ASTIN Bulletin – The Journal of the International Actuarial Association

Volume 30, No. 2 – November 2000

CONTENTS

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Editorial
Invited Article

M. LANE
Pricing Risk Transfer Functions

Articles

J.P. NIELSEN
Super-Efficient Prediction Based on High-Quality Market Information

B. SUNDT
Multivariate Compound Poisson Distributions and Infinite Divisibility

R. GRÜBEL,  R. HERMESMEIER
Computation of Compound Distributions II: Discretization Errors and Richardson Extrapolation

T. MACK
Credible Claims Reserve: The Benktander Method

Workshop

A.J. MATA
Pricing Excess of Loss Reinsurance with Reinstatements

M.C. GUTIÉRREZ-DELGADO,  A. KORABINSKI
Initial Selection and Cause of Disability for Individual Permanent Health Insurance

J.F. WALHIN,  J. PARIS
The True Claim Amount and Frequency Distribution of a Bonus-Malus System

J.P. NIELSEN,  B.L. SANDQVIST
Credibility Weighted Hazard Estimation

Miscellaneous

Actuarial Vacancies
Report on the International AFIR/ERM Colloquia 2000
2001 AFIR/ERM Colloquium Announcement

Report on the International ASTIN Colloquium 2000