ASTIN Bulletin – The Journal of the International Actuarial Association

Volume 28, No. 2 – November 1998

CONTENTS

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Editorial

JAMES A. TILLEY

Articles

H. BÜHLMANN, F. DELBAEN, P. EMBRECHTS, A.N. SHIRYAEV
On Esscher Transforms in Discrete Finance Models

V.R. YOUNG
Robust Bayesian Credibility using Semiparametic Models

J. PINQUET
Designing Optimal Bonus-Malus Systems from Different Types of Claims

J. ANDRADE E SILVA, M. DE LOURDES CENTENO
Comparing Risk Adjusted Premiums from the Reinsurance Point of View

Workshops

J.F. WALIN, J. PARIS
On the Use of Equispaced Discrete Distributions

E. KREMER
Largest Claims Reinsurance Premiums under Possible Claims Dependence

M.R. HARDY, H.H. PANJER
A Credibility Approach to Mortality Risk

Miscellaneous

Book Reviews
1998 AFIR/ERM Colloquium Review
1999 ASTIN/AFIR/ERM Colloquia Announcement