Scandinavian Actuarial Journal

1996 - 2026

Current editor(s): Boualem Djehiche

From Taylor & Francis Journals
Bibliographic data for series maintained by Chris Longhurst ().

Access Statistics for this journal.
Is something missing from the series or not right? See the RePEc data check for the archive and series.

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

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

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

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

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

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

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

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

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

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

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

Guaranteed Investment Contracts: Distributed and Undistributed Excess Return pp. 257-279: Kristian R. Miltersen and Svein-arne Persson
The estimation of phase-type related functionals using Markov chain Monte Carlo methods pp. 280-300: Mogens Bladt, Antonio Gonzalez and Steffen L. Lauritzen
Ruin Probabilities in the Compound Markov Binomial Model pp. 301-323: Héléne Cossette, David Landriault and Étienne Marceau
Genetics and Insurance: What have we Learned So Far? pp. 324-348: Angus Macdonald
Book Review pp. 349-349: The Editors

Simulating Ruin Probabilities for a Class of Semimartingales by Importance Sampling Methods pp. 178-216: Jostein Paulsen and Bo Normann Rasmussen
Ruin Probabilities for Insurance Models Involving Investments pp. 217-237: Jin Ma and Xiaodong Sun
On the Sensitivity of Premiums and Reserves to Changes in Valuation Elements pp. 238-256: Vladimir Kalashnikov and Ragnar Norberg

Asymptotic Theory for a Risk Process with a High Dividend Barrier pp. 97-118: Johan Irbäck
Sequential Quasi-Credibility for Scale Dispersion Models pp. 119-135: Zinoviy Landsman and Udi Makov
Generalized Life Insurance: Ruin Probabilities pp. 136-152: E. Frostig, S. Haberman and B. Levikson
An Actuarial Analysis of Participating Life Insurance pp. 153-176: P. Linnemann

Semiparametric Estimation for Non-Ruin Probabilities pp. 75-96: Konstadinos Politis