ASTIN Bulletin

1958 - 2025

From Cambridge University Press
Cambridge University Press, UPH, Shaftesbury Road, Cambridge CB2 8BS UK.
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Volume 23, issue 2, 1993

Equilibrium in a Reinsurance Syndicate; Existence, Uniqueness and Characterization pp. 185-211

Knut Aase

Distribution-free Calculation of the Standard Error of Chain Ladder Reserve Estimates pp. 213-225

Thomas Mack

On the Stability of Recursive Formulas pp. 227-258

Harry H. Panjer and Shaun Wang,

Gamma Processes and Finite Time Survival Probabilities pp. 259-272

David C. M. Dickson and Howard R. Waters

Weighted Mortality Rates as Early Warning Signals for Insurance Companies pp. 273-286

Leigh A. Roberts

The Incidence of Risk under Credit Insurance pp. 287-299

Greg Taylor

Improved Error Bounds for Bertram's Method pp. 301-303

Bjørn Sundt

Volume 23, issue 1, 1993

A Discrete Time Model for Pricing Treasury Bills, Forward, and Futures Contracts* pp. 3-22

I.G. Morgan and E.H. Neave

An Appropriate Way to Switch from the Individual Risk Model to the Collective One pp. 23-54

S. Kuon, M. Radtke and A. Reich

Predictive Stop-Loss Premiums pp. 55-76

Werner Hürlimann

A Class of Conjugate Priors with Applications to Excess-of-Loss Reinsurance pp. 77-93

Ole Hesselager

Prediction of Outstanding Liabilities in Non-Life Insurance1 pp. 95-115

Ragnar Norberg

Robust Credibility1 pp. 117-143

Alois Gisler and Peter Reinhard

An Application of Exponential Dispersion Models in Premium Rating pp. 145-147

A. E. Renshaw

A Note on Random Survivorship Group Benefits pp. 149-156

Colin M. Ramsay

H. H. Panjer, G. E. Willmot (1992): Insurance risk models. Society of Actuaries, Schaumburg IL 60713-2226, USA, 442 pages, US$ 35.00 (overseas:+ 50%) pp. 157-160

Bjørn Sundt

Volume 22, issue 2, 1992

Error Bounds for Compound Poisson Approximations of the Individual Risk Model pp. 135-148

Nelson De Pril and Jan Dhaene

Linear Estimation and Credibility in Continuous Time1 pp. 149-165

Ragnar Norberg

On Allocation of Excess of Loss Premiums pp. 167-176

Bjørn Sundt

The Probability and Severity of Ruin in Finite and Infinite Time pp. 177-190

David C. M. Dickson and Howard R. Waters

A Simulation Procedure for Comparing Different Claims Reserving Methods pp. 191-216

Teivo Pentikäinen and Jukka Rantala

On the Convergence Rate of Bonus-Malus Systems pp. 217-223

Heikki Bonsdorff

Maximizing Compound Poisson Stop-Loss Premiums Numerically with Given Mean and Variance pp. 225-233

R. Kaas, M. Vanneste and Marc Goovaerts

Approximations of Ruin Probability by Di-Atomic or Di-Exponential Claims pp. 235-246

Joshua Babier and Beda Chan

Premium Calculation Without Arbitrage? A note on a contribution by G. Venter pp. 247-254

Peter Albrecht

Premium Calculation Without Arbitrage Author's Reply on the Note by P. Albrecht pp. 255-256

G. Venter

Volume 22, issue 1, 1992

Trend et systèmes de Bonus-Malus1 pp. 11-31

Par Jean-Luc Besson and et Christian Partrat

Robust Methods for Credibility pp. 33-49

Hans R. Künsch

Improving Goovaerts' and De Vylder's Stable Recursive Algorithm pp. 51-59

Colin M. Ramsay

On some Extensions of Panjer's Class of Counting Distributions1 pp. 61-80

Bjørn Sundt

Credit Risk and Prepayment Option pp. 81-96

Philippe Artzner and Freddy Delbaen

Using the Poisson Inverse Gaussian in Bonus-Malus Systems pp. 97-106

Luc Tremblay

Risque de décès et risque de ruine: Réflexions sur la mesure du risque de ruine pp. 107-119

Par Marc-Henri Amsler

Letter to the Editors pp. 121-123

Bjørn Sundt

A. E. Van Heerwaarden (1991): Ordering of risks: Theory and actuarial applications. Thesis/Tinbergen Institute (Tinbergen Institute research series; no. 20), Amsterdam, 159 pages, US$ 21.00/DF1. 37.50 pp. 125-125

C. Klüppelberg

Volume 21, issue 2, 1991

Risk Theory with the Gamma Process pp. 177-192

François Dufresne, Hans U. Gerber and Elias S. W. Shiu

Evaluating Compound Generalized Poisson Distributions Recursively pp. 193-198

Marc Goovaerts and R. Kaas

Recursive Calculation of Survival Probabilities pp. 199-221

David C. M. Dickson and Howard R. Waters

Premium Calculation Implications of Reinsurance Without Arbitrage pp. 223-230

Gary G. Venter

A Mixed Model for Loss Ratio Analysis pp. 231-238

M. Y. El-Bassiouni

Distributions de Pareto: Intérêts et limites en réassurance pp. 239-251

Par Claude Huyghues-Beaufond

Statistical Analysis of Natural Events in the United States pp. 253-276

Charles Levi, and Christian Partrat

Letter to the Editors pp. 277-277

Anonymous

Foundations of Casualty Actuarial Science: Published by Casualty Actuarial Society, One Penn Plaza, 250 West 34th Street, New York, NY 10119. 584 pages. $65. — (overseas $97.50) pp. 279-284

Walther Neuhaus

Volume 21, issue 1, 1991

Cooperative Game Theory and its Insurance Applications pp. 17-40

Jean Lemaire

Combining Quota-Share and Excess of Loss Treaties on the Reinsurance of n Independent Risks pp. 41-55

Maria de Lourdes Centeno and Onofre Simões

Distribution of Surplus in Life Insurance pp. 57-71

Henrik Ramlau-Hansen

Credibility Models with Time-Varying Trend Components pp. 73-91

Johannes Ledolter, Stuart Klugman and Chang-Soo Lee

A Simple Parametric Model for Rating Automobile Insurance or Estimating IBNR Claims Reserves pp. 93-109

Thomas Mack

Separating True IBNR and IBNER Claims1 pp. 111-127

R. Schnieper

The Schmitter Problem pp. 129-132

P. Brockett, Marc Goovaerts and G. Taylor

The Schmitter Problem and a Related Problem: A Partial Solution pp. 133-146

R. Kaas

M.J. Goovaerts, R. Kaas, A. E. van Heerwaarden, T. Bauwelinckx (1990): Effective Actuarial Methods. Elsevier Science Publishers BV, Amsterdam, 316 pages, US$ 92.25/DFL. 180.00 pp. 151-152

Paul Embrechts

Letter to the Editors pp. 153-153

Anonymous