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ASTIN Bulletin

ASTIN Volume 19, No. 2

November 1989
Volume 19, No. 2

The Journal of the ASTIN and AFIR Section of the International Actuarial Association

Contents

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EDITORIAL AND ANNOUNCEMENTS

Guest Editorial
Obituary on Jean Haezendonck

Articles

J. DHAENE
Stochastic Interest Rates and Autoregressive Integrated Moving Average Processes

E. ARJAS
The Claims Reserving Problem in Non-Life Insurance: Some Structural Ideas

J. RANTALA
On Experience Rating and Optimal Reinsurance

E. S. W. SHIU
The Probability of Eventual Ruin in the Compound Binomial Model

C.M. RAMSAY
On an Integral Equation for Discounted Compound -- Annuity Distributions

Workshop

G. Dionne, Ch. Vanasse
A Generalization of Automobile Insurance Rating Models: the Negative Binomial Distribution with a Regression Component

W. NEUHAUS
Mutual Reinsurance and Homogeneous Linear Estimation

Actuarial Vacancy

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