PEETERS ONLINE JOURNALS
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Peeters Publishers
ASTIN Bulletin
Volume 38, issue 1
May 2008



Articles
1 - 11 - 
Allocation of Capital between Assets and Liabilities
ZHANG, Yingjie

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13 - 51 - 
Tax-deductible Pre-event Catastrophe Loss Reserves
The Case of Florida
MILIDONIS, Andreas, GRACE, Martin F.

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53 - 71 - 
The Decompositions of the Discounted Penalty Functions and Dividends-penalty Identity in a Markov-modulated Risk Model
LI, Shuanming, LU, Yi

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73 - 85 - 
Using Multi-dimensional Credibility to Estimate Class Frequency Vectors in Workers Compensation
COURET, Jose, VENTER, Gary

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87 - 103 - 
The Prediction Error of Bornhuetter/Ferguson
MACK, Thomas

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105 - 136 - 
General Pareto Optimal Allocations and Applications to Multi-period Risks
BARRIEU, Pauline, SCANDOLO, Giacomo

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137 - 146 - 
Multivariate Latent Risk
A Credibility Approach
ENGLUND, Martin, GUILLÉN, Montserrat, GUSTAFSSON, Jim, NIELSEN, Lars Hougaard, NIELSEN, Jens Perch

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147 - 159 - 
Asymptotic Tail Probabilities for Large Claims Reinsurance of a Portfolio of Dependent Risks
ASIMIT, Alexandru V., JONES, Bruce L.

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161 - 170 - 
On the Optimal Pricing of a Heterogeneous Portfolio
FALIN, Gennady I.

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171 - 181 - 
On the Applicability of the Wang Transform for Pricing Financial Risks
PELSSER, Antoon

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183 - 206 - 
On Risk Model with Dividends Payments Perturbed by a Brownian Motion
An Algorithmic Approach
FROSTIG, Esther

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207 - 230 - 
Robust Bayesian Analysis of Loss Reserves Data Using the Generalized-t Distribution
CHAN, Jennifer S.K., CHOY, S.T. Boris, MAKOV, Udi E.

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231 - 257 - 
Optimal Consumption and Insurance
A Continuous-time Markov Chain Approach
KRAFT, Holger, STEFFENSEN, Mogens

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259 - 276 - 
Some Explicit Solutions for the Joint Density of the Time of Ruin and the Deficit at Ruin
DICKSON, David C.M.

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277 - 291 - 
Posterior Regret Γ-Minimax Estimation of Insurance Premium in Collective Risk Model
BORATYŃSKA, Agata

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293 - 339 - 
Enterprise Risk Management, Insurer Value Maximisation, and Market Frictions
YOW, Shuan, SHERRIS, Michael

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341 - 380 - 
The Impact of Capital Structure on Economic Capital and Risk Adjusted Performance
PORTEOUS, Bruce T., TAPADAR, Pradip

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Miscellaneous
381 - 382 - 
5th Conference in Actuarial Science and Finance on Samos, September 4-7, 2008

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