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Peeters Publishers
ASTIN Bulletin
Volume 34, issue 1
May 2004



EDITORIAL
1 - 3 - 
Editorial

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ARTICLES
5 - 25 - 
On Merton's Problem for Life Insurers
STEFFENSEN, M.

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27 - 48 - 
An Extension of the Gerber-Bühlmann-Jewell Conditions for Optimal Risk Sharing
KALUSZKA, M.

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49 - 74 - 
Some Optimal Dividends Problems
DICKSON, D.C.M., WATERS, H.R.

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75 - 83 - 
On the Maximisation of the Adjustment Coefficient under Proportional Reinsurance
HALD, M., SCHMIDLI, H.

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85 - 98 - 
On the Use of Conditional Specification Models in Claim Count Distributions: an Application to Bonus-Malus Systems
SARABIA, J.M., GOMEZ-DENIZ, E., VAZQUEZ-POLO, F.J.

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99 - 111 - 
Asset Allocation with Regime-Switching: Discrete-Time Case
CHEUNG, K.C., YANG, H.

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113 - 124 - 
An Accurate Asymptotic Approximation for Experience Rated Premiums
GATTO, R.

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WORKSHOP
125 - 150 - 
Robust Bayesian Experience Rating
SCHNIEPER, R.

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151 - 173 - 
Testing for Concordance Ordering
CEBRIAN, A.C., DENUIT, M., SCAILLET, O.

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175 - 197 - 
Application of Frailty-Based Mortality Models Using Generalized Linear Models
BUTT, Z., HABERMAN, S.

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199 - 227 - 
Measuring Process Risk in Income Protection Insurance
HABERMAN, S., BUTT, Z., RICKAYZEN, B.

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229 - 247 - 
Testing Distributions of Stochastically Generated Yield Curves
VENTER, G.

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249 - 262 - 
The Sample Size Needed for the Calculation of a GLM Tariff
SCHMITTER, H.

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BOOK REVIEWS
263 - 264 - 
Lars Jaeger, 'Managing Risk in Alternative Investment Strategies'
PHILBRICK, S.

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264 - 265 - 
Darell Duffie and Kenneth J. Singleton, 'Credit Risk. Pricing, Measurement, and Management'
EMBRECHTS, P.

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MISCELLANEOUS
267 - 267 - 
36th ASTIN Colloquium - 15th AFIR Colloquium

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269 - 270 - 
Obituary

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