Casualty Actuarial SocietyCasualty Actuarial Society
 

May 1993
Volume 23, No. 1

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

Contents

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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

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