You might try Replace with Clip From Bin, but I've never done that with effects applied, so I don't know if they'll carry over.
import your AE-comp and drag it on the original clip in your sequence with pessing the alt-key...
That is a good answer, the only thing it didn't do was find the proper in and out points. The inpoint of the clip in my Premiere timeline was just the inpoint of the AE clip, the clip length stayed the same but it just slipped everything to the beginning of the clip. I can probably work with that, but is there a way for it to retain the original in and out point?
You have two options here:
1. Open up your dynamically linked composition in the Source monitor, place the CTI to a correct In point (if you're not sure where it is, select the clip in the Timeline you want to replace and use either Info panel or, if you are on CS6, the Timecode panel), then with the clip on the Timeline selected right-click and choose Replace With Clip -> From Source Monitor, Match Frame.
2. After Alt/Opt + drag & drop dynamically linked comp from the Project panel use Slip Tool to correct the shift.