1. Preface

   • Ralf Korn

   Preface 15 June 2011 Pages: 143 - 144

2. IAA AFIR Colloquium 9–11 September 2009

   Programme 13 July 2011 Pages: 145 - 149

3. A user-friendly approach to stochastic mortality modelling

   • Helena Aro
   • Teemu Pennanen

   Original Research Paper 28 June 2011 Pages: 151 - 167

   

4. An integrated Cost of Risk model and its application to company valuation

   • Alexander Baier

   Original Research Paper 10 June 2011 Pages: 169 - 184

   

5. Solvency requirements for Swiss pension funds and how to ensure the guarantee of benefit payments at any time

   • Ljudmila Bertschi
   • Julien Roueche
   • Nathalie Munaretto

   Original Research Paper 08 June 2011 Pages: 185 - 197

   

6. How can defined contribution pension plans benefit from momentum and mean reversion?

   • Mabrouk Chetouane

   Original Research Paper 15 July 2011 Pages: 199 - 231

   

7. Mixed dynamic and static risk-minimization with an application to survivor swaps

   • Mikkel Dahl
   • Sverkel Glar
   • Thomas Møller

   Original Research Paper 13 July 2011 Pages: 233 - 260

   

8. Comparison of market models for measuring and hedging synthetic CDO tranche spread risks

   • Jack Jie Ding
   • Michael Sherris

   Original Research Paper 08 June 2011 Pages: 261 - 281

   

9. Optimisation of limit systems for investment risks in accordance with Solvency II

   • Alexander Dotterweich
   • Stefan Köstner

   Original Research Paper 15 June 2011 Pages: 283 - 302

10. Risk–reward optimisation for long-run investors: an empirical analysis

    • Manfred Gilli
    • Enrico Schumann

    Original Research Paper 15 June 2011 Pages: 303 - 327

    

11. Cash-flow based valuation of pension liabilities

    • Petri Hilli
    • Matti Koivu
    • Teemu Pennanen

    Original Research Paper 18 June 2011 Pages: 329 - 343

    

12. Optimal construction of a fund of funds

    • Petri Hilli
    • Matti Koivu
    • Teemu Pennanen

    Original Research Paper 15 June 2011 Pages: 345 - 359

    

13. Asset allocation for a DC pension fund under regime switching environment

    • Ralf Korn
    • Tak Kuen Siu
    • Aihua Zhang

    Original Research Paper 09 June 2011 Pages: 361 - 377

14. On the pricing of inflation-indexed caps

    • Susanne Kruse

    Original Research Paper 10 June 2011 Pages: 379 - 393

    

15. Select birth cohorts

    • Richard MacMinn
    • Frederik Weber

    Original Research Paper 15 June 2011 Pages: 395 - 409

    

16. Economic values of contribution cashflows for a sponsoring employer of a DB pension plan and measures to bring the economic costs under control within an affordable range

    • Shimizu Nobuhiro

    Original Research Paper 15 June 2011 Pages: 411 - 431

17. Mean–variance efficient strategies in proportional reinsurance under group correlation in a gaussian framework

    • Flavio Pressacco
    • Paolo Serafini
    • Laura Ziani

    Original Research Paper 11 June 2011 Pages: 433 - 454