Astin bulletin-Número 2 31 2001

Publication: Astin bulletin

Number: Número 2 31 2001

Type: Normal

Rights: InC

Title	Author	Pages
On the distribution of the superplus prior to ruin in a discrete semi-Markov risk model
Fair pricing of life insurance participating policies with a minimum interest rate guaranteed
A note on ruin in a two state Markov model
Empirical issues in value-at-risk
The practical replacement of a bonus-malus system
Allowance for the age of claims in bonus-malus systems