ASTIN Volume 32, No. 1
May 2002
Volume 32, No. 1
The Journal of the ASTIN and AFIR Section of the International Actuarial Association
Contents
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Articles
E.H. GUI, A. MACDONALD
A Nelson-Aalen Estimate of the Incidence Rates of Early-onset
Alzheimer's Disease Associated with the Presenilin-1 Gene
K.W NG, Q.H. TANG, H. YANG
Maxima of Sums of Heavy-tailed Random Variables
B. SUNDT, R. VERNIC
On Error Bounds for Approximations to Multivariate Distributions II
R. KAAS, J. DHAENE, D. VYNCKE, M.J. GOOVAERTS, M. DENUIT
A Simple Geometric Proof that Comonotonic Risks have the Convex-largest Sum
R. WANG, H. LIU
On the Ruin Probability under a Class of Risk Processes
F.D.P. LIMA, J.M.A. GARCIA, A.D. EGIDIO DOS REIS
Fourier/Laplace Transforms and Ruin Probabilities
Workshop
M. SCHIEGL
On the Safety Loading for Chain Ladder Estimates: a Monte Carlo
Simulation Study
S. HABERMAN, J.-H. SUNG
Dynamic Programming Approach to Pension Funding:
the Case of Incomplete State Information
G.K. SMYTH, B. JORGENSEN
Fitting Tweedie's Compound Poisson Model to Insurance Claims Data:
Dispersion Modelling
F. BAIONE, S. LEVANTESI, M. MENZIETTI
The Development of an Optimal Bonus-Malus System in a Competitive Market
G. BUGAR, R. MAURER
International Equity Portfolios and Currency Hedging: the Viewpoint of
Hungarian and German Investors
Rand R. Wilcox: Fundamentals of Modem Statistical Methods
Report on the International ASTIN Colloquium, Washington, 2001
2nd Conference in Actuarial Science and Finance in Samos
September 20-22, 2002, Greece
13th Annual International AFIR Colloquium
Announcement of the "Bob Alting von Geusau" Memorial Prize
Brian Hey Prize 2002 - Call for papers
