Description: This is the abstract of a paper that builds on previous work concerned with measuring equity, and considers the problem of using observed claim data or other information to arrive at premiums which maximize equity. When these optimal premiums are used, it is shown that gathering more information or refining the risk classification must always increase equity.

Description: This abstract describes a paper that discusses the definition of forward rates in general and gives a generally valid definition of forward rates, and continues the work of Norberg (Insurance: Mathematics and Economics, 2010, 47(2), 105-112), who made the first attempt to define general forward transition rates.

Description: This paper presents a new approach for pricing insurance contracts. The approach is based both on economic and probabilistic arguments. The novel property of this paper is that the pricing argument is based on two factors determining the insurer's expected profit: the first one is the net revenue from selling insurance contracts and the second is the possible loss due to insolvency. From the Actuarial Research Clearing House ARCH 1997 Vol. 1.

Description: This abstract describes a paper that considers the pricing in a non-competitive market and models the pricing process as a bargaining game.

Description: This section presents book reviews and summaries of recent publications on a variety of topics.

Description: This abstract describes a paper that provides a quantitative framework in which two risk management strategies are mathematically formulated.

Description: This is the abstract for a paper of Immunization Measures for Life Contingencies.

Description: This abstract describes a paper that provides a framework for the development of livestock insurance and examines how livestock insurance may be developed, using Canada as an example.

Description: Book reviews and summaries on a variety of subjects