Scandinavian Actuarial Journal

1996 - 2025

Current editor(s): Boualem Djehiche

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On mixing, compounding, and tail properties of a class of claim number distributions pp. 403-423: Gordon Willmot
Randomized observation periods for the compound Poisson risk model: the discounted penalty function pp. 424-452: Hansjörg Albrecher, Eric Cheung and Stefan Thonhauser
Ruin probabilities in models with a Markov chain dependence structure pp. 453-476: C. Constantinescu, D. Kortschak and V. Maume-Deschamps

Jackknife empirical likelihood for parametric copulas pp. 325-339: Ruodu Wang, Liang Peng and Jingping Yang
Contingent means in multi-life models pp. 340-351: Liang Hong and Jyotirmoy Sarkar
Sharp approximations of ruin probabilities in the discrete time models pp. 352-382: Lesław Gajek and Marcin Rudź
Modeling of group-specific mortality in China using a modified Lee–Carter model pp. 383-402: Bojuan Zhao, Xiangliang Liang, Wenke Zhao and Delong Hou

Fitting bivariate losses with phase-type distributions pp. 241-262: Amin Zadeh and Martin Bilodeau
Optimal investment-reinsurance with dynamic risk constraint and regime switching pp. 263-285: Jingzhen Liu, Ka-Fai Yiu, Tak Siu and Wai-Ki Ching
Safety margins for unsystematic biometric risk in life and health insurance pp. 286-323: Marcus Christiansen

On finite-time ruin probabilities with reinsurance cycles influenced by large claims pp. 163-185: Mathieu Bargès, Stéphane Loisel and Xavier Venel
Ruin time and aggregate claim amount up to ruin time for the perturbed risk process pp. 186-212: Landy Rabehasaina and Cary Chi-Liang Tsai
On a Sparre Andersen risk model perturbed by a spectrally negative Lévy process pp. 213-239: Zhimin Zhang, Hailiang Yang and Hu Yang

Ruin problems for a discrete time risk model with non-homogeneous conditions pp. 83-102: Anna Castañer, M. Claramunt, Maude Gathy, Claude Lefèvre and Maite Mármol
Bounds for sums of random variables when the marginal distributions and the variance of the sum are given pp. 103-118: Ka Cheung and Steven Vanduffel
Optimal insurance contract with stochastic background wealth pp. 119-139: Hung-Hsi Huang, Yung-Ming Shiu and Ching-Ping Wang
Optimal dividend control for a generalized risk model with investment incomes and debit interest pp. 140-162: Jinxia Zhu

A cautionary note on pricing longevity index swaps pp. 1-23: Rui Zhou and Johnny Li
Raising and allocation capital principles as optimal managerial contracts pp. 24-48: Fernando Mierzejewski
Performance measurement of pension strategies: a case study of Danish life-cycle products pp. 49-68: Montserrat Guillén, Jens Nielsen, Ana Pérez-Marín and Kitt Petersen
On beta-product convolutions pp. 69-83: Enkelejd Hashorva

A handbook of parametric survival models for actuarial use pp. 233-257: S. J. Richards
Performance measurement of pension strategies: a case study of Danish life cycle products pp. 258-277: Montserrat Guillén, Jens Perch Nielsen, Ana Pérez-Marín and Kitt Petersen
A mixed copula model for insurance claims and claim sizes pp. 278-305: Claudia Czado, Rainer Kastenmeier, Eike Brechmann and Aleksey Min

A unifying approach to the analysis of business with random gains pp. 153-182: Eric Cheung
Erlang risk models and finite time ruin problems pp. 183-202: David Dickson and Shuanming Li
Understanding, modelling and managing longevity risk: key issues and main challenges pp. 203-231: Pauline Barrieu, Harry Bensusan, Nicole El Karoui, Caroline Hillairet, Stéphane Loisel, Claudia Ravanelli and Yahia Salhi

An improvement of the Berry–Esseen inequality with applications to Poisson and mixed Poisson random sums pp. 81-105: Victor Korolev and Irina Shevtsova
Modeling dependent yearly claim totals including zero claims in private health insurance pp. 106-129: Vinzenz Erhardt and Claudia Czado
A generalized penalty function for a class of discrete renewal processes pp. 130-152: Jae-Kyung Woo

Stochastic projection for large individual losses pp. 1-39: Damien Drieskens, Marc Henry, Jean-François Walhin and Jürgen Wielandts
Joint moments of discounted compound renewal sums pp. 40-55: Ghislain Léveillé and Franck Adékambi
Non-parametric estimation of the Gerber–Shiu function for the Wiener–Poisson risk model pp. 56-69: Yasutaka Shimizu
An extension of the Whittaker–Henderson method of graduation pp. 70-79: Alicja Nocon and William Scott

The genetics of breast and ovarian cancer IV: a model of breast cancer progression pp. 239-266: Baopeng Lu, Angus Macdonald and Howard Waters
The genetics of breast and ovarian cancer V: application to income protection insurance pp. 267-291: Baopeng Lu, Angus Macdonald, Howard Waters and Fei Yu
On the distortion of a copula and its margins pp. 292-317: Emiliano Valdez and Yugu Xiao
Actuarial mathematics for life contingent risks by David C.M. Dickson, Mary R. Hardy and Howard R. Waters pp. 318-318: The Editors
Nonlife actuarial models, theory, methods and evaluation by Yiu-Kuen Tse pp. 319-320: Boualem Djehiche
Regression modeling with actuarial and financial applications by Edward W. Frees pp. 319-319: The Editors
Editorial Board pp. ebi-ebi: The Editors

Minimising expected discounted capital injections by reinsurance in a classical risk model pp. 155-176: Julia Eisenberg and Hanspeter Schmidli
Composite Lognormal–Pareto model with random threshold pp. 177-192: Mathieu Pigeon and Michel Denuit
Hierarchical structures in the aggregation of premium risk for insurance underwriting pp. 193-213: Nino Savelli and Gian Clemente
Prediction of outstanding payments in a Poisson cluster model pp. 214-237: Anders Jessen, Thomas Mikosch and Gennady Samorodnitsky

On a multi-threshold compound Poisson surplus process with interest pp. 75-95: Ilie-Radu Mitric and Kristina Sendova
Extending the Lee–Carter model: a three-way decomposition pp. 96-117: Maria Russolillo, Giuseppe Giordano and Steven Haberman
The proper distribution function of the deficit in the delayed renewal risk model pp. 118-137: So-Yeun Kim and Gordon Willmot
Covariance of discounted compound renewal sums with a stochastic interest rate pp. 138-153: Ghislain Léveillé and Franck Adékambi

Future building water loss projections posed by climate change pp. 1-20: Ola Haug, Xeni Dimakos, Jofrid Vårdal, Magne Aldrin and Elisabeth Meze-Hausken
Diagonal effects in claims reserving pp. 21-37: Anders Jessen and Niels Rietdorf
Erlangian approximation to finite time ruin probabilities in perturbed risk models pp. 38-58: David Stanford, Kaiqi Yu and Jiandong Ren
Folded and log-folded- distributions as models for insurance loss data pp. 59-74: Vytaras Brazauskas and Andreas Kleefeld