Casualty Actuarial Society


ASTIN Bulletin

ASTIN Volume 37, No. 1

May 2007
Volume 37, No. 1

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


These files are in Portable Document Format (PDF), you will need to download the Acrobat Reader to view the articles.


P. Emms
Dynamic Pricing of General Insurance in a Competitive Market

M. Johnston
Extension of the Capital Asset Prciing Model to Non-normal Dependence Structures

M. Niemiec
Bonus-Malus Systems as Markov Set-chains

M. Riesner
Locally Risk-minimizing Hedging of Insurance Payment Streams

J. Cai, K.S. Tan
Optimal Retention for a Stop-loss Reinsurance under the VaR and CTE Risk Measures

C.R. Larsen
An Individual Claims Reserving Model

I.M.F. Cordeiro
Some Notes on the Average Duration of an Income Protection Claim

P. De Jong, C. Marshall
Mortality Projection Based on the Wang Transform

A.A. Zimbidis, N.E. Frangos, A.A. Pantelous
Modeling Earthquake Risk via Extreme Value Theory and Pricing the Respective Catastrophe Bonds


Register for the 2007 ASTIN Colloquium

38th International ASTIN Colloquium

Obituary of Erkki Pesonen

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