Scandinavian Actuarial Journal

1996 - 2025

Current editor(s): Boualem Djehiche

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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

Optimal Dynamic Premium Control in Non-life Insurance. Maximizing Dividend Pay-outs pp. 225-245: Bjarne Højgaard
Pricing Dynamic Insurance Risks Using the Principle of Equivalent Utility pp. 246-279: Virginia Young and Thaleia Zariphopoulou
Minimum Rate of Return Guarantees: The Danish Case pp. 280-318: Mette Hansen and Kristian Miltersen

Information from the Editor pp. 137-137: Arne Sandström
Moments of Compound Mixed Poisson Distributions pp. 138-161: Stathis Chadjiconstantinidis and Demetrios Antzoulakos
Bayesian Premium Rating with Latent Structure pp. 162-184: Xeni Dimakos and Arnoldo Di Rattalma
Bayesian Risk Management for Equity-Linked Insurance pp. 185-211: Mary Hardy
Life Insurance Policies with Statistical Heterogeneous Population pp. 212-222: M. Dahan, E. Frostig and N. A. Langberg
Book Review pp. 223-224: The Editors

Perspectives of Risk Sharing pp. 73-128: Knut Aase
Optimal Bonus Scales Under Path-Dependent Bonus Rules pp. 129-136: Maria de Lourdes Centeno and João Manuel Andrade Silva

Useful Information from the Publisher pp. 1-2: The Editors
Criteria for the Stochastic Ordering of Random Sums, with Actuarial Applications pp. 3-16: Michel Denuit, Christian Genest and Étienne Marceau
Supermodular Order and Lundberg Exponents pp. 17-36: Alessandro Juri
Bounds for Ratios of Posterior Expectations: Applications in the Collective Risk Model pp. 37-44: E. Gómez-Déniz, A. Hernández-Bastida and F.J. Vázquez-Polo
S -Convex Extrema, Taylor-Type Expansions and Stochastic Approximations pp. 45-67: Michel Denuit
Book Reviews pp. 68-71: The Editors

SAJ to Become a Quarterly Journal pp. 97-97: Arne Sandström
Recursive Moments of Compound Renewal Sums with Discounted Claims pp. 98-110: Ghislain Léveillé and José Garrido
Pareto Index Estimation Under Moderate Right Censoring pp. 111-125: Jan Beirlant and Armelle Guillou
On Bonus and Bonus Prognoses in Life Insurance pp. 126-147: Ragnar Norberg
On the Probability of (Non-) Ruin in Infinite Time pp. 148-161: Philippe Picard and Claude Lefèvre
Can Losses Caused by Wind Storms be Predicted from Meteorological Observations? pp. 162-175: Holger Rootzén and Nader Tajvidi
Presentation and Derivation of a Five-Parameter Survival Function Intended to Model Mortality in Modern Female Populations pp. 176-187: Harald Hannerz
Book Review pp. 188-189: Boualem Djehiche
Acknowledgements to our Referees pp. 190-190: The Editors

Pension Funding with Moving Average Rates of Return pp. 1-17: Diane Bédard and Daniel Dufresne
Continuity Estimates for Ruin Probabilities pp. 18-39: Farida Enikeeva, Vladimir Kalashnikov and Deimante Rusaityte
Comparison of Methods for Evaluation of the Convolution of Two Compound R 1 Distributions pp. 40-54: David Dickson and Bjørn Sundt
Optimal Proportional Reinsurance Policies in a Dynamic Setting pp. 55-68: Hanspeter Schmidli
On the St. Petersburg Paradox pp. 69-78: Knut Aase
Mortality Among the Elderly in Sweden 1988–1997 pp. 79-94: Maria Lindbergson
Book Review pp. 95-96: Malcolm Campbell

Likelihood Methods for Combining Tables of Data pp. 89-101: H. Dennis Tolley and Gilbert Fellingham
Two-Sided Bounds for Tails of Compound Negative Binomial Distributions in the Exponential and Heavy-Tailed Cases pp. 102-120: Jun Cai and José Garrido
Equity and Credibility pp. 121-146: S. David Promislow and Virginia Young
Ruin Problems for Phase-Type(2) Risk Processes pp. 147-167: David Dickson and Christian Hipp
Knowledge Elicitation of Gompertz' Law of Mortality pp. 168-179: W. J. Willemse and H. Koppelaar
Erratum pp. 180-180: The Editors

Applied Section in the Scandinavian Actuarial Journal pp. 1-1: The Editors
Comparison of Some Bayesian Analyses of Heterogeneity in Group Life Insurance pp. 2-16: Svend Haastrup
Bivariate Survival Models for Coupled Lives pp. 17-32: Jacques Carriere
Insurance Considering a New Stochastic Model for the Discount Factor pp. 33-45: M. Usabel
Two-Sided Bounds for the Finite Time Probability of Ruin pp. 46-62: Z. G. Ignatov and V. K. Kaishev
On Evaluation of the Conditional Distribution of the Deficit at the Time of Ruin pp. 63-79: Gordon Willmot
Measuring and Modelling Technical Risks in Non-Life Insurance pp. 80-88: Torbjörn Andréason, Fredrik Johansson and Björn Palmgren