ASTIN Bulletin
Volume 38, issue 2
November 2008



Articles
383 - 397 - 
Optimal Insurance and Reinsurance Policies in the Risk Process
GOLUBIN, A.Y.

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399 - 422 - 
Dividend Moments in the Dual Risk Model
Exact and Approximate Approaches
CHEUNG, Eric C.K., DREKIC, Steve

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423 - 440 - 
Optimal Investment and Bounded Ruin Probability
Constant Portfolio Strategies and Mean-Variance Analysis
KORN, Ralf, WIESE, Anke

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441 - 459 - 
Pareto Optimality and Equilibrium in an Insurance Market
GOLUBIN, A.Y.

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461 - 481 - 
The Gerber-Shiu Expected Discounted Penalty-Reward Function under an Affine Jump-Diffusion Model
AVRAM, Florin, USABEL, Miguel

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483 - 526 - 
Market Consistent Pricing of Insurance Products
MALAMUD, Semyon, TRUBOWITZ, Eugene, WÜTHRICH, Mario V.

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527 - 542 - 
Sampling Distributions of Critical Illness Insurance Premium Rates
Breast and Ovarian Cancer
LU, Li, MACDONALD, Angus, WATERS, Howard

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543 - 563 - 
Analytic Solution for Return of Premium and Rollup Guaranteed Minimum Death Benefit Options under Some Simple Mortality Laws
ULM, Eric R.

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565 - 600 - 
Credibility for the Chain Ladder Reserving Method
GISLER, Alois, WÜTHRICH, Mario V.

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601 - 619 - 
Economic Capital Allocations for Non-Negative Portfolios of Dependent Risks
FURMAN, Edward, LANDSMAN, Zinoviy

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621 - 651 - 
A Universal Pricing Framework for Guaranteed Minimum Benefits in Variable Annuities
BAUER, Daniel, KLING, Alexander, RUSS, Jochen

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653 - 667 - 
Optimal Dividends in the Dual Model with Diffusion
AVANZI, Benjamin, GERBER, Hans U.

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Miscellaneous
669 - 669 - 
Correction note to «The Prediction Error of Bornhuetter/Ferguson» by T. Mack
MACK, Thomas

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670 - 670 - 
3rd International Life Colloquium and 19th International AFIR Colloquium
Announcement and Call for Papers

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671 - 671 - 
IAA Life Section Prize

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672 - 673 - 
39th International ASTIN Colloquium
Announcement and Call for Papers

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674 - 675 - 
2009 Bowles Symposium
Liquidity, Valuation and Financial Crises

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