ASTIN Bulletin

1958 - 2025

From Cambridge University Press
Cambridge University Press, UPH, Shaftesbury Road, Cambridge CB2 8BS UK.
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Volume 17, issue 2, 1987

Economic Premium Principles in Insurance and the Capital Asset Pricing Model pp. 141-150

Heinz H. Müller

On the Probability and Severity of Ruin pp. 151-163

Hans U. Gerber, Marc Goovaerts and Rob Kaas

An Improved Error Bound for the Compound Poisson Approximation of a Nearly Homogeneous Portfolio pp. 165-169

R. Michel

On the Definition of Catastrophe Claims and the Calculation of their Expected Cost for the Purpose of Long Range Planning and Profit Centre Control pp. 171-177

Björn Ajne and Harry Wide

Projecting Development of Losses During an Accident Year pp. 179-181

Daniel Gogol

Panjer vs Kornya vs De Pril: A Comparison from a Practical Point of View pp. 183-191

S. Kuon, A. Reich and L. Reimers

Letters to the Editors pp. 193-195

Thomas Mack, Bjørn Sundt and Erhard Kremer

M. J. Goovaerts and W. J. Hoogstad (1987). Credibility Theory. Surveys of Actuarial Studies 4. Nationale-Nederlanden N. V., Rotterdam. 114 pages + 1 diskette pp. 197-199

Bjørn Sundt

S. T. Pritchett and R. P. Wilder (1986). Stock Life Insurance Company Profitability and Workable Competition. Huebner Foundation Monograph No. 14, IX. S. S. Huebner Foundation for Insurance Education, University of Pennsylvania. 77 pages, $17.95 pp. 199-199

Heinz Müller

Volume 17, issue 1, 1987

Approximative Evaluation of the Distribution Function of Aggregate Claims1 pp. 15-39

T. Pentikäinen

Two Credibility Regression Approaches for the Classification of Passenger Cars in a Multiplicative Tariff1 pp. 41-70

Bjørn Sundt

The Linear Markov Property in Credibility Theory pp. 71-84

Thomas Witting

The Solvency of a General Insurance Company in Terms of Emerging Costs pp. 85-132

C. D. Daykin, G. D. Bernstein, S. M. Coutts, E. R. F. Devitt, G. B. Hey, D. I. W. Reynolds and P. D. Smith

H. U. Gerber (1986). Lebensversicherungsmathematik. Springer Verlag, Berlin etc.; Vereingung Schweizerischer Versicherungs-mathematiker, Zürich. XIII, 125 pages, DM 98.00 pp. 133-134

W.-R. Heilmann

Bjørn Sundt (1984). An Introduction to Non-Life Insurance Mathematics. Veröffentlichungen des Instituts für Versicherungswissenschaft der Universität Mannheim, Vol. 28, Verlag Versicherungswirtschaft, Karlsruhe. 168 pages, DM 24.00 pp. 134-136

Christian Hipp

Volume 16, issue S1, 1986

Operations Stochastiques de Capitalisation pp. S5-S30

Pierre Devolder

Estimation and Testing for Functional Form in Pure Premium Regression Models pp. S31-S43

Scott E. Harrington

Expected Utility Strategic Decision Models for General Insurers pp. S45-S58

Danny Samson

Mixed Compound Poisson Distributions* pp. S59-S79

Gord Willmot

Nonparametric Estimation of the Probability of Ruin pp. S81-S90

Edward W. Frees

Calculation of Price Equilibria for Utility Functions of the HARA Class pp. S91-S97

Markus Lienhard

An Essay at Measuring the Variance of Estimates of Outstanding Claim Payments pp. S99-S113

Frank Ashe

Volume 16, issue 2, 1986

Chains of Reinsurance Revisited pp. 77-88

Jean Lemaire and Jean-Pierre Quairiere

Improved Approximations for the Aggregate Claims Distribution in the Individual Model pp. 89-100

Christian Hipp

Recursive Calculation of the Net Premium for Largest Claims Reinsurance Covers pp. 101-108

E. Kremer

On the Exact Computation of the Aggregate Claims Distribution in the Individual Life Model pp. 109-112

