Scandinavian Actuarial Journal

1996 - 2025

Current editor(s): Boualem Djehiche

From Taylor & Francis Journals
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Numerical Finite-Time Ruin Probabilities by the Picard-Lef vre Formula pp. 97-105: F. Etienne De Vylder
Approximations for Finite Horizon Ruin Probabilities in the Renewal Model pp. 106-119: Søren Asmussen and Bjarne Højgaard
Second Order Behaviour of Ruin Probabilities pp. 120-133: Aleksandras Baltrūnas
Bayesian Forecasting for Accident Proneness Evaluation pp. 134-156: Sixto Insua, Jacinto Martin, David Insua and Fabrizio Ruggeri
A Note on Loadings and Deductibles: Can a Vicious Circle Arise? pp. 157-169: Elisa Luciano
Lorenz and Excess Wealth Orders, with Applications in Reinsurance Theory pp. 170-185: Michel Denuit and Catherine Vermandele

A Recursive Scheme for Perpetuities with Random Positive Interest Rates. II: The Impenetrable Wall pp. 1-14: Ann De Schepper, Bart Heijnen and Marc Goovaerts
On Stochastic Approximation and Credibility pp. 15-31: Zinoviy Landsman and Udi Markov
Stochastic Orderings of Convex-Type for Discrete Bivariate Risks pp. 32-51: Michel Denuit, Claude Lefévre and M'Hamed Mesfioui
Recursions for Distribution Functions and Stop-Loss Transforms pp. 52-65: Jan Dhaene, Gordon Willmot and Bjørn Sundt
Non-exponential Bounds for Ruin Probability with Interest Effect Included pp. 66-79: Hailiang Yang
Two-Sided Bounds for Ruin Probabilities when the Adjustment Coefficient does not Exist pp. 80-92: Jun Cai and José Garrido
Multivariate Boundary Kernels from Local Linear Estimation pp. 93-95: Jens Neilsen
Book Review pp. 96-96: The Editors

Stochastic interest rate in life insurance: The principle of equivalence revisited pp. 97-112: Svein-Arne Persson
Marker dependent kernel hazard estimation from local linear estimation pp. 113-124: Jens Perch Nielsen
Exponential and scale mixtures and equilibrium distributions pp. 125-142: Ole Hesselager, Shaun Wang and Gordon Willmot
Risk-adjusted credibility premiums using distorted probabilities pp. 143-165: Shaun Wang and Virginia Young
Optimal proportional reinsurance policies for diffusion models pp. 166-180: B. Højgaard and M. Taksar
Bounds of ruin probabilities pp. 181-187: Andrei Gureev

On approximating distributions by approximating their De Pril transforms pp. 1-23: Jan Dhaene and Bjørn Sundt
Some results on moments and cumulants pp. 24-40: Bjørn Sundt, Jan Dhaene and Nelson De Pril
A generalisation of the De Pril transform pp. 41-48: Bjørn Sundt
Ruin probabilities in the presence of heavy-tails and interest rates pp. 49-58: Claudia Klüppelberg and Ulrich Stadtmüller
Risk processes perturbed by α-stable Lévy motion pp. 59-74: Hansjörg Furrer
On a class of premium principles including the Esscher principle pp. 75-80: Udo Kamps
On mixed poisson processes and martingales pp. 81-88: Bronius Grigelionis
Exponential dispersion models and credibility pp. 89-96: Zinoviy Landsman and Udi Makov

The optimal trading partner for reciprocal insurance treaties pp. 97-112: Richard Watt
A realistic non-homogeneous stochastic pension fund model on scenario basis pp. 113-137: Jacques Janssen and Raimondo Manca
Upper bounds for the tail of the compound negative binomial distribution pp. 138-148: Gordon E. Willmot and Xiaodong Lin
An optimal stopping problem in risk theory pp. 149-159: U. Jensen
Credibility using a loss function from Spline theory pp. 160-185: Virginia R. Young
Remarks on “A note on compound generalized distributions” pp. 186-188: Hans J. Zwiesler

A recursive scheme for perpetuities with random positive interest rates. Part I. Analytical results pp. 1-10: A. De Schepper, Marc Goovaerts and R. Kaas
Present value of some insurance portfolios pp. 11-37: Jostein Paulsen
Some new conditions for the increasing convex comparison of risks pp. 38-47: Franco Pellerey
Estimation of the Lundberg coefficient for a Markov modulated risk model pp. 48-57: Hanspeter Schmidli
The probability of ruin in finite time with discrete claim size distribution pp. 58-69: Philippe Picard and Claude Lefèvre
Extreme value statistics and wind storm losses: A case study pp. 70-94: Holger Rootzén and Nader Tajvidi
Credibility in evolutionary models revisited pp. 95-96: Erhard Kremer

A stochastic approach to catastrophic risks pp. 99-108: M. Vanneste, Marc Goovaerts, F. De Vylder and R. Kaas
Classical numerical ruin probabilities pp. 109-123: F. De Vylder and E. Marceau
Approximations and upper bounds on probabilities of large deviations in the problem of ruin within finite time pp. 124-147: Vsevolod Malinovskii
On the distribution of the duration of negative surplus pp. 148-164: David Dickson and Alfredo Egídio Dos Reis
Transient results for a high demand CCRC model pp. 165-182: Bruce Jones
A reaction to compound generalized recursions pp. 183-186: A. Boyd and J. Perlman
Book Review pp. 187-188: Matti Ruohonen

Two-sided bounds of ruin probabilities pp. 1-18: Vladimir V. Kalashnikov
Phase-type distributions and risk processes with state-dependent premiums pp. 19-36: Søren Asmussen and Mogens Bladt
Thiele's differential equation with stochastic interest of diffusion type pp. 37-49: Ragnar Norberg and Christian Max Møller
Addendum to Hattendorff's Theorem and Thiele's Differential Equation Generalized, SAJ 1992, 2–14 pp. 50-53: Ragnar Norberg
A recursive procedure for calculation of some mixed compound poisson distributions pp. 54-63: Ole Hesselager
On multi-stage procedures for estimating the largest mean of NOrmal populations having unequal and unknown variances pp. 64-78: Ajit Chaturvedi and Rahul Gupta
The delta-method for actuarial statistics pp. 79-94: Christian Hipp