ASTIN Volume 30, No. 2

November 2000
Volume 30, No. 2

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

Contents

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EDITORIAL
INVITED ARTICLE

M. LANE
Pricing Risk Transfer Functions

Articles

J.P. NIELSEN
Super-Efficient Prediction Based on High-Quality Market Information

B. SUNDT
Multivariate Compound Poisson Distributions and Infinite Divisibility

R. GRÜBEL,  R. HERMESMEIER
Computation of Compound Distributions II: Discretization Errors and Richardson Extrapolation

T. MACK
Credible Claims Reserve: The Benktander Method

Workshop

A.J. MATA
Pricing Excess of Loss Reinsurance with Reinstatements

M.C. GUTIÉRREZ-DELGADO,  A. KORABINSKI
Initial Selection and Cause of Disability for Individual Permanent Health Insurance

J.F. WALHIN,  J. PARIS
The True Claim Amount and Frequency Distribution of a Bonus-Malus System

J.P. NIELSEN,  B.L. SANDQVIST
Credibility Weighted Hazard Estimation

MISCELLANEOUS

Actuarial Vacancies
Report on the International AFIR Colloquia 2000
2001 AFIR Colloquium Announcement
Report on the International ASTIN Colloquium 2000

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