Volume 10, Number 2

• Guest Editorial
• The Magnificent Seven

  Phelim Boyle

• Feature Articles
• Financial Pricing Models for Property–Casualty Insurance Products: Retrospective Analysis

  Ernesto Schirmacher and Sholom Feldblum

• Forecasting Runoff Triangles

  Piet de Jong

• Capital Allocation in Insurance: Economic Capital and the Allocation of the Default Option Value

  Michael Sherris and John van der Hoek

• Option Pricing Under Autoregressive Random Variance Models

  Tak Kuen Siu

• On Optimal Dividend Strategies in the Compound Poisson Model

  Hans U. Gerber and Elias S. W. Shiu

• Optimal Dividends in an Ornstein–Uhlenbeck Type Model with Credit and Debit Interest

  Jun Cai, Hans U. Gerber and Hailiang Yang, Discussions, Author Reply

• On the Decomposition of the Ruin Probability for a Jump–Diffusion Surplus Process Compounded by a Geometric Brownian Motion

  Jun Cai and Chengming Xu, Discussion, Author Reply

• Departments
• Discussion of Papers Already Published
• "On a Classical Risk Model with a Constant Dividend Barrier"
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• Discussion by Beda Chan, Hans U. Gerber, and Elias S. W. Shiu
• Discussion by Chuancun Yin
• Author Reply by Xiaowen Zhou
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• "Toward a Unified Approach to Fitting Loss Models"
• Discussion by Jiafeng Sun, Edward W. Frees, and Marjorie A. Rosenberg

• Book Review
• Quantitative Risk Management
• By Alexander J. McNeil, Rüdiger Frey, and Paul Embrechts
• Review by Beda Chan

• Coming Attractions July 2006 Issue
• Upcoming Papers