PEETERS ONLINE JOURNALS
Peeters Online Bibliographies
Peeters Publishers
ASTIN Bulletin
Volume 36, issue 1
May 2006



Editorial
1 - 3 - 
Actuarial Education and Research
A Perspective from Down Under
SHERRIS, M.



Articles
5 - 23 - 
Maximizing Dividends Without Bankruptcy
GERBER, Hans U., SHIU, Elias S.W., SMITH, Nathaniel

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25 - 77 - 
Vehicle and Fleet Random Effects in a Model of Insurance Rating for Fleets of Vehicles
ANGERS, Jean-François, DESJARDINS, Denise, DIONNE, Georges, GUERTIN, François

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79 - 120 - 
Pricing Death
Frameworks for the Valuation and Securitization of Mortality Risk
CAIRNS, Andrew J.G., BLAKE, David, DOWD, Kevin

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121 - 133 - 
Exact Credibility and Tweedie Models
OHLSSON, Esbjörn, JOHANSSON, Björn

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135 - 160 - 
Portfolio Choice and Estimation Risk
A Comparison of Bayesian to Heuristic Approaches
HEROLD, Ulf, MAURER, Raimond

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161 - 185 - 
Optimal Pricing of a Heterogeneous Portfolio for a Given Risk Level
ZAKS, Yaniv, FROSTIG, Esther, LEVIKSON, Benny

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187 - 217 - 
Dynamic Portfolio Allocation, the Dual Theory of Choice and Probability Distortion Functions
HAMADA, Mahmoud, SHERRIS, Michael, VAN DER HOEK, John

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219 - 243 - 
Risk Exchange with Distorted Probabilities
TSANAKAS, Andreas, CHRISTOFIDES, Nico

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245 - 267 - 
Quadratic Optimization of Life and Pension Insurance Payments
STEFFENSEN, Mogens

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269 - 283 - 
A Multivariate Extension of Equilibrum Pricing Transforms
The Multivariate Esscher and Wang Transforms for Pricing Financial and Insurance Risks
KIJIMA, Masaaki

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285 - 301 - 
Fixed versus Random Effects in Poisson Regression Models for Claim Counts
A Case Study with Motor Insurance
BOUCHER, Jean-Philippe, DENUIT, Michel

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Miscellaneous
303 - 304 - 
37th Astin Colloquium Slated for Walt Disney World® Resort
Scientific Committee Announces Call for Papers


305 - 306 - 
Afir Stockholm 2007
Call for Papers


307 - 307 - 
Invitation for University Programs to Apply for Accreditation by the ERM Institute International (ERM-II)