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ASTIN Bulletin

ASTIN Volume 16, S

November 1986
Volume 16, No. 2

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

Contents

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EDITORIAL AND ANNOUNCEMENTS

Editorial
Obituary on Hans Ammeter
Obituary on Ingvar Sternberg

Articles

J. LEMAIRE and J. P. QUAIRIÉRE
Chains of Reinsurance Revisited

CH. HIPP
Improved Approximations for the Aggregate Claims Distribution in the Individual Model

K. KREMER
Recursive Calculation of the Net Premium for Largest Claims Reinsurance Covers

N. DE PRIL
On the Exact Computation of the Aggregate Claims Distribution in the Individual Life Model

T. PENTIKAINEN and J. RANTALA
Run-Off Risk as a Part of Claims Fluctuation

Workshop

A. COHEN, G. DUPIN and CH. LEVY
Tarification de l'Incendie des Risques Industriels Francais Par la Méthode de la Crédibilité

M. CAMPBELL
An Integrated System for Estimating the Risk Premium of Individual Car Models in Motor Insurance

Book Reviews

Index


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