ASTIN Bulletin – The Journal of the International Actuarial Association

Volume 31, No. 1 – May 2001

CONTENTS

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Articles

N.E. FRANGOS,  S.D. VRONTOS
Design of Optimal Bonus-Malus Systems with a Frequency and a Severity Compnent on an Individual Basis in Automobile Insurance

C. LUAN
Insurance Premium Calculation with Anticipated Utility Theory

J. BEIRLANT,  G. MATTHYS,  G DIERCKX
Heavy Tailed Distributions an Rating

M. USABEL
Ultimate Ruin Probablilities for Gerealised Gamma-Convolutions Claim Sizes

Workshop

D. DESJARDINS,  G. DIONNE,  J. PINQUET
Experience Rating Schemes for Fleets of Vehicles

W. HURLIMANN
Analytical Evaluation of Economic Risk Capital for Portfolios of Gamma Risks

J.F. WALHIN,  J. PARIS
The Mixed Bivariate Hofmann Distribution

X.Y. WU
The Natural Sets on Wang’s Premium Principle

G. TAYLOR
Geographic Premium Rating by Whittaker – Spatial Smoothing

J. HOLTAN
Optimal Loss Financing under Bonus-Malus Contracts

J. HOLTAN
Optimal Insurance Coverage under Bonus-Malus Contracts

W. HURLIMANN
Financial Data Analysis with Two Symmetric Distributions

R. KAUFMANN,  A. GADMER,   R. KLETT
Introduction to Dynamic Financial Analysis

Miscellaneous

Book Reviews
Actuarial Vacancy