ASTIN Bulletin

1958 - 2025

From Cambridge University Press
Cambridge University Press, UPH, Shaftesbury Road, Cambridge CB2 8BS UK.
Bibliographic data for series maintained by Kirk Stebbing ().

Access Statistics for this journal.
Is something missing from the series or not right? See the RePEc data check for the archive and series.

Volume 11, issue 2, 1980

Two Pragmatic Approaches to Loglinear Claim Cost Analysis pp. 77-90

Peter ter Berg

The Performance of Alternative Models for Forecasting Automobile Insurance Paid Claim Costs pp. 91-106

J. David Cummins and Alwyn Powell

Équilibrage d'un marché de réassurance pp. 107-118

Jean Lemaire and Michel Lorea

The Effect of Reinsurance on the Degree of Risk Associated with an Insurer's Portfolio pp. 119-135

M. Andreadakis and H. R. Waters

The Solvency Margin in Non-Life Insurance Companies pp. 136-144

G. W. de Wit and W. M. Kastelijn

An Extension of an Invariance Property of the Swiss Premium Calculation Principle* pp. 145-153

Marc Goovaerts, F. de Vylder, F. Mertens and R. Hardy

Survival Probabilities Based on Pareto Claim Distributions: Comment pp. 154-157

Marc Goovaerts and Nelson de Pril

Corrigendum pp. 158-158

Anonymous

Hans U. Gerber: An Introduction to Mathematical Risk Theory Huebner Foundation Monograph No. 8. Homewood, Ill.: Richard D. Irwin Inc., 1980, xv + 164, paperbound, $ 15.95 pp. 159-160

William S. Jewell

Volume 11, issue 1, 1980

A Game Theoretic Look at Life Insurance Underwriting* pp. 1-16

Jean Lemaire

An Illustration of the Duality Technique in Semi-Continuous Linear Programming* pp. 17-28

F. De Vylder

Premium Rates Under Inflationary Conditions pp. 29-34

H.R. Waters

On the Loglinear Poisson and Gamma Model pp. 35-40

Peter ter Berg

Some Transient Results on the M/SM/1 Special Semi-Markov Model in Risk and Queueing Theories pp. 41-51

Jacques Janssen

An Economic Premium Principle pp. 52-60

Hans Bühlmann,

Survival Probabilities Based on Pareto Claim Distributions pp. 61-71

Hilary L. Seal

H. L. Seal, Survival Probabilities (The Goal of Risk Theory)Chichester: John Wiley & Sons Inc., 1978, x+ 103, $ 24.50 pp. 73-76

J. Janssen

Volume 10, issue 3, 1979

Optimal Risk Exchanges* pp. 243-262

Hans Bühlmann and William S. Jewell

Value and Prices in a Reinsurance Market* pp. 263-273

Flavio Pressacco

How to Define a Bonus-Malus System with an Exponential Utility Function* pp. 274-282

Jean Lemaire

Balancing International Insurance Portfolios and Exchange Risks* pp. 283-294

Tamir Agmon and Yehuda Kahane

Rating the Discount for a Motor Insurance Excess* pp. 295-302

G. C. Taylor

The Negative Exponential Distribution and Average Excess Claim Size pp. 303-304

G. C. Taylor

Statement of Principles Regarding Property and Casualty Loss and Loss Adjustment Expense Liabilities pp. 305-317

Anonymous

On the Numerical Evaluation of Stop-Loss Premiums pp. 318-324

F. Covens, Martine van Wouwe and Marc Goovaerts

A Note on Iterative Premium Calculation Principles pp. 325-329

Marc Goovaerts and F. De Vylder

Early Models Describing the Fire Insurance Risk* pp. 330-334

Paul Johansen

Volume 10, issue 2, 1979

Letter to the Editor pp. 130-130

Hilary L. Seal

A Numerical Illustration of Optimal Semilinear Credibility* pp. 131-148

Fl. De Vylder and Y. Ballegeer

Probability of Ruin under Inflationary Conditions or under Experience Rating pp. 149-162

G. C. Taylor

Bayesians Learn while Waiting* pp. 163-172

William S. Jewell

Modèles Additifs et Non Additifs en Actuariat pp. 173-182

Philippe Vincke

Dynamic Programming, An Approach for Analysing Competition Strategies pp. 183-194

T. Pentikäinen

A Non Symmetrical Value for Games without Transferable Utilities; Application to Reinsurance* pp. 195-214

Jean Lemaire

Optimal Claim Decisions for a Bonus-Malus System: a Continuous Approach* pp. 215-222

Nelson De Pril

The Theory of Insurance Risk Premiums—A Re-Examination in the Light of Recent Developments in Capital Market Theory pp. 223-239

