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ASTIN Bulletin

ASTIN Volume 18, No. 2

November 1988
Volume 18, No. 2

The Journal of the ASTIN and AFIR Section of the International Actuarial Association

Contents

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EDITORIAL AND ANNOUNCEMENTS

Editorial
Obituary on Edouard Franckx
Obituary on Henri Rijkers
Editorial Comments on the Section Invited Papers

INVITED PAPERS

H. H. MÜLLER
Modern Portfolio Theory: Some Main Results

M. SCHWEIZER and H. Föllmer
Hedging by Sequential Regression: an Introduction to the Mathematics of Option Trading

Articles

H. U. GERBER
Mathematical Fun with the Compound Binomial Process

R. KAAS, A. E. VAN HEERWAARDEN and M. J. GOOVAERTS
Between Individual and Collective Model for the Total Claims

Workshop

J. F. INGENBLEEK and J. LEMAIRE
What is a Sports Car?

CH. LEVI
Produits financiers et détermination de la prime glissante de traités non proportionnels

Book Reviews

Actuarial Vacancy


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