PEETERS ONLINE JOURNALS
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Peeters Publishers
ASTIN Bulletin
Volume 37, issue 1
May 2007



Articles
1 - 34 - 
Dynamic Pricing of General Insurance in a Competitive Market
EMMS, Paul

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35 - 52 - 
Extension of the Capital Asset Pricing Model to Non-Normal Dependence Structures
JOHNSTON, Mark

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53 - 66 - 
Bonus-Malus Systems as Markov Set-Chains
NIEMIEC, Małgorzata

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67 - 92 - 
Locally Risk-Minimizing Hedging of Insurance Payment Streams
RIESNER, Martin

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93 - 112 - 
Optimal Retention for a Stop-Loss Reinsurance under the VaR and CTE Risk Measures
CAI, Jun, TAN, Ken Seng

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113 - 132 - 
An Individual Claims Reserving Model
LARSEN, Christian Roholte

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133 - 148 - 
Some Notes on the Average Duration of an Income Protection Claim
FERRAZ CORDEIRO, Isabel Maria

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149 - 162 - 
Mortality Projection Based on the Wang Transform
DE JONG, Piet, MARSHALL, Claymore

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163 - 184 - 
Modeling Earthquake Risk via Extreme Value Theory and Pricing the Respective Catastrophe Bonds
ZIMBIDIS, Alexandros A., FRANGOS, Nickolaos E., PANTELOUS, Athanasios A.

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Miscellaneous
185 - 186 - 
Register for the 2007 Astin Colloquium

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187 - 188 - 
38th International Astin Colloquium
Sunday 13 July to Wednesday 16 July, 2008. Manchester, United Kingdom

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189 - 190 - 
Erkki Pesonen

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