ASTIN Bulletin

1958 - 2025

From Cambridge University Press
Cambridge University Press, UPH, Shaftesbury Road, Cambridge CB2 8BS UK.
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Volume 4, issue 3, 1967

Experience Rating and Credibility pp. 199-207

Hans Bühlmann

Experience Rating When the Company Aims to Increase the Volume of its Business pp. 208-209

Harald Bohman

Experience Rating in Subsets of Risks pp. 210-227

Fritz Bichsel

Contrôle des opérations d'assurance dans les branches non-vie pp. 231-235

F. Bichsel

On the solvency of insurance companies pp. 236-247

T. Pentikäinen

Magnitude control of technical reserves in Finland pp. 248-251

Erkki Pesonen

The economic theory of insurance pp. 252-264

Karl Borch

Markov chains and the determination of fair premiums pp. 265-268

Stefan Vajda

Les Lois Exponentielles Composées - P. Thyrion, Bulletin de l'Association Royale des Actuaires Beiges, no 62, 1964 pp. 269-271

R. Rutz

Reinsurance optimization by means of utility functions, C P Welten, Actuariele Studien Afl 6, februari 1964, 's-Gravenhage pp. 271-271

J v Klinken

Volume 4, issue 2, 1967

Regards sur le Développement récent de la Théorie du Risque pp. 87-105

P. Thyrion

The recent Development of Risk Theory and its Applications pp. 106-119

J. Kupper

On the Calculation of the Generalised Poisson Function pp. 120-128

Erkki Pesonen

A Procedure to Compute Values of the Generalised Poisson Function* pp. 129-135

Esa Hovinen

Modern General Risk Theory pp. 136-169

Bertil Almer

Some Problems Connected with the Calculation of Stop Loss Premiums for Large Portfolios pp. 170-174

Fredrik Esscher

On Optimal Properties of the Stop Loss Reinsurance pp. 175-176

Erkki Pesonen

A Combination of Surplus and Excess Reinsurance of a Fire Portfolio pp. 177-190

Gunnar Benktander and Jan Ohlin

Note on the Relation Between Compound and Composed Poisson Processes pp. 191-192

Carl Philipson

Volume 4, issue 1, 1966

Rules for the Astin Section of the Permanent Committee pp. 3-3

Anonymous

Statuts Pour la Section Astin du Comité Permanent pp. 4-4

Anonymous

Collective Theory of Risk and Utility Functions pp. 6-10

Karl-H. Wolff

Distribution Free Approximations in Applied Risk Theory pp. 11-18

Gunnar Andreasson

The Random Walk of a Simple Risk Business pp. 19-28

H. L. Seal

On Optimal Reinsurance pp. 29-38

H. G. Verbeek

A Study in Credibility Betterment Through Exclusion of the Largest Claims pp. 39-48

Marcel Derron

Une note sur des systémes de tarification basés sur des modéles du type Poisson composé pp. 49-58

Ove Lundberg

Control of a portfolio of insurance Contracts pp. 59-71

Karl Borch

The insurer's ruin pp. 72-80

B. H. de Jongh

Volume 3, issue 3, 1965

Sur la Combinaison des evenements et les resultats aleatoires quantitatifs qui en resultent pp. 196-203

Franckx,

Colloque Astin 1963 de Trieste Rapport introductif sur le 2e thème, partie a pp. 204-214

P. Thyrion

A Generalized Model for the Risk Process and its Application to a Tentative Evaluation of Outstanding Liabilities pp. 215-238

Carl Philipson

Methode de sondage pour l'etude de l'influence de nouveaux criteres sur le tarif “automobile” pp. 239-250

B. Dubois De Montreynaud

Tarification du risque individuel d'accidents d'automobiles par la prime modelee sur le risque pp. 251-271

Pierre J. Delaporte

Colloque Astin 1963 de Trieste Rapport introductif sur le 2e thème, parties b et c pp. 272-277

Jean Sousselier

Reserves in Sanatorium Insurance pp. 278-285

C. P. Welten

Possibilite d'etablir des bases techniques acceptables pour le calcul d'une marge minimum de solvabilite des entreprises d'assurances contre les dommages pp. 286-313

Bruno De Mori

Volume 3, issue 2, 1964

La théorie des plus grandes valeurs et son application aux problèmes de l'assurance pp. 116-131

M. Bruno De Finetti

Note Concerning the Distribution Function of the Total Loss Excluding the Largest Individual Claims pp. 132-143

