Fabio Bellini and Marco Fritelli
On the martingale measure that minimizes the maximum expected utility

Alexandra Berketi
Insolvency risk and its impact on the policyholders' investment choices: A mean-variance approach for participating life office funds

Lluis Bermudez and I. Morillo
Segmentation and optimal bonus-malus system

Jun Cai and José Garrido
Asymptotic Behavior for Tails of Convolutions of Compound Geometric Distribution with Applications to Ruin Probabilities and M/G/k Queues

Jacques F. Carriere
Approximating Long-Term Yield Rates For Actuarial Valuations

Tomas Cipra
Econometric Analysis of Cash-Flows in a Life Insurance Company

Murray Cohen
The Effects of Financial and Economic Factors on the Viability of CCRCs

Isabel Maria Ferraz Cordeiro
A Multiple State Model for the Analysis of Permanent Health Insurance Claims By Cause of Disability

Sam H. Cox and Hal W. Pedersen
Currency Risk in Insurance

Daya Dayananda
Executive Stock Options: Valuation Based on Targeted Performance

Griselda Deelstra, Martino Grasselli and Pierre-François Koehl
Strong Stop-Loss Criteria: Definition and Application to Risk-Management

Griselda Deelstra and J. Janssen
Some New Results on Interaction Between Asset Liability Management and Risk Theory

Michel Denuit and Claude Lefèvre
Stochastic s-convexity and mixture models

F. Etienne De Vylder and Marc Goovaerts
Homogeneous Risk Models With Equalized Claim Amounts

Alfredo D. Egidio dos Reis
On the moments of ruin and recovery times

Alfredo D. Egidio dos Reis and Rui M. R. Cardoso
Recursive calculation of time to ruin distributions

Edward W. (Jed) Frees
Panel Data Analysis and Credibility Theory

P.D. England and Richard Verrall
Analytic and Bootstrap Estimates of Prediction Errors in Claims Reserving

Susanne Fromme
Asset management policies of German life insurance companies: from book values to a mark-to-market evaluation

Hans U. Gerber and Bruno Landry
On the Discounted Penalty at Ruin in a Jump-diffusion and the Perpetual Put Option

Hans U. Gerber and Gérard Pafumi
Pricing Dynamic Solvency Insurance and Investment Fund Protection

Marc Goovaerts and Hendrik Redant
On the Distribution of IBNR Claims

Vincent Goulet
Optimal Parameter Estimation in Crossed Classification Credibility

Cristina Gutierrez-Delgado
Initial Selection for Permanent Health Insurance Policies

Steven Haberman and David Smith
Simulation Approaches to Assessment of Optimal Funding Strategies for Pension Schemes

Steven Haberman and Irene Savoulli
Optimal Premium Pricing in a Competitive Insurance Environment

Werner Hürlimann
Risk measurement and financial gain: a paradox and a reconciliation

Nikos Katrakis and A.S. Macdonald
Dependancy of Lapses on Economic Conditions; Effects on Life-Offices, Policyholders and Agents

Mary Kelly
The Two Way Street: Bilateral Information Asymmetry in Insurance Markets

Zinoviy Landsman and Udi E. Makov
On Stochastic Approximation and Credibility

Nisan Langberg and Benny Levikson
Optimal Retention Levels in reinsurance

Etienne Marceau
The incidence of stochastic rates of return on life insurance reserves

Alexander V. Melnikov
Financial Innovations and Problems of Risk Management

Alfred Müller and Nicole Bäuerle
Modeling and comparing dependencies in multivariate risk portfolios

Daniel Neuenschwander
Option pricing in a Bessel process model when speculants lose their risk aversion

Ragnar Norberg
Optimal parameter estimation in credibility: minimum norm vs. least squares

Jeffrey Pai and Hal W. Pedersen
Constructing Term Structure Models with a Regime Switching Component: Theory, Calibration, and Implementation

F. C. Pereira and Richard Verrall
A Markov chain Monte Carlo approach to grouping premium rating factors

Svein-Arne Persson and Kristian R. Miltersen
Pricing Rate of Return Guarantess in Heath-Jarrow-Morton Framework

Philippe Picard and Claude Lefèvre
The mean of the ruin time in the classical risk model with discrete claimsize distribution

Klaus D. Schmidt
Unconditional Credibility with Applications to Loss Reserving

Arnold F. Shapiro
A Hitchhikers Guide to Nonlinear Techniques

Tapen Sinha
Performance of Publicly Mandated Private Pension Funds in Mexico: Simulations with Transaction Cost

Jaap Spreeuw
Majorization order applied to a system of mortality profit distribution

Wojciech Szatzschneider
The Square Root Processes in Financial Modelling

Francisco J. Vázquez Polo and Gómez Déniz, Emilio
The Esscher Premium Principle in Risk Theory: A Bayesian Sensitivity Study

Thomas von Ungern-Sternberg
Housing Insurance in France

Julia Lynn Wirch
Risk Measures Using Distorted Probabilities

Yong Yao
Term Structure Models and Asymptotic Long Rate

Arsad Zainudin
Analysis of Models for Inflation Using the Kalman Filter