ASTIN Colloquium

Porto Cervo, Italy — September 17-20, 2000

Author(s) Paper
Angela Carla Foreward
Alternative Models to the Probability of Ruin in Risk Theory
Anna Attias and Sandro Tumani The Direct and "Exact" Assessment of Actuarial Risk with Regard to a Portfolio of Life Policies
Maria Guiseppina Bruno An Alternative Method for Calculating the Probability of Ruin in Risk Theory. Theoritical Approach and Applications
Antonella Campana, Alessandra Carleo and Mariafortuna Pietroluongo Ruin Probability Approximation for a Class of Renewal Processes with Heavy Tails
Roberto Daris and Lucio Torelli Some Indices for Heavy-Tailed Distributions
Vsevolod K. Malinovskii Price vs. Reserve Regulation Conditioned by Solvency Requirements in the Collective Risk Model
Nan Wang and Kostas Politis The Mean Time for a Net Profit and the Probability of Ruin Prior to that Profit in the Classical Risk Model
Modelling Catastophic Risks
Beruch Berliner Properties of a Combined Unconventional Reinsurance (CRC) Set Up by Convential Non-Proportional Reinsurance-Retrocession Covers
Fabio Grasso and Antonio Iannizzotto The "Excess Volatility" Reinsurance Treaty
Werner Hürlimann Generelized Algebraic Bounds on Order Statistics Functions, with Application to Reinsurance and Catastrophic Risk
Ji-Wook Jang Doubly Stochastic Poisson Process and the Pricing of Catastrophe Reinsurance Contract
Erhard Kremer Further on Largest Claims Reinsurance
Rodney E. Kreps A Partially Comonotonic Algorithm for Loss Generation
Yuriy Krvavych and Victor Mergel Large Loss Distribution: Probabilistic Properties, EVT Tools, Maximum Entropy Characterization
Rene Schnieper Robust Bayesian Inference
Jean-François Walhin Some Comments on Two Approximations Used for the Pricing of Reinstatements
Technical Management of Health Insurance
Yair M. Babad and Eddie Comisarenco Health Products and Coverage in Israel - Policy and Implications
Elena Cardona, Paulo De Angelis and Ernesto Volpe di Prignano An Application of the Risk Theory for the Management of a Dread Disease Portfolio
Pierre Chidiac, Ronald Chidiac and Paul Warren Comment le réassureur peut-il réussir dans l'assurance santé
Stefano Ferri and Annamaria Olivieri Technical Bases for LTC Covers Including Mortality and Disability Projections
Anni Hellman Long Term Care Insurance. A Finnish Perspective
Tatjana Racic-Zlibar The Actuarial Use of Health Service Indicators and Projections fo Health Service Expenditures in Croatia
Other Topics
Ulrik Andersson Use of Markov Process Theory and Thiele's Differential Equation in Practical Claims Reserving
Denise Desjardins, Gilles Dionne and Jean Pinquet Experience Rating Schemes for Fleets of Vehicles
Patrizia Gigante, Liviana Picech and Luciano Sigalotti Bonus-Malus Experience Rating and Rating Factors
Sergei Kovbassa Statistical Estimation of the Independence of Intervals in Dynamic Models of Trains of Actions
Thomas Mack Credible Claims Reserves: the Benktander Method
Marco Micocci M.A.R.C.: an Actuarial Model for Credit Risk
Roberta Paroli, Giovanna Redaelli and Luigi Spezia Poisson Hidden Markov Models for Time Series of Overdispersed Insurance Counts
Hans Schmitter The Sample Size Needed for the Calculation of a GLM Tariff
International Accounting Standards Committee - Insurance Issues Paper
Robert Buchanan Summary and Commentary