Contact information of Cambridge University Press
Corrections
All material on this site has been provided by the respective publishers and authors. You can help
correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:cup:astinb. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Kirk Stebbing (email available below). General contact details of provider: https://www.cambridge.org/asb .
Content
November 1987, Volume 17, Issue 2
April 1987, Volume 17, Issue 1
- 15-39 Approximative Evaluation of the Distribution Function of Aggregate Claims1
by Pentikäinen, T.
- 41-70 Two Credibility Regression Approaches for the Classification of Passenger Cars in a Multiplicative Tariff1
by Sundt, Bjørn
- 71-84 The Linear Markov Property in Credibility Theory
by Witting, Thomas
- 85-132 The Solvency of a General Insurance Company in Terms of Emerging Costs
by Daykin, C. D. & Bernstein, G. D. & Coutts, S. M. & Devitt, E. R. F. & Hey, G. B. & Reynolds, D. I. W. & Smith, P. D.
- 133-134 H. U. Gerber (1986). Lebensversicherungsmathematik. Springer Verlag, Berlin etc.; Vereingung Schweizerischer Versicherungs-mathematiker, Zürich. XIII, 125 pages, DM 98.00
by Heilmann, W.-R.
- 134-136 Bjørn Sundt (1984). An Introduction to Non-Life Insurance Mathematics. Veröffentlichungen des Instituts für Versicherungswissenschaft der Universität Mannheim, Vol. 28, Verlag Versicherungswirtschaft, Karlsruhe. 168 pages, DM 24.00
by Hipp, Christian
April 1986, Volume 16, Issue S1
November 1986, Volume 16, Issue 2
- 77-88 Chains of Reinsurance Revisited
by Lemaire, Jean & Quairiere, Jean-Pierre
- 89-100 Improved Approximations for the Aggregate Claims Distribution in the Individual Model
by Hipp, Christian
- 101-108 Recursive Calculation of the Net Premium for Largest Claims Reinsurance Covers
by Kremer, E.
- 109-112 On the Exact Computation of the Aggregate Claims Distribution in the Individual Life Model
by De Pril, Nelson
- 113-147 Run-Off Risk as a Part of Claims Fluctuation
by Pentikäinen, T. & Rantala, J.
- 149-163 Tarification de l'Incendie des Risques Industriels Français par la Méthode de la Crédibilité
by Cohen, Albert & Dupin, Gilles & Levi, Charles
- 165-183 An Integrated System for Estimating the Risk Premium of Individual Car Models in Motor Insurance
by Campbell, Malcolm
- 185-185 Martin T. Katzmann (1985). Chemical Catastrophes: Regulating Environment Risk through Pollution Liability Insurance. Huebner Foundation Studies, Wharton School, University of Pennsylvania. 177 pages, $25.00
by Straub, Erwin
- 186-187 Jean Lemaire (1985). Automobile Insurance: Actuarial Models. Kluwer & Nijhoff Publishing, Boston/Dordrecht/Lancaster. Huebner International Series on Risk, Insurance and Economic Security. 248 pages, $44.00
by Dubey, André
April 1986, Volume 16, Issue 1
November 1985, Volume 15, Issue 2
- 73-88 A Heuristic Review of some Ruin Theory Results
by Taylor, G. C.
- 89-101 Premium Calculation from Top Down
by Bühlmann, Hans
- 103-121 Credibility Approximations for Bayesian Prediction of Second Moments
by William S. Jewell, & Schnieper, Rene
- 123-133 Probabilités de Ruine pour une Classe de Modèles de Risque Semi-Markoviens
by Janssen, Jacques & Reinhard, Jean-Marie
- 135-139 Recursions for Convolutions of Arithmetic Distributions
by De Pril, Nelson
- 141-148 The Reinsurer's Monopoly and the Bowley Solution
by Chan, Fung-Yee & Gerber, Hans U.
- 149-169 Draft of a System for Solvency Control in Non-Life Insurance
by Norberg, Ragnar & Sundt, Bjørn
- 171-183 A Statistical Approach to IBNR-Reserves in Marine Reinsurance
by Hertig, Joakim
April 1985, Volume 15, Issue 1
- 1-17 An Evolutionary Credibility Model for Claim Numbers
by Albrecht, Peter
- 19-35 Linear Filtering and Recursive Credibility Estimation
by Zehnwirth, Ben
- 37-43 Unbayesed Credibility Revisited
by Norberg, Ragnar
- 44-44 Corrigendum
by Anonymous
- 45-48 Asymptotic Behaviour of Compound Distributions
by Embrechts, Paul & Maejima, Makoto & Teugels, Jozef L.
