PEETERS ONLINE JOURNALS
Peeters Online Bibliographies
Peeters Publishers
ASTIN Bulletin
Volume 23, issue 1
May 1993



Editorial and Announcements
1 - 2 - 
Guest Editorial
LENAERTS, W., GOOVAERTS, M.J., JANSSENS, J.

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Articles
3 - 22 - 
A Discrete Time Model for Pricing Treasury Bills, Forward, and Futures Contracts
MORGAN, I.G., NEAVE, E.H.

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23 - 54 - 
An Appropriate Way to Switch from the Individual Risk to the Collective One
KUON, S., RADTKE, M., REICH, A.

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55 - 76 - 
Predictive Stop-Loss Premiums
HÜRLIMANN, Werner

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77 - 93 - 
A Class of Conjugate Priors with Applications to Excess-of-Loss Reinsurance
HESSELAGER, Ole

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95 - 115 - 
Prediction of Outstanding Liabilities in Non-Life Insurance
NORBERG, Ragnar

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117 - 143 - 
Robust Credibility
GISLER, Alois, REINHARD, Peter

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Short Contributions
145 - 147 - 
An Application of Exponential Dispersion Models in Premium Rating
RENSHAW, Arthur E.

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149 - 156 - 
A Note on Random Survivorship Group Benefits
RAMSAY, Colin M.

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157 - 160 - 
Book review

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