CAS: Astin Volume 31, No. 2

ASTIN Volume 31, No. 2

November 2001
Volume 31, No. 2

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

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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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ASTIN Volume 31, No. 2

Contents

Articles

Workshop