EDITORIAL |
||
| 1 - 3 - | Editorial | abstract details |
ARTICLES |
||
| 5 - 25 - | On Merton's Problem for Life Insurers STEFFENSEN, M. | abstract details |
| 27 - 48 - | An Extension of the Gerber-Bühlmann-Jewell Conditions for Optimal Risk Sharing KALUSZKA, M. | abstract details |
| 49 - 74 - | Some Optimal Dividends Problems DICKSON, D.C.M., WATERS, H.R. | abstract details |
| 75 - 83 - | On the Maximisation of the Adjustment Coefficient under Proportional Reinsurance HALD, M., SCHMIDLI, H. | abstract details |
| 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. | abstract details |
| 99 - 111 - | Asset Allocation with Regime-Switching: Discrete-Time Case CHEUNG, K.C., YANG, H. | abstract details |
| 113 - 124 - | An Accurate Asymptotic Approximation for Experience Rated Premiums GATTO, R. | abstract details |
WORKSHOP |
||
| 125 - 150 - | Robust Bayesian Experience Rating SCHNIEPER, R. | abstract details |
| 151 - 173 - | Testing for Concordance Ordering CEBRIAN, A.C., DENUIT, M., SCAILLET, O. | abstract details |
| 175 - 197 - | Application of Frailty-Based Mortality Models Using Generalized Linear Models BUTT, Z., HABERMAN, S. | abstract details |
| 199 - 227 - | Measuring Process Risk in Income Protection Insurance HABERMAN, S., BUTT, Z., RICKAYZEN, B. | abstract details |
| 229 - 247 - | Testing Distributions of Stochastically Generated Yield Curves VENTER, G. | abstract details |
| 249 - 262 - | The Sample Size Needed for the Calculation of a GLM Tariff SCHMITTER, H. | abstract details |
BOOK REVIEWS |
||
| 263 - 264 - | Lars Jaeger, 'Managing Risk in Alternative Investment Strategies' PHILBRICK, S. | abstract details |
| 264 - 265 - | Darell Duffie and Kenneth J. Singleton, 'Credit Risk. Pricing, Measurement, and Management' EMBRECHTS, P. | abstract details |
MISCELLANEOUS |
||
| 267 - 267 - | 36th ASTIN Colloquium - 15th AFIR Colloquium | abstract details |
| 269 - 270 - | Obituary | abstract details |
