PEETERS ONLINE JOURNALS
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Peeters Publishers
ASTIN Bulletin
Volume 24, issue 1
May 1994



Editorial and Announcements
1 - 3 - 
Guest Editorial
DE WIT, G.

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Articles
5 - 18 - 
Risk Allocation in Capital Markets
Portfolio Insurance, Tactical Asset Allocation and Collar Strategies
CHEVALLIER, Eric, MULLER, Heinz H.

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19 - 32 - 
A Recursive Procedure for Calculation of some Compound Distributions
HESSELAGER, Ole

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33 - 45 - 
Some Comments on the Compound Binomial Model
DICKSON, David C.M.

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47 - 60 - 
Limiting Distribution of the Present Value of a Portfolio
PARKER, Gary

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Workshop
61 - 74 - 
Bonus Made Easy
HOLTAN, Jon

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75 - 88 - 
High Deductibles instead of Bonus-Malus
Can it Work?
LEMAIRE, Jean, HONGMIN, Zi

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89 - 96 - 
On the Exact Calculation of the Aggregate Claims Distribution in the Individual Life Model
WALDMANN, Karl-Heinz

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97 - 129 - 
Modelling Mortgage Insurance Claims Experience
A Case Study
TAYLOR, Greg

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131 - 143 - 
Premium Rating by Geographic Area Using Spatial Models
BOSKOV, M., VERRALL, R.J.

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Short Contributions
145 - 146 - 
Martingales and Tail Probabilities
GERBER, Hans U.

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