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Peeters Publishers
ASTIN Bulletin
Volume 35, issue 1
May 2005



Editorial
1 - 2 - 
ASTIN - Today and Tomorrow
HARTMAN, D.G.

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Articles
3 - 24 - 
EM Algorithm for Mixed Poisson and Other Discrete Distributions
KARLIS, D.

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25 - 43 - 
Analysis of the Expected Shortfall of Aggregate Dependent Risks
ALINK, S., LÖWE, M., WÜTRICH, M.V.

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45 - 60 - 
The Density of the Time to Ruin in the Classical Poisson Risk Model
DICKSON, D.C.M., WILLMOT, G.E.

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61 - 77 - 
Ruin Probabilities for Two Classes of Risk Processes
LI, S., GARRIDO, J.

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79 - 111 - 
Market Based Tools for Managing the Life Insurance Company
DE FELICE, M., MORICONI, F.

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113 - 130 - 
Explicit Solutions for Survival Probabilities in the Classical Risk Model
GARCIA, J.M.A.

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131 - 144 - 
Phase-Type Approximations to Finite Ruin Probabilities in the Sparre-Andersen and Stationary Renewal Risk Models
STANFORD, D.A., AVRAM, F., BADESCU, A.L., BREUER, L., DA SILVA SOARES, A., LATOUCHE, G.

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145 - 161 - 
A Review on Phase-Type Distributions and Their Use in Risk Theory
BLADT, Mogens

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163 - 188 - 
Premium Calculation for Fat-Tailed Risk
GAY, R.

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Workshop
189 - 209 - 
Tail Conditional Expectations for Exponential Dispersion Models
LANDSMAN, Z., VALDEZ, E.A.

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211 - 238 - 
Excess of Loss Reinsurance with Reinstatements Revisited
HÜRLIMANN, W.

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239 - 258 - 
Proportiona Hazard Esttimation Adjusted by Continuous credibility
NIELSEN, J.P., SANDQVIST, B.L.

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261 - 274 - 
Bonus-Malus Systems with Varying Deductibles
PITREBOIS, S., WALHIN, J.-F., DENUIT, M.

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275 - 297 - 
Fair Valuation of Various Participation Schemes in Life Insurance
DEVOLDER, P., DOMÍNGUEZ-FABIÁN, I.

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299 - 319 - 
Bonus-Malus Systems in a Deregulated Environment
Forecasting Market Shares Using Diffusion Models
VISWANATHAN, K.S., LEMAIRE, J.

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Miscellaneous
321 - 321 - 
Report on the 14th International AFIR Colloquium, Boston
THORLACIUS, E.


322 - 326 - 
Advertisements


327 - 328 - 
In Memoriam Erwin Straub (23.8.1938-19.10.2004)
BÜHLMANN, H.