N. DE PRIL, J. DHAENE
Error Bounds for Compound Poisson Approximations
of the Individual Risk Model
R. NORBERG
Linear Estimation and Credibility in Continuous Time
B. SUNDT
On Allocation of Excess of Loss Premiums
D. C. M. DICKSON, H. R. WATERS
The Probability and Severity of Ruin in Finite and Infinite Time
T. PENTIKÄINEN, J. RANTALA
A Simulation Procedure for Comparing Different Claims
Reserving Methods
H. BONSDORFF
On the Convergence Rate of Bonus-Malus Systems
R. KAAS, M. VANNESTE, M. J. GOOVAERTS
Maximizing Compound Poisson Stop-loss Premiums
Numerically with Given Mean and Variance
J. BABIER, B. CHAN
Approximations of Ruin Probability by Di-atomic or
Di-exponential Claims
P. ALBRECHT
Premium Calculation without Arbitrage? - A Note on
a Contribution by G. Venter
G. VENTER
Premium Calculation without Arbitrage - Author's Reply
on the Note by Albrecht