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
April 1984, Volume 14, Issue 1
- 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
- 1-25 Statistical Models of Claim Distributions in Fire Insurance
by Benckert, Lars-Gunnar & Jung, Jan
- 26-37 A Practical Statistical Method of Estimating Claims Liability and Claims Cash Flow
by Clarke, T.G. & Harland, N.
- 38-56 Some Models of Inference in the Risk Theory from a Bayesian Viewpoint
by Daboni, Luciano
- 57-65 Dynamic Model of Insurance Company's Management
by Frisque, Andre
- 66-76 Most Efficient Fluctuation Reserves
by Halmstad, D. G.
- 77-90 Credible Means are exact Bayesian for Exponential Families
by Jewell, William S.
- 91-103 The n-Fold Convolution of a Mixed Density and Mass Function*,*
by von Lanzenauer, Christoph Haehling & Lundberg, William N.
- 104-125 Some Comments on the Sparre Andersen Model in the Risk Theory
by Thorin, Olof
- 131-132 Two Stochastic Processes, by John A. Beekman. Published by Almqvist & Wiksell, Stockholm
by Buhlmann, Hans
- 132-133 Karl Borch, The Mathematical Theory of Insurance An Annotated Selection of Papers on Insurance published1960–1972D C Heath and Co Lexington, Mass, 1974
by Seal, Hilary L
March 1974, Volume 7, Issue 3
- 181-191 On the Statistical Estimation of Costs of Claims
by Ajne, B.
- 192-202 Mathematical Models in Insurance
by Borch, Karl
- 203-207 A Comparison of Three Credibility Formulae Using Multidimensional Techniques
by Bühlmann, Hans
- 208-214 Considérations sur les Modèles d'Avant Projet Pour Classes de Tarif
by Franckx, Ed.
- 215-222 On Additive Premium Calculation Principles
by Gerber, Hans U.
- 223-236 Détermination de la Fonction de structure d'une classe de Tarif
by D'Hooge, L.
- 237-269 The Credible Distribution
by Jewell, William S.
- 270-276 Tariffing of Consequential Loss Insurance
by Johansen, Paul
- 277-292 Calculation of Provisions Using Credibility Theory
by Cabral, M. A. Pereira & Garcia, J. M. Afonso
- 293-310 Extreme Value Theory and Large Fire Losses
by Ramachandran, G.
- 311-322 Quadratic Programming in Insurance
by Schmitter, H. & Straub, E.
- 323-336 Experience Rating with Credibility Adjustment of the Manual Premium
by Taylor, G. C.
- 337-337 Spieltheoretische Modelle und ihre Anwendungsmöglichkeiten im Versicherungswesen By Bernd Kaluza. 137 pp. Duncker & Humblot, 1972, DM 39.60
by Vajda, S.
September 1973, Volume 7, Issue 2
December 1972, Volume 7, Issue 1
- 4-58 Insurance and the natural hazards
by Friedman, D. G.
- 59-80 Panorama 1970 des assurances de Roumanie Particularites et tendances
by Cosmoiu, Aurel
- 81-89 A note on the ruin problem for a class of stochastic processes with interchangeable increments
by Grandell, Jan & Peiram, Lars
- 90-95 Integration of the normal power approximation
by Berger, Gottfried
- 96-99 Risk theory and Wiener processes
by Bohman, H.
- 100-101 A remark on Wiener process approximation of risk processes
by Grandell, Jan
- 102-102 Hilary Seal, Stochastic Theory of a Risk Business, Wiley New York, London, Sydney, Toronto1969
by Bühlmann, Hans
May 1972, Volume 6, Issue 3
- 185-190 Les Mathématiques de L'Assurance Automobile
by Delaporte, P. J.
- 191-194 The Influence of the franchise on the number of claims in Motor Insurance
by Muff, Mogens
- 195-202 An approach to the analysis of claims experience in motor liability excess of loss reinsurance
by Verbeek, H. G.
- 203-211 Quelques observations statistiques sur la variable „nombre de sinistres” en assurance automobile
by Thyrion, P.
- 212-221 Applications to a theory of bonus systems
by Vepsäläinen, S.
- 222-232 Statistical review of a motor insurance portfolio
by Johnson, P. D. & Hey, G. B.
- 233-245 Some asymptotic properties of bonus systems
by Loimaranta, K.
- 246-259 Le problème des bénéfices distribuables examiné à la lumière du théorème de M. de Finetti
by Adam, J.
- 260-275 Correlations between excess of loss reinsurance covers and reinsurance of the n largest claims baruch berliner
by Berliner, Baruch
December 1971, Volume 6, Issue 2
- 73-78 Astin Colloquium at Randers: Subject A Report
by Segerdahl, Carl-Otto
- 79-85 The Assessment of Solvency
by Stewart, Colin M.
- 86-96 Étude sur la survenance des sinistres en Assurance Automobile
by Brichler, M.
- 97-107 Application of Reliability Theory to Insurance
by Straub, E.
- 108-115 An Outline of a Generalization — started by E. Sparre Andersen — of the classical Ruin Theory
by Thorin, Olof
- 116-128 On Risk Processes with Stochastic Intensity function
by Grandell, Jan
- 129-133 On the Calculation of the Ruin Probability for a finite time Period
by Beard, R. E.
- 134-146 Contributions to the Theory of the Largest Claim Cover
by Kupper, J.
- 147-152 Exemplification of Ruin Probabilities
by Wikstad, Nils
- 153-156 A Short Note on Overall Risk Management in an Insurance Concern
by Borch, Karl
- 157-162 Risque et Rentabilite
by Croset, Gérard
- 163-177 A Mutual Reinsurance Scheme
by Bohman, Harald & Grenander, Ulf
- 178-179 Risk Theory. R. E. Beard, T. Pentikäinen and E. Pesonen, Methuen & Co Ltd., London1969
by Bühlmann, Hans
Printed from https://ideas.repec.org/s/cup/astinb6.html
