ASTIN Bulletin – The Journal of the International Actuarial Association

Volume 13, No. 1 – June 1982

CONTENTS

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Editorial

H. H. PANJER and G. E. WILLMOTT
Recursions for Compound Distributions

C. S. TAPIERO
The Optimal Control of a Jump Mutual Insurance Process

F. DE VYLDER, M. GOOVAERTS and N. DE PRIL
Bounds on Modified Stop-Loss Premiums in Case of Known Mean and Variance of the Risk Variable

H. RAMLAU-HANSEN
An Application of Credibility Theory to Solvency Margins

E. KREMER
Rating of Largest Claims and ECOMOR-Reinsurance Treaties for Large Portfolios

E. KREMER
A Characterization of the Esscher-Transformation

Book Reviews