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ASTIN Bulletin

ASTIN Volume 16, No. 1

April 1986
Volume 16, No. 1

The Journal of the ASTIN and AFIR Section of the International Actuarial Association

Contents

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EDITORIAL AND ANNOUNCEMENTS

Editorial
18th ASTIN Colloquium
Obituary on Harald Cramér
Obituary on Bruno de Finetti

Articles

R. KAAS and M. J. GOOVAERTS
Bounds on Stop-Loss Premiums for Compound Distributions

J. RANTALA
Experience Rating of ARIMA Processes by the Kalman Filter

F. ABIKHALIL
Finite Time Ruin Problems for Perturbed Experience Rating and Connection with Discounting Risk Models

Workshop

F. CORLIER, J. F. INGENBLEEK and J. LEMAIRE
A Model to Evaluate the Rebuilding Costs of Dwellings

B. AJNE
Comparison of Some Methods to Fit a Multiplicative Tariff Structure to Observed Risk Data

Corrigendum


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