- 49-63 On Combining Quota-Share and Excess of Loss
by Centeno, Lourdes
- 67-68 J. van Eeghen, E. K. Greup and J. A. Nijssen (1983). Rate Making. Surveys of Actuarial Studies, No. 2. Nationale-Nederlanden N.V., Rotterdam. 138 pages
by Ajne, B.
- 69-70 R. E. Beard, T. Pentikäinen and E. Pesonen (1984). Risk Theory (3rd edition). Chapman & Hall Ltd., London, xvii + 408 pages, £11.95 paperback/£24.50 hardbound
by Goovaerts, M.
- 70-72 M. Goovaerts, F. De Vylder and J. Haezendonck (1984). Insurance Premiums. Theory and Applications. North-Holland, Amsterdam, xi + 406 pages, US $63.75/Dfl.150.00
by Reich, A.
October 1984, Volume 14, Issue 2
- 105-121 Premium Calculation for Deductible Policies with an Aggregate Limit
by Mack, Thomas
- 123-133 Homogeneous Premium Calculation Principles
by Reich, Axel
- 135-148 Approximating the Distribution of a Dynamic Risk Portfolio
by Jewell, William S.
- 149-150 R. V. Hogg and S. A. Klugman (1984). Loss Distributions, xii + 235, £28.45. Chichester: John Wiley & Sons Limited
by ter Berg, P.
- 151-163 Rate Making and Society's Sense of Fairness
by de Wit, G. W. & van Eeghen, J.
- 165-171 The Influence of Expense Loadings on the Fairness of a Tariff
by Lemaire, Jean
- 173-181 L'écrêtement des sinistres “automobile”
by Moreau, Par Lionel
- 183-191 Actuarial Remarks on Planning and Controlling in Reinsurance
by Straub, Erwin
April 1984, Volume 14, Issue 1
- 1-12 The Ruin Problem with a Finite Time Horizon
by Amsler, Marc-Henri
- 13-21 The General Economic Premium Principle
by Bühlmann, Hans
- 23-43 On a Class of Semi-Markov Risk Models Obtained as Classical Risk Models in a Markovian Environment
by Reinhard, Jean-Marie
- 45-52 A Multivariate Model of the Total Claims Process
by Cummins, J. David & Wiltbank, Laurel J.
- 53-59 A Stable Recursive Algorithm for Evaluation of Ultimate Ruin Probabilities
by Goovaerts, Marc & de Vylder, Florian
- 61-81 An Application of Game Theory: Cost Allocation
by Lemaire, Jean
- 83-86 T. Pentikäinen (1982). Solvency of Insurers and Equalization Reserves. Volume I, General Aspects. Insurance Publishing Company Ltd., Bulevardi 28, 00120 Helsinki 12, Finland. - J. Rantala (1982). Solvency of Insurers and Equalization Reserves Volume II, Risk Theoretical Model. Insurance Publishing Company Ltd., Bulevardi 28, 00120 Helsinki 12, Finland
by Ramlau-Hansen, H.
- 87-88 J. van Eeghen (1981): Loss Reserving Methods. Surveys of Actuarial Studies No. 1. Nationale-Nederlanden N.V., Rotterdam. 114 pages
by Linnemann, P.
- 88-92 Astin-groep Nederland (1982). New Motor Rating Structure in the Netherlands Actuarial, Statistical and Market Aspects. 128 pages
by Lemaire, J.
- 92-93 J. Lemaire (1982). L'assurance automobile: modèles mathématiques et statistiques. 178 pages, FB 690. Bruxelles: Fernand Nathan, Editions Labor
by ter Berg, P.
December 1982, Volume 13, Issue 2
- 63-74 ASTIN Memoirs
by Johansen, Paul
- 75-80 The Future of ASTIN
by Bühlmann, Hans
- 81-88 Large Claims in Insurance Mathematics
by Teugels, Jef L.
- 89-98 Asymptotic Behaviour of Compound Distributions and Stop-loss Premiums
by Sundt, Bjørn
- 99-114 Some Numerical Aspects in Transient Risk Theory
by Janssen, J. & Delfosse, Ph.
- 115-132 Calcul des Primes et Marchandage
by Briegleb, Danielle & Lemaire, Jean
- 133-134 A Remark on the Principle of Zero Utility
by Gerber, Hans U.
- 135-149 A Pricing Model in a Sensitive Insurance Market
by Moriconi, Franco
- 150-150 Corrigendum
by Anonymous
- 150-150 Erratum
by Anonymous
June 1982, Volume 13, Issue 1
- 1-12 Recursions for Compound Distributions
by Panjer, H. H. & Willmot, G. E.
