1. Editorial

   • Esther Frostig

   EditorialNotes 01 April 2009 Pages: 277 - 278

2. Asymptotic Results for the Sum of Dependent Non-identically Distributed Random Variables

   • Dominik Kortschak
   • Hansjörg Albrecher

   OriginalPaper 25 March 2008 Pages: 279 - 306

3. Moment Bounds on Discrete Expected Stop-Loss Transforms, with Applications

   • Cindy Courtois
   • Michel Denuit

   OriginalPaper 10 November 2007 Pages: 307 - 338

4. Option Pricing for Log-Symmetric Distributions of Returns

   • Fima C. Klebaner
   • Zinoviy Landsman

   OriginalPaper 21 August 2007 Pages: 339 - 357

5. Fourier Inversion Formulas in Option Pricing and Insurance

   • Daniel Dufresne
   • Jose Garrido
   • Manuel Morales

   OriginalPaper 10 November 2007 Pages: 359 - 383

6. Properties of Distortion Risk Measures

   • Alejandro Balbás
   • José Garrido
   • Silvia Mayoral

   OriginalPaper 08 July 2008 Pages: 385 - 399

7. The Compound Poisson Surplus Model with Interest and Liquid Reserves: Analysis of the Gerber–Shiu Discounted Penalty Function

   • Jun Cai
   • Runhuan Feng
   • Gordon E. Willmot

   OriginalPaper 10 November 2007 Pages: 401 - 423

8. Finite-Time Ruin Probabilities for Discrete, Possibly Dependent, Claim Severities

   • Claude Lefèvre
   • Stéphane Loisel

   OriginalPaper 26 February 2009 Pages: 425 - 441

9. Measurement of Longevity Risk Using Bootstrapping for Lee–Carter and Generalised Linear Poisson Models of Mortality

   • S. Haberman
   • A. E. Renshaw

   OriginalPaper 14 October 2008 Pages: 443 - 461

10. Life Anuities with Stochastic Survival Probabilities: A Review

    • Michel Denuit

    OriginalPaper 01 May 2008 Pages: 463 - 489