Casualty Actuarial SocietyCasualty Actuarial Society
 
ASTIN Bulletin

ASTIN Volume 28, No. 2

November 1998
Volume 28, No. 2

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

Contents

These files are in Portable Document Format (PDF), you will need to download the Acrobat Reader to view the articles.
Acrobat

Download Entire Volume

EDITORIAL

JAMES A. TILLEY

Articles

H. BÜHLMANN, F. DELBAEN, P. EMBRECHTS, A.N. SHIRYAEV
On Esscher Transforms in Discrete Finance Models

V.R. YOUNG
Robust Bayesian Credibility using Semiparametic Models

J. PINQUET
Designing Optimal Bonus-Malus Systems from Different Types of Claims

J. ANDRADE E SILVA, M. DE LOURDES CENTENO
Comparing Risk Adjusted Premiums from the Reinsurance Point of View

WORKSHOPS

J.F. WALIN, J. PARIS
On the Use of Equispaced Discrete Distributions

E. KREMER
Largest Claims Reinsurance Premiums under Possible Claims Dependence

M.R. HARDY, H.H. PANJER
A Credibility Approach to Mortality Risk

MISCELLANEOUS

Book Reviews
1998 AFIR Colloquium Review
1999 ASTIN/AFIR Colloquia Announcement

Return to ASTIN Bulletin Index | Home