ASTIN Bulletin – The Journal of the International Actuarial Association

Volume 30, No. 1 – May 2000

CONTENTS

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Editorial Change

Articles

D. PROMISLOW, V.R. YOUNG
Equity and Exact Credibility

J.L. WANG
A Note on Christofides' Conjecture Regarding Wang's Premium Principle

A. CAIRNS
Some Notes on the Dynamics and Optimal Control of Stochastic Pension Fund Models in Continuous Time

R. VERNIC
A Multivariate Generalization of the Generalized Poisson Distribution

A. MACDONALD,  D. PRITCHARD
A Mathematical Model of Alzheimer's Disease and the Apoe Gene

B. SUNDT
On Mulivariate Vernic Recursions

Workshop

G. DEELSTRA
Long-Term Returns in Stochastic Interest Rate Models: Applications

J.F. WAHLIN,  J. PARIS
Recursive Formulae for Some Bivariate Counting Distributions Obtained by the Trivariate Reduction Method

S.H. COX,  J.R. FAIRCHILD,  H.W. PEDERSEN
Economic Aspects of Securitization of Risk

R. SCHNIEPER
Portfolio Optimization

Miscellaneous

Book Reviews
Obituary