ASTIN Bulletin – The Journal of the International Actuarial Association

Volume 37, No. 2 - November 2007

CONTENTS

Articles

H. Buhlmann
The History of ASTIN: Invited Lecture at the 50th Anniversary of ASTIN

H. Albrecher, J. Hartinger, and S. Thonhauser
On Exact Solutions for Dividend Strategies of Threshold and Linear Barrier Type in a Sparre Andersen Model

M. Dahl
A Discrete-Time Model for Reinvestment Risk in Bond Markets

M. Degen, P. Embrechts, and D. Lambrigger
The Quantitative Modeling of Operational Risk: Between G-and-H and EVT

A. Alfa and S. Drekic
Algorithmic Analysis of the Sparre Andersen Model in Discrete Time

K. Schmidt
A Note on Recent Papers by Zaks, Frostig, and Levikson

C. Lo, W. Fung, and Z. Zhu
Structural Parameter Estimation Using Generalized Estimating Equations for Regression Credibility Models

G. Venter
Generalized Linear Models Beyond the Exponential Family with Loss Reserve Applications

J. Kim and M. Hardy
Quantifying and Correcting the Bias in Estimated Risk Measurers

C. Courtois and M. Denuit
Local Moment Matching and S-Convex Extrema

J. Vilar-Zanon and C. Lozano-Colomer
On Pareto Conjugate Priors and their Application to Large Claims Reinsurance Premium Calculation

C. Espinosa and A. McDonald
A Correction for Ascertainment Bias in Estimating Rates of Onset of Highly Penetrant Genetic Disorders

M. Joshi and L. Liesch
Effective Implementation of Generic Market Models

C. Genest and J. Neslehova
A Primer on Copulas for Count Data

G. Taylor
Credibility, Hypothesis Testing and Regression Software

Miscellaneous

38th International ASTIN Colloquium, Manchester, UK - Sunday 13 July to Wednesday 16 July 2008

17th International AFIR/ERM Colloquium, Rome, Italy - October 1-3, 2008

Report on the 1st International IAA Life Colloquium and the 16th International AFIR/ERM Colloquium, Stockholm 15-17 June 2007

Faculty Positions in Actuarial Science and/or Mathematical Finance in the Robinsons College of Business at Georgia State University

Call for Papers: Risk Theory Society Annual Seminar