Yehuda Kahane

Volume 10, issue 1, 1978

Problems in the Economic Theory of Insurance pp. 1-11

Karl Borch

Risk Bearing and the Insurance Market pp. 12-24

Hans Bühlmann and Hans U. Gerber

Pareto-Optimal Risk Exchanges and Related Decision Problems pp. 25-33

Hans U. Gerber

Optimal Reinsurance and Dividend Payment Strategies* pp. 34-46

Pantelis M. Pechlivanides

From Aggregate Claims Distribution to Probability of Ruin pp. 47-53

Hilary L. Seal

Largest Claims Reinsurance (LCR). A Quick Method to Calculate LCR-Risk Rates from Excess of Loss Risk Rates pp. 54-58

G. Benktander

The Efficiency of a Bonus-Malus System pp. 59-72

Nelson De Pril

On a Form of Automobile Liability Insurance with a Prepaid Discount pp. 73-77

Riccardo Ottaviani

Testing Goodness-of-Fit of an Estimated Run-Off Triangle pp. 78-86

G. C. Taylor

An Investigation of the Use of Weighted Averages in the Estimation of the Mean of a Long-Tailed Claim Size Distribution pp. 87-98

G. C. Taylor

Parameter Estimation in Credibility Theory pp. 99-112

Fl. De Vylder

Contribution à l'étude du coût des sinistres automobiles pp. 113-127

P. Picard

Errata: Earthquake Insurance in Japan, by Masao Wakuri and Yasuyuki Yasuhara pp. 128-128

Anonymous

Volume 9, issue 3, 1977

Economic Factors in Liability and Property Insurance Claims Costs pp. 278-280

Norton E. Masterson

On The Approximation of the Total Amount of Claims pp. 281-289

T. Pentikäinen

Towards an “International Insurance Fund”: A Tool for Mitigation of Extra-Hazard Risks pp. 290-305

Yehuda Shenhav

The Experience on Earthquake Risk in Central America pp. 306-316

Anonymous

Earthquakes and Windstorm — Natural Disasters pp. 317-324

J. M. Ryder and D. J. Kimber

Windstorm Coverage in Japan pp. 325-328

Masao Wakuri

Earthquake Insurance in Japan pp. 329-364

Masao Wakuri and Yasuyuki Yasuhara

Volume 9, issue 1-2, 1977

Statistical Methodology for Large Claims pp. 1-9

J. Tiago de Oliveira

Exploitation du Sondage Automobile 1971 en France par une Méthode d'Analyse Multidimensionnelle pp. 10-25

Anonymous

Verification of Outstanding Claim Provisions—Separation Technique pp. 26-32

R. E. Beard

On the Rating of a Special Stop Loss Cover pp. 33-41

Gunnar Benktander

A Risk Measure Alternative to the Variance pp. 42-58

B. Berliner

Cumulants of Convolution—Mixed Distributions pp. 59-63

Alan Brown

Compulsory Third Party Insurance: Methods of Making Explicit Allowance for Inflation pp. 64-74

B. J. Bruton and J. R. Cumpston

Some Inequalities for Stop-Loss Premiums pp. 75-83

H. Bühlmann, B. Gagliardi, H. U. Gerber and E. Straub

Study of Factors Influencing the Risk and their Relation to Credibility Theory pp. 84-104

Maria Amélia Cabral and Jorge Afonso Garcia

Evaluation de Provisions pour Sinistres a Payer en Periode de Stagflation pp. 105-110

Bernard Dubois de Montreynaud and Didier Strube

An Estimation of Claims Distribution pp. 111-118

Nawojiro Eshita

Distribution of the Number of Claims in Motor Insurance according to the Lag of Settlement pp. 119-124

G. Ferrara and G. Quario

On Optimal Cancellation of Policies pp. 125-138

Hans U. Gerber

How Insolvent are We? pp. 139-154

P. D. Johnson

Exchange de Risques entre Assureurs et Theorie des Jeux pp. 155-180

Jean Lemaire

La Soif du Bonus pp. 181-190

Jean Lemaire

Multistage Curve Fitting pp. 191-202

Christoph Haehling von Lanzenauer and Don Wright

On the Calculation of Variances and Credibilities by Experience Rating pp. 203-207

K. Loimaranta

Note on Actuarial Management in Inflationary Conditions pp. 208-212

Ove Lundberg

Approximations to Risk Theory's F(x, t) by Means of the Gamma Distribution pp. 213-218

Hilary L. Seal

Separation of Inflation and other Effects from the Distribution of Non-Life Insurance Claim Delays pp. 219-230

G. C. Taylor

Calculation of Ruin Probabilities when the Claim Distribution is Lognormal pp. 231-246

Olof Thorin and Nils Wikstad

A Stop Loss Inequality for Compound Poisson Processes with a Unimodal Claimsize Distribution pp. 247-256

H. G. Verbeek

An Analysis of Claim Experience in Private Health Insurance to Establish a Relation between Deductibles and Premium Rebates pp. 257-266

G. W. de Wit and W. M. Kastelijn

Letter to the Editor pp. 267-268

Hilary L. Seal