Hans Ammeter

A Distribution Free Method for General Risk Problems pp. 144-152

H. Bühlmann

Formulation Bayesienne du probleme des valeurs extremes en relation à la réassurance en “excedent de sinistres” pp. 153-162

Dario Fürst

Theorie des valeurs extremes et la tarification de l'excess of loss pp. 163-177

L. D'Hooge

On the Use of Extreme Values to Estimate the Premium for an Excess of Loss Reinsurance pp. 178-184

Jan Jung

Studies in Risk Theory with Numerical Illustrations concerning Distribution Functions and Stop Loss Premiums by H. Bohman & F. Esscher pp. 185-186

Anonymous

Casualty Actuarial Society - An Introduction to the Negative Binominal Distribution and its Applications by LeRoy J. Simon - Homeowners—The First Decade by Frederic J. Hunt Jr. - Size, Strength and Profit by LeRoy J. Simon - Reformulation of Some Problems in Theory of Risk by Karl Borch. - The Low Valued Risk—A Study of the Premium Required for Habitational Risks of Various Policy Amounts by Philip G. Buffinton - The Latest Reported Stock Insurance Company Expenses for1961 by Frank Harwayne. - Negative Binominal Rationale by Thomas O. Carlson pp. 186-188

Anonymous

Society of Actuaries - Actuarial Application of Monte Carlo Technique by Russell M. Collins Jr. - An Introduction to Collective Risk Theory and Its Application to Stop-Loss Reinsurance by Dr.Paul M. Kahn pp. 188-189

L. H. Longley-Cook

Society of Actuaries - Austauschbare stochastische Variabeln und ihre Grenzwertsätze by Hans Bühlmann. University of California Press, Berkeley1960 pp. 189-190

J. Kupper

The Objectives of an Insurance Company by Karl Borch. Skandinavisk Aktuarietidskrift1962 (p. 162). - A Contribution to the Theory of Reinsurance Markets by Karl Borch. Skandinavisk Aktuarietidskrift1962 (p. 186) pp. 190-191

M. Derron

Application of Mathematical Models in General Insurance by Paul Johansen. Forsikringsaktieselskabet Nye Danske af1864. Centenary 19th April 1964 pp. 191-191

Hans Ammeter

Volume 3, issue 1, 1963

Some Notes on the Statistical Theory of Extreme Values pp. 6-12

R. E. Beard

Premium Rates in the German Motor Insurance Business pp. 13-19

Johannes Mehring

On the Numerical Calculation of the Distribution Functions Defining Some Compound Poisson Processes* pp. 20-42

Carl Philipson

Bonus ou Malus?1 pp. 43-61

Max Gürtler

A Theoretical Study of the No-Claim Bonus Problem pp. 62-74

Marcel Derron

Reassurance du Cumul D'Accidents* pp. 75-84

Jean Sousselier

Some Aspects of Cumulative Risk pp. 85-103

J. Kupper

Reserves for Reopened Claims on Workmen's Compensation by Rafal J. Balcarek - A Study of the Size of An Assigned Risk Plan by Frank Harwayne. - Cost of Hospital Benefits for Retired Employees by Murray W. Latimer - Fitting Negative Binomial Distributions by the Method of Maximum Likelihood by LeRoy J. Simon - Experience Rating Reassessed by Robert A. Bailey - Recent Trends and Innovations in Individual Hospital Insurance by M. Eugene Blumenfeld. - Observations on the Latest Reported Stock Insurance Company Expenses for1960 by Frank Harwayne. - Patterns of Serious Illness Insurance by Mark Kormes. - Mathematical Limits to the Judgment Factor in Fire Schedule Rating by Kenneth L. McIntosh - An Actuarial Analysis of a Prospective Experience Rating Approach for Group Hospital-Surgical-Medical Coverage by George E. Mclean pp. 104-106

L. H. Longley-Cook

The Causation of Bus Driver Accidents by W. L. Cresswell and P. Froggatt, Oxford University Press, 1963 pp. 106-108

R. E. Beard

Sul calcolo dei premi nel'assicurazione danni by Bruno Tedeschi, Giornale dell'Istituto Italiano degli attuari, Rome1960 pp. 108-109

M. Derron

Introduction to Insurance, by Allen L. Mayerson, The Mac Millan Company, New York1962, 438 pages pp. 109-110

M. Derron

Hans Ammeter, Das Maximum des Selbstbehaltes, Verzekeringsarchief1958, pp. 219–246, Actuariëel Bijvoegsel 1958, pp. 101–106, 's-Gravenhage pp. 110-110

J. van Klinken