Casualty Actuarial Society


ASTIN Bulletin

ASTIN Volume 35, No. 2

November 2005
Volume 35, No. 2

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.


A. Cairns
Editorial Changes


M. Kaluszka
Truncated Stop Loss as Optimal Reinsurance Agreement in One-Period Models

A. Ng, H. Yang
Lundberg Type Bounds for the Joint Distribution of Surplus Immediately Before and at Ruin Under a Marker Modulated Risk Model

A.Y. Golubin
Pareto-Optimal Contracts in an Insurance Market

N. Bauerle, R. Grubel
Multivariate Counting Processes: Copulas and Beyond

M. De Lourdes Centeno, J. Silva
Applying the Porportional Hazard Preminum Calculation Principle

P. Emms, S. Haberman
Pricing General Insurance Using Optimal Control Theory

F. Helms, C. Czado, G. Schlobl
Calculations of LTC Premiums Based on Direct Estimates of Transition Probabilities

D. Mango
Insurance Capital as a Shared Asset


David C.M. Dickson
Insurance Risk and Ruin
Reviewed By: Francois Dufresne

P. Cizek, W. Hardle, R. Weron
Statistical Tools for Finance and Insurance
Reviewed By: Anna Maria De Meyer, KU Levem, LUDIT


Report of the 36th ASTIN Colloquium ETH Zurich and the 15th AFIR Colloquium ETH Zurich


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