ASTIN Bulletin

1958 - 2025

From Cambridge University Press
Cambridge University Press, UPH, Shaftesbury Road, Cambridge CB2 8BS UK.
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Volume 26, issue 2, 1996

Claims Reserving in Continuous Time; A Nonparametric Bayesian Approach pp. 139-164

Svend Haastrup and Elja Arjas

On the Hedging Portfolio of Asian Options pp. 165-183

Michel Jacques

Improved Analytical Bounds for Some Risk Quantities pp. 185-199

Werner Hürlimann

Dependency of Risks and Stop-Loss Order1 pp. 201-212

Jan Dhaene and Marc Goovaerts

Modified Recursions for a Class of Compound Distributions pp. 213-224

Karl-Heinz Waldmann

On Bounds for the Difference Between the Stop-Loss Transforms of Two Compound Distributions pp. 225-231

Bjørn Sundt and Jan Dhaene

Optimal Estimation Under Linear Constraints pp. 233-245

Walther Neuhaus

An Extension of Mack's Model for the Chain Ladder Method pp. 247-262

Klaus D. Schmidt and Anja Schnaus

Jean Lemaire (1995): Bonus-Malus Systems in Automobile Insurance. Kluwer Academic Publishers, Boston-Dotrecht-London. ISBN 0-7923-9545-X pp. 263-264

Benedetto Conti

Volume 26, issue 1, 1996

A semimartingale approach to some problems in Risk Theory pp. 15-23

Michael Sørensen

A portfolio of endowment policies and its limiting distribution pp. 25-33

Gary Parker

Recursions for certain bivariate counting distributions and their compound distributions pp. 35-52

Ole Hesselager

Credibility and Persistency pp. 53-69

Virginia R. Young

Premium Calculation by Transforming the Layer Premium Density pp. 71-92

Shaun Wang

Estimating the Probability of Ruin for Variable Premiums by Simulation pp. 93-105

Frédéric Michaud

A financially Balanced Bonus/Malus System pp. 107-116

Geert Coene and Louis G. Doray

Some Moment Relations for the Hipp approximation pp. 117-121

Jan Dhaene, Bjørn Sundt and Nelson De Pril

A Loglinear Lagrangian Poisson Model pp. 123-129

Peter ter Berg

Volume 25, issue 2, 1995

The Present Value of a Series of Cashflows: Convergence in a Random Environment pp. 81-94

Andrew J. G. Cairns

Community Rating and Equalisation1 pp. 95-118

Walther Neuhaus

Modelling of Discretized Claim Numbers in Loss Reserving pp. 119-135

Ole Hesselager

On the Estimation of the Credibility Factor: A Bayesian Approach* pp. 137-151

René Schnieper

Some Stable Algorithms in Ruin Theory and Their Applications pp. 153-175

David C.M. Dickson, Alfredo Egidio dos Reis and Howard R. Waters

Pension Funding With Time Delays and the Optimal Spread Period pp. 177-187

Steven Haberman

A Teacher's Remark on Exact Credibility pp. 189-192

Hans U. Gerber

B. Kling (1993): Life Insurance, a non-life approach. Amsterdam: Thesis Publishers (Tinbergen Institute Research Series), 150 pages pp. 193-194

Arthur E. Renshaw

Volume 25, issue 1, 1995

Computational Aspects of Sundt's Generalized Class1 pp. 5-17

Harry H. Panjer and Shaun Wang

On Some Properties of de Pril Transforms of Counting Distributions pp. 19-31

Bjørn Sundt

Efficient Portfolios in the Asset Liability Context pp. 33-48

Alex Keel and Heinz H. Müller

Does Markov-Modulation Increase the Risk? pp. 49-66

Søren Asmussen, Andreas Frey, Tomasz Rolski and Volker Schmidt

The Effect of the Retention Limit on the Risk Reserve pp. 67-74

Maria de Lourdes Centeno

C.D. Daykin, T. Pentikäinen and M. Pesonen: Practical Risk Theory for Actuaries. Monographs on Statistics and Applied Probability 53, Chapman & Hall, London1993. 546 pp. ISBN 0-412-42850-4 pp. 75-76

Walther Neuhaus

Volume 24, issue 2, 1994

Further Results on Hesselager's Recursive Procedure for Calculation of some Compound Distributions* pp. 161-166

Shaun Wang and Monica Sobrero

Two Stochastic Approaches for Discounting Actuarial Functions pp. 167-181

Gary Parker

A Markov Model for Loss Reserving pp. 183-193

Ole Hesselager

Martingale Approach to Pricing Perpetual American Options pp. 195-220

Hans U. Gerber and Elias S.W. Shiu

Robust Credibility via Robust Kalman Filtering pp. 221-233

Erhard Kremer

Recursive Methods for Computing Finite-Time Ruin Probabilities for Phase-Distributed Claim Sizes pp. 235-254

D.A. Stanford and K.J. Stroiński

On the Compound Generalized Poisson Distributions pp. 255-263

R.S. Ambagaspitiya and N. Balakrishnan

Modelling the Claims Process in the Presence of Covariates pp. 265-285

Arthur E. Renshaw

A Comparative Analysis of 30 Bonus-Malus Systems pp. 287-309

Jean Lemaire and Hongmin Zi

Additivity of Chain-Ladder Projections pp. 311-318

Björn Ajne

Deductibles and the Inverse Gaussian Distribution pp. 319-323

Peter ter Berg

A Method for Modelling Varying Run-Off Evolutions in Claims Reserving pp. 325-332

R.J. Verrall

Björn Sundt (1993): An Introduction to Non-Life Insurance Mathematics. Third edition. Veröffentlichungen des Instituts für Versicherungswissenschaft der Universitat Mannheim, Vol. 28, Verlag Versicherungswirtschaft, Karlsruhe, 215 pages, DM 32.— pp. 333-334

Christian Hipp

Volume 24, issue 1, 1994

Risk Allocation in Capital Markets: Portfolio Insurance, Tactical Asset Allocation and Collar Strategies pp. 5-18

Eric Chevallier and Heinz H. Müller

A Recursive Procedure for Calculation of some Compound Distributions pp. 19-32

Ole Hesselager

Some Comments on the Compound Binomial Model pp. 33-45

David C.M. Dickson

Limiting Distribution of the Present Value of a Portfolio pp. 47-60

Gary Parker

Bonus Made Easy1 pp. 61-74

Jon Holtan

High Deductibles instead of Bonus-Malus: Can it Work? pp. 75-86

Jean Lemaire and Hongmin Zi

Note on the Papers by J. Holtan and By J. Lemaire & H. Zi pp. 87-88

Jon Holtan

On the Exact Calculation of the Aggregate Claims Distribution in the Individual Life Model pp. 89-96

Karl-Heinz Waldmann

Modelling Mortgage Insurance Claims Experience: A Case Study pp. 97-129

Greg Taylor

Premium Rating by Geographic Area Using Spatial Models pp. 131-143

M. Boskov and R. J. Verrall