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Table of contents of journal: *Scandinavian actuarial journal

Results: 126-150/470
Evaluating the financial requirements of a life insurance company via simulation
Authors: Davis, K. Roscoe Leverett, E. J
Citation: . Davis, K. Roscoe et J. Leverett, E., Evaluating the financial requirements of a life insurance company via simulation, Scandinavian actuarial journal , 1975(1), 1975, pp. 54-58
Optimal Proportional Reinsurance Policies in a Dynamic Setting
Authors: Schmidli, H.
Citation: H. Schmidli,, Optimal Proportional Reinsurance Policies in a Dynamic Setting, Scandinavian actuarial journal , 2001(1), 2001, pp. 55-68
Reply to remark by Thelander
Authors: Boyle, P. P.
Citation: . Boyle, P. P., Reply to remark by Thelander, Scandinavian actuarial journal , 1979(1), 1979, pp. 55-56
Insurance economics
Authors: Bohman, H.
Citation: H. Bohman,, Insurance economics, Scandinavian actuarial journal , 1979(2-3), 1979, pp. 57-74
Probability of ruin with variable premium rate
Authors: Taylor, C. G.
Citation: G. Taylor, C., Probability of ruin with variable premium rate, Scandinavian actuarial journal , 1980(2), 1980, pp. 57-76
On the proportionality assumption in the competing risk analysis
Authors: Gupta, C. R.
Citation: . Gupta, C. R., On the proportionality assumption in the competing risk analysis, Scandinavian actuarial journal , 1981(1), 1981, pp. 57-63
Properties and modifications of Whittaker-Henderson graduation
Authors: Chan, Y. F. Mead, R. E.
Citation: F. Chan, Y. et E. Mead, R., Properties and modifications of Whittaker-Henderson graduation, Scandinavian actuarial journal , 1982(1), 1982, pp. 57-61
The probability of ruin in finite time with discrete claim size distribution
Authors: Picard, P. Lefèvre, C.
Citation: P. Picard, et C. Lefèvre,, The probability of ruin in finite time with discrete claim size distribution, Scandinavian actuarial journal , 1997(1), 1997, pp. 58-69
Laplace transforms, Mellin transforms and mixed poisson processes
Authors: Albrecht, P.
Citation: P. Albrecht,, Laplace transforms, Mellin transforms and mixed poisson processes, Scandinavian actuarial journal , 1984(1), 1984, pp. 58-64
Sufficient distance to the barrier during random walk
Authors: Bohman, H.
Citation: H. Bohman,, Sufficient distance to the barrier during random walk, Scandinavian actuarial journal , 1975(1), 1975, pp. 59-61
Risk processes perturbed by α-stable Lévy motion
Authors: Furrer, H.
Citation: H. Furrer,, Risk processes perturbed by α-stable Lévy motion, Scandinavian actuarial journal , 1998(1), 1998, pp. 59-74
On asymptotically efficient simulation of ruin probabilities in a Markovian environment
Authors: Lehtonen, T. Nyrhinen, H.
Citation: T. Lehtonen, et H. Nyrhinen,, On asymptotically efficient simulation of ruin probabilities in a Markovian environment, Scandinavian actuarial journal , 1992(1), 1992, pp. 60-75
A note on compound generalized distributions
Authors: Kling, B. Goovaerts, M.
Citation: B. Kling, et M. Goovaerts,, A note on compound generalized distributions, Scandinavian actuarial journal , 1993(1), 1993, pp. 60-72
How to live with inflation in insurance business
Authors: Bohman, H.
Citation: H. Bohman,, How to live with inflation in insurance business, Scandinavian actuarial journal , 1976(1), 1976, pp. 61-63
Improved approximations for the aggregate claims distribution of a life insurance portfolio
Authors: De Pril, N.
Citation: N. De Pril,, Improved approximations for the aggregate claims distribution of a life insurance portfolio, Scandinavian actuarial journal , 1988(1-3), 1988, pp. 61-68
Book review
Authors: Palmgren, B.
Citation: B. Palmgren,, Book review, Scandinavian actuarial journal , 1975(1), 1975, pp. 62-63
Pareto-optimal risk sharing with fixed costs per claim
Authors: Gollier, C.
Citation: C. Gollier,, Pareto-optimal risk sharing with fixed costs per claim, Scandinavian actuarial journal , 1987(1-2), 1987, pp. 62-73
On Evaluation of the Conditional Distribution of the Deficit at the Time of Ruin
Authors: Willmot, E. G.
Citation: G. Willmot, E., On Evaluation of the Conditional Distribution of the Deficit at the Time of Ruin, Scandinavian actuarial journal , 2000(1), 2000, pp. 63-79
On multi-stage procedures for estimating the largest mean of k NOrmal populations having unequal and unknown variances
Authors: Chaturvedi, A. Gupta, R.
Citation: A. Chaturvedi, et R. Gupta,, On multi-stage procedures for estimating the largest mean of k NOrmal populations having unequal and unknown variances, Scandinavian actuarial journal , 1996(1), 1996, pp. 64-78
Optimal investment-dividend policy of an insurance firm under regulation
Authors: Tapiero, S. C. Zuckerman, D. Kahane, Y.
Citation: C. Tapiero, S. et al., Optimal investment-dividend policy of an insurance firm under regulation, Scandinavian actuarial journal , 1983(2), 1983, pp. 65-76
On a formula of Harald Cramér
Authors: Takács, L.
Citation: L. Takács,, On a formula of Harald Cramér, Scandinavian actuarial journal , 1975(2), 1975, pp. 65-72
Minimax credibility
Authors: Bühlmann, H.
Citation: H. Bühlmann,, Minimax credibility, Scandinavian actuarial journal , 1976(2), 1976, pp. 65-78
A stochastic theory of life insurance
Authors: Martin-Löf, A.
Citation: A. Martin-löf,, A stochastic theory of life insurance, Scandinavian actuarial journal , 1986(2), 1986, pp. 65-81
Net probabilities in the theory of competing risks
Authors: Hakulinen, T.
Citation: T. Hakulinen,, Net probabilities in the theory of competing risks, Scandinavian actuarial journal , 1977(2), 1977, pp. 65-80
On Gerber's fun
Authors: Shiu, W. S. E.
Citation: E. Shiu, W. S., On Gerber's fun, Scandinavian actuarial journal , 1989(2), 1989, pp. 65-68
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