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ASTIN Bulletin

ASTIN Volume 31, No. 2

November 2001
Volume 31, No. 2

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

Contents

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Articles

J.M. REINHARD,   M.D. SNOUSSI
On the Distribution of the Surplus Prior to Ruin in a Discrete Semi-Markov Risk Model

ANNA RITA BACINELLO
Fair Pricing of Life Insurance Participating Policies with a Minimum Interest Rate Guaranteed

Workshop

D. BAMS,  J.L. WIELHOUWER
Empirical Issues in Value-at-Risk

J.F. WALHIN,  J. PARIS
The Practical Replacement of a Bonus-Malus System

J. PINQUET,  M. GUILLEN,  C. BOLANCE
Allowance for the Age of Claims in Bonus-Malus Systems

CH. WAGNER
A Note on Ruin in a Two State Markov Model

MISCELLANEOUS

Report on the 11th International AFIR Colloquium, 2001
Actuarial Vacancies


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