ASTIN Bulletin – The Journal of the International Actuarial Association

Volume 31, No. 2 – November 2001

CONTENTS

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Articles

J.M. REINHARD,   M.D. SNOUSSI
On the Distribution of the Surplus Prior to Ruin in a Discrete Semi-Markov Risk Model

ANNA RITA BACINELLO
Fair Pricing of Life Insurance Participating Policies with a Minimum Interest Rate Guaranteed

Workshop

D. BAMS,  J.L. WIELHOUWER
Empirical Issues in Value-at-Risk

J.F. WALHIN,  J. PARIS
The Practical Replacement of a Bonus-Malus System

J. PINQUET,  M. GUILLEN,  C. BOLANCE
Allowance for the Age of Claims in Bonus-Malus Systems

CH. WAGNER
A Note on Ruin in a Two State Markov Model

Miscellaneous

Report on the 11th International AFIR/ERM Colloquium, 2001
Actuarial Vacancies