- 13-22 The Optimal Control of a Jump Mutual Insurance Process
by Tapiero, Charles S.
- 23-36 Bounds on Modified Stop-Loss Premiums in Case of Known Mean and Variance of the Risk Variable
by De Vylder, F. & Goovaerts, M. & De Pril, N.
- 37-46 An Application of Credibility Theory to Solvency Margins: Some Comments on a Paper by G. W. De Wit and W. M. Kastelijn
by Henrik Ramlau-Hansen,
- 47-56 Rating of Largest Claims and Ecomor Reinsurance Treaties for Large Portfolios
by Kremer, Erhard
- 57-59 A Characterization of the Esscher-Transformation
by Kremer, Erhard
- 61-61 J. B. Douglas (1980). Analysis with Standard Contagious Distributions. International Co-operative Publishing House, Burtonsville, Maryland 20730, xiv + 520, $35.00
by ter Berg, P.
- 61-62 P. Albrecht (1981). Dynamische statistische Entscheidungsverfahren für Schadenzahlprozesse. Veröffentlichungen des Institutes für Versicherungswissenschaft 17, vii + 520, Karlsruhe: Verlag Versicherungswirtschaft e.V
by Gerber, H. U.
- 62-62 David Shpilberg (1982). Statistical Decomposition Analysis of Industrial Fire Loss. Huebner Foundation Monograph 11. xxi + 102, $14.95. Richard D. Irwin, Inc.Homewood, Illinois 60430
by ter Berg, P.
December 1981, Volume 12, Issue 2
June 1981, Volume 12, Issue 1
- 1-21 Evaluation of the Capacity of Risk Carriers by Means of Stochastic-Dynamic Programming
by Pentikäinen, T. & Rantala, J.
- 22-26 Recursive Evaluation of a Family of Compound Distributions
by Panjer, Harry H.
- 27-39 Further Results on Recursive Evaluation of Compound Distributions
by Sundt, Bjørn & Jewell, William S.
- 40-56 Étude Statistique de la Probabilité de Sinistre en Assurance Automobile
by Hallin, Marc & Ingenbleek, Jean-François
- 57-71 The Core of a Reinsurance Market
by Baton, Bernard & Lemaire, Jean
- 72-76 On Ordering and Danger of Claim Frequency Distributions
by Goovaerts, M. J.
- 77-78 The Esscher Premium Principle: A Criticism
by Zehnwirth, Benjamin
- 79-80 J. E. Bachman (1978): Capitalization Requirements for Multiple Line Property-Liability Insurance Companies. Huebner Foundation Monograph 6. xiii + 94, $ 10.00. Homewood: Richard D. Irwin, Inc
by ter Berg, P.
December 1980, Volume 11, Issue 2
- 77-90 Two Pragmatic Approaches to Loglinear Claim Cost Analysis
by ter Berg, Peter
- 91-106 The Performance of Alternative Models for Forecasting Automobile Insurance Paid Claim Costs
by Cummins, J. David & Powell, Alwyn
- 107-118 Équilibrage d'un marché de réassurance
by Lemaire, Jean & Lorea, Michel
- 119-135 The Effect of Reinsurance on the Degree of Risk Associated with an Insurer's Portfolio
by Andreadakis, M. & Waters, H. R.
- 136-144 The Solvency Margin in Non-Life Insurance Companies
by de Wit, G. W. & Kastelijn, W. M.
- 145-153 An Extension of an Invariance Property of the Swiss Premium Calculation Principle
by Goovaerts, M. J. & de Vylder, F. & Mertens, F. & Hardy, R.
- 154-157 Survival Probabilities Based on Pareto Claim Distributions: Comment
by Goovaerts, Marc J. & de Pril, Nelson
- 158-158 Corrigendum
by Anonymous
- 159-160 Hans U. Gerber: An Introduction to Mathematical Risk Theory Huebner Foundation Monograph No. 8. Homewood, Ill.: Richard D. Irwin Inc., 1980, xv + 164, paperbound, $ 15.95
by Jewell, William S.
June 1980, Volume 11, Issue 1
- 1-16 A Game Theoretic Look at Life Insurance Underwriting
by Lemaire, Jean
- 17-28 An Illustration of the Duality Technique in Semi-Continuous Linear Programming
by De Vylder, F.
- 29-34 Premium Rates Under Inflationary Conditions
by Waters, H.R.
- 35-40 On the Loglinear Poisson and Gamma Model
by ter Berg, Peter
- 41-51 Some Transient Results on the M/SM/1 Special Semi-Markov Model in Risk and Queueing Theories
by Janssen, Jacques
- 52-60 An Economic Premium Principle
by Hans Bühlmann,
- 61-71 Survival Probabilities Based on Pareto Claim Distributions
by Seal, Hilary L.
