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
These files are in Portable Document Format
(PDF), you will need to download the Acrobat Reader to view the articles.
EDITORIAL AND ANNOUNCEMENTS
Editorial
Obituary on Edouard Franckx
Obituary on Henri Rijkers
Editorial Comments on the Section 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. GERBERMathematical 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
