Casualty Actuarial Society

Library

ASTIN Bulletin

ASTIN Volume 29, No. 2

November 1999
Volume 29, 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

BERNHARD ARBOGAST

Articles

V. R. YOUNG
Discussion of Christofides' Conjecture Regarding Wang's Premium Principle

R. GRÜBEL, R. HERMESMEIER
Computation of Compound Distributions I: Aliasing Errors and Exponential Tilting

M. DENUIT
The Exponential Premium Calculation Principle Revisited

H. P. SCHMIDLI
On The Distribution of the Surplus Prior to and at Ruin

P. BÜHLMANN, H. BÜHLMANN
Selection of Credibility Regression Models

D. BÉDARD
Stochastic Pension Funding: Proportional Control and Bilinear Processes

D. C. M. DICKSON, H. R. WATERS
Multi-Period Aggregate Loss Distributions for a Life Portfolio

B. SUNDT
Discussion on "D.C.M. Dickson & H.R. Waters Multi-Period Aggregate Loss Distributions for a Life Portfolio"

R. VERNIC
Recursive Evaluation of Some Bivariate Compound Distributions

Workshop

S. MENG, W. YUAN, G. A. WHITMORE
Accounting for Individual Over-Dispersion in a Bonus-Malus Automobile Insurance System

R. D. REISS, M. THOMAS
A New Class of Bayesian Estimators in Paretian Excess-of-Loss Reinsurance

M. KOVÁROVÁ
Estimating per Capita Expenses in Multiple State Models Of Permanent Health Insurance

TH. MACK
The Standard Error of Chain Ladder Reserve Estimates: Recursive Calculation and Inclusion of a Tail Factor

MISCELLANEOUS

Obituaries
Actuarial Vacancies
Report on the International ASTIN/AFIR Colloquia 1999
2000 AFIR Colloquium Announcement
2000 ASTIN Colloquium Announcement
Conference in Honour of the 65th Birthday of Professor David Wilkie, Announcement


Return to ASTIN Bulletin Index | Home