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ASTIN Bulletin

ASTIN Volume 22, No. 2

November 1992
Volume 22, No. 2

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

Contents

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EDITORIAL AND ANNOUNCEMENTS

Guest Editorial
Announcement concerning the XXIV ASTIN Colloquium
Announcement

Articles

N. DE PRIL, J. DHAENE
Error Bounds for Compound Poisson Approximations of the Individual Risk Model

R. NORBERG
Linear Estimation and Credibility in Continuous Time

B. SUNDT
On Allocation of Excess of Loss Premiums

D. C. M. DICKSON, H. R. WATERS
The Probability and Severity of Ruin in Finite and Infinite Time

Workshop

T. PENTIKÄINEN, J. RANTALA
A Simulation Procedure for Comparing Different Claims Reserving Methods

H. BONSDORFF
On the Convergence Rate of Bonus-Malus Systems

DISCUSSION PAPERS

R. KAAS, M. VANNESTE, M. J. GOOVAERTS
Maximizing Compound Poisson Stop-loss Premiums Numerically with Given Mean and Variance

J. BABIER, B. CHAN
Approximations of Ruin Probability by Di-atomic or Di-exponential Claims

P. ALBRECHT
Premium Calculation without Arbitrage? - A Note on a Contribution by G. Venter

G. VENTER
Premium Calculation without Arbitrage - Author's Reply on the Note by Albrecht

Letter to the Editors

Actuarial Vacancies


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