- 73-76 H. L. Seal, Survival Probabilities (The Goal of Risk Theory)Chichester: John Wiley & Sons Inc., 1978, x+ 103, $ 24.50
by Janssen, J.
December 1979, Volume 10, Issue 3
- 243-262 Optimal Risk Exchanges
by Bühlmann, Hans & Jewell, William S.
- 263-273 Value and Prices in a Reinsurance Market
by Pressacco, Flavio
- 274-282 How to Define a Bonus-Malus System with an Exponential Utility Function
by Lemaire, Jean
- 283-294 Balancing International Insurance Portfolios and Exchange Risks
by Agmon, Tamir & Kahane, Yehuda
- 295-302 Rating the Discount for a Motor Insurance Excess
by Taylor, G. C.
- 303-304 The Negative Exponential Distribution and Average Excess Claim Size
by Taylor, G. C.
- 305-317 Statement of Principles Regarding Property and Casualty Loss and Loss Adjustment Expense Liabilities
by Anonymous
- 318-324 On the Numerical Evaluation of Stop-Loss Premiums
by Covens, F. & Van Wouwe, M. & Goovaerts, M.
- 325-329 A Note on Iterative Premium Calculation Principles
by Goovaerts, M. J. & Vylder, F. De
- 330-334 Early Models Describing the Fire Insurance Risk
by Johansen, Paul
March 1979, Volume 10, Issue 2
- 130-130 Letter to the Editor
by Seal, Hilary L.
- 131-148 A Numerical Illustration of Optimal Semilinear Credibility
by De Vylder, Fl. & Ballegeer, Y.
- 149-162 Probability of Ruin under Inflationary Conditions or under Experience Rating
by Taylor, G. C.
- 163-172 Bayesians Learn while Waiting
by Jewell, William S.
- 173-182 Modèles Additifs et Non Additifs en Actuariat
by Vincke, Philippe
- 183-194 Dynamic Programming, An Approach for Analysing Competition Strategies
by Pentikäinen, T.
- 195-214 A Non Symmetrical Value for Games without Transferable Utilities; Application to Reinsurance
by Lemaire, Jean
- 215-222 Optimal Claim Decisions for a Bonus-Malus System: a Continuous Approach
by De Pril, Nelson
- 223-239 The Theory of Insurance Risk Premiums—A Re-Examination in the Light of Recent Developments in Capital Market Theory
by Kahane, Yehuda
May 1978, Volume 10, Issue 1
- 1-11 Problems in the Economic Theory of Insurance
by Borch, Karl
- 12-24 Risk Bearing and the Insurance Market
by Bühlmann, Hans & Gerber, Hans U.
- 25-33 Pareto-Optimal Risk Exchanges and Related Decision Problems
by Gerber, Hans U.
- 34-46 Optimal Reinsurance and Dividend Payment Strategies
by Pechlivanides, Pantelis M.
- 47-53 From Aggregate Claims Distribution to Probability of Ruin
by Seal, Hilary L.
- 54-58 Largest Claims Reinsurance (LCR). A Quick Method to Calculate LCR-Risk Rates from Excess of Loss Risk Rates
by Benktander, G.
- 59-72 The Efficiency of a Bonus-Malus System
by De Pril, Nelson
- 73-77 On a Form of Automobile Liability Insurance with a Prepaid Discount
by Ottaviani, Riccardo
- 78-86 Testing Goodness-of-Fit of an Estimated Run-Off Triangle
by Taylor, G. C.
- 87-98 An Investigation of the Use of Weighted Averages in the Estimation of the Mean of a Long-Tailed Claim Size Distribution
by Taylor, G. C.
- 99-112 Parameter Estimation in Credibility Theory
by De Vylder, Fl.
- 113-127 Contribution à l'étude du coût des sinistres automobiles
by Picard, P.
- 128-128 Errata: Earthquake Insurance in Japan, by Masao Wakuri and Yasuyuki Yasuhara
by Anonymous
December 1977, Volume 9, Issue 3
January 1977, Volume 9, Issue 1-2
- 1-9 Statistical Methodology for Large Claims
by de Oliveira, J. Tiago
- 10-25 Exploitation du Sondage Automobile 1971 en France par une Méthode d'Analyse Multidimensionnelle
by Anonymous
- 26-32 Verification of Outstanding Claim Provisions—Separation Technique
by Beard, R. E.
- 33-41 On the Rating of a Special Stop Loss Cover
by Benktander, Gunnar
- 42-58 A Risk Measure Alternative to the Variance
by Berliner, B.
