PEETERS ONLINE JOURNALS
Peeters Online Bibliographies
Peeters Publishers
ASTIN Bulletin
Volume 33, issue 2
November 2003



113 - 115 - 
Editorial



DISCUSSION ARTICLES
117 - 122 - 
New Econ for Life Actuaries
AASE, Knut K., PERSSON, Svein-Arne

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123 - 124 - 
Comment on the Discussion Article by Aase and Persson
BÜHLMANN, Hans

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ARTICLES
125 - 152 - 
Guaranteed Annuity Options
BOYLE, Phelim, HARDY, Mary

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153 - 172 - 
A Discrete Time Benchmark Approach for Insurance and Finance
BÜHLMANN, Hans, PLATEN, Eckhard

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173 - 191 - 
A Unified Approach to Generate Risk Measures
GOOVAERTS, Marc J., KAAS, Rob, DHAENE, Jan, TANG, Qihe

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193 - 207 - 
Optimal Dynamic XL Reinsurance
HIPP, Christian, VOGT, Michael

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209 - 238 - 
Common Poisson Shock Models
Applications to Insurance and Credit Risk Modelling
LINDSKOG, Filip, McNEIL, Alexander J.

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239 - 263 - 
Asymptotic Dependence on Reinsurance Aggregate Claim Accounts
MATA, Ana J.

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265 - 287 - 
The Markov Chain Market
NORBERG, Ragnar

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289 - 312 - 
Pension Funding and the Actuarial Assumtion Concerning Investment Returns
OWADALLY, M. Iqbal

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313 - 330 - 
Chain Ladder Bias
TAYLOR, Greg

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331 - 346 - 
Claims Reserving Using Tweedie's Compound Poisson Model
WÜTHRICH, Mario V.

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WORKSHOP
347 - 364 - 
Interest-Rate Changes and the Value of a Non-Life Insurance Company
ALBRECHT, Thomas

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365 - 381 - 
Favorable Estimators for Fitting Pareto Models
A Study Using Goodness-of-Fit Measures with Actual Data
BRAZAUSKAS, Vytaras, SERFLING, Robert

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383 - 397 - 
The Valuation and Hedging of Variable Rate Savings Accounts
DE JONG, Frank, WIELHOUWER, Jacco

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399 - 417 - 
Prediction of Stock Returns
A New Way to Look at It
NIELSEN, Jens Perch, SPERLICH, Stefan

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419 - 436 - 
Setting a Bonus-Malus Scale in the Presence of Other Rating Factors
Taylor's Work Revisited
PITREBOIS, Sandra, DENUIT, Michel, WAHLIN, Jean-François

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BOOK REVIEW
437 - 448 - 
Book Reviews