Feature Articles

• Market Price of Insurance Risk Implied by Catastrophe Derivatives
• Alexander Muermann
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• Efficient Post-Retirement Asset Allocation
• Barry Freedman
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• A Simple Model of Insurance Market Dynamics
• Greg Taylor
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• Computation of Multivariate Barrier Crossing Probability and Its Applications in Credit Risk Models
• Joonghee Huh and Adam Kolkiewicz
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• Intergenerational Transfers and Insurance Policy Design
• David Bernstein
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• Moments of Discounted Dividends for a Threshold Strategy in the Compound Poisson Risk Model
• Eric C. K. Cheung, David C. M. Dickson, and Steve Drekic
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• Ordering Ruin Probabilities Resulting from Layer-Based Claim Amounts for Surplus Process Perturbed by Diffusion
• Cary Chi-Liang Tsai

Departments

• Discussion of Papers Already Published
• "Recursive Calculation of the Dividend Moments in a Multi-Threshold Risk Model"
• Discussion by Eric C.K. Cheung
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• Author Reply from Jiandong Ren
• "The Discounted Joint Distribution of the Surplus Prior to Ruin and the Deficit at Ruin in a Sparre Andersen Model"
• Tak Kuen Siu  
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• Book Review
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• Pioneers of Financial Economics. Volume 2: Twentieth-Century Contributions
• Edited by Geoffrey Poitras with Franck Jovanovic
• Reviewed by Elias S.W. Shiu
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• Call for Papers