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Content
2003, Volume 2003, Issue 4
- 324-348 Genetics and Insurance: What have we Learned So Far?
by Angus Macdonald - 349-349 Book Review
by The Editors
2003, Volume 2003, Issue 3
- 178-216 Simulating Ruin Probabilities for a Class of Semimartingales by Importance Sampling Methods
by Jostein Paulsen & Bo Normann Rasmussen - 217-237 Ruin Probabilities for Insurance Models Involving Investments
by Jin Ma & Xiaodong Sun - 238-256 On the Sensitivity of Premiums and Reserves to Changes in Valuation Elements
by Vladimir Kalashnikov & Ragnar Norberg
2003, Volume 2003, Issue 2
- 97-118 Asymptotic Theory for a Risk Process with a High Dividend Barrier
by Johan Irbäck - 119-135 Sequential Quasi-Credibility for Scale Dispersion Models
by Zinoviy Landsman & Udi Makov - 136-152 Generalized Life Insurance: Ruin Probabilities
by E. Frostig & S. Haberman & B. Levikson - 153-176 An Actuarial Analysis of Participating Life Insurance
by P. Linnemann
2003, Volume 2003, Issue 1
- 75-96 Semiparametric Estimation for Non-Ruin Probabilities
by Konstadinos Politis
2002, Volume 2002, Issue 4
- 225-245 Optimal Dynamic Premium Control in Non-life Insurance. Maximizing Dividend Pay-outs
by Bjarne Højgaard - 246-279 Pricing Dynamic Insurance Risks Using the Principle of Equivalent Utility
by Virginia Young & Thaleia Zariphopoulou - 280-318 Minimum Rate of Return Guarantees: The Danish Case
by Mette Hansen & Kristian Miltersen
2002, Volume 2002, Issue 3
- 137-137 Information from the Editor
by Arne Sandström - 138-161 Moments of Compound Mixed Poisson Distributions
by Stathis Chadjiconstantinidis & Demetrios Antzoulakos - 162-184 Bayesian Premium Rating with Latent Structure
by Xeni Dimakos & Arnoldo Di Rattalma - 185-211 Bayesian Risk Management for Equity-Linked Insurance
by Mary Hardy - 212-222 Life Insurance Policies with Statistical Heterogeneous Population
by M. Dahan & E. Frostig & N. A. Langberg - 223-224 Book Review
by The Editors
2002, Volume 2002, Issue 2
- 73-128 Perspectives of Risk Sharing
by Knut Aase - 129-136 Optimal Bonus Scales Under Path-Dependent Bonus Rules
by Maria de Lourdes Centeno & João Manuel Andrade Silva
2002, Volume 2002, Issue 1
- 1-2 Useful Information from the Publisher
by The Editors - 3-16 Criteria for the Stochastic Ordering of Random Sums, with Actuarial Applications
by Michel Denuit & Christian Genest & Étienne Marceau - 17-36 Supermodular Order and Lundberg Exponents
by Alessandro Juri - 37-44 Bounds for Ratios of Posterior Expectations: Applications in the Collective Risk Model
by E. Gómez-Déniz & A. Hernández-Bastida & F.J. Vázquez-Polo - 45-67 S -Convex Extrema, Taylor-Type Expansions and Stochastic Approximations
by Michel Denuit - 68-71 Book Reviews
by The Editors
2001, Volume 2001, Issue 2
- 97-97 SAJ to Become a Quarterly Journal
by Arne Sandström - 98-110 Recursive Moments of Compound Renewal Sums with Discounted Claims
by Ghislain Léveillé & José Garrido - 111-125 Pareto Index Estimation Under Moderate Right Censoring
by Jan Beirlant & Armelle Guillou - 126-147 On Bonus and Bonus Prognoses in Life Insurance
by Ragnar Norberg - 148-161 On the Probability of (Non-) Ruin in Infinite Time
by Philippe Picard & Claude Lefèvre - 162-175 Can Losses Caused by Wind Storms be Predicted from Meteorological Observations?
