Annals of Actuarial Science Volume 2 Part 1, no 3

Modelling the claim duration of income protection insurance policyholders using parametric mixture models / D.G.W. Pitt

Prediction error of the chain ladder reserving method applied to correlated run-off triangles / M. Merz and M.V. Wuthrich

Defining and measuring investment risk in defined benefit pension funds / S.F. Whelan

On immunisations and S-convex extremal distributions / C. Courtois and M. Denuit

Bayesian nonparametric approach to credibility modelling / A. Gangopadhyay and W.-C. Gau

'Freedom with publicity' - The Actuarial Profession and United Kingdom insurance regulation from 1844 to 1945 / P.M. Booth

OTHER MATTERS

Papers from Actuarial journals worldwide

REVIEWS

Quantitave risk management: concepts, techniques, tools / A.J. McNeil, R. Frey and P. Embrechts

The econometrics of individual risk: credit, insurance and marketing / B. Gourieroux and J. Jasiak