ASTIN Volume 36, No. 1

May 2006
Volume 36, No. 1

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

Contents

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EDITORIAL

M. Sherris
Actuarial Education and Research: A Perspective from Down Under

ARTICLES

H.U. Gerber, E.S.W. Shiu, N. Smith
Maximizing Dividends without Bankruptcy

J.-F. Angers, D. Desjardins, G. Dionne, F. Guertin
Vehicle and Fleet Random Effects in a Model of Insurance Rating for Fleets of Vehicles

A.J.G. Cairns, D. Blake, K. Dowd
Pricing Death: Frameworks for the Valuation and Securitization of Mortality Risk

E. Ohlsson, B. Johansson
Exact Credibility and Tweedie Models

U. Herold, R. Maurer
Portfolio Choice and Estimation Risk. A Comparison of Bayesian to Heuristic Approaches

Y. Zaks, E. Frostig, B. Levikson
Optimal Pricing of a Heterogeneous Portfolio for a Given Risk Level

M. Hamada, M. Sherris, J. van der Hoek
Dynamic Portfolio Allocation, the Dual Theory of Choice and Probability Distortion Functions

A. Tsanakas, N. Christofides
Risk Exchange with Distorted Probabilities

M. Steffensen
Quadratic Optimization of Life and Pension Insurance Payments

M. Kijima
A Multivariate Extension of Equilibrium Pricing Transforms: The Multivariate Esscher and Wang Transforms for Pricing Financial and Insurance Risks

J.-Ph. Boucher, M. Denuit
Fixed versus Random Effects in Poisson Regression Models for Claim Counts: A Case Study with Motor Insurance

MISCELLANEOUS

37th ASTIN Colloquium Slated for Walt Disney World Resort

AFIR Stockholm 2007. Call for Papers

Invitation for University Programs to Apply for Accreditation by the ERM Institute International (ERM-II)

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