ASTIN Bulletin – The Journal of the International Actuarial Association

Volume 20, No. 2 – November 1990

CONTENTS

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Editorial and Announcements

Guest Editorial
The 1st AFIR/ERM International Colloquium
Discussion Papers

Invited Paper

J. D. CUMMINS
Asset Pricing Models and Insurance Ratemaking

Articles

K. D. SCHMIDT
Convergence of Bayes and Credibility Premiums

R. DYKSTRA
Minimax Estimation of a Mean Vector for Distributions on a Compact Set

D. DENNEBERG
Premium Calculation: Why Standard Deviation should be replaced by Absolute Deviation

Workshop H. BONSDORFF
On Changing the Parameter of Exponential Smoothing in Experience Rating

M. RYTGAARD
Estimation in the Pareto Distribution

R. J. VERRALL
Bayes and Empirical Bayes Estimation for the Chain Ladder Model

Book Review

Actuarial Vacancies