ASTIN Bulletin – The Journal of the International Actuarial Association

Volume 14, No. 1 – April 1984

CONTENTS

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MARC-HENRI AMSLER
The Ruin Problem with a Finite Time Horizon

HANS BÜHLMANN
The General Economic Premium Principle

JEAN-MARIE REINHARD
On a Class of Semi-Markov Risk Models Obtained as Classical Risk Models in a Markovian Environment

J. DAVID CUMMINS and LAUREL J. WILTBANK
A Multivariate Model of the Total Claims Process

MARC GOOVAERTS and FLORIAN DE VYLDER
A Stable Recursive Algorithm for Evaluation of Ultimate Ruin Probabilities

JEAN LEMAIRE
An Application of Game Theory: Cost Allocation

Book Reviews

17th Astin Colloquium

Announcements and News Notes

Obituary