ASTIN Volume 29, No. 1
May 1999
Volume 29, No. 1
The Journal of the ASTIN and AFIR Section of the International Actuarial Association
Contents
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PAUL EMBRECHTS and GUNNAR BENKTANDER
Articles
R. NORBERGPrediction of Outstanding Liabilities II. Model Variations and Extensions
Correction Note to 'Prediction of Outstanding Liabilities'
(R. NORBERG)
B. SUNDT
On Multivariate Panjer Recursions
G. HARRIS
Markov Chain Monte Carlo Estimation of Regime
Switching Vector Autoregressions
Workshop
J.F. WALHIN, J. PARIS
Using Mixed Poisson Processes in Connection with
Bonus-Malus Systems
U. SCHMOCK
Estimating the Value of the Wincat Coupons
Of the Winterthur Insurance Convertible Bond
An Addendum and a Short Comment on the Paper
(A. GISLER, P. FROST)
Book Review
1998 ASTIN/General Insurance Convention, Review
Committee of ASTIN 1957-1998
Actuarial Vacancy
8th Symposium of Finance, Banking and Insurance/
Call for Papers
