Scandinavian Actuarial Journal

1996 - 2026

Current editor(s): Boualem Djehiche

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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

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