Nelson De Pril

Run-Off Risk as a Part of Claims Fluctuation pp. 113-147

T. Pentikäinen and J. Rantala

Tarification de l'Incendie des Risques Industriels Français par la Méthode de la Crédibilité pp. 149-163

Albert Cohen, Gilles Dupin and Charles Levi

An Integrated System for Estimating the Risk Premium of Individual Car Models in Motor Insurance* pp. 165-183

Malcolm Campbell

Martin T. Katzmann (1985). Chemical Catastrophes: Regulating Environment Risk through Pollution Liability Insurance. Huebner Foundation Studies, Wharton School, University of Pennsylvania. 177 pages, $25.00 pp. 185-185

Erwin Straub

Jean Lemaire (1985). Automobile Insurance: Actuarial Models. Kluwer & Nijhoff Publishing, Boston/Dordrecht/Lancaster. Huebner International Series on Risk, Insurance and Economic Security. 248 pages, $44.00 pp. 186-187

André Dubey

Volume 16, issue 1, 1986

Bounds on Stop-Loss Premiums for Compound Distributions pp. 13-17

R. Kaas and Marc Goovaerts

Experience Rating of ARIMA Processes by the Kalman Filter pp. 19-31

Jukka Rantala

Finite Time Ruin Problems for Perturbed Experience Rating and Connection with Discounting Risk Models pp. 33-43

F. Abikhalil

A Model to Evaluate the Rebuilding Costs of Dwellings pp. 45-62

Freddy Corlier, Jean-François Ingenbleek and Jean Lemaire

Comparison of Some Methods to Fit a Multiplicative Tariff Structure to Observed Risk Data pp. 63-68

B. Ajne

Corrigendum pp. 69-69

Anonymous

Volume 15, issue 2, 1985

A Heuristic Review of some Ruin Theory Results pp. 73-88

G. C. Taylor

Premium Calculation from Top Down pp. 89-101

Hans Bühlmann

Credibility Approximations for Bayesian Prediction of Second Moments pp. 103-121

William S. Jewell, and Rene Schnieper

Probabilités de Ruine pour une Classe de Modèles de Risque Semi-Markoviens pp. 123-133

Jacques Janssen and Jean-Marie Reinhard

Recursions for Convolutions of Arithmetic Distributions pp. 135-139

Nelson De Pril

The Reinsurer's Monopoly and the Bowley Solution pp. 141-148

Fung-Yee Chan and Hans U. Gerber

Draft of a System for Solvency Control in Non-Life Insurance* pp. 149-169

Ragnar Norberg and Bjørn Sundt

A Statistical Approach to IBNR-Reserves in Marine Reinsurance* pp. 171-183

Joakim Hertig

Volume 15, issue 1, 1985

An Evolutionary Credibility Model for Claim Numbers pp. 1-17

Peter Albrecht

Linear Filtering and Recursive Credibility Estimation pp. 19-35

Ben Zehnwirth

Unbayesed Credibility Revisited pp. 37-43

Ragnar Norberg

Corrigendum pp. 44-44

Anonymous

Asymptotic Behaviour of Compound Distributions pp. 45-48

Paul Embrechts, Makoto Maejima and Jozef L. Teugels

On Combining Quota-Share and Excess of Loss pp. 49-63

Maria de Lourdes Centeno

J. van Eeghen, E. K. Greup and J. A. Nijssen (1983). Rate Making. Surveys of Actuarial Studies, No. 2. Nationale-Nederlanden N.V., Rotterdam. 138 pages pp. 67-68

B. Ajne

R. E. Beard, T. Pentikäinen and E. Pesonen (1984). Risk Theory (3rd edition). Chapman & Hall Ltd., London, xvii + 408 pages, £11.95 paperback/£24.50 hardbound pp. 69-70

Marc Goovaerts

M. Goovaerts, F. De Vylder and J. Haezendonck (1984). Insurance Premiums. Theory and Applications. North-Holland, Amsterdam, xi + 406 pages, US $63.75/Dfl.150.00 pp. 70-72

A. Reich