ASTIN Bulletin – The Journal of the International Actuarial Association

Volume 26, No. 2 – November 1996

CONTENTS

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Editorial and Announcements

The XXVIIth ASTIN Colloquium in Copenhagen, Denmark

Articles

S. HAASTRUP, E. ARJAS
Claims Reserving in Continuous Time; A Nonparametic Bayesian Approach

M. JACQUES
On the Hedging Portfolio of Asian Options

W. HÜRLIMANN
Improved Analytical Bounds for Some Risk Quantities

J. DHAENE, M. GOOVAERTS
Dependency of Risks and Stop-Loss Order

K. H. WALDMANN
Modified Recursions for a Class of Compound Distributions

B. SUNDT, J. DHAENE
On Bounds for the Difference between the Stop-Loss Transforms of Two Compound Distributions

Workshops

W. NEUHAUS
Optimal Estimation under Linear Constraints

K. D. SCHMIDT, A. SCHNAUS
An Extension of Mack's Model for the Chain Ladder Method

Book Review

Announcements

Donation of Actuarial Books

Actuarial Vacancy