ASTIN Volume 17, No. 2
November 1987
Volume 17, No. 2
The Journal of the ASTIN and AFIR Section of the International Actuarial Association
Contents
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EDITORIAL AND ANNOUNCEMENTS
Editorial
Acknowledgement to our Referees
Articles
H. H. MÜLLER
Economic Premium Principles in Insurance and the
Capital Asset Pricing Model
H. U. GERBER, M. J. GOOVAERTS and R. KAAS
On the Probability and Severity of Ruin
R. MICHEL
An Improved Error Bound for the Compound Poisson
Approximation of a Nearly Homogeneous Portfolio
Workshop
B. AJNE and H. WIDE
On the Definition of Catastrophe Claims and the
Calculation of their Expected Cost for the Purpose of
Long Range Planning and Profit Centre Control
D. GOGOL
Projecting Development of Losses During an Accident
Year
S. KUON, A. REICH and L. REIMERS
PANJER vs KORNYA vs DE PRIL: A Comparison
From a Practical Point of View
Letters to the Editors
Book Reviews
Actuarial Vacancy
Index
