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ASTIN Bulletin

ASTIN Volume 28, No. 1

May 1998
Volume 28, No. 1

The Journal of the ASTIN and AFIR Section of the International Actuarial Association

Contents

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EDITORIAL

A. Cairns
Thanks

Articles

M. BAXTER
Hedging in Financial Markets

Th. MØLLER
Risk-Minimizing Hedging Strategies for Unit-Linked Life Insurance Contracts

J.F. CARRIERE
Withdrawal Benefits under a Dependent Double Decrement Model

N. BÄUERLE, A. MÜLLER
Modeling and Comparing Dependencies in Multivariate Risk Portfolios

T. CHAN
Some Applications of Lévy Processes to Stochastic Investment Models for Actuarial Use

N. KEIDING, C. ANDERSEN, P. FLEDELIUS
The Cox Regression Model for Claims Data in Non-Life Insurance

W. HÜRLIMANN
On Stop-Loss Order and the Distortion Pricing Principle

WORKSHOPS

D.P.M. SCOLLNIK
On the Analysis of the Truncated Generalized Poisson Distribution Using a Bayesian Method

R.M. BERGLUND
A Note on the Net Premium for a Generalized Largest Claims Reinsurance Cover

MISCELLANEOUS

Book Reviews


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