by Holger Rootzén & Nader Tajvidi - 176-187 Presentation and Derivation of a Five-Parameter Survival Function Intended to Model Mortality in Modern Female Populations
by Harald Hannerz - 188-189 Book Review
by Boualem Djehiche - 190-190 Acknowledgements to our Referees
by The Editors
2001, Volume 2001, Issue 1
- 1-17 Pension Funding with Moving Average Rates of Return
by Diane Bédard & Daniel Dufresne - 18-39 Continuity Estimates for Ruin Probabilities
by Farida Enikeeva & Vladimir Kalashnikov & Deimante Rusaityte - 40-54 Comparison of Methods for Evaluation of the Convolution of Two Compound R 1 Distributions
by David Dickson & Bjørn Sundt - 55-68 Optimal Proportional Reinsurance Policies in a Dynamic Setting
by Hanspeter Schmidli - 69-78 On the St. Petersburg Paradox
by Knut Aase - 79-94 Mortality Among the Elderly in Sweden 1988–1997
by Maria Lindbergson - 95-96 Book Review
by Malcolm Campbell
2000, Volume 2000, Issue 2
- 89-101 Likelihood Methods for Combining Tables of Data
by H. Dennis Tolley & Gilbert Fellingham - 102-120 Two-Sided Bounds for Tails of Compound Negative Binomial Distributions in the Exponential and Heavy-Tailed Cases
by Jun Cai & José Garrido - 121-146 Equity and Credibility
by S. David Promislow & Virginia Young - 147-167 Ruin Problems for Phase-Type(2) Risk Processes
by David Dickson & Christian Hipp - 168-179 Knowledge Elicitation of Gompertz' Law of Mortality
by W. J. Willemse & H. Koppelaar - 180-180 Erratum
by The Editors
2000, Volume 2000, Issue 1
- 1-1 Applied Section in the Scandinavian Actuarial Journal
by The Editors - 2-16 Comparison of Some Bayesian Analyses of Heterogeneity in Group Life Insurance
by Svend Haastrup - 17-32 Bivariate Survival Models for Coupled Lives
by Jacques Carriere - 33-45 Insurance Considering a New Stochastic Model for the Discount Factor
by M. Usabel - 46-62 Two-Sided Bounds for the Finite Time Probability of Ruin
by Z. G. Ignatov & V. K. Kaishev - 63-79 On Evaluation of the Conditional Distribution of the Deficit at the Time of Ruin
by Gordon Willmot - 80-88 Measuring and Modelling Technical Risks in Non-Life Insurance
by Torbjörn Andréason & Fredrik Johansson & Björn Palmgren
1999, Volume 1999, Issue 2
- 97-105 Numerical Finite-Time Ruin Probabilities by the Picard-Lef vre Formula
by F. Etienne De Vylder - 106-119 Approximations for Finite Horizon Ruin Probabilities in the Renewal Model
by Søren Asmussen & Bjarne Højgaard - 120-133 Second Order Behaviour of Ruin Probabilities
by Aleksandras Baltrūnas - 134-156 Bayesian Forecasting for Accident Proneness Evaluation
by Sixto Insua & Jacinto Martin & David Insua & Fabrizio Ruggeri - 157-169 A Note on Loadings and Deductibles: Can a Vicious Circle Arise?
by Elisa Luciano - 170-185 Lorenz and Excess Wealth Orders, with Applications in Reinsurance Theory
by Michel Denuit & Catherine Vermandele
1999, Volume 1999, Issue 1
- 1-14 A Recursive Scheme for Perpetuities with Random Positive Interest Rates. II: The Impenetrable Wall
by Ann De Schepper & Bart Heijnen & Marc Goovaerts - 15-31 On Stochastic Approximation and Credibility
by Zinoviy Landsman & Udi Markov - 32-51 Stochastic Orderings of Convex-Type for Discrete Bivariate Risks
by Michel Denuit & Claude Lefévre & M'Hamed Mesfioui - 52-65 Recursions for Distribution Functions and Stop-Loss Transforms
by Jan Dhaene & Gordon Willmot & Bjørn Sundt - 66-79 Non-exponential Bounds for Ruin Probability with Interest Effect Included
by Hailiang Yang - 80-92 Two-Sided Bounds for Ruin Probabilities when the Adjustment Coefficient does not Exist
by Jun Cai & José Garrido - 93-95 Multivariate Boundary Kernels from Local Linear Estimation
by Jens Neilsen - 96-96 Book Review
by The Editors
1998, Volume 1998, Issue 2
- 97-112 Stochastic interest rate in life insurance: The principle of equivalence revisited
by Svein-Arne Persson - 113-124 Marker dependent kernel hazard estimation from local linear estimation
