1. A Bayesian non-parametric model for small population mortality. Issue 7 (9th August 2018) Authors: Li, Hong; Lu, Yang Journal: Scandinavian actuarial journal Issue: Volume 2018:Issue 7(2018) Page Start: 605 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
2. A bivariate model for evaluating equity-linked policies with surrender option. Issue 3 (15th March 2016) Authors: De Angelis, Paolo; Martire, Antonio Luciano; Russo, Emilio Journal: Scandinavian actuarial journal Issue: Volume 2016:Issue 3(2016) Page Start: 246 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
3. A class of nonzero-sum investment and reinsurance games subject to systematic risks. Issue 8 (14th September 2017) Authors: Siu, Chi Chung; Yam, Sheung Chi Phillip; Yang, Hailiang; Zhao, Hui Journal: Scandinavian actuarial journal Issue: Volume 2017:Issue 8(2017) Page Start: 670 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
4. A constraint-free approach to optimal reinsurance. Issue 1 (2nd January 2019) Authors: Gerber, Hans U.; Shiu, Elias S.W.; Yang, Hailiang Journal: Scandinavian actuarial journal Issue: Volume 2019:Issue 1(2019) Page Start: 62 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
5. A criterion for the comparison of binary classifiers based on a stochastic dominance with an application to the sale of home insurances. Issue 6 (3rd July 2019) Authors: López-Díaz, María Concepción; López-Díaz, Miguel; Martínez-Fernández, Sergio Journal: Scandinavian actuarial journal Issue: Volume 2019:Issue 6(2019) Page Start: 453 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
6. A data driven binning strategy for the construction of insurance tariff classes. Issue 8 (14th September 2018) Authors: Henckaerts, Roel; Antonio, Katrien; Clijsters, Maxime; Verbelen, Roel Journal: Scandinavian actuarial journal Issue: Volume 2018:Issue 8(2018) Page Start: 681 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
7. A dynamic bivariate common shock model with cumulative effect and its actuarial application. Issue 10 (26th November 2018) Authors: Lee, Hyunju; Cha, Ji Hwan Journal: Scandinavian actuarial journal Issue: Volume 2018:Issue 10(2018) Page Start: 890 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
8. A general class of distortion operators for pricing contingent claims with applications to CAT bonds. Issue 7 (9th August 2019) Authors: Godin, Frédéric; Lai, Van Son; Trottier, Denis-Alexandre Journal: Scandinavian actuarial journal Issue: Volume 2019:Issue 7(2019) Page Start: 558 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
9. A general surplus decomposition principle in life insurance. Issue 10 (26th November 2022) Authors: Jetses, Julian; Christiansen, Marcus C. Journal: Scandinavian actuarial journal Issue: Volume 2022:Issue 10(2022) Page Start: 901 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
10. A generalization of multivariate Pareto distributions: tail risk measures, divided differences and asymptotics. Issue 9 (21st October 2017) Authors: Hendriks, Harrie; Landsman, Zinoviy Journal: Scandinavian actuarial journal Issue: Volume 2017:Issue 9(2017) Page Start: 785 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