ASTIN Bulletin – The Journal of the International Actuarial Association

Volume 29, No. 1 – May 1999

CONTENTS

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Editorial

PAUL EMBRECHTS and GUNNAR BENKTANDER

Articles

R. NORBERG
Prediction of Outstanding Liabilities II. Model Variations and Extensions

Correction Note to 'Prediction of Outstanding Liabilities'
(R. NORBERG)

B. SUNDT
On Multivariate Panjer Recursions

G. HARRIS
Markov Chain Monte Carlo Estimation of Regime Switching Vector Autoregressions

Workshop

J.F. WALHIN, J. PARIS
Using Mixed Poisson Processes in Connection with Bonus-Malus Systems

U. SCHMOCK
Estimating the Value of the Wincat Coupons Of the Winterthur Insurance Convertible Bond

An Addendum and a Short Comment on the Paper
(A. GISLER, P. FROST)

Miscellaneous

Book Review
1998 ASTIN/General Insurance Convention, Review
Committee of ASTIN 1957-1998
Actuarial Vacancy
8th Symposium of Finance, Banking and Insurance/ Call for Papers