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ASTIN Bulletin

ASTIN Volume 33, No. 1

May 2003
Volume 33, No. 1

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

Contents

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Articles

X. Wu,   J. Wang
On Characterization of Distortion Premium Principle

S. Drekic,  G.E. Willmot
On the Density and Moments of the Time of Ruin with Exponential Claims

O. Purcaru,  M. Denuit
Dependence in Dynamic Claim Frequency Credibility Models

W. Hürlimann
A Gaussian Exponential Approximation to Some Compound Poisson Distributions

S.S. WANG
Equilibrium Pricing Transforms: New Results Using Buhlmann's 1980 Economic Model

M.V. Wüthrich
Asymptotic Value-at-Risk Estimates for Sums of Dependent Random Variables

Workshop

S.T.B. Choy,  C.M. Chan
Scale Mixtures Distributions in Insurance Applications

BOOK REVIEWS

H. Milbrodt
K.D. Schmidt 'Versicherungsmathematik'

MISCELLANEOUS

International AFIR Colloquium 2003
First Brazilian Conference on Statistical Modeling on Insurance and Finance
Obituary

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