May 1993
Volume 23, No. 1
The Journal of the ASTIN and AFIR Section of the International Actuarial Association
Contents
These files are in Portable Document Format
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EDITORIAL AND ANNOUNCEMENTS
Guest Editorial
ARTICLES
I. G. MORGAN, E. H. NEAVE
A Discrete Time Model for Pricing Treasury Bills,
Forward, and Futures Contracts
S. KUON, M. RADTKE, A. REICH
An Appropriate Way to Switch from the Individual
Risk Model to the Collective One
W. HÜRLIMANN
Predictive Stop-Loss Premium
O. HESSELAGER
A Class of Conjugate Priors with Applications
to Excess-of-Loss Reinsurance
R. NORBERG
Prediction of Outstanding Liabilities in Non-Life Insurance
A. GISLER, P. REINHARD
Robust Credibility
SHORT CONTRIBUTIONS
A. E. RENSHAW
An Application of Exponential Dispersion Models
In Premium Rating
C. RAMSAY
A Note on Random Survivorship Group Benefits
Book Review
Actuarial Vacancy
