ASTIN Volume 27, No. 1
May 1997
Volume 27, No. 1
The Journal of the ASTIN and AFIR Section of the International Actuarial Association
Contents
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Editorial
A. E. RENSHAW, S. HABERMAN, P. HATZOPOULOS
On the Duality of Assumptions Underpinning the
Construction of Life Tables
R. VERNIC
On the Bivariate Generalized Poisson Distribution
J. PINQUET
Allowance for Cost of Claims in Bonus-Malus Systems
M. DE LOURDES CENTENO
Excess of Loss Reinsurance and the Probability
of Ruin in Finite Horizon
J. A. NELDER, R. J. VERRALL
Credibility theory and Generalized Linear Models
H. BÜHLMANN, A. GISLER
Credibility in the Regression Case Revisited
(A Late Tribute to Charles A. Hachemeister)
WORKSHOP
S. BERNEGGER
The Swiss Re Exposure Curves and the MBBEFD
Distribution Class
L. G. DORAY
A Semi-Parametic Predictor of the IBNR Reserve
A. J. MCNEIL
Estimating the Tails of Loss Severity Distributions
Using Extreme Value Theory
S. I. RESNICK
Discussion of the Danish Data on Large Fire Insurance Losses
Book Reviews
Review of the 6th AFIR International Colloquium
ASTIN Colloquium, Cairns - Final Call for Papers
Actuarial Vacancy
