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Scandinavian Actuarial Journal

ISSN: 1651-2030 (electronic) 0346-1238 (paper)
Publication Frequency: 4 issues per year
Subject: Insurance;
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Original Article
Stochastic mortality under measure changes
Enrico Biffis;  Michel Denuit; Pierre Devolder
First Published on: 28 October 2009
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Future building water loss projections posed by climate change
Ola Haug;  Xeni K. Dimakos;  Jofrid F. Vårdal;  Magne Aldrin; Elisabeth Meze-Hausken
First Published on: 15 October 2009
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Commutation functions under Gompertz–Makeham mortality
Andreas Nordvall Lagerås
First Published on: 14 October 2009
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Diagonal effects in claims reserving
Anders Hedegaard Jessen; Niels Rietdorf
First Published on: 08 October 2009
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Some results on the joint distribution prior to and at the time of ruin in the classical model
Georgios Psarrakos
First Published on: 29 September 2009
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Inequalities for the De Pril approximation to the distribution of the number of policies with claims
Raluca Vernic;  Jan Dhaene; Bjørn Sundt
First Published on: 29 September 2009
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Analysis of ruin measures for the classical compound Poisson risk model with dependence
Héléne Cossette;  Etienne Marceau; Fouad Marri
First Published on: 09 September 2009
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An effective method for constructing bounds for ruin probabilities for the surplus process perturbed by diffusion
Cary Chi-Liang Tsai; Yi Lu
First Published on: 22 July 2009
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Multiple decrement modeling in the presence of interval censoring and masking
Peter Adamic;  Stephanie Dixon; Daniel Gillis
First Published on: 15 July 2009
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Gerber–Shiu analysis with a generalized penalty function
Eric C. K. Cheung;  David Landriault;  Gordon E. Willmot; Jae-Kyung Woo
First Published on: 14 May 2009
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On the maximum severity of ruin in the compound Poisson model with a threshold dividend strategy
Shuanming Li; YI Lu
First Published on: 01 May 2009
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Strong stability in a two-dimensional classical risk model with independent claims
Zina Benouaret; Djamil Aïssani
First Published on: 08 April 2009
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Moment generating functions of compound renewal sums with discounted claims
Ghislain Léveillé;  José Garrido; Ya Fang Wang
First Published on: 12 March 2009
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Can stocks help mend the asset and liability mismatch?
Boualem Djehiche; Jonas Rinné
First Published on: 10 March 2009
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Higher-order expansions for compound distributions and ruin probabilities with subexponential claims
Hansjörg Albrecher;  Christian Hipp; Dominik Kortschak
First Published on: 25 February 2009
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Pensions and genetics: can longevity genes be reliable risk factors for annuity pricing?
Angus Macdonald; Kenneth McIvor
First Published on: 27 January 2009
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Extremes on the discounted aggregate claims in a time dependent risk model
Alexandru V. Asimit; Andrei L. Badescu
First Published on: 20 January 2009
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Investing for retirement through a with-profits pension scheme: a client's perspective
Michael Preisel;  Søren F. Jarner; Rune Eliasen
First Published on: 08 December 2008
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Optimal dividend payments in the classical risk model when payments are subject to both transaction costs and taxes
Lihua Bai; Junyi Guo
First Published on: 08 December 2008
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Lapse rate modeling: a rational expectation approach
Domenico De Giovanni
First Published on: 08 December 2008
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Modeling multiple risks in the presence of double censoring
Peter F. Adamic
First Published on: 15 October 2008
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