ASTIN Volume 32, No. 2

November 2002
Volume 32, No. 2

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

Contents

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EDITORIAL

H. BUHLMANN
New Math for Life Actuaries

A. CAIRNS
ASTIN Bulletin Online

Articles

S. WANG
A Universal Framework for Pricing Financial and Insurance Risks

W. HURLIMANN
Analytical Bounds for Two Value-at-Risk Functionals

S. ASMUSSEN,  F. AVRAM,  M. USABEL
Edangian Approximations for Finite-Horizon Ruin Probabilities

K.TH. HESS,  A. LIEWALD,  K.D. SCHMIDT
An Extension of Panjer's Recursion

D.C.M. DICKSON,  H.R. WATERS
The Distribution of the Time to Ruin in the Classical Risk Model

P. VERICO
Bonus-Malus Systems: "Lack of Transparency" and Adequacy Measure

Workshop

I.M.F. CORDEIRO
Transition Intensities for a Model for Permanent Health Insurance

BOOK REVIEW

A. CAIRNS
K. Sandmann and EJ. Schonbucher (eds.): Advances in Finance and Stochastics, Essays in Honour of Dieter Sondermann

MISCELLANEOUS

The Actuarial Meetings in Cancun
International AFIR Colloquium 2003
Invitation to the ASTIN Colloquium 2003 in Berlin/Germany

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