I have found out that this may be a class loading problem still present in JBoss 7.1.1. My problem looks very similar to what is described very well in this thread:
https://community.jboss.org/thread/169828?start=0&tstart=0
From that thread it looks as if the fact that I mave my business interfaces packaged with both my ejb.jar and my web.war creates a class loading problem because each jar/war has its own class loader, which effectively makes the EJB from my ejb.jar incompatible with the business interface in my web.war.
Hmmm... perhaps it is time to file a bug report.