Scandinavian Actuarial Journal

Title Publication Date Language Citations
The Distribution of a Perpetuity, with Applications to Risk Theory and Pension Funding1990/01/01English221
On the composition of elementary errors1928/01/01Norwegian201
Modelling and management of mortality risk: a review2008/06/01English174
Optimal insurance and generalized deductibles1974/01/01English169
Optimal Proportional Reinsurance Policies in a Dynamic Setting2001/01/01English167
Risk theory in a Markovian environment1989/05/01English153
Modeling actuarial data with a composite lognormal-Pareto model2005/09/01133
On a risk model with dependence between interclaim arrivals and claim sizes2006/09/01English118
The Poisson-Inverse Gaussian distribution as an alternative to the negative binomial1987/07/01English114
Bootstrapping the Poisson log-bilinear model for mortality forecasting2005/05/01English113
On composite lognormal-Pareto models2007/03/01English110
Fitting Tweedie's compound poisson model to insurance claims data1994/01/01English109
Micro-level stochastic loss reserving for general insurance2013/05/17English99
Extremes on the discounted aggregate claims in a time dependent risk model2010/06/01English97
On the theory of mortality measurement1956/07/01English90
Understanding, modelling and managing longevity risk: key issues and main challenges2012/09/01English86
Optimal dynamic reinsurance with dependent risks: variance premium principle2014/03/07English84
Optimal proportional reinsurance policies for diffusion models1998/07/01English84
A mixed copula model for insurance claims and claim sizes2012/12/01English83
The probability of ruin in finite time with discrete claim size distribution1997/01/01English82
Pricing of Unit-linked Life Insurance Policies1994/01/01English76
On the infinite divisibility of the lognormal distribution1977/03/01English75
Guaranteed Investment Contracts: Distributed and Undistributed Excess Return2003/10/01English74
On fitting generalized linear and non-linear models of mortality2014/07/04English74
Ruin probabilities in the presence of heavy-tails and interest rates1998/01/01English74
Estimation of the Characteristics of the Jumps of a General Poisson-Diffusion Model2004/02/01English72
»Smooth test» for goodness of fit1937/07/01German72
A contribution to the theory of statistical estimation1946/01/01English72
Characterizations of optimal reinsurance treaties: a cost-benefit approach2015/06/30English71
Randomized observation periods for the compound Poisson risk model: the discounted penalty function2013/11/01English71