ASTIN Bulletin

1958 - 2025

From Cambridge University Press
Cambridge University Press, UPH, Shaftesbury Road, Cambridge CB2 8BS UK.
Bibliographic data for series maintained by Kirk Stebbing ().

Access Statistics for this journal.
Is something missing from the series or not right? See the RePEc data check for the archive and series.

Volume 32, issue 2, 2002

A Universal Framework for Pricing Financial and Insurance Risks pp. 213-234

Shaun S. Wang

Analytical Bounds for two Value-at-Risk Functionals pp. 235-265

Werner Hürlimann

Erlangian Approximations for Finite-Horizon Ruin Probabilities pp. 267-281

Soren Asmussen, Florin Avram and Miguel Usabel

An Extension of Panjer's Recursion pp. 283-297

Klaus Th. Hess, Anett Liewald and Klaus D. Schmidt

The Distribution of the time to Ruin in the Classical Risk Model pp. 299-313

David C.M. Dickson and Howard R. Waters

Bonus-Malus Systems: “Lack of Transparency” and Adequacy Measure pp. 315-318

Paola Verico

Transition Intensities for a model for Permanent Health Insurance1 pp. 319-346

Isabel Maria Ferraz Cordeiro

K. Sandmann and P.J. Schönbucher, Editors: Advances in Finance and Stochastics: Essays in Honour of Dieter Sondermann. Springer. ISBN 3-540-43464-X pp. 347-347

Andrew Cairns

Volume 32, issue 1, 2002

A Nelson-Aalen Estimate of the Incidence Rates of Early-Onset Alzheimer's Disease Associated with the Presenilin-1 Gene pp. 1-42

Eng Hock Gui and Angus Macdonald

Maxima of Sums of Heavy-Tailed Random Variables pp. 43-55

K.W. Ng, Q.H. Tang and H. Yang

On Error Bounds for Approximations to Multivariate Distributions II pp. 57-69

Bjørn Sundt and Raluca Vernic

A Simple Geometric Proof that Comonotonic Risks Have the Convex-Largest Sum pp. 71-80

R. Kaas, Jan Dhaene, D. Vyncke, Marc Goovaerts and M. Denuit

On the Ruin Probability Under a Class of Risk Processes1 pp. 81-90

Wang Rongming and Liu Haifeng

Fourier/Laplace Transforms and Ruin Probabilities pp. 91-105

Fátima D.P. Lima, Jorge M.A. Garcia and Alfredo Egidio dos Reis

On the Safety Loading for Chain Ladder Estimates: a Monte Carlo Simulation Study pp. 107-128

M. Schiegl

Dynamic Programming Approach to Pension Funding: the Case of Incomplete State Information pp. 129-142

S. Haberman and Joo-Ho Sung

Fitting Tweedie's Compound Poisson Model to Insurance Claims Data: Dispersion Modelling pp. 143-157

Gordon K. Smyth and Bent Jørgensen

The Development of an Optimal Bonus-Malus System in a Competitive Market pp. 159-170

Fabio Baione, Susanna Levantesi and Massimiliano Menzietti

International Equity Portfolios and Currency Hedging: The Viewpoint of German and Hungarian Investors* pp. 171-197

Gyöngyi Bugár and Raimond Maurer

R.R. Wilcox (2001): Fundamentals of Modern Statistical Methods. Springer. ISBN 0-387-95157-1 pp. 199-200

Alexander McNeil

Volume 31, issue 2, 2001

On the Distribution of the Surplus Prior to Ruin in a Discrete Semi-Markov Risk Model pp. 255-273

J.M. Reinhard, and M. Snoussi

Fair Pricing of Life Insurance Participating Policies with a Minimum Interest Rate Guaranteed pp. 275-297

Anna Rita Bacinello

Empirical Issues in Value-at-Risk* pp. 299-315

Dennis Bams and Jacco L. Wielhouwer

The Practical Replacement of a Bonus-Malus System pp. 317-335

J.F. Walhin and J. Paris

Allowance for the Age of Claims in Bonus-Malus Systems* pp. 337-348

Jean Pinquet, Montserrat Guillén and Catalina Bolancé

A Note on Ruin in a Two State Markov Model1 pp. 349-358

Christian Wagner

Volume 31, issue 1, 2001

Design of Optimal Bonus-Malus Systems With a Frequency and a Severity Component On an Individual Basis in Automobile Insurance pp. 1-22

Nicholas E. Frangos and Spyridon D. Vrontos

Insurance Premium Calculations with Anticipated Utility Theory pp. 23-35

Cuncun Luan

Heavy-Tailed Distributions and Rating pp. 37-58

J. Beirlant, G. Matthys and G. Dierckx

Ultimate Ruin Probabilities for Generalized Gamma-Convolutions Claim Sizes pp. 59-79

