I. G. MORGAN, E. H. NEAVE
A Discrete Time Model for Pricing Treasury Bills,
Forward, and Futures Contracts
S. KUON, M. RADTKE, A. REICH
An Appropriate Way to Switch from the Individual
Risk Model to the Collective One
W. HÜRLIMANN
Predictive Stop-Loss Premium
O. HESSELAGER
A Class of Conjugate Priors with Applications
to Excess-of-Loss Reinsurance
R. NORBERG
Prediction of Outstanding Liabilities in Non-Life Insurance
A. GISLER, P. REINHARD
Robust Credibility
A. E. RENSHAW
An Application of Exponential Dispersion Models
In Premium Rating
C. RAMSAY
A Note on Random Survivorship Group Benefits