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ASTIN Bulletin

ASTIN Volume 21, No. 1

April 1991
Volume 21, No. 1

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

Contents

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EDITORIAL AND ANNOUNCEMENTS

Editorial
The XXII ASTIN Colloquium Montreux

INVITED PAPER

J. LEMAIRE
Cooperative Game Theory and its Insurance Applications

Articles

M. DE LOURDES CENTENO, O. SIMÕES
Combining Quota-Share and Excess of Loss Treaties On the Reinsurance of Independent Risks

H. RAMLAU-HANSEN
Distribution of Surplus in Life Insurance

Workshop

J. LEDOLTER, S. KLUGMAN, C. S. LEE
Credibility Models with Time-Varying Trend Components

Th. MACK
A Simple Parametric Model for Rating Automobile Insurance of Estimating and IBNER Claims Reserves

R. SCHNIEPER
Separating True IBNR Claims Reserves

DISCUSSION PAPERS

P. BROCKETT, M. GOOVAERTS, G. TAYLOR
The Schmitter Problem

R. KAAS
The Schmitter Problem and a Related Problem: A Partial Solution

SHORT CONTRIBUTIONS

C. M. RAMSAY
A Note of the Normal Power Approximation

Book Review

Letter to the Editors

Actuarial Vacancy


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