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ASTIN Bulletin

ASTIN Volume 34, No. 2

November 2004
Volume 34, No. 2

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

Contents

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EDITORIAL

J. Lemaire
Challenges to Actuarial Science in the 21st Century

Articles

Z. Landsman
Second Order Bayes Prediction of Functionals of Exponential Dispersion Distributions and an Application to the Prediction of the Tails

K.TH. Hess, K.D. Schmidt
Optimal Premium Plans for Reinsurance with Reinstatements

F. Avram, M. Usábel
Ruin Probabilities and Deficit for the Renewal Risk Model with Phase-Type Interarrival Times

D. Pfeifer, J. Neslehová
Modeling and Generating Dependent Risk Processes for IRM and DFA

M. Morales
Risk Theory with the Generalized Inverse Gaussian Lévy Process

S.M. Pitts
A Functional Approach to Approximations for the Individual Risk Model

Workshop

C. Braun
The Prediction Error of the Chain Ladder Method Applied to Correlated Run-off Triangles

M.I. Owadally, S. Haberman
The Treatment of Assets in Pension Funding

A. Heras, J.A. Gil, P. García-Pineda, J.L. Vilar
An Application of Linear Programming to Bonus Malus System Design

MISCELLANEOUS

Report on the XXXV Astin Colloquium, June 6-9, 2004, Bergen, Norway

Invitation and Call for Papers 36th ASTIN / 15th AFIR Colloquium at the ETH Zurich, Switzerland

New Mathematical Methods in Risk Theory. Workshop in Honour of Hans Bühlmann, Florence, 6-8 October 2005

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Obituary


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