Editorial

• Risk Management Research Imperatives

Feature Articles

• Accounting/Actuarial Bias Enables Equity Investment by Defined Benefit Pension Plans
• Jeremy Gold

• Aging Curves for Health Care Costs In Retirement
• Jeffrey P. Petertil

• Pricing Options Using Lattice Rules
• Phelim P. Boyle,Yongzeng Lai, and Ken Seng Tan

• Managing Economic and Virtual Economic Capital Within Financial Conglomerates
• Marc J. Goovaerts, Eddy Van den Borre, and Roger J. A. Laeven

• Bayesian Assessment of the Distribution of Insurance Claim Counts Using Reversible Jump MCMC
• Ioannis Ntzoufras, Athanassios Katsis, and Dimitris Karlis

• Minimizing the Probability of Ruin When Claims Follow Brownian Motion with Drift
• S. David Promislow and Virginia R. Young

• Some Ruin Problems for a Risk Process with Stochastic Interest
• Kam-Chuen Yuen and Guojing Wang

Departments

• Discussions of Papers Already Published
• Katrien Antonio, Jan Beirlant and Tom Hoedemakers
• Book Review
• Andrew C. Y. Ng

Upcoming Conferences/Call for Papers

• 2006 Stochastic Modeling Symposium