Scandinavian Actuarial Journal

1996 - 2025

Current editor(s): Boualem Djehiche

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Inequalities for the De Pril approximation to the distribution of the number of policies with claims pp. 249-267: Raluca Vernic, Jan Dhaene and Bjørn Sundt
Some results on the joint distribution prior to and at the time of ruin in the classical model pp. 268-283: Georgios Psarrakos
Stochastic mortality under measure changes pp. 284-311: Enrico Biffis, Michel Denuit and Pierre Devolder
Multiple decrement modeling in the presence of interval censoring and masking pp. 312-327: Peter Adamic, Stephanie Dixon and Daniel Gillis

Moment generating functions of compound renewal sums with discounted claims pp. 165-184: Ghislain Léveillé, José Garrido and Ya Fang Wang
Gerber–Shiu analysis with a generalized penalty function pp. 185-199: Eric Cheung, David Landriault, Gordon Willmot and Jae-Kyung Woo
An effective method for constructing bounds for ruin probabilities for the surplus process perturbed by diffusion pp. 200-220: Cary Tsai and Yi Lu
Analysis of ruin measures for the classical compound Poisson risk model with dependence pp. 221-245: Héléne Cossette, Etienne Marceau and Fouad Marri
Erratum to: ‘Statistical estimate of the proportional hazard premium of loss’ pp. 246-247: Abdelhakim Necir, Brahim Brahimi and Djamel Meraghni

Strong stability in a two-dimensional classical risk model with independent claims pp. 83-92: Zina Benouaret and Djamil Aïssani
Extremes on the discounted aggregate claims in a time dependent risk model pp. 93-104: Alexandru Asimit and Andrei Badescu
Higher-order expansions for compound distributions and ruin probabilities with subexponential claims pp. 105-135: Hansjörg Albrecher, Christian Hipp and Dominik Kortschak
On the maximum severity of ruin in the compound Poisson model with a threshold dividend strategy pp. 136-147: Shuanming Li and Yi Lu
Can stocks help mend the asset and liability mismatch? pp. 148-160: Boualem Djehiche and Jonas Rinné
Commutation functions under Gompertz–Makeham mortality pp. 161-164: Andreas Lagerås

Pensions and genetics: can longevity genes be reliable risk factors for annuity pricing? pp. 1-14: Angus Macdonald and Kenneth McIvor
Investing for retirement through a with-profits pension scheme: a client's perspective pp. 15-35: Michael Preisel, Søren Jarner and Rune Eliasen
Optimal dividend payments in the classical risk model when payments are subject to both transaction costs and taxes pp. 36-55: Lihua Bai and Junyi Guo
Lapse rate modeling: a rational expectation approach pp. 56-67: Domenico De Giovanni
Modeling multiple risks in the presence of double censoring pp. 68-81: Peter Adamic

Optimal design of equity-linked products with a probabilistic constraint pp. 253-280: Phelim Boyle and Weidong Tian
On the discounted penalty function in a discrete time renewal risk model with general interclaim times pp. 281-294: Xueyuan Wu and Shuanming Li
Ruin probabilities and optimal capital allocation for heterogeneous life annuity portfolios pp. 295-305: Esther Frostig and Michel Denuit
Non-parametric and parametric bootstrap techniques for age-to-age development factor methods in stochastic claims reserving pp. 306-331: Susanna Björkwall, Ola Hössjer and Esbjörn Ohlsson

A two-account model of pension saving contracts pp. 169-186: Mogens Steffensen and Stephan Waldstrøm
On the ordering of ruin probabilities for the surplus process perturbed by diffusion pp. 187-204: Cary Chi-Liang Tsai
Ruin probabilities in a discrete time risk model with dependent risks of heavy tail pp. 205-218: Chengguo Weng, Yi Zhang and Ken Tan
The Nash bargaining solution vs. equilibrium in a reinsurance syndicate pp. 219-238: Knut Aase
Projections of pension fund solvency under alternative valuation regimes pp. 239-251: Andriy Andreev and Hans-Kristian Sjöholm

Elliptical families and copulas: tilting and premium; capital allocation pp. 85-103: Zinoviy Landsman
Monotonicity properties and the deficit at ruin in the Sparre Andersen model pp. 104-118: Georgios Psarrakos and Konstadinos Politis
Risk minimization with inflation and interest rate risk: applications to non-life insurance pp. 119-151: Jérôme Barbarin, Tanguy De Launois and Pierre Devolder
A flexible model for actuarial risks under dependence pp. 152-167: Willem Albers, Wilbert Kallenberg and Viktor Lukocius
Book Review pp. 168-168: Boualem Djehiche

Indifference pricing of a life insurance portfolio with systematic mortality risk in a market with an asset driven by a Lévy process pp. 1-26: Łukasz Delong
The distribution of compound sums of Pareto distributed losses pp. 27-37: Colin Ramsay
Management of catastrophic risks considering the existence of early warning systems pp. 38-62: Claudia Flores
Uncertainty of the claims development result in the chain ladder method pp. 63-84: Mario Wüthrich, Michael Merz and Natalia Lysenko

Second-order Bayesian revision of a generalised linear model pp. 202-242: Greg Taylor
Modelling long-term investment returns via Bayesian infinite mixture time series models pp. 243-282: John Lau and Tak Siu
Bounds on the estimation error in the chain ladder method pp. 283-300: Mario Wüthrich, Michael Merz and Hans Bühlmann
Combining generalized linear models and credibility models in practice pp. 301-314: Esbjörn Ohlsson
Solvency II: stability problems with the SCR aggregation formula pp. 315-315: Dietmar Pfeifer and Doreen Strassburger
Book Review pp. 316-316: Boualem Djehiche
39 INTERNATIONAL ASTIN COLLOQUIUM pp. 317-317: The Editors

Modelling and management of mortality risk: a review pp. 79-113: Andrew Cairns, David Blake and Kevin Dowd
On systematic mortality risk and risk-minimization with survivor swaps pp. 114-146: Mikkel Dahl, Martin Melchior and Thomas Møller
The evolution of death rates and life expectancy in Denmark pp. 147-173: Søren Jarner, Esben Kryger and Chresten Dengsøe
Reference mortality K2004 of personal life insurance policies in Finland pp. 174-183: Mika Mäkinen
Mortality among Swedish insured pp. 184-199: Ellinor Samuelsson

Randomized dividends in the compound binomial model with a general premium rate pp. 1-15: David Landriault
Premium and reinsurance control of an ordinary insurance system with liabilities driven by a fractional Brownian motion pp. 16-33: Alexandros Zimbidis
The optimal claiming strategies in a Bonus-Malus System and the monotony property pp. 34-40: Yaniv Zaks
On finite-time ruin probabilities for classical risk models pp. 41-60: Claude Lefèvre and Stéphane Loisel
Solvency II: stability problems with the SCR aggregation formula pp. 61-77: Dietmar Pfeifer and Doreen Strassburger