Feature Articles

• Pension Plan Valuation and Mortality Projection: A Case Study with Mortality Data
• Helene Cossette, Antoine Delwarde, Michel Denuit, Frederick Guillot, and E tienne Marceau

• Coherent Distortion Risk Measures and Higher-Order Stochastic Dominances
• Fabio Bellini and Camilla Caperdoni

• A Risk Model with Multilayer Dividend Strategy
• Hansjorg Albrecher and Jurgen Hartinger

• Moments of the Dividend Payments and Related Problems in a Markov-Modulated Risk Model
• Shuanming Li and Yi Lu

• On Approximating the Individual Risk Model
• Peter S. Kornya

• On the Class of Erlang Mixtures with Risk Theoretic Applications
• Gordon E. Willmot and Jae-Kyung Woo

• On the Gerber-Shiu Discounted Penalty Function for the Ordinary Renewal Risk Model with Constant Interest
• Rong Wu, Yuhua Lu, and Ying Fang

• The Expected Discounted Penalty at Ruin for a Markov-Modulated Risk Process Perturbed by Diffusion
• Yi Lu and Cary Chi-Liang Tsai

Departments

Discussion of Papers Already Published

• "On the Expected Discounted Penalty Function for Levy Risk Processes,"
• Discussion by Xiaowen Zhou

• "Managing Longevity Risk in the U.S. Retirement Plans through Mandatory Annuitization,"
• Discussion by Sarah L. M. Christiansen
• Authors' Reply

• "On the Merger of Two Companies,"
• Discussion by Hansjorg Albrecher and Stefan Thornhauser
• Authors' Reply