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Table of contents of journal: *Scandinavian actuarial journal

Results: 101-125/470
A stochastic model of computer use
Authors: Fuelling, P. C. Beekman, A. J.
Citation: . Fuelling, P. C. et J. Beekman, A., A stochastic model of computer use, Scandinavian actuarial journal , 1980(1), 1980, pp. 43-52
Factorization theory for probability distributions
Authors: Bondesson, L.
Citation: L. Bondesson,, Factorization theory for probability distributions, Scandinavian actuarial journal , 1995(1), 1995, pp. 44-53
Credibility and relative exchangeability
Authors: Sundt, B.
Citation: B. Sundt,, Credibility and relative exchangeability, Scandinavian actuarial journal , 1979(1), 1979, pp. 45-51
Two-Sided Bounds for the Finite Time Probability of Ruin
Authors: Ignatov, G. Z. Kaishev, K. V.
Citation: Z. Ignatov, G. et V. Kaishev, K., Two-Sided Bounds for the Finite Time Probability of Ruin, Scandinavian actuarial journal , 2000(1), 2000, pp. 46-62
A numerical comment on an upper bound for ruin probabilities
Authors: Wikstad, N.
Citation: N. Wikstad,, A numerical comment on an upper bound for ruin probabilities, Scandinavian actuarial journal , 1983(1), 1983, pp. 46-46
A numerical illustration of differences between ruin probabilities originated in the ordinary and in the stationary cases
Authors: Wikstad, N.
Citation: N. Wikstad,, A numerical illustration of differences between ruin probabilities originated in the ordinary and in the stationary cases, Scandinavian actuarial journal , 1983(1), 1983, pp. 47-48
Random number generators for compound distributions
Authors: Pesonen, I. M.
Citation: M. Pesonen, I., Random number generators for compound distributions, Scandinavian actuarial journal , 1989(1), 1989, pp. 47-60
IBNR-claims and the two-way model of ANOVA
Authors: Kremer, E.
Citation: E. Kremer,, IBNR-claims and the two-way model of ANOVA, Scandinavian actuarial journal , 1982(1), 1982, pp. 47-55
Estimation of the Lundberg coefficient for a Markov modulated risk model
Authors: Schmidli, H.
Citation: H. Schmidli,, Estimation of the Lundberg coefficient for a Markov modulated risk model, Scandinavian actuarial journal , 1997(1), 1997, pp. 48-57
On infinite divisibility of powers of a gamma variable
Authors: Bondesson, L.
Citation: L. Bondesson,, On infinite divisibility of powers of a gamma variable, Scandinavian actuarial journal , 1978(1), 1978, pp. 48-61
Numerical inversion of characteristic functions
Authors: Seal, L. H.
Citation: . Seal, L. H., Numerical inversion of characteristic functions, Scandinavian actuarial journal , 1977(1), 1977, pp. 48-53
The Pareto-optimal design of term life insurance contracts
Authors: Babbel, F. D. Economides, S.
Citation: D. Babbel, F. et S. Economides,, The Pareto-optimal design of term life insurance contracts, Scandinavian actuarial journal , 1985(1), 1985, pp. 49-63
Ruin probabilities in the presence of heavy-tails and interest rates
Authors: Klüppelberg, C. Stadtmüller, U.
Citation: C. Klüppelberg, et U. Stadtmüller,, Ruin probabilities in the presence of heavy-tails and interest rates, Scandinavian actuarial journal , 1998(1), 1998, pp. 49-58
Noch einige Ungleichungen für charakteristische Funktionen
Authors: Prawitz, H.
Citation: H. Prawitz,, Noch einige Ungleichungen für charakteristische Funktionen, Scandinavian actuarial journal , 1991(1), 1991, pp. 49-73
The Swedish automobile portfolio in 1977
Authors: Hallin, M. Ingenbleek, J.
Citation: M. Hallin, et J. Ingenbleek,, The Swedish automobile portfolio in 1977, Scandinavian actuarial journal , 1983(1), 1983, pp. 49-64
Premium valuation in international insurance
Authors: Jacque, L. L. Tapiero, S. C.
Citation: . Jacque, L. L. et C. Tapiero, S., Premium valuation in international insurance, Scandinavian actuarial journal , 1987(1-2), 1987, pp. 50-61
Addendum to Hattendorff's Theorem and Thiele's Differential Equation Generalized, SAJ 1992, 2–14
Authors: Norberg, R.
Citation: R. Norberg,, Addendum to Hattendorff's Theorem and Thiele's Differential Equation Generalized, SAJ 1992, 2–14, Scandinavian actuarial journal , 1996(1), 1996, pp. 50-53
A remark on “The Poisson-Exponential Model and the Non-Central Chi-squared Distribution”
Authors: Thelander, U.
Citation: U. Thelander,, A remark on “The Poisson-Exponential Model and the Non-Central Chi-squared Distribution”, Scandinavian actuarial journal , 1979(1), 1979, pp. 52-54
Recursions for Distribution Functions and Stop-Loss Transforms
Authors: Dhaene, J. Willmot, G. Sundt, B.
Citation: J. Dhaene, et al., Recursions for Distribution Functions and Stop-Loss Transforms, Scandinavian actuarial journal , 1999( ), 1999, pp. 52-65
Gross loading and cost analysis in Norwegian life insurance 1970–73
Authors: Knudsen, A.
Citation: A. Knudsen,, Gross loading and cost analysis in Norwegian life insurance 1970–73, Scandinavian actuarial journal , 1976(1), 1976, pp. 52-60
Recursions for Distribution Functions and Stop-Loss Transforms
Authors: Dhaene, J. Willmot, G. Bjørn, S.
Citation: J. Dhaene, et al., Recursions for Distribution Functions and Stop-Loss Transforms, Scandinavian actuarial journal , 1998(2), 1998, pp. 52-65
Moments of the present value of a portfolio of policies
Authors: Parker, G.
Citation: G. Parker,, Moments of the present value of a portfolio of policies, Scandinavian actuarial journal , 1994(1), 1994, pp. 53-67
Extreme value theory for stochastic processes
Authors: Rootzén, H.
Citation: H. Rootzén,, Extreme value theory for stochastic processes, Scandinavian actuarial journal , 1995(1), 1995, pp. 54-65
A recursive procedure for calculation of some mixed compound poisson distributions
Authors: Hesselager, O.
Citation: O. Hesselager,, A recursive procedure for calculation of some mixed compound poisson distributions, Scandinavian actuarial journal , 1996(1), 1996, pp. 54-63
How different are life insurance and general insurance?
Authors: Bohman, H.
Citation: H. Bohman,, How different are life insurance and general insurance?, Scandinavian actuarial journal , 1977(1), 1977, pp. 54-58
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