ASTIN Bulletin – The Journal of the International Actuarial Association

Volume 27, No. 1 – May 1997

CONTENTS

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Editorial

Articles

A. E. RENSHAW, S. HABERMAN, P. HATZOPOULOS
On the Duality of Assumptions Underpinning the Construction of Life Tables

R. VERNIC
On the Bivariate Generalized Poisson Distribution

J. PINQUET
Allowance for Cost of Claims in Bonus-Malus Systems

M. DE LOURDES CENTENO
Excess of Loss Reinsurance and the Probability of Ruin in Finite Horizon

J. A. NELDER, R. J. VERRALL
Credibility theory and Generalized Linear Models

H. BÜHLMANN, A. GISLER
Credibility in the Regression Case Revisited (A Late Tribute to Charles A. Hachemeister)

Workshop

S. BERNEGGER
The Swiss Re Exposure Curves and the MBBEFD Distribution Class

L. G. DORAY
A Semi-Parametic Predictor of the IBNR Reserve

A. J. MCNEIL
Estimating the Tails of Loss Severity Distributions Using Extreme Value Theory

S. I. RESNICK
Discussion of the Danish Data on Large Fire Insurance Losses

Miscellaneous

Book Reviews
Review of the 6th AFIR/ERM International Colloquium
ASTIN Colloquium, Cairns - Final Call for Papers
Actuarial Vacancy