ASTIN Bulletin – The Journal of the International Actuarial Association

Volume 19, S – November 1989

CONTENTS

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Editorial and Announcements

Editorial Comment

Welcome Address

Souhaits de Bienvenue

Actuaries of the Third Kind

Why Create a Financial Section within the I.A.A.?

Articles

H.H. Muller
Modern Portfolio Theory: Some Main Results

M. Schweizer and H. Follmer
Hedging by Sequential Regression: an Introduction to the Mathematics of Option Trading

J. Dhaene
Stochastic Interest Rates and Autoregressive integrated Moving Average Processes