Editorial and Announcements |
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| 1 - 2 - | Guest Editorial LENAERTS, W., GOOVAERTS, M.J., JANSSENS, J. | abstract details |
Articles |
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| 3 - 22 - | A Discrete Time Model for Pricing Treasury Bills, Forward, and Futures Contracts MORGAN, I.G., NEAVE, E.H. | abstract details |
| 23 - 54 - | An Appropriate Way to Switch from the Individual Risk to the Collective One KUON, S., RADTKE, M., REICH, A. | abstract details |
| 55 - 76 - | Predictive Stop-Loss Premiums HÜRLIMANN, Werner | abstract details |
| 77 - 93 - | A Class of Conjugate Priors with Applications to Excess-of-Loss Reinsurance HESSELAGER, Ole | abstract details |
| 95 - 115 - | Prediction of Outstanding Liabilities in Non-Life Insurance NORBERG, Ragnar | abstract details |
| 117 - 143 - | Robust Credibility GISLER, Alois, REINHARD, Peter | abstract details |
Short Contributions |
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| 145 - 147 - | An Application of Exponential Dispersion Models in Premium Rating RENSHAW, Arthur E. | abstract details |
| 149 - 156 - | A Note on Random Survivorship Group Benefits RAMSAY, Colin M. | abstract details |
| 157 - 160 - | Book review | abstract details |
