ASTIN Bulletin – The Journal of the International Actuarial Association

Volume 12, No. 1 – December 1982

CONTENTS

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T. PENTIKÄINEN and J. RANTALA
Evaluation of the Capacity of Risk Carriers by Means Of Stochastic-Dynamic Programming

H. H. PANJER
Recursive Evaluation of a Family of Compound Distributions

B. SUNDT and W. S. JEWELL
Further Results of Recursive Evaluation of Compound Distributions

M. HALLIN et J. F. INGENBLEEK
Etude Statistique de la Probabilité de Sinistre en Assurance Automobile

B. BATON and J. LEMAIRE
The Core of a Reinsurance Market

M. J. GOOVAERTS
On Ordering and Danger of Claim Frequency Distributions

B. ZEHNWIRTH
The Esscher Premium Principle: A Criticism

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