by Jens Perch Nielsen - 125-142 Exponential and scale mixtures and equilibrium distributions
by Ole Hesselager & Shaun Wang & Gordon Willmot - 143-165 Risk-adjusted credibility premiums using distorted probabilities
by Shaun Wang & Virginia Young - 166-180 Optimal proportional reinsurance policies for diffusion models
by B. Højgaard & M. Taksar - 181-187 Bounds of ruin probabilities
by Andrei Gureev
1998, Volume 1998, Issue 1
- 1-23 On approximating distributions by approximating their De Pril transforms
by Jan Dhaene & Bjørn Sundt - 24-40 Some results on moments and cumulants
by Bjørn Sundt & Jan Dhaene & Nelson De Pril - 41-48 A generalisation of the De Pril transform
by Bjørn Sundt - 49-58 Ruin probabilities in the presence of heavy-tails and interest rates
by Claudia Klüppelberg & Ulrich Stadtmüller - 59-74 Risk processes perturbed by α-stable Lévy motion
by Hansjörg Furrer - 75-80 On a class of premium principles including the Esscher principle
by Udo Kamps - 81-88 On mixed poisson processes and martingales
by Bronius Grigelionis - 89-96 Exponential dispersion models and credibility
by Zinoviy Landsman & Udi Makov
1997, Volume 1997, Issue 2
- 97-112 The optimal trading partner for reciprocal insurance treaties
by Richard Watt - 113-137 A realistic non-homogeneous stochastic pension fund model on scenario basis
by Jacques Janssen & Raimondo Manca - 138-148 Upper bounds for the tail of the compound negative binomial distribution
by Gordon E. Willmot & Xiaodong Lin - 149-159 An optimal stopping problem in risk theory
by U. Jensen - 160-185 Credibility using a loss function from Spline theory
by Virginia R. Young - 186-188 Remarks on “A note on compound generalized distributions”
by Hans J. Zwiesler
1997, Volume 1997, Issue 1
- 1-10 A recursive scheme for perpetuities with random positive interest rates. Part I. Analytical results
by A. De Schepper & M. J. Goovaerts & R. Kaas - 11-37 Present value of some insurance portfolios
by Jostein Paulsen - 38-47 Some new conditions for the increasing convex comparison of risks
by Franco Pellerey - 48-57 Estimation of the Lundberg coefficient for a Markov modulated risk model
by Hanspeter Schmidli - 58-69 The probability of ruin in finite time with discrete claim size distribution
by Philippe Picard & Claude Lefèvre - 70-94 Extreme value statistics and wind storm losses: A case study
by Holger Rootzén & Nader Tajvidi - 95-96 Credibility in evolutionary models revisited
by Erhard Kremer
1996, Volume 1996, Issue 2
- 99-108 A stochastic approach to catastrophic risks
by M. Vanneste & M. Goovaerts & F. De Vylder & R. Kaas - 109-123 Classical numerical ruin probabilities
by F. De Vylder & E. Marceau - 124-147 Approximations and upper bounds on probabilities of large deviations in the problem of ruin within finite time
by Vsevolod Malinovskii - 148-164 On the distribution of the duration of negative surplus
by David Dickson & Alfredo Egídio Dos Reis - 165-182 Transient results for a high demand CCRC model
by Bruce Jones - 183-186 A reaction to compound generalized recursions
by A. Boyd & J. Perlman - 187-188 Book Review
by Matti Ruohonen
1996, Volume 1996, Issue 1
- 1-18 Two-sided bounds of ruin probabilities
by Vladimir V. Kalashnikov - 19-36 Phase-type distributions and risk processes with state-dependent premiums
by Søren Asmussen & Mogens Bladt - 37-49 Thiele's differential equation with stochastic interest of diffusion type
by Ragnar Norberg & Christian Max Møller - 50-53 Addendum to Hattendorff's Theorem and Thiele's Differential Equation Generalized, SAJ 1992, 2–14
by Ragnar Norberg - 54-63 A recursive procedure for calculation of some mixed compound poisson distributions
by Ole Hesselager - 64-78 On multi-stage procedures for estimating the largest mean of NOrmal populations having unequal and unknown variances
by Ajit Chaturvedi & Rahul Gupta - 79-94 The delta-method for actuarial statistics
by Christian Hipp