- 59-63 Cumulants of Convolution—Mixed Distributions
by Brown, Alan
- 64-74 Compulsory Third Party Insurance: Methods of Making Explicit Allowance for Inflation
by Bruton, B. J. & Cumpston, J. R.
- 75-83 Some Inequalities for Stop-Loss Premiums
by Bühlmann, H. & Gagliardi, B. & Gerber, H. U. & Straub, E.
- 84-104 Study of Factors Influencing the Risk and their Relation to Credibility Theory
by Cabral, Maria Amélia & Garcia, Jorge Afonso
- 105-110 Evaluation de Provisions pour Sinistres a Payer en Periode de Stagflation
by de Montreynaud, Bernard Dubois & Strube, Didier
- 111-118 An Estimation of Claims Distribution
by Eshita, Nawojiro
- 119-124 Distribution of the Number of Claims in Motor Insurance according to the Lag of Settlement
by Ferrara, G. & Quario, G.
- 125-138 On Optimal Cancellation of Policies
by Gerber, Hans U.
- 139-154 How Insolvent are We?
by Johnson, P. D.
- 155-180 Exchange de Risques entre Assureurs et Theorie des Jeux
by Lemaire, Jean
- 181-190 La Soif du Bonus
by Lemaire, Jean
- 191-202 Multistage Curve Fitting
by von Lanzenauer, Christoph Haehling & Wright, Don
- 203-207 On the Calculation of Variances and Credibilities by Experience Rating
by Loimaranta, K.
- 208-212 Note on Actuarial Management in Inflationary Conditions
by Lundberg, Ove
- 213-218 Approximations to Risk Theory's F(x, t) by Means of the Gamma Distribution
by Seal, Hilary L.
- 219-230 Separation of Inflation and other Effects from the Distribution of Non-Life Insurance Claim Delays
by Taylor, G. C.
- 231-246 Calculation of Ruin Probabilities when the Claim Distribution is Lognormal
by Thorin, Olof & Wikstad, Nils
- 247-256 A Stop Loss Inequality for Compound Poisson Processes with a Unimodal Claimsize Distribution
by Verbeek, H. G.
- 257-266 An Analysis of Claim Experience in Private Health Insurance to Establish a Relation between Deductibles and Premium Rebates
by de Wit, G. W. & Kastelijn, W. M.
- 267-268 Letter to the Editor
by Seal, Hilary L.
September 1975, Volume 8, Issue 3
- 265-271 Ruin Probability During A Finite Time Interval
by Beard, R. E.
- 272-278 The Calculation Of A Fluctuation Loading For An Excess Of Loss Cover
by Benktander, Gunnar
- 279-283 Planning Problems Of A Gambling-House with Application to Insurance Business
by Bohman, Harald
- 284-290 Optimal Insurance Arrangements
by Borch, Karl
- 291-306 Cost Estimates For No-Fault Insurance
by Cumpston, J. R.
- 307-322 The Surplus Process As A Fair Game—Utilitywise
by Gerber, Hans U.
- 323-335 On The Estimation of Means and Variances In The Case Of Unequal Components
by Hovinen, Esa
- 336-341 Regularity Conditions For Exact Credibility
by Jewell, William S.
- 342-358 Risk-Bearing And Consumption Theory
by Moffet, Denis
- 359-363 NP-Technique As A Tool In Decision Making
by Pesonen, Erkki
- 364-377 The Story Of 100 Actuarially Guaranteed No-Ruin Casualty Insurance Companies
by Seal, Hilary L.
- 378-393 Deductibles In Industrial Fire Insurance
by Strauss, Jürgen
September 1975, Volume 8, Issue 2
- 135-143 The Mincing Machine Revisited
by Bühlmann, Hans
- 144-153 A Note On The Multiplicative Ratemaking Model
by Ajne, B.
- 154-163 A Note On Optimal Reinsurance
by Benktander, Gunnar
- 164-174 Bayesian Inference in Credibility Theory
by D'Hooge, L. & Goovaerts, M. J.
- 175-203 Isotonic Optimization in Tariff Construction
by Jewell, W.S.
- 204-228 Tariff Theory
by Pitkänen, Paavo
- 229-241 Factors Affecting Fire Loss—Multiple Regression Models with Extreme Values
by Ramachandran, G.
- 242-256 Representations of Claims Arising From A Risk Portfolio
by Reid, D. H.
- 257-263 How To Find The Right Subdivision Into Tariff Classes
by Schmitter, H. & Straub, E.
September 1974, Volume 8, Issue 1
Printed from https://ideas.repec.org/s/cup/astinb6.html