JIA 87 (1961) 264-266 - Institute and Faculty of Actuaries

JIA 87 (1961) 264-266
264
NOTES
ON
OTHER
BY H. L. SEAL,
ACTUARIAL
JOURNALS
B.Sc., PH.D., F.F.A., A.I.A., A.S.A.,
J. HAMILTON-JONES,
M.A., F.I.A., F.S.S., AND
C. J. CORNWALL,
M.A., F.I.A., F.S.S.
BELGIUM
Bulletin: Association Royale des Actuaires Belges, 60, 1960
FRANCKX,E. La théorie du jury ou des decisions collectives, pp. 19-31. Compare
the previous article. (F.I.A. 83, 161.)
LAMBERT,H. Une application de la théorie collective du risque: la Réassurance,
pp. 33-47. The author shows that under prescribed conditions relating to
excess of loss or to stop-loss reinsurance there exists an ‘optimum retention’ for the ceding company. For a slightly different treatment of the
problem compare Ammeter’s article in the Swiss Bulletin. (F.I.A. 87, 113.)
THYRION, P. Note sur les distributions ‘par grappes’, pp. 49-66. An outline of
Contagious Distribution manipulation ; insufficient use is, however, made of
the generating function technique. A general description of the principles
will be found in D. E. Barton’s paper (Trabajos de Estadística, 1957,8, 13).
FRÈRE, M. Une application des Tests de Kolmogoroff-Smirnoff, pp. 67-85. The
application relates to the statistical model described in E. Franckx’s paper
for the Sixteenth International
Congress of Actuaries, ‘Simulation des
Experiences et la Théorie des Sondages Statistiques’.
FRANCE
Bulletin Trimestriel de l’Institut des Actuaires Français, 71, 1960
JOUCLAS, P. Compte-Rendu
PP. 149-54.
du XVIe
Congrès International
RICHARD, P. J. Trois leçons de Science Actuarielle
dernière leçon), pp. 155-67.
CONSTANT,R. La Distribution
Automobile, pp. 169-82.
Élémentaire
des Actuaires,
(Troisième et
des Sinistres corporels en Responsabilité Civile
ARIBAUD, H. Les Systèmes Financiers instables et la monnaie de compte,
pp. 191-93. A further note on the problem of retirement pensions in
unstable monetary conditions.
ARIBAUD, H. Essai d'une
PP. 195-98.
Théorie Analytique
des Assurances de dommages,
Notes
on other
Actuarial
Journals
265
GERMANY
Blätter der Deutschen Gesellschaft für Versicherungsmathematik,
5, 1960
PARTHIER, H. Betrachtungen über die Rentabilität von Lebensversicherungen,
pp. 7-35. The ‘yield’ of a life insurance contract is defined as the rate of
interest at which there is equivalence between benefits and premiums. The
minimum yield of an endowment assurance takes account only of the
payment on survival to the end of the term. Other ‘benefits ’ are payments
on death, initial expenses and annual expenses, any or all of which can be
reflected in the yield. Comparison of the various yields indicates the weight
of the different items of cost.
JECKLIN, H. Genäherte Bestimmung der mittleren Lebensdauer erhöhter Risiken,
pp. 37-42. An approximate formula is obtained for deriving the expectation
of life for substandard lives subject to multiplicative extra mortality from
the corresponding figure for standard lives.
MEHRING, J. Strukturprobleme der Kraftfahrt-Haftpflichtversicherung,
pp. 4354. In motor insurance, tariff classes are very heterogeneous because
personal factors have an important effect on the risk. The advantages of a
bonus related to the number of accident-free years are discussed.
WÜNSCHE,G. Über den Zerfall einer geschlossenen Aktivengesamtheit bei säkularer Änderung der Sterblichkeit, pp. 55-9. Discusses the effect of changing
rates of mortality of active and invalid persons on the proportion of the
population remaining active.
STEPHAN, D. Die Algorithmische Sprache ALGOL 60, an Beispielen erläutert,
pp. 61-86.
SCHAPPERT,H. Unterprogrammtechnik und algorithmische Sprachen, pp. 87-99.
Discusses the automatic connexion of subroutines in a computer program,
especially when using an autocode. The examples relate to the IBM 650
computer.
DE HEER, W. J. C. Eine Näherungsformel zum Zinsfussproblem der Leibrente
mittels POUKKA-LAHscher
Zahlen, pp. 101-4. A note on Schwengberg’s
paper (F.I.A. 87, 112).
HOLLAND
Het Verzekerings Archief (Actuariële Studiën), 2, 1961
CAMPAGNE,C. Un modèle pour apprécier le risque atomique (suite), pp. 35-51.
The model previously developed (F.I.A. 87, 113) is used to illustrate the
decrease in the reserves required, without varying the probability of ruin,
as the number of atomic plants insured increases.
VAN KLINKEN,J. Some significance tests for identifying deviating accident risks of
large industrial enterprises, pp. 52-61. An extension of Bühlmann’s model
(F.I.A. 85, 311) for the distribution of accident costs leads to a number of
significance tests for comparing the experience of an enterprise with that
of the industrial group to which it belongs.
VAN ROOIJEN, J. P. The relation between the rate of birth and the growth of a
population, pp. 62-8.
266
Notes
on other
Actuarial
Journals
SWITZERLAND
Mitteilungen der Vereinigung schweizerischer Versicherungsmathematiker,
60, 1960
THULLEN, P. Über die Eintritts- und Abnahmeintensitäten einer Bevölkerung und
über das Verhalten der Bevölkerungsfunktion, insbesondere relativ stationärer
Bevölkerungen, pp. 187–200. Shows that if a population is relatively
stationary (i.e. the age-distribution
is independent of time) and the force
of increment in a particular age-interval is constant, then the population is
stable (i.e. the force of growth is constant). Also, in the class of relatively
stationary populations with a given age-distribution
there exists a stable
population whose force of growth is less than or equal to the force of growth
of all other populations of the class at all points of time.
SUMITSUJI, O. Some elementary researches in the mathematics of life insurance,
II, pp. 201–13. Approximation formulae for premiums and reserves of
endowment assurances with enhanced mortality.
CHUARD,J. Sur le rendement des obligations amortisables par annuités constantes,
pp. 215–28. An approximate formula for the yield of an annuity.
JECKLIN,H. Renditenbestimmung mittels hyperbolischer Interpolation,
pp. 229–38.
IFF, P. Zur Darstellung versicherungstechnischer Werte durch Reihen, pp. 239–45.
ROMER,B. Das Haupttheorem der linearen Programmierung,
pp. 247–57.
NOLFI, P. Zur Definition des Invaliditätsbegriffes, pp. 259–68. The disadvantages
of making disability payments proportional to the degree of physical disability, s (s
I) or to the loss of earnings, I– e (e
I) are discussed. Payments proportional to I– eskare considered, where k is a parameter determined by the circumstances of the particular scheme concerned.
AMSLER,M.-H. Note relative au calcul numérique des tarifs d’assurance de groupe
TG 1960 2½ %, pp. 269–73. Describes a simple process for the calculation
of group assurance tariffs from successive values of lx by computer.
DUBOIS, P. Introduction à la théorie de l’information, pp. 275–92.
AMMETER,H. Der XVI.
PP. 293–307.
Internationale
BAUMGARTNER,
O. Die ‘ Internationale
Paris, pp. 309–29.
Kongress der Versicherungsmathematiker,
Elektronische Woche der Versicherung’ in