANZI, Benjamin, CASSAR, Luke C., WONG, Bernard

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611 - 644 - 
Optimal Dividends and Capital Injections in the Dual Model with Diffusion
AVANZI, Benjamin, SHEN, Jonathan, WONG, Bernard

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645 - 672 - 
Randomized Onservation Periods for the Compound Poisson Risk Model: Dividends
ALBRECHER, Hansjörg, CHEUNG, Eric C.K., THONHAUSER, Stefan

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673 - 710 - 
Using the Censored Gamma Distribution for Modelling Fractional Response Variables with an Application to Loss Given Default
SIGRIST, Fabio, STAHEL, Werner A.

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