1. Stress scenario generation for solvency and risk management. Issue 6 (2nd July 2016) Authors: Christiansen, Marcus Christian; Henriksen, Lars Frederik Brandt; Schomacker, Kristian Juul; Steffensen, Mogens Journal: Scandinavian actuarial journal Issue: Volume 2016:Issue 6(2016) Page Start: 502 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
2. Asymptotics for a discrete-time risk model with Gamma-like insurance risks. Issue 6 (2nd July 2016) Authors: Yang, Yang; Yuen, Kam C. Journal: Scandinavian actuarial journal Issue: Volume 2016:Issue 6(2016) Page Start: 565 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
3. Cramér–Von Mises distance estimation for some positive infinitely divisible parametric families with actuarial applications. Issue 6 (2nd July 2016) Authors: Luong, Andrew Journal: Scandinavian actuarial journal Issue: Volume 2016:Issue 6(2016) Page Start: 530 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
4. The moments of the time to ruin in dependent Sparre Andersen models with Coxian claim sizes. Issue 6 (2nd July 2016) Authors: Lee, Wing Yan; Willmot, Gordon E. Journal: Scandinavian actuarial journal Issue: Volume 2016:Issue 6(2016) Page Start: 550 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
5. Frailty modelling of time-to-lapse of single policies for customers holding multiple car contracts. Issue 6 (2nd July 2016) Authors: Haugen, Marion; Moger, Tron Anders Journal: Scandinavian actuarial journal Issue: Volume 2016:Issue 6(2016) Page Start: 489 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
6. Dynamic preferences for popular investment strategies in pension funds. Issue 5 (27th May 2016) Authors: Bernard, Carole; Kwak, Minsuk Journal: Scandinavian actuarial journal Issue: Volume 2016:Issue 5(2016) Page Start: 398 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
7. On the time and the number of claims when the surplus drops below a certain level. Issue 5 (27th May 2016) Authors: Li, Shuanming; Lu, Yi Journal: Scandinavian actuarial journal Issue: Volume 2016:Issue 5(2016) Page Start: 420 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
8. The valuation of GMWB variable annuities under alternative fund distributions and policyholder behaviours. Issue 5 (27th May 2016) Authors: Bacinello, Anna Rita; Millossovich, Pietro; Montealegre, Alvaro Journal: Scandinavian actuarial journal Issue: Volume 2016:Issue 5(2016) Page Start: 446 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
9. Equity-linked annuities with multiscale hybrid stochastic and local volatility. Issue 5 (27th May 2016) Authors: Choi, Sun-Yong; Kim, Jeong-Hoon Journal: Scandinavian actuarial journal Issue: Volume 2016:Issue 5(2016) Page Start: 466 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
10. The maximum surplus before ruin for dependent risk models through Farlie–Gumbel–Morgenstern copula. Issue 5 (27th May 2016) Authors: Jiang, Wuyuan; Yang, Zhaojun Journal: Scandinavian actuarial journal Issue: Volume 2016:Issue 5(2016) Page Start: 385 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