AFIR-ERM & ASTIN Joint Colloquia – Tokyo, Japan – International Actuarial Association

Tokyo, Japan — August 22-25, 1999

Speakers	Presentations
Erhard Kremer	An Extension of the Biihlmann Credibility Model
Jon Holtan	Optimal Loss Financing under Bonus-Malus Contracts 1. Optimal Insurance Coverage under Bonus-Malus Contracts 2
THJRY Gilbert	Assurance automobile : influence du modèle de voiture sur le calcul de la cotisation d’assurance en France (French Paper)
Yasuto Yoshizoe	The XXXth International ASTIN Colloquium - ASTIN Scientific Committee (Foreword)
Paul Embrechts, Alexander McNeil & Daniel Strauman	Correlation and Dependency in Risk Management
Sperling, Eberhard	Assessing the Underwriting Risk of a Composite Insurance Company
David C.M. Dickson and Bjorn Sundt	Comparison of methods for evaluation of the convolution of two compound RI distributions
Baruch Berliner	The Strategic Reinsurance Program (SRP)
Bjarn Sundt and David C.M. Dickson	Comparison of methods for evaluation of the n-fold convolution of an arithmetic distribution
Krupa Subramanian and Jean Lemaire	Estimating Adverse Selection Costs in a Market with Genetic Testing for Breast and Ovarian Cance
Tak Kuen Siu and Hailiang Yang	Subjective Risk Measures: Bayesian Predictive Scenarios Analysis
Annamaria Olivieri and Ermanno Pitacco	Funding Sickness Benefits for the Elderly
Fujikura, Masaaki and Kiuchi, Shigeru	Overview of Japanese Earthquake Insurance and Its Characteristics
Bahram Mirzai	On the Rating of Dependent Risks
Tetsuji Mayuzumi	A Study of the Bonus-Malus System
Thomas Mack ’ and Gary Venter	A Comparison of Stochastic Models that Reproduce Chain Ladder Reserve Estimates
Centeno, Maria de Lourdes and Andrade e Silva, JoGo Manuel	Bonus systems in an open portfolio
Erhard Kremer	Minimum Distance Loss-Reserving

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