ASTIN Bulletin – The Journal of the International Actuarial Association

Volume 26, No. 1 – May 1996

CONTENTS

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Editorial and Announcements

Editorial
The 5th AFIR/ERM International Colloquium
The XXVI ASTIN Colloquium in Leuven

Articles

M. SORENSEN
A semimartingale approach to some problems

G. Parker
A portfolio of endowment policies and its limiting distribution

O. HESSELAGER
Recursions for certain bivariate counting distributions and their compound distributions

V. R. YOUNG
Credibility and Persistency

S. WANG
Premium Calculation by Transforming the Layer Premium Density

F. MICHAUD
Estimating the Probability of Ruin for Variable Premiums by Simulation

Workshop

L. DORAY, G. COENE
A financially Balanced Bonus/Malus System

SHORT CONTRIBUTION

B. SUNDT, J. DHAENE
Some Moment Relations for the Hipp approximation

P. TER BERG
A Longlinear Lagrange Poisson Model

Announcements