ASTIN Bulletin

1958 - 2025

From Cambridge University Press
Cambridge University Press, UPH, Shaftesbury Road, Cambridge CB2 8BS UK.
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Volume 14, issue 2, 1984

Premium Calculation for Deductible Policies with an Aggregate Limit pp. 105-121

Thomas Mack

Homogeneous Premium Calculation Principles pp. 123-133

Axel Reich

Approximating the Distribution of a Dynamic Risk Portfolio pp. 135-148

William S. Jewell

R. V. Hogg and S. A. Klugman (1984). Loss Distributions, xii + 235, £28.45. Chichester: John Wiley & Sons Limited pp. 149-150

P. ter Berg

Rate Making and Society's Sense of Fairness pp. 151-163

G. W. de Wit and J. van Eeghen

The Influence of Expense Loadings on the Fairness of a Tariff pp. 165-171

Jean Lemaire

L'écrêtement des sinistres “automobile” pp. 173-181

Par Lionel Moreau

Actuarial Remarks on Planning and Controlling in Reinsurance pp. 183-191

Erwin Straub

Volume 14, issue 1, 1984

The Ruin Problem with a Finite Time Horizon* pp. 1-12

Marc-Henri Amsler

The General Economic Premium Principle* pp. 13-21

Hans Bühlmann

On a Class of Semi-Markov Risk Models Obtained as Classical Risk Models in a Markovian Environment pp. 23-43

Jean-Marie Reinhard

A Multivariate Model of the Total Claims Process pp. 45-52

J. David Cummins and Laurel J. Wiltbank

A Stable Recursive Algorithm for Evaluation of Ultimate Ruin Probabilities pp. 53-59

Marc Goovaerts and Florian de Vylder

An Application of Game Theory: Cost Allocation pp. 61-81

Jean Lemaire

T. Pentikäinen (1982). Solvency of Insurers and Equalization Reserves. Volume I, General Aspects. Insurance Publishing Company Ltd., Bulevardi 28, 00120 Helsinki 12, Finland. - J. Rantala (1982). Solvency of Insurers and Equalization Reserves Volume II, Risk Theoretical Model. Insurance Publishing Company Ltd., Bulevardi 28, 00120 Helsinki 12, Finland pp. 83-86

H. Ramlau-Hansen

J. van Eeghen (1981): Loss Reserving Methods. Surveys of Actuarial Studies No. 1. Nationale-Nederlanden N.V., Rotterdam. 114 pages pp. 87-88

P. Linnemann

Astin-groep Nederland (1982). New Motor Rating Structure in the Netherlands Actuarial, Statistical and Market Aspects. 128 pages pp. 88-92

J. Lemaire

J. Lemaire (1982). L'assurance automobile: modèles mathématiques et statistiques. 178 pages, FB 690. Bruxelles: Fernand Nathan, Editions Labor pp. 92-93

P. ter Berg

Volume 13, issue 2, 1982

ASTIN Memoirs pp. 63-74

Paul Johansen

The Future of ASTIN* pp. 75-80

Hans Bühlmann

Large Claims in Insurance Mathematics* pp. 81-88

Jef L. Teugels

Asymptotic Behaviour of Compound Distributions and Stop-loss Premiums pp. 89-98

Bjørn Sundt

Some Numerical Aspects in Transient Risk Theory* pp. 99-114

J. Janssen and Ph. Delfosse

Calcul des Primes et Marchandage* pp. 115-132

Danielle Briegleb and Jean Lemaire

A Remark on the Principle of Zero Utility pp. 133-134

Hans U. Gerber

A Pricing Model in a Sensitive Insurance Market pp. 135-149

Franco Moriconi

Corrigendum pp. 150-150

Anonymous

Erratum pp. 150-150

Anonymous

Volume 13, issue 1, 1982

Recursions for Compound Distributions* pp. 1-12

H. H. Panjer and G. E. Willmot

The Optimal Control of a Jump Mutual Insurance Process pp. 13-22

Charles S. Tapiero

Bounds on Modified Stop-Loss Premiums in Case of Known Mean and Variance of the Risk Variable pp. 23-36

F. De Vylder, Marc Goovaerts and N. De Pril

An Application of Credibility Theory to Solvency Margins: Some Comments on a Paper by G. W. De Wit and W. M. Kastelijn pp. 37-46

Henrik Ramlau-Hansen,

Rating of Largest Claims and Ecomor Reinsurance Treaties for Large Portfolios pp. 47-56

Erhard Kremer

A Characterization of the Esscher-Transformation pp. 57-59

Erhard Kremer

J. B. Douglas (1980). Analysis with Standard Contagious Distributions. International Co-operative Publishing House, Burtonsville, Maryland 20730, xiv + 520, $35.00 pp. 61-61

P. ter Berg

P. Albrecht (1981). Dynamische statistische Entscheidungsverfahren für Schadenzahlprozesse. Veröffentlichungen des Institutes für Versicherungswissenschaft 17, vii + 520, Karlsruhe: Verlag Versicherungswirtschaft e.V pp. 61-62

H. U. Gerber

David Shpilberg (1982). Statistical Decomposition Analysis of Industrial Fire Loss. Huebner Foundation Monograph 11. xxi + 102, $14.95. Richard D. Irwin, Inc.Homewood, Illinois 60430 pp. 62-62

P. ter Berg

Volume 12, issue 2, 1981

Speed of Finalization of Claims and Claims Runoff Analysis pp. 81-100

G. C. Taylor

The Bargaining Set of a Reinsurance Market pp. 101-114

Bernard Baton and Jean Lemaire

Practical Credibility Theory with Emphasis on Optimal Parameter Estimation pp. 115-131

F. De Vylder

Finite Sum Evaluation of the Negative Binomial-Exponential Model* pp. 133-137

Harry H. Panjer and Gordon E. Willmot

The Esscher Premium Principle: A Criticism. Comment pp. 139-140

Hans U. Gerber

Volume 12, issue 1, 1981

Evaluation of the Capacity of Risk Carriers by Means of Stochastic-Dynamic Programming pp. 1-21

T. Pentikäinen and J. Rantala

Recursive Evaluation of a Family of Compound Distributions* pp. 22-26

Harry H. Panjer

Further Results on Recursive Evaluation of Compound Distributions* pp. 27-39

Bjørn Sundt and William S. Jewell

Étude Statistique de la Probabilité de Sinistre en Assurance Automobile pp. 40-56

Marc Hallin and Jean-François Ingenbleek

The Core of a Reinsurance Market* pp. 57-71

Bernard Baton and Jean Lemaire

On Ordering and Danger of Claim Frequency Distributions pp. 72-76

Marc Goovaerts

The Esscher Premium Principle: A Criticism* pp. 77-78

Benjamin Zehnwirth

J. E. Bachman (1978): Capitalization Requirements for Multiple Line Property-Liability Insurance Companies. Huebner Foundation Monograph 6. xiii + 94, $ 10.00. Homewood: Richard D. Irwin, Inc pp. 79-80

P. ter Berg