ASTIN Bulletin

1958 - 2025

From Cambridge University Press
Cambridge University Press, UPH, Shaftesbury Road, Cambridge CB2 8BS UK.
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Volume 20, issue 2, 1990

Asset Pricing Models and Insurance Ratemaking pp. 125-166

J. David Cummins

Convergence of Bayes and Credibility Premiums pp. 167-172

Klaus D. Schmidt

Minimax Estimation of a Mean Vector for Distributions on a Compact Set pp. 173-179

Richard Dykstra

Premium Calculation: Why Standard Deviation Should be Replaced by Absolute Deviation1 pp. 181-190

Dieter Denneberg

On Changing the Parameter of Exponential Smoothing in Experience Rating pp. 191-200

Heikki Bonsdorff

Estimation in the Pareto Distribution pp. 201-216

Mette Rytgaard

Bayes and Empirical Bayes Estimation for the Chain Ladder Model pp. 217-243

R.J. Verrall

Eric Briys (1990). Demande d'assurance et microéconomie de l'incertain. Presses Universitaires de France, Collection Finance, 151 pages, 118 FF pp. 245-246

Jean Lemaire

Volume 20, issue 1, 1990

The Asymptotic Efficiency of Largest Claims Reinsurance Treaties pp. 11-22

Erhard Kremer

Pareto Optimal Risk Exchanges and a System of Differential Equations: a Duality Theorem pp. 23-31

Erich Wyler

Fuzzy Insurance pp. 33-55

Jean Lemaire

Pseudo Compound Poisson Distributions in Risk Theory pp. 57-79

W. Hürlimann

Distributions in Life Insurance pp. 81-92

Jan Dhaene

Predicting IBNYR Events and Delays II. Discrete Time pp. 93-111

William S. Jewell

Ruin Probability for Translated Combination of Exponential Claims pp. 113-114

Beda Chan

W. R. Heilmann (1988). Fundamentals of Risk Theory. Verlag für Versicherungswirtschaft, Karlsruhe, 288 pages, 36 DM pp. 115-115

Erwin Straub

Volume 19, issue S1, 1989

Modern Portfolio Theory: Some Main Results pp. 9-27

Heinz H. Müller

Hedging by Sequential Regression: an Introduction to the Mathematics of Option Trading pp. 29-42

H. Föllmer and M. Schweizer

Stochastic Interest Rates and Autoregressive Integrated Moving Average Processes pp. 43-50

Jan Dhaene

Volume 19, issue 2, 1989

Stochastic Interest Rates and Autoregressive Integrated Moving Average Processes pp. 131-138

Jan Dhaene

The Claims Reserving Problem in Non-Life Insurance: Some Structural Ideas pp. 139-152

Elja Arjas

On Experience Rating and Optimal Reinsurance pp. 153-178

Jukka Rantala

The Probability of Eventual Ruin in the Compound Binomial Model pp. 179-190

Elias S.W. Shiu

On an Integral Equation for Discounted Compound – Annuity Distributions pp. 191-198

Colin M. Ramsay

A Generalization of Automobile Insurance Rating Models: The Negative Binomial Distribution with a Regression Component pp. 199-212

Georges Dionne and Charles Vanasse

Mutual Reinsurance and Homogeneous Linear Estimation pp. 213-221

Walther Neuhaus

Volume 19, issue 1, 1989

The Aggregate Claims Distribution in the Individual Model with Arbitrary Positive Claims pp. 9-24

Nelson De Pril

Predicting Ibnyr Events and Delays: I. Continuous Time pp. 25-55

William S. Jewell

Estimators and Bootstrap Confidence Intervals for Ruin Probabilities pp. 57-70

Christian Hipp

Three Methods to Calculate the Probability of Ruin pp. 71-90

François Dufresne and Hans U. Gerber

Use of Spline Functions for Premium Rating by Geographic Area pp. 91-122

G. C. Taylor

E. Straub (1988): Non-Life Insurance Mathematics. Springer-Verlag, Berlin etc. and Association of Swiss Actuaries, Zurich, 136 pages, DM 84.00 pp. 123-124

Axel Reich

Volume 18, issue 2, 1988

Modern Portfolio Theory: Some Main Results pp. 127-145

Heinz H. Müller

Hedging by Sequential Regression: An Introduction to the Mathematics of Option Trading pp. 147-160

H. Föllmer and M. Schweizer

Mathematical Fun with the Compound Binomial Process pp. 161-168

Hans U. Gerber

Between Individual and Collective Model for the Total Claims pp. 169-174

R. Kaas, A. E. van Heerwaarden and Marc Goovaerts

What is a Sports Car? pp. 175-187

Jean-François Ingenbleek and Jean Lemaire

Produits financiers et determination de la prime glissante de traites non proportionnels pp. 189-197

Charles Levi

Stephen P. D'Arcy and Neil A. Doherty (1988). The Financial Theory of Pricing Property-Liability Insurance Contracts. Philadelphia, PA: S. S. Huebner Foundation, University of Pennsylvania. 99 pp. $19.95 pp. 199-200

J. David Cummins

N. L. Bowers, H. V. Gerber, J. C. Hickman, D. A. Jones, C. J. Nesbitt (1986). Actuarial Mathematics. The Society of Actuaries624 pages, USA $ 65.-, Overseas $ 97.50; (please send orders to: Society of Actuaries, P.O. Box 95668, Chicago, IL 60694) pp. 200-202

Christian Hipp

Volume 18, issue 1, 1988

Sundt and Jewell's Family of Discrete Distributions pp. 17-29

Gordon Willmot

Distributions stationnaires d'un système bonus–malus et probabilité de ruine pp. 31-46

Par François Dufresne

Pareto-Optimal Profit-Sharing pp. 47-55

Martina Vandebroek

On A Model for the Claim Number Process* pp. 57-68

Matti Ruohonen

A General Bound for the Net Premium of the Largest Claims Reinsurance Covers pp. 69-78

Erhard Kremer

A Credibility Model with Random Fluctuations in Delay Probabilities for the Prediction of IBNR Claims(*) pp. 79-90

Ole Hesselager and Thomas Witting

On Stop-Loss Premiums for the Individual Model pp. 91-97

R. Kaas, A. E. van Heerwaarden and Marc Goovaerts

Construction of the New Belgian Motor Third Party Tariff Structure pp. 99-112

Jean Lemaire

Letters to the Editors pp. 113-114

L. Reimers

W. R. Heilmann (1987). Grundbegriffe der Risikotheorie. Versicherungswirtschaft e.V., Karlsruhe, 215 pages, 32DM pp. 115-116

A. Dubey

E. Kremer (1985). Einführung in die Versicherungsmathematik. Vandenhoeck and Rupprecht, Göttingen, 158 pages, 38DM pp. 116-116

A. Dubey