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ASTIN Bulletin

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. M√úLLER
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


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