M. Usábel

Experience Rating Schemes for Fleets of Vehicles* pp. 81-105

Denise Desjardins, Georges Dionne and Jean Pinquet

Analytical Evaluation of Economic Risk Capital for Portfolios of Gamma Risks pp. 107-122

Werner Hürlimann

The Mixed Bivariate Hofmann Distribution pp. 123-138

J.F. Walhin and J. Paris

The Natural Sets of Wang's Premium Principle1 pp. 139-145

Xian-Yi Wu

Geographic Premium Rating by Whittaker Spatial Smoothing pp. 147-160

Greg Taylor

Optimal Loss Financing Under Bonus-Malus Contracts pp. 161-173

Jon Holtan

Optimal Insurance Coverage under Bonus-Malus Contracts pp. 175-186

Jon Holtan

Financial Data Analysis with Two Symmetric Distributions pp. 187-211

Werner Hürlimann

Introduction to Dynamic Financial Analysis pp. 213-249

Roger Kaufmann, Andreas Gadmer and Ralf Klett

Hartmut Milbrodt, Manfred Helbig (1999): Mathematische Methoden der Personenversicherung. de Gruyter. IBSN 3-11-014226-0 pp. 251-252

Michael Koller

G.E. Willmot and X. Sheldon Lin (2000): Lundberg Approximations for Compound Distributions with Insurance Applications. Springer Lecture Notes in Statistics, 156. ISBN 0 387 95135 0 pp. 253-253

Paul Embrechts

J. Grandell: Mixed Poisson Processes. Chapman & Hall, London, 1997, 260 pages, ISBN 0 412 78700 8 pp. 254-254

Vladimir Kalashnikov

Volume 30, issue 2, 2000

Pricing Risk Transfer Transactions1 pp. 259-293

Morton N. Lane

Super-Efficient Prediction Based on High-Quality Marker Information pp. 295-303

Jens Perch Nielsen

Multivariate Compound Poisson Distributions and Infinite Divisibility pp. 305-308

Bjørn Sundt

Computation of Compound Distributions II: Discretization Errors and Richardson Extrapolation pp. 309-331

Rudolf Grübel and Renate Hermesmeier

Credible Claims Reserves: the Benktander Method pp. 333-347

Thomas Mack

Pricing Excess of Loss Reinsurance with Reinstatements pp. 349-368

Ana J. Mata

Initial Selection and Cause of Disability for Individual Permanent Health Insurance pp. 369-389

María Cristina Gutiérrez-Delgado and Athol A. Korabinski

The True Claim Amount and Frequency Distributions within a Bonus-Malus System pp. 391-403

Jean François Walhin and José Paris

Credibility Weighted Hazard Estimation pp. 405-417

Jens Perch Nielsen and Bjørn Lunding Sandqvist

Volume 30, issue 1, 2000

Equity and Exact Credibility pp. 3-11

S. David Promislow and Virginia R. Young

A Note on Christofides' Conjecture Regarding Wang's Premium Principle1 pp. 13-17

Wang Jing-Long

Some Notes on the Dynamics and Optimal Control of Stochastic Pension Fund Models in Continuous Time pp. 19-55

Andrew Cairns

A Multivariate Generalization of the Generalized Poisson Distribution pp. 57-67

Raluca Vernic

A Mathematical Model of Alzheimer's Disease and the Apoe Gene pp. 69-110

Angus Macdonald and Delme Pritchard

On Multivariate Vernic Recursions pp. 111-122

Bjørn Sundt

Long-Term Returns in Stochastic Interest Rate Models: Applications pp. 123-140

Griselda Deelstra

Recursive Formulae for Some Bivariate Counting Distributions Obtained by the Trivariate Reduction Method pp. 141-155

J.F. Walhin and J. Paris

Economic Aspects of Securitization of Risk pp. 157-193

Samuel H. Cox, Joseph R. Fairchild and Hal W. Pedersen

Portfolio Optimization pp. 195-248

René Schnieper

M.A. Coppini: Incomes Redistribution Through Social Security. Centro d'informazione e stampa universitaria (CISU) di Enzi Colamartini, Rome, ISBN 88 7975 201 4 pp. 249-250

Chris Daykin

Y.K. Kwok: Mathematical Models of Financial Derivatives. Springer Finance, Singapore, ISBN 981 3083 255 (hardcover), 981 3083 565 (soft-cover), 1998 pp. 251-252

Andrew Cairns

E. Kremer: Applied Risk Theory pp. 253-253

Peter Antal