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ASTIN Bulletin

ASTIN Volume 36, No. 2

November 2006
Volume 36, No. 2

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

Contents

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ARTICLES

A. Macdonald, D. Pritchard, P. Tapadar
The impact of Multifactorial Genetic Disorders on Critical Illness Insurance: A Simulation Study Based on UK Biobank

J. Leitner
A Note on Credit Insurance

Ph. Barbe, A.-L. Fougères, Chr. Genest
On the Trail Behavior of Sums of Dependent Risks

G.G. Venter, J.A. Major, R.E. Kreps
Marginal Decomposition of Risk Measurers

D.C.M. Dickson, H.R. Waters
Optimal Dynamic Reinsurance

E. Furman, Z. Landsman
Tail Variance Premium with Applications for Elliptical Portfolio of Risks

D.P.M. Scollnik
A Damaged Generalised Poisson Model and Its Application to Reported and Unreported Accident Counts

H.U. Gerber, X.S. Lin, H. Yang
A Note on the Dividends-penalty Identity and the Optimal Dividend Barrier

M. Cenci, M. Corradini, A. Gheno
Dynamic Portfolio Selection in a Dual Expected Utility Theory Framework

M. Buchwalder, H. Bühlmann, M. Merz, M Wüthrich
The Mean Square Error of Prediction in the Chain Ladder Reserving Method (Mack and Murphy Revisited)

Th. Mack, G. Quarg, C. Braun
The Mean Square Error of Prediction in the Chain Ladder Reserving Method - A Comment

M. Buchwalder, H. Buhlmann, M. Merz, M. Wuthrich
The Mean Square Error of Prediction in the Chain Ladder Reserving Method - Final Remark

A. Gisler
The Estimation Error in the Chain-Ladder Reserving Method: A Bayesian Approach

G.G. Venter
Discussion of the Mean Square Error of Prediction in the Chain-Ladder Reserving Method

J.W. Lau, T.K. Su, H. Yang
On Bayesian Mixture Credibility

P. de Jong, S. Ferris
Adverse Selection Spirals

D. Hainaut, P. Devolder
Life Annuitization: Why and How Much?


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