Casualty Actuarial Society


ASTIN Bulletin

ASTIN Volume 34, No. 1

May 2004
Volume 34, No. 1

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


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M. Steffensen
On Merton's Problem for Life Insurers

M. Kaluszka
An Extension of the Gerber-Bühlmann-Jewell Conditions for Optimal Risk Sharing


D. C. M. Dickson,  H. Waters
Some Optimal Dividends Problems

M. Hald,  H. Schmidli
On the Maximisation of the Adjustment Coefficient under Porportional Reinsurance

J.M. Sarabia,  E. Gómez-Déniz,  F.J. Vázquez-Polo
On the use of Conditional Specification Models in Claim Count Distributions: an Application to Bonus-Malus System

K.C. Cheung,  H. Yang
Assest Allocation with Regime-switching Discrete-Time Case

R. Gatto
An Accurate Asymptotic Approxmiation for Experience Rated Premiums

R. Schnieper
Robust Bayeisan Experience Rating

A. Cebrián,  M. Denuit,  O. Scaillet
Testing for Concordance Ordering

Z. Butt,  S. Haberman
Application of Frailty-Based Morality Models Using Generalized Linear Models

S. Haberman,  Z. Butt,  B. Rickayzen
Measuring Process Risk in Income Protection Insurance

G. Venter
Testing Distributions of Stochastically Generated Yield Curves


H. Schmitter
The Sample Size Needed for the Calculation of a GLM Tariff


L. Jaeger
Prentice Hall, 'Managing Risk in Alternative Investment Strategies'

S. Philbrick
D. Duffie,  K. Singleton, 'Credit Risk, Pricing, Measurement, and Management'


Switzerland to organize the 2005 ASTIN and AFIR Colloquiums
Obituary: First Woman Actuary - Catherine Mary Prime

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