ASTIN Bulletin
Volume 39, issue 1
2009



Articles
1 - 33 - 
Model Uncertainty in Claims Reserving within Tweedie's Compound Poisson Models
PETERS, Gareth W., SHEVCHENKO, Pavel V., WÜTHRICH, Mario V.

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35 - 60 - 
Predictive Distributions for Reserves which Separate True IBNR and IBNER Claims
LIU, Huijuan, VERRALL, Richard

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61 - 80 - 
Full Credibility with Generalized Linear and Mixed Models
GARRIDO, José, ZHOU, Jun

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81 - 99 - 
Credible Loss Ratio Claims Reserves
The Benktander, Neuhaus and Mack Methods Revisited
HÜRLIMANN, Werner

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101 - 116 - 
Risk Measures and Efficient Use of Capital
ARTZNER, Philippe, DELBAEN, Freddy, KOCH-MEDINA, Pablo

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117 - 136 - 
Calculating Continuous Time Ruin Probabilities for a Large Portfolio with Varying Premiums
AFONSO, Lourdes B., EGÍDIO DOS REIS, Alfredo D., WATERS, Howard R.

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137 - 164 - 
Uncertainty in Mortality Forecasting
An Extension to the Classical Lee-Carter Approach
LI, Johnny Siu-Hang, HARDY, Mary, TAN, Ken Seng

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165 - 197 - 
Actuarial Applications of a Hierarchical Insurance Claims Model
FREES, Edward W., SHI, Peng, VALDEZ, Emiliano A.

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199 - 223 - 
Estimating the Variance of Bootstrapped Risk Measures
KIM, Joseph H.T., HARDY, Mary R.

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225 - 247 - 
Analysis of the Compound Poisson Surplus Model with Liquid Reserves, Interest and Dividends
CAI, Jun, FENG, Runhuan, WILLMOT, Gordon E.

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249 - 273 - 
Assessing Individual Unexplained Variation in Non-Life Insurance
HÖSSJER, Ola, ERIKSSON, Bengt, JÄRNMALM, Kajsa, OHLSSON, Esbjörn

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275 - 306 - 
Recursive Credibility Formula for Chain Ladder Factors and the Claims Development Result
BÜHLMANN, Hans, DE FELICE, Massimo, GISLER, Alois, MORICONI, Franco, WÜTHRICH, Mario V.

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307 - 315 - 
Generalized Bonus-Malus Systems with a Frequency and a Severity Component on an Individual Basis in Automobile Insurance
MAHMOUDVAND, Rahim, HASSANI, Hossein

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317 - 337 - 
Quasi Risk-Neutral Pricing in Insurance
NIEDERAU, Harry, ZWEIFEL, Peter

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339 - 370 - 
Stochastic Models for Actuarial Use
The Equilibrium Modelling of Local Markets
THOMSON, Robert J., GOTT, Dmitri V.

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Miscellaneous
371 - 371 - 
Invitation to the 2010 International Congress of Actuaries in Cape Town

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