JIA 106 (1979) 331-332

JIA 106 (1979) 331-332
NOTES
ON
OTHER
ACTUARIAL
JOURNALS
BY J. HAMILTON-JONES, M.A., F.I.A.,
F. W. ESCHRICH, F.I.A.
AND
GERMANY
Blätter der Deutschen Gesellschaftfür Versicherung smathematik
14, 1979
TRÖBLIGER,
A. Konstruktion einer normierten Schadentafel fürdie Kraftfahrzeughaftpflichtversicherung fürPkw. (Construction of a normalized claims
table forthird partymotor insurance for private
cars.) A detailed investigation based on German data for 1974–76.
HEILMANN,
W.-R. Die Bestimmung des
Umfangs einerGrundgesamtheitmit Hilfe desLückenschätzers.
(Determination of the size of a population with the ‘gapestimator’.)
RÖBBERT,
M. Anwendungdes Bernoulli-Prinzipsauf spezielleLebensversicherungsbestände.Examines
the usefulness of the extended Bernoulli Principle, developed by Reichel in Blätter 11, 77, for
practical applications and concludes that it may be of use in dealing with general life assurance
portfolios.
PIRROW,E. Trendschwankungen in der zeitlichen Entwicklung der Sterblichkeit. Investigates the
connexion between the ‘individual mortalities’ of the members of a group and the overall group
mortality and the use that can be made of this in forecasting the development of the group
mortality.
LAUX,H. Bemerkungenzu den Vertragsfortsetzungenim Bauspargeschäft.Continues the examination
of the effect on the waiting period of the savers in Savings Banks for Building Purposes not
taking up their allocations.
LAUX.H. Untersuchungen zur Sparintensität im deutschen Bausparen. (Investigation of the savings
intensity in the German Savings Systemfor Building Purposes.)
HELBIG.
M. Der Ertragswert als Kriterium für den Nachweisder Finanzierbarkeit der Überschussbeteiligung. Extends the investigation of profit values of individual policies (Blätter 13, 309) to
portfolios.
STORCK,
H. Zur Beurteilung van Gewinnbeteiligungenin der Lebensversicherung.Concerns it selfwith
the problem of judging the relative soundness of the assumptions underlying bonus forecasts
made by different life assurers.
KAKIES,P. Einige Anmerkungen zu der Aufgabe, die Finanzierbarkeit von Überschussanteilen zu
berechnen. Defines the ‘financeability’ of a bonus system and shows how this can be tested with
the help of actuarial bases approximating to expected experience and analyses of actual
experience.
GOSE,G. Finanzierung nach Rechnung slegung
oder Bilanzen zweiterOrdnung. Compares the pros and
cons of two current methods of checking the financial soundness of a proposed bonus system.
331
332
Notes On Other Actuarial
Journals
ITALY
Giornale dell’lstituto Italiano degli Attuari 39, 1976
COPPINI.M. A. Per una 'Appellation contröllée’in materia di fondi pensione: il principio di garanzia.
Suggeststhat a suitable measure for control of pension funds is the ‘guarantee level’.This is the
ratio whose numerator is the reserve for pensions in payment plus the retrospective reserve for
active members on the basis of the mean premium in force. The denominator is the same sum but
is based on the individual premiums.
DI LAZZARO,
M. Realizzazione di un comando in tempo minimo e sua applicazione in problemi di
equilibrio finanziario.(Establishment of a control system in minimum time and its application to
problems of financing debt.)
DI LORENZO,
A. Un teoremagenerale sulle frrnziotricaratteristiche di distribuzioni multiple di probabilità. (A general theoremon characteristicfunctions of multiple probability distributions.)
PIETROBONO,
F. Proposta diuna nuovanotazioneattuariale internazionale. (Proposal for anew actuarial
notation.)
SPAL.LUCCI,
R. Un metododi calcolodegli indici di redistribuzionedel reddito nei processiassicurativi di
lunga durata ed in particolare neifondi pensione.(A method of calculating of indices of redistribution of income in long-term assurance and in particular pension .funds.)
VANNUCCI,
L. L’utilizzo della teoria dei giochi per ottenere limitazioni per il valore ottimale di certe
classi di problemi di programmazione lineare parametrica. (The use of games theory to calculate
limitsfor the optimum value of certain classesof problems in parametric linear programming.)
SWITZERLAND
Mitteilungen der VereinigungschweizerisrherVersicherung smathematiker
78, 1978
CHABLE,
D. Théorie desjeux et diversificationdesportefeuilles d’investissements.(Games Theoryand
the diversificationof investmentportfolios.)
CHUARD,P. Modéle pratique et modéle rationnel pour actifs et invalides. Compares traditional
actuarial pensionfund methods with an alternative allowing for rehabilitation following disablement.
LUTHY,H. Ein einfaches Modellfür das Obligatorium der beruflichen Vorsorge (Modell mit ‘MiniPool’). Calculates ‘solidarity contributions’ for the planned Swiss obligatory occupational
pension scheme to reduce the initial contributions for enterprises with a high proportion of
persons of advanced age and the level of this reduction for small and medium sized enterprises.
BERGER,
G. A ComputerAlgorithmfor the Cumul Model. The cumul model is based on Tellenbach’s
paper in Mitteilungen 77.
STEINER,
H. Negatives Deckungskapiral bei autonomen Pensionskassen: Behandlung in der versicherungsmathematischenBilanz und bei der Bemessungvon Abfindungswerten.(Negative reserves in
independent pension funds:
their treatment in the actuarial balance sheet andthe
in determination of
surrender values.)
AMSLER,
M. L’équationgénérale d’équilibredim risque collectif:Proposes an equation connecting the
parameters of the risks in the portfolio with the securitiesprotecting it from the ruin situation. If
the total amount of the claims per year is a gamma variable, the equation takes a very simple for
which allows one of the risk or security parameters to be expressedas a function of the others.
DEVYLDER,
F. Estimation of IBNR Claims by Least Squares.