Scandinavian Actuarial Journal Short Title: Scand. Actuarial J. Publisher: Taylor & Francis, Basingstoke ISSN: 0346-1238 Online: http://www.tandfonline.com/loi/sact20 Predecessor: Skandinavisk Aktuarietidskrift Successor: Scandinavian Actuarial Journal Comments: Journal; No longer indexed Documents Indexed: 412 Publications (1974–1999) References Indexed: 379 Publications with 4,673 References. all top 5 Latest Issues 1999, No. 2 (1999) 1999, No. 1 (1999) 1998, No. 2 (1998) 1998, No. 1 (1998) 1997, No. 2 (1997) 1997, No. 1 (1997) 1996, No. 2 (1996) 1996, No. 1 (1996) 1995, No. 2 (1995) 1995, No. 1 (1995) 1994, No. 2 (1994) 1994, No. 1 (1994) 1993, No. 2 (1993) 1993, No. 1 (1993) 1992, No. 2 (1992) 1992, No. 1 (1992) 1991, No. 2 (1991) 1991, No. 1 (1991) 1990, No. 3-4 (1990) 1990, No. 1-2 (1990) 1989, No. 4 (1989) 1989, No. 3 (1989) 1989, No. 2 (1989) 1989, No. 1 (1989) 1988, No. 4 (1988) 1988, No. 3 (1988) 1988, No. 1-2 (1988) 1987 (1987) 1986 (1986) 1985 (1985) 1984 (1984) 1983 (1983) 1982 (1982) 1981 (1981) 1980 (1980) 1979 (1979) 1978 (1978) 1977, Suppl. (1977) 1977 (1977) 1976 (1976) 1975 (1975) 1974 (1974) all top 5 Authors 20 Norberg, Ragnar 19 Sundt, Bjørn Rosted 12 Goovaerts, Marc J. 10 de Vylder, Florent Etienne 9 Thorin, Olof 8 Hoem, Jan Michael 7 Bondesson, Lennart 7 Taylor, Gregory Clive 7 Willmot, Gordon E. 6 Beekman, John A. 6 Hesselager, Ole 6 Møller, Christian Max 6 Neuhaus, Walther 5 Bohman, Harald 5 Brockett, Patrick L. 5 Dickson, David C. M. 5 Grandell, Jan 5 Martin-Löf, Anders 4 Asmussen, Søren 4 Chan, Lai-Kow 4 De Pril, Nelson 4 Dhaene, Jan 4 Fuelling, Clinton P. 4 Gerber, Hans U. 4 Kahane, Yehuda 4 Kremer, Erhard K. 4 Ramlau-Hansen, Henrik 4 Waters, Howard R. 4 Wikstad, Nils 4 Zehnwirth, Benjamin 3 Aalen, Odd Olai 3 Aase, Knut Kristian 3 Arnold, Barry Charles 3 Bühlmann, Hans 3 Elandt-Johnson, Regina C. 3 Goel, Prem K. 3 Janssen, Jacques 3 Kaas, Rob 3 Lwin, Thaung 3 Prawitz, Hakan 3 Schmidli, Hanspeter 3 Seal, Hilary L. 3 Shiu, Elias S. W. 3 Tapiero, Charles S. 2 Ahmad, Ibrahim A. 2 Albrecht, Peter 2 Balakrishnan, Narayanaswamy 2 Berg, Christian 2 Berg, Sven 2 Berliner, Baruch 2 Björk, Tomas 2 Borgan, Ørnulf 2 Chan, Fung-Yee 2 Chaturvedi, Ajit 2 De Schepper, Ann 2 Denuit, Michel M. 2 Doherty, Neil A. 2 Embrechts, Paul 2 Greville, Thomas Nall Eden 2 Haezendonck, Jean 2 Hakulinen, Timo 2 Hassanein, Khatab M. 2 Heijnen, Bart 2 Hickman, James Charles 2 Højgaard, Bjarne 2 Jacque, Laurent L. 2 Jensen, Donald R. 2 Jensen, Jens Ledet 2 Jones, Bruce L. 2 Joshi, Prakash C. 2 Klüppelberg, Claudia 2 Landsman, Zinoviy M. 2 Lefèvre, Claude 2 Linnemann, Per 2 Makov, Udi E. 2 Malinovskiĭ, Vsevolod Konstantinovich 2 Manca, Raimondo 2 Miller, Robert B. 2 Mukhopadhyay, Nitis 2 Nath, G. Baikunth 2 Nielsen, Jens Perch 2 Parker, Gary B. 2 Pentikäinen, Teivo 2 Persson, Svein-Arne 2 Pesonen, Martti I. 2 Pfeifer, Dietmar 2 Prakasa Rao, B. L. S. 2 Ramsay, Colin M. 2 Rao, B. Raja 2 Rootzén, Holger 2 Rosenlund, Stig I. 2 Ruohonen, Matti 2 Simonsen, William 2 Sinha, Tapen 2 Taylor, Greg 2 Vaeth, Michael 2 Veraverbeke, Noël 2 von Bahr, Bengt 2 Wang, Shaun S. 2 Wasan, M. T. ...and 191 more Authors all top 5 Fields 339 Statistics (62-XX) 126 Probability theory and stochastic processes (60-XX) 51 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 35 Numerical analysis (65-XX) 13 Operations research, mathematical programming (90-XX) 8 History and biography (01-XX) 3 Difference and functional equations (39-XX) 3 Biology and other natural sciences (92-XX) 2 Sequences, series, summability (40-XX) 2 Calculus of variations and optimal control; optimization (49-XX) 2 Computer science (68-XX) 2 Systems theory; control (93-XX) 1 General and overarching topics; collections (00-XX) 1 Number theory (11-XX) 1 Linear and multilinear algebra; matrix theory (15-XX) 1 Real functions (26-XX) 1 Special functions (33-XX) 1 Harmonic analysis on Euclidean spaces (42-XX) 1 Integral transforms, operational calculus (44-XX) 1 Integral equations (45-XX) 1 Functional analysis (46-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 331 Publications have been cited 3,173 times in 2,228 Documents Cited by ▼ Year ▼ The distribution of a perpetuity, with applications to risk theory and pension funding. Zbl 0743.62101 Dufresne, Daniel 157 1990 Risk theory in a Markovian environment. Zbl 0684.62073 Asmussen, Søren 108 1989 Optimal proportional reinsurance policies for diffusion models. Zbl 1075.91559 Højgaard, B.; Taksar, M. 72 1998 Optimal insurance and generalized deductibles. Zbl 0306.90009 Arrow, Kenneth J. 63 1974 The probability of ruin in finite time with discrete claim size distribution. Zbl 0926.62103 Picard, Philippe; Lefèvre, Claude 60 1997 Ruin probabilities in the presence of heavy-tails and interest rates. Zbl 1022.60083 Klüppelberg, Claudia; Stadtmüller, Ulrich 55 1998 On the infinite divisibility of the Pareto distribution. Zbl 0355.60016 Thorin, Olof 49 