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Scandinavian Actuarial Journal

Articles from the last few issues of Scandinavian Actuarial Journal © Routledge, part of the Taylor & Francis Group
  • Optimal expected exponential utility of dividend payments in a Brownian risk model
    Scandinavian Actuarial Journal, Vol. 2007, No. 2. (2007), pp. 73-107.
    by Grandits, Peter, Hubalek, Friedrich, Schachermayer, Walter, Zigo, Mislav
  • Valuation portfolio in non-life insurance
    Scandinavian Actuarial Journal, Vol. 2007, No. 2. (2007), pp. 108-125.
    by Buchwalder, Markus, Buhlmann, Hans, Merz, Michael, Wuthrich, V Mario
  • Solvency II: Calibration for skewness
    Scandinavian Actuarial Journal, Vol. 2007, No. 2. (2007), pp. 126-134.
    by Sandstrom, Arne
  • Topical modelling issues in Solvency II
    Scandinavian Actuarial Journal, Vol. 2007, No. 2. (2007), pp. 135-146.
    by Vesa, Ronkainen, Lasse, Koskinen, Raoul, Berglund
  • An actuarial analysis of the French bonus-malus system
    Scandinavian Actuarial Journal, Vol. 2006, No. 5. (September 2006), pp. 247-264.
    by Pitrebois, Sandra, Denuit, Michel, Walhin, Jean-Franaois
  • On a risk model with dependence between interclaim arrivals and claim sizes
    Scandinavian Actuarial Journal, Vol. 2006, No. 5. (September 2006), pp. 265-285.
    by Boudreault, Mathieu, Cossette, Halane, Landriault, David, Marceau, Etienne
  • Types of dependence and time-dependent association between two lifetimes in single parameter copula models
    Scandinavian Actuarial Journal, Vol. 2006, No. 5. (September 2006), pp. 286-309.
    by Spreeuw, Jaap
  • On the severity of ruin in a Markov-modulated risk model
    Scandinavian Actuarial Journal, Vol. 2006, No. 4. (July 2006), pp. 183-202.
    by Lu, Yi
  • Extreme dependence of multivariate catastrophic losses
    Scandinavian Actuarial Journal, Vol. 2006, No. 4. (July 2006), pp. 203-225.
    by Lescourret, Laurence, Robert, Christian
  • Longevity and adjustment in pension annuities, with application to Finland
    Scandinavian Actuarial Journal, Vol. 2006, No. 4. (July 2006), pp. 226-242.
    by Koissi, Marie-Claire
  • The distribution of the dividend payments in the compound poisson risk model perturbed by diffusion
    Scandinavian Actuarial Journal, Vol. 2006, No. 2. (March 2006), pp. 73-85.
    by Li, Shuanming
  • Ruin probabilities and aggregrate claims distributions for shot noise Cox processes
    Scandinavian Actuarial Journal, Vol. 2006, No. 2. (March 2006), pp. 86-110.
    by Albrecher, Hansjorg, Asmussen, Soren
  • Bounds of ruin probability for regime-switching models using time scale separation
    Scandinavian Actuarial Journal, Vol. 2006, No. 2. (March 2006), pp. 111-127.
    by Yin, , Liu, , Yang,
  • Surplus-linked life insurance
    Scandinavian Actuarial Journal, Vol. 2006, No. 1. (January 2006), pp. 1-22.
    by Mogens Steffensen
  • The fair value of guaranteed annuity options
    Scandinavian Actuarial Journal, Vol. 2006, No. 1. (January 2006), pp. 23-41.
    by Enrico Biffis, Pietro Millossovich
  • Heterogeneity and the need for capital in the individual model
    Scandinavian Actuarial Journal, Vol. 2006, No. 1. (January 2006), pp. 42-66.
    by Michel Denuit, Esther Frostig
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