Scandinavian Actuarial Journal

1996 - 2025

Current editor(s): Boualem Djehiche

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Volume 2007, issue 4, 2007

Analysis of a threshold dividend strategy for a MAP risk model pp. 227-247

Andrei Badescu, Steve Drekic and David Landriault

On the analysis of a multi-threshold Markovian risk model pp. 248-260

Andrei Badescu, Steve Drekic and David Landriault

Multivariate Pareto portfolios: TCE-based capital allocation and divided differences pp. 261-280

Arthur Chiragiev and Zinoviy Landsman

Mean and dispersion modelling for policy claims costs pp. 281-292

Gillian Heller, D. Mikis Stasinopoulos, Robert Rigby and Piet De Jong

Non-parametric estimation of operational risk losses adjusted for under-reporting pp. 293-304

Tine Buch-Kromann, Martin Englund, Jim Gustafsson, Jens Perch Nielsen and Fredrik Thuring

Volume 2007, issue 3, 2007

Statistical estimate of the proportional hazard premium of loss pp. 147-161

Abdelhakim Necir, Djamel Meraghni and Fatima Meddi

Nested -statistics and their use in comparing the riskiness of portfolios pp. 162-179

Vytaras Brazauskas, Bruce Jones, Madan Puri and Ričardas Zitikis

Asymptotic analysis of the ruin with stationary stable steps generated by dissipative flows pp. 180-201

Ugur Tuncay Alparslan and Gennady Samorodnitsky

Spatial modelling of claim frequency and claim size in non-life insurance pp. 202-225

Susanne Gschlößl and Claudia Czado

Corrigendum pp. 226-226

Jan Dhaene, Gordon Willmot and Bjørn Sundt

Volume 2007, issue 2, 2007

Optimal expected exponential utility of dividend payments in a Brownian risk model pp. 73-107

Peter Grandits, Friedrich Hubalek, Walter Schachermayer and Mislav Žigo

Valuation portfolio in non-life insurance pp. 108-125

Markus Buchwalder, Hans Bühlmann, Michael Merz and Mario Wüthrich

Solvency II: Calibration for skewness pp. 126-134

Arne Sandström

Topical modelling issues in Solvency II pp. 135-146

Ronkainen Vesa, Koskinen Lasse and Berglund Raoul

Volume 2007, issue 1, 2007

Association and heterogeneity of insured lifetimes in the Lee–Carter framework pp. 1-19

Michel Denuit and Esther Frostig

On composite lognormal-Pareto models pp. 20-33

David Scollnik

Markov-modulated diffusion risk models pp. 34-52

Nicole Bäuerle and Mirko Kötter

Pragmatic insurance option pricing pp. 53-70

Jon Holtan

Volume 2006, issue 6, 2006

Principle of equivalent utility and universal variable life insurance pricing pp. 311-337

Jin Ma and Yuhua Yu

The Genetics of Breast and Ovarian Cancer III: A new model of family history with insurance applications pp. 338-367

Eng Hock Gui, Baopeng Lu, Angus Macdonald, Howard Waters and Chessman Wekwete

On de-seasonalising adjusted-average formulae pp. 368-377

T.K.J. Herbert and W.F. Scott

Arne Sandström. Solvency, Models, Assessment and Regulation. Chapman & Hall/CRC, 2005) pp. 378-379

The Editors

Volume 2006, issue 5, 2006

An actuarial analysis of the French bonus-malus system pp. 247-264

Sandra Pitrebois, Michel Denuit and Jean-François Walhin

On a risk model with dependence between interclaim arrivals and claim sizes pp. 265-285

Mathieu Boudreault, Hélène Cossette, David Landriault and Etienne Marceau

Types of dependence and time-dependent association between two lifetimes in single parameter copula models pp. 286-309

Jaap Spreeuw

Volume 2006, issue 4, 2006

On the severity of ruin in a Markov-modulated risk model pp. 183-202

Yi Lu

Extreme dependence of multivariate catastrophic losses pp. 203-225

Laurence Lescourret and Christian Robert

Longevity and adjustment in pension annuities, with application to Finland pp. 226-242

