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Scandinavian Actuarial Journal, Volume 2007 Issue 4 2007

ISSN: 1651-2030 (electronic) 0346-1238 (paper)
Publication Frequency: 4 issues per year
Subject: Insurance;
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ORIGINAL ARTICLES
Analysis of a threshold dividend strategy for a MAP risk model
Andrei Badescu;  Steve Drekic; David Landriault
Pages 227 – 247
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On the analysis of a multi-threshold Markovian risk model
Andrei Badescu;  Steve Drekic; David Landriault
Pages 248 – 260
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Multivariate Pareto portfolios: TCE-based capital allocation and divided differences
Arthur Chiragiev; Zinoviy Landsman
Pages 261 – 280
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APPLIED SECTION
Mean and dispersion modelling for policy claims costs
Gillian Z. Heller;  D. Mikis Stasinopoulos;  Robert A. Rigby; Piet De Jong
Pages 281 – 292
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Non-parametric estimation of operational risk losses adjusted for under-reporting
Tine Buch-Kromann;  Martin Englund;  Jim Gustafsson;  Jens Perch Nielsen; Fredrik Thuring
Pages 293 – 304
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