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ASTIN Bulletin

ASTIN Volume 27, No. 2

November 1997
Volume 27, No. 2

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

Contents

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EDITORIAL

G. BENKTANDER
The Conception(s) and the Birth of ASTIN

H. BÜHLMANN
The Actuary: the Role and Limitations of the Profession Since the Mid- 19th Century

Articles

E. NEAVE
A Frequency Distribution Method for Valuing Average Options

D. C. M. DICKSON, H. R. WATERS
Relative Reinsurance Retention Levels

M. DENUIT
A New Distribution of Poisson-Type for the Number of Claims

B. SUNDT, J. DHAENE
On Error Bounds for Approximations to Aggregate Claims Distributions

C. RAMSAY, M. USABEL
Calculating Ruin Probabilities via Product Integration

V.R. YOUNG
Credibility Using Semiparametric Models

R. KAAS, D. DANNENBURG, M. GOOVAERTS
Exact Credibility for Weighted Observations

Workshop

S. ASMUSSEN, K. BINSWANGER
Simulation of Ruin Probabilities for Subexponential Claims

G. TAYLOR
Setting a Bonus-Malus Scale in the Presence of other Rating Factors

B. KOLLER, N. DETTWYLER
APS Reinsurance

St. P. LOWE, J. N. STANARD
An Integrated Dynamic Financial Analysis and Decision Support System for a Property Catastrophe Reinsurer

MISCELLANEOUS

Book Reviews
ICIAM 99, Edinburgh
30th International ASTIN Colloquium, Tokyo, 1999
Report on the International ASTIN/AFIR Colloquia 1997
Actuarial Vacancy
Acknowledgement to Referees


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