ASTIN Bulletin – The Journal of the International Actuarial Association

Volume 35, No. 2 – November 2005

CONTENTS

Editorial

A. Cairns
Editorial Changes

Articles

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

Book Reviews

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

Miscellaneous

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

Obituary