JournalTOCs

Scandinavian Actuarial Journal
Journal Prestige (SJR): 0.917

Citation Impact (citeScore): 1
Number of Followers: 2

Hybrid journal * Containing 2 Open Access article(s) in this issue *
ISSN (Print) 0346-1238 - ISSN (Online) 1651-2030
Published by Taylor and Francis

[2648 journals]

Parisian excursion with capital injection for drawdown reflected Lévy
insurance risk process
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  Authors: Budhi Surya, Wenyuan Wang, Xianghua Zhao, Xiaowen Zhou
  Pages: 1 - 26
  Abstract: .
  
  Citation: Scandinavian Actuarial Journal
  PubDate: 2022-06-27T03:01:16Z
  DOI: 10.1080/03461238.2022.2086063
Actuarial-consistency and two-step actuarial valuations: a new paradigm to
insurance valuation
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  Authors: Karim Barigou, Daniël Linders, Fan Yang
  Pages: 1 - 27
  Abstract: .
  
  Citation: Scandinavian Actuarial Journal
  PubDate: 2022-06-27T03:01:09Z
  DOI: 10.1080/03461238.2022.2090272
On the decomposition of an insurer's profits and losses
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  Authors: Marcus C. Christiansen
  Pages: 1 - 20
  Abstract: .
  
  Citation: Scandinavian Actuarial Journal
  PubDate: 2022-06-09T02:28:27Z
  DOI: 10.1080/03461238.2022.2079996
LocalGLMnet: interpretable deep learning for tabular data
Open Access Article
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  Authors: Ronald Richman, Mario V. Wüthrich
  Pages: 1 - 25
  Abstract: .
  
  Citation: Scandinavian Actuarial Journal
  PubDate: 2022-06-08T04:16:05Z
  DOI: 10.1080/03461238.2022.2081816
q-scale function, Banach contraction principle, and ultimate ruin
probability in a Markov-modulated jump–diffusion risk model
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  Authors: Yuxuan Liu, Zhengjun Jiang, Yiwen Zhang
  Pages: 1 - 13
  Abstract: .
  
  Citation: Scandinavian Actuarial Journal
  PubDate: 2022-05-30T04:00:34Z
  DOI: 10.1080/03461238.2022.2078221
Optimal insurance strategy in a risk process under a safety level imposed
on the increments of the process
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  Authors: A. Y. Golubin, V. N. Gridin
  Pages: 1 - 18
  Abstract: .
  
  Citation: Scandinavian Actuarial Journal
  PubDate: 2022-05-18T04:18:08Z
  DOI: 10.1080/03461238.2022.2075282
Reserve-dependent Management Actions in life insurance
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  Authors: Debbie Kusch Falden, Anna Kamille Nyegaard
  Pages: 1 - 19
  Abstract: .
  
  Citation: Scandinavian Actuarial Journal
  PubDate: 2022-04-26T06:23:07Z
  DOI: 10.1080/03461238.2022.2061868
Variable annuity pricing, valuation, and risk management: a survey
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  Authors: Runhuan Feng, Guojun Gan, Ning Zhang
  Pages: 1 - 34
  Abstract: .
  
  Citation: Scandinavian Actuarial Journal
  PubDate: 2022-03-29T02:41:28Z
  DOI: 10.1080/03461238.2022.2049635
A general surplus decomposition principle in life insurance
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  Authors: Julian Jetses, Marcus C. Christiansen
  Pages: 1 - 25
  Abstract: .
  
  Citation: Scandinavian Actuarial Journal
  PubDate: 2022-03-22T05:11:10Z
  DOI: 10.1080/03461238.2022.2049636
Analytic valuation of GMDB options with utility based asset allocation
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  Authors: Eric R. Ulm
  Pages: 1 - 25
  Abstract: .
  
  Citation: Scandinavian Actuarial Journal
  PubDate: 2022-03-09T05:39:15Z
  DOI: 10.1080/03461238.2022.2034127
Optimal reinsurance pricing with ambiguity aversion and relative
performance concerns in the principal-agent model
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  Authors: Ailing Gu, Shumin Chen, Zhongfei Li, Frederi G. Viens
  Pages: 1 - 26
  Abstract: .
  
  Citation: Scandinavian Actuarial Journal
  PubDate: 2022-02-24T04:09:41Z
  DOI: 10.1080/03461238.2022.2026459
Response versus gradient boosting trees, GLMs and neural networks under
Tweedie loss and log-link
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  Authors: Donatien Hainaut, Julien Trufin, Michel Denuit
  Pages: 1 - 26
  Abstract: .
  
  Citation: Scandinavian Actuarial Journal
  PubDate: 2022-02-15T04:15:19Z
  DOI: 10.1080/03461238.2022.2037016
Robust reinsurance contract with learning and ambiguity aversion
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  Authors: Duni Hu, Hailong Wang
  Pages: 1 - 22
  Abstract: .
  
  Citation: Scandinavian Actuarial Journal
  PubDate: 2022-02-09T04:23:02Z
  DOI: 10.1080/03461238.2022.2030398
Pareto-optimal insurance under heterogeneous beliefs and incentive
compatibility
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  Authors: Wenjun Jiang
  Pages: 1 - 19
  Abstract: .
  
  Citation: Scandinavian Actuarial Journal
  PubDate: 2022-02-02T04:30:00Z
  DOI: 10.1080/03461238.2022.2028185
Utilitarian versus neutralitarian design of endowment fund policies
Open Access Article
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  Authors: Johannes M. Schumacher
  Pages: 1 - 31
  Abstract: .
  
  Citation: Scandinavian Actuarial Journal
  PubDate: 2022-01-30T02:19:50Z
  DOI: 10.1080/03461238.2022.2025892
Modelling mortality by continuous benefit amount
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  Authors: Stephen J. Richards
  Pages: 1 - 23
  Abstract: .
  
  Citation: Scandinavian Actuarial Journal
  PubDate: 2022-01-24T01:36:50Z
  DOI: 10.1080/03461238.2022.2025891
Gambler's ruin problem in a Markov-modulated jump-diffusion risk model
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  Authors: Yuxuan Liu, Zhengjun Jiang, Yixin Qu
  Pages: 1 - 13
  Abstract: .
  
  Citation: Scandinavian Actuarial Journal
  PubDate: 2022-01-24T01:30:44Z
  DOI: 10.1080/03461238.2021.2025145
Hereditarity of potential matrices and positive affine prediction of
nonnegative risks from mixture models
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  Authors: Jean Pinquet
  Pages: 1 - 23
  Abstract: .
  
  Citation: Scandinavian Actuarial Journal
  PubDate: 2022-01-05T04:05:53Z
  DOI: 10.1080/03461238.2021.2020892
Modeling surrender risk in life insurance: theoretical and experimental
insight
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  Authors: Mark Kiermayer
  Pages: 1 - 32
  Abstract: .
  
  Citation: Scandinavian Actuarial Journal
  PubDate: 2022-01-05T03:51:07Z
  DOI: 10.1080/03461238.2021.2013308