ASTIN Bulletin

1958 - 2025

From Cambridge University Press
Cambridge University Press, UPH, Shaftesbury Road, Cambridge CB2 8BS UK.
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Volume 29, issue 2, 1999

Discussion of Christofides' Conjecture Regarding Wang's Premium Principle pp. 191-195

Virginia R. Young

Computation of Compound Distributions I: Aliasing Errors and Exponential Tilting pp. 197-214

Rudolf Grübel and Renate Hermesmeier

The Exponential Premium Calculation Principle Revisited pp. 215-226

Michel Denuit

On the Distribution of the Surplus Prior and at Ruin pp. 227-244

Hanspeter Schmidli

Selection of Credibility Regression Models pp. 245-270

Peter Bühlmann and Hans Bühlmann

Stochastic Pension Funding: Proportional Control and Bilinear Processes pp. 271-293

Diane Bédard

Multi-Period Aggregate Loss Distributions for a Life Portfolio pp. 295-309

David C.M. Dickson and Howard R. Waters

Discussion on D.C.M. Dickson & H.R. Waters Multi-Period Aggregate Loss Distributions for a Life Portfolio pp. 311-314

Bjørn Sundt

Recursive Evaluation of Some Bivariate Compound Distributions pp. 315-325

Raluca Vernic

Accounting for Individual Over-Dispersion in a Bonus-Malus Automobile Insurance System pp. 327-337

Meng Shengwang, Yuan Wei and G.A. Whitmore

A New Class of Bayesian Estimators in Paretian Excess-of-Loss Reinsurance pp. 339-349

R.-D. Reiss and M. Thomas

Estimating Per Capita Expenses in Multiple State Models of Permanent Health Insurance pp. 351-359

Marie Kovářová

The Standard Error of Chain Ladder Reserve Estimates: Recursive Calculation and Inclusion of a Tail Factor pp. 361-366

Thomas Mack

Conference in Honour of the 65th Birthday of Professor David Wilkie pp. 379-379

Angus Macdonald

Volume 29, issue 1, 1999

Prediction of Outstanding Liabilities II. Model Variations and Extensions pp. 5-25

Ragnar Norberg

Correction Note to Prediction of Outstanding Liabilities in Non-Life Insurance, AB 23, 95-115 pp. 27-27

Ragnar Norberg

On Multivariate Panjer Recursions pp. 29-45

Bjørn Sundt

Markov Chain Monte Carlo Estimation of Regime Switching Vector Autoregressions pp. 47-79

Glen R. Harris

Using Mixed Poisson Processes in Connection with Bonus-Malus Systems1 pp. 81-99

J.F. Walhin, and J. Paris

Estimating the Value of the Wincat Coupons of the Winterthur Insurance Convertible Bond: A Study of the Model Risk1 pp. 101-163

Uwe Schmock

An Addendum and a Short Comment on the Paper pp. 165-171

Alois Gisler and Patrick Frost

Committee of ASTIN 1957–1998 pp. 177-179

Anonymous

Volume 28, issue 2, 1998

On Esscher Transforms in Discrete Finance Models pp. 171-186

Hans Bühlmann, Freddy Delbaen, Paul Embrechts and Albert N. Shiryaev

Robust Bayesian Credibility Using Semiparametric Models pp. 187-203

Virginia R. Young

Designing Optimal Bonus-Malus Systems from Different Types of Claims pp. 205-220

Jean Pinquet

Comparing Risk Adjusted Premiums from the Reinsurance Point of View pp. 221-239

João Manuel Andrade e Silva and Maria de Lourdes Centeno

On the Use of Equispaced Discrete Distributions pp. 241-255

J.F. Walhin and J. Paris

Largest Claims Reinsurance Premiums under Possible Claims Dependence pp. 257-267

Erhard Kremer

A Credibility Approach to Mortality Risk pp. 269-283

M.R. Hardy and H.H. Panjer

P. Embrechts, C. Klüppelberg, T. Mikosch (1997): Modelling Extremal Events for Insurance and Finance, Springer-Verlag. 645 pp (1.04 kg). ISSN 0172-4568, ISBN 3-540-60931-8 pp. 285-286

Ragnar Norberg

The Faculty and Institute of Actuaries Claims Reserving Manual. Volume 1 and 2 pp. 287-289

Erwin Straub and Dawson Grubbs

Volume 28, issue 1, 1998

Hedging in Financial Markets pp. 5-16

Martin Baxter

Risk-Minimizing Hedging Strategies for Unit-Linked Life Insurance Contracts pp. 17-47

Thomas Møller

Withdrawal Benefits under a Dependent Double Decrement Model pp. 49-57

Jacques F. Carriere

Modeling and Comparing Dependencies in Multivariate Risk Portfolios pp. 59-76

Nicole Bäuerle and Alfred Müller

Some Applications of Lévy Processes to Stochastic Investment Models for Actuarial Use pp. 77-93

Terence Chan

The Cox Regression Model for Claims Data m Non-Life Insurance pp. 95-118

Niels Keiding, Christian Andersen and Peter Fledelius

On Stop-Loss Order and the Distortion Pricing Principle pp. 119-134

Werner Hürlimann

On the Analysis of the Truncated Generalized Poisson Distribution Using a Bayesian Method pp. 135-152

David P.M. Scollnik

A Note on the Net Premium for a Generalized Largest Claims Reinsurance Cover pp. 153-162

Raoul M. Berglund

S.A. Klugman, H.H. Panjer and G.E. Willmot (1998): Loss Models: From Data to Decisions. Wiley, New York pp. 163-164

Paul Embrechts

Thomas Mack (1997): Schadenversicherungsmathematik. Sonderauflage von Heft 28 der Schriftenreihe Angewandte Versicherungsmathematik der Deutschen Gesellschaft für Versicherungsmathematik e.V. Verlag Versicherungswirtschaft e.V. Karlsruhe, 1997. IISN 0178-8116, ISBN 3-88487-582-5 pp. 165-166

Erwin Straub

Volume 27, issue 2, 1997

A Frequency Distribution Method for Valuing Average Options pp. 173-205

Edwin H. Neave

Relative Reinsurance Retention Levels pp. 207-227

David C.M. Dickson and Howard R. Waters

A New Distribution of Poisson-Type for the Number of Claims pp. 229-242

Michel Denuit

On Error Bounds for Approximations to Aggregate Claims Distributions pp. 243-262

Jan Dhaene and Bjørn Sundt

Calculating Ruin Probabilities via Product Integration pp. 263-271

Colin M. Ramsay and Miguel A. Usabel

Credibility Using Semiparametric Models pp. 273-285

Virginia R. Young

Exact Credibility for Weighted Observations pp. 287-295

Rob Kaas, Dennis Dannenburg and Marc Goovaerts

Simulation of Ruin Probabilities for Subexponential Claims pp. 297-318

S. Asmussen and K. Binswanger

Setting a Bonus-Malus Scale in the Presence of other Rating Factors pp. 319-327

Greg Taylor

APS Reinsurance pp. 329-337

Bruno Koller and Nicole Dettwyler

An Integrated Dynamic Financial Analysis and Decision Support System for a Property Catastrophe Reinsurer1 pp. 339-371

Stephen P. Lowe and James N. Stanard

D.R. Dannenburg, R. Kaas, M. J. Govaerts (1996): Practical Actuarial Credibility Models. IAE (Institute of Actuarial Science and Econometrics of the University of Amsterdam), 157 pages pp. 373-373

Hans U. Gerber

D. G. Hart, R. A. Buchanan, B.A. Howe (1996): The Actuarial Practice of General Insurance. Institute of Actuaries of Australia, Sydney. 591 pp. ISBN 0-85813-055-6 pp. 374-375

Walther Neuhaus

Volume 27, issue 1, 1997

On the Duality of Assumptions Underpinning the Construction of Life Tables pp. 5-22

A. E. Renshaw, S. Haberman and P. Hatzopoulos

On The Bivariate Generalized Poisson Distribution pp. 23-32

Raluca Vernic

Allowance for Cost of Claims in Bonus-Malus Systems pp. 33-57

Jean Pinquet

Excess of Loss Reinsurance and the Probability of Ruin in Finite Horizon pp. 59-70

Maria de Lourdes Centeno

Credibility Theory and Generalized Linear Models pp. 71-82

J.A. Nelder and R.J. Verrall

Credibility in the Regression case Revisited (A Late Tribute to Charles A. Hachemeister) pp. 83-98

H. Bühlmann and A. Gisler

The Swiss Re Exposure Curves and the MBBEFD Distribution Class1 pp. 99-111

Stefan Bernegger

A Semi-Parametric Predictor of the IBNR Reserve pp. 113-116

Louis G. Doray

Estimating the Tails of Loss Severity Distributions Using Extreme Value Theory pp. 117-137

Alexander J. McNeil

Discussion of the Danish Data on Large Fire Insurance Losses pp. 139-151

Sidney I. Resnick

Jan Beirlant, Jozef L. Teugels and Petra Vynckier (1996): Practical Analysis of Extreme Values. Leuven University Press. ISBN 90 6181 768 1 pp. 153-153

Richard Smith