Marie-Claire Koissi

Volume 2006, issue 3, 2006

Some results on the compound Markov binomial model pp. 129-140

Kam-Chuen Yuen and Junyi Guo

Compound mixed Poisson distributions I pp. 141-162

Saralees Nadarajah and Samuel Kotz

Compound Mixed Poisson Distributions II pp. 163-181

Saralees Nadarajah and Samuel Kotz

A Course in Credibility Theory and its Applications, by H. Bühlmann and A. Gisler. Published by Springer 2005 pp. 182-182

Esbjörn Ohlsson

Volume 2006, issue 2, 2006

The distribution of the dividend payments in the compound poisson risk model perturbed by diffusion pp. 73-85

Shuanming Li

Ruin probabilities and aggregrate claims distributions for shot noise Cox processes pp. 86-110

Hansjörg Albrecher and Søren Asmussen c

Bounds of ruin probability for regime-switching models using time scale separation pp. 111-127

G. Yin, Y. J. Liu and H. Yang

Volume 2005, issue 6, 2005

Minimal ruin probabilities and investment under interest force for a class of subexponential distributions pp. 401-416

Peter Grandits

Lundberg parameters for non standard risk processes pp. 417-432

Claudio Macci, Gabriele Stabile and Giovanni Luca Torrisi

The surplus prior to ruin and the deficit at ruin for a correlated risk process pp. 433-445

Andrei Badescu, Lothar Breuer, Steve Drekic, Guy Latouche and David Stanford

The Tail Probability of Discounted Sums of Pareto-like Losses in Insurance pp. 446-461

Marc Goovaerts, Rob Kaas, Roger Laeven, Qihe Tang and Raluca Vernic

Ruin estimation in multivariate models with Clayton dependence structure pp. 462-480

Yuliya Bregman and Claudia Klüppelberg

Volume 2004, issue 6, 2004

Optimal retention levels, given the joint survival of cedent and reinsurer pp. 401-430

V. K. Kaishev

Insurance contracts portfolios with heterogenous parametric life distributions pp. 431-447

M. Dahan, E. Frostig and N. A. Langberg

Credibility ratemaking using collateral information pp. 448-461

Yu Luo, Virginia R. Young and Edward W. Frees

Solvency II – towards a new insurance supervisory system in the EU pp. 462-474

Ulf Linder and Vesa Ronkainen

Book review pp. 475-475

The Editors

Volume 2004, issue 5, 2004

Asymptotics of ruin probabilities for controlled risk processes in the small claims case pp. 321-335

Christian Hipp

A monotonically converging algorithm for the severity of ruin in a discrete semi-markov risk model pp. 336-354

J. M. Reinhard and M. Snoussi

Traditional versus non-traditional reinsurance in a dynamic setting pp. 355-371

Nicole Bäuerle

On accounting standards and fair valuation of life insurance and pension liabilities pp. 372-394

Peter Jørgensen

Book review pp. 395-395

The Editors

Volume 2004, issue 4, 2004

The deficit at ruin in the stationary renewal risk model pp. 241-255

Gordon Willmot

Ruin probabilities and investment under interest force in the presence of regularly varying tails pp. 256-278

J. Gaier and P. Grandits

Huntington's disease, critical illness insurance and life insurance pp. 279-313

Angus Macdonald

Book review pp. 314-315

The Editors

Volume 2004, issue 3, 2004

On Mixed and Compound Mixed Poisson Distributions pp. 161-188

Demetrios L. Antzoulakos and Stathis Chadjiconstantinidis

On Discrete-Time Dynamic Programming in Insurance: Exponential Utility and Minimizing the Ruin Probability pp. 189-210

Manfred Schäl

Extreme Value Theory and Archimedean Copulas pp. 211-228

Mario V. Wüthrich

The Ruin Probability of a Discrete Time Risk Model under Constant Interest Rate with Heavy Tails pp. 229-240

Qihe Tang

Volume 2004, issue 1, 2004

Stochastic Bounds for Discrete-time Claim Processes with Correlated Risks pp. 1-13

Rosa E. Lillo and Patrizia Semeraro

Claiming Strategies and Premium Levels for Bonus Malus Systems pp. 14-27

S. Zacks and B. Levikson

Mean-Variance Optimal Reinsurance Arrangements pp. 28-41

Marek Kaluszka

Estimation of the Characteristics of the Jumps of a General Poisson-Diffusion Model pp. 42-52

Cecilia Mancini

Bootstrapping Parametric Models of Mortality pp. 53-78

Grzegorz A. Rempala and Konrad Szatzschneider