ASTIN Bulletin – The Journal of the International Actuarial Association

Volume 32, No. 1 – May 2002

CONTENTS

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Articles

E.H. GUI,   A. MACDONALD
A Nelson-Aalen Estimate of the Incidence Rates of Early-onset Alzheimer's Disease Associated with the Presenilin-1 Gene

K.W NG,  Q.H. TANG,  H. YANG
Maxima of Sums of Heavy-tailed Random Variables

B. SUNDT,  R. VERNIC
On Error Bounds for Approximations to Multivariate Distributions II

R. KAAS,  J. DHAENE,  D. VYNCKE,  M.J. GOOVAERTS,  M. DENUIT
A Simple Geometric Proof that Comonotonic Risks have the Convex-largest Sum

R. WANG,  H. LIU
On the Ruin Probability under a Class of Risk Processes

F.D.P. LIMA,  J.M.A. GARCIA,  A.D. EGIDIO DOS REIS
Fourier/Laplace Transforms and Ruin Probabilities

Workshop

M. SCHIEGL
On the Safety Loading for Chain Ladder Estimates: a Monte Carlo Simulation Study

S. HABERMAN,  J.-H. SUNG
Dynamic Programming Approach to Pension Funding: the Case of Incomplete State Information

G.K. SMYTH,  B. JORGENSEN
Fitting Tweedie's Compound Poisson Model to Insurance Claims Data: Dispersion Modelling

F. BAIONE,  S. LEVANTESI,  M. MENZIETTI
The Development of an Optimal Bonus-Malus System in a Competitive Market

G. BUGAR,  R. MAURER
International Equity Portfolios and Currency Hedging: the Viewpoint of Hungarian and German Investors

Book Review

A. McNEIL
Rand R. Wilcox: Fundamentals of Modem Statistical Methods

Miscellaneous

Report on the International ASTIN Colloquium, Washington, 2001
2nd Conference in Actuarial Science and Finance in Samos September 20-22, 2002, Greece
13th Annual International AFIR/ERM Colloquium
Announcement of the "Bob Alting von Geusau" Memorial Prize
Brian Hey Prize 2002 - Call for papers