Scandinavian Actuarial Journal

1996 - 2026

Current editor(s): Boualem Djehiche

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Volume 2026, issue 4, 2026

Estimation of the conditional tail moment risk measure under random right censoring pp. 371-391

Martin Bladt, Yuri Goegebeur and Armelle Guillou

The Benktander Golden Stairs and other parameter-free credibility methods in loss reserving pp. 392-411

Walther Neuhaus

Robust optimal investment, consumption and life insurance purchase with Epstein–Zin recursive utility pp. 412-442

Xingchun Peng and Yizhi Xv

Mortality prediction via age-specific band selection pp. 443-467

Yechao Meng, Liqun Diao and Chengguo Weng

Volume 2026, issue 3, 2026

Valuation of GLWB annuities with optional conversion to combo products providing LTC benefits pp. 263-294

Shaoying Chen, Zhenyu Cui, Zhimin Zhang and Wei Zhong

Phase-type frailty models: a flexible approach to modeling unobserved heterogeneity in survival analysis pp. 295-323

Jorge Yslas

Counter-monotonic risk allocations and distortion risk measures pp. 324-347

Mario Ghossoub, Qinghua Ren and Ruodu Wang

The Gerber-Shiu expected discounted penalty function: an application to poverty trapping pp. 348-369

José Miguel Flores-Contró

Volume 2026, issue 2, 2026

Allocating capital to time: introducing credit migration for measuring time-related risks pp. 135-162

Hansjörg Albrecher and Michel Dacorogna

Time-consistent portfolio and contribution selection for defined benefit pension plans under partial information pp. 163-194

Guohui Guan and Jiajin Xie

Assessing public pensions using risk measures: pay-as-you-go versus mixed schemes pp. 195-221

Jennifer Alonso-García, M. Carmen Boado-Penas and Julia Eisenberg

Striking the balance: life insurance timing and asset allocation in financial planning pp. 222-261

An Chen, Giorgio Ferrari and Shihao Zhu

Volume 2026, issue 1, 2026

An axiomatic characterization of the quantile risk-sharing rule pp. 1-20

Jan Dhaene, Christian Y. Robert, Ka Chun Cheung and Michel Denuit

Thorin processes and their subordination pp. 21-59

Lorenzo Torricelli

Long-range dependent mortality modeling with cointegration pp. 60-93

Mei Choi Chiu, Ling Wang and Hoi Ying Wong

Robust mean-variance stochastic differential reinsurance and investment games under volatility risk and model uncertainty pp. 94-134

Guohui Guan, Zongxia Liang and Yi Xia

Volume 2025, issue 10, 2025

Stackelberg equilibrium reinsurance contract with smooth ambiguity under thinning-dependence framework pp. 959-988

Yu Yuan, Kam Chuen Yuen and Fudong Wang

On the joint tail behavior of randomly weighted sums of dependent random variables with applications to risk theory pp. 989-1008

Zhangting Chen, Dongya Cheng and Haoer Zheng

Age-gender-country-specific death rates modelling and forecasting: a linear mixed-effects model pp. 1009-1024

Reza Dastranj and Martin Kolář

Catastrophe bond pricing under the renewal process pp. 1025-1052

Saeid Safarveisi, Dixon Domfeh and Arpita Chatterjee

Volume 2025, issue 9, 2025

Neural networks for simultaneous modeling of multi-population mortality with coherent forecasts pp. 853-882

Ruihua Cheng, Jin Shi, Ji Meng Loh and Guangyuan Gao

On the optimal design of a new class of proportional portfolio insurance strategies in a jump-diffusion framework pp. 883-905

Katia Colaneri, Daniele Mancinelli and Immacolata Oliva

Forecasting cause-of-death mortality with single- and multi-population models in Hungary pp. 906-937

Livia Varga

On the distance to the desired terminal surplus distribution under reinsurance pp. 938-958

Julia Eisenberg and Zinoviy Landsman

Volume 2025, issue 8, 2025

Competitive insurance pricing strategies for multiple lines of business: a game-theoretic approach pp. 741-767

Fotios Mourdoukoutas, Tim J. Boonen, Athanasios A. Pantelous and Greg Taylor

On the valuation of life insurance policies for dependent coupled lives pp. 768-803

Kira Henshaw, Cedric H. A. Koffi, Olivier Menoukeu Pamen and Raghid Zeineddine

Optimal insurance design in the presence of government financial assistance pp. 804-832

Tim J. Boonen, Wenjun Jiang, Yaodi Yong and Yiying Zhang

Optimal post-retirement investment and consumption under longevity risk in collective funds pp. 833-851

John Armstrong, Cristin Buescu and James Luke Dalby

Volume 2025, issue 7, 2025

A new skewness adjustment for Solvency II SCR standard formula pp. 635-658

Heejin Kim, Jeongsoo Kim and Joseph H.T. Kim

Optimal portfolio choice under kinked power utility pp. 659-679

Antoon Pelsser and Li Yang

Optimal income drawdown and investment with longevity basis risk pp. 680-717

Ankush Agarwal, Christian-Oliver Ewald and Yongjie Wang

Optimal risk management strategies in a diffusion risk process: a simultaneous problem pp. 718-740

Abouzar Bazyari

Volume 2025, issue 6, 2025

Neural network Lee–Carter model and the actuarial relevance of longevity risk assessment pp. 549-573

Giovanna Apicella, Michele La Rocca, Cira Perna and Marilena Sibillo

Robust time-consistent reinsurance-investment strategy with model uncertainty under 4/2 stochastic volatility model pp. 574-597

Hao Chang and Zhen Chen

Ensemble interval forecasts of mortality pp. 598-616

Jackie Li, Mingke Wang, Jia (Jacie) Liu and Leonie Tickle

Bowley solution of a variance game in insurance pp. 617-634

Wenjun Jiang, Xiaoqing Liang and Virginia R. Young

Volume 2025, issue 5, 2025

Investment and reinsurance with incomplete information and biased beliefs pp. 457-478

Duni Hu, Hailong Wang and Jiman Chen

Optimal robust reinsurance with multiple insurers* pp. 479-509

Emma Kroell, Sebastian Jaimungal and Silvana M. Pesenti

Model uncertainty assessment for symmetric and right-skewed distributions pp. 510-531

Carole Bernard, Rodrigue Kazzi and Steven Vanduffel

Modeling frequency distribution above a priority in presence of IBNR pp. 532-547

Nicolas Baradel

Volume 2025, issue 4, 2025

On the longest/shortest negative excursion of a Lévy risk process and related quantities pp. 367-386

M. A. Lkabous and Z. Palmowski

Forecasting age distribution of life-table death counts via α-transformation pp. 387-403

Han Lin Shang and Steven Haberman

Intergenerational risk sharing in pay-as-you-go pension schemes* pp. 404-432

Hélène Morsomme, Jennifer Alonso-García and Pierre Devolder

The survivor dividend as a tool to improve pension adequacy in nonfinancial defined contribution schemes pp. 433-455

Séverine Arnold (-Gaille), M. Carmen Boado-Penas and Zuochen Song

Volume 2025, issue 3, 2025

Linear risk sharing in intergenerational pension pp. 237-270

Michail Anthropelos, An Chen, Steven Vanduffel and Morten Wilke

Scalarized utility-based multi-asset risk measures pp. 271-299

Sascha Desmettre, Christian Laudagé and Jörn Sass

Equity-linked annuity valuation under fractional jump-diffusion financial and mortality models pp. 300-339

Haoran Jiang and Zhehao Zhang

On the estimation of bivariate conditional transition rates pp. 340-366

Theis Bathke

Volume 2025, issue 2, 2025

Optimal investment strategies and intergenerational risk sharing for target benefit pension plans under habit formation pp. 117-138

Qian Lu, Ximin Rong and Hui Zhao

Collective risk models with FGM dependence pp. 139-167

Christopher Blier-Wong, Hélène Cossette and Etienne Marceau

Robust two-player differential investment game of defined contribution pension plans under multiple risks pp. 168-212

Yumo Zhang, Peter Pommergård Lind and Hanqing Xiang

Enhancing valuation of variable annuities in Lévy models with stochastic interest rate pp. 213-235

Ludovic Goudenege, Andrea Molent, Xiao Wei and Antonino Zanette

Volume 2025, issue 1, 2025

Money illusion in retirement savings with a minimum guarantee pp. 1-24

Catherine Donnelly, Gaurav Khemka and William Lim

Last passage times for generalized drawdown processes with applications pp. 25-50

Shu Li and Zijia Wang

The optimal reinsurance strategy with price-competition between two reinsurers pp. 51-78

Liyuan Lin, Fangda Liu, Jingzhen Liu and Luyang Yu

Optimal consumption and investment in pooled annuity funds with and without fund managers pp. 79-116

Lin He, Zongxia Liang and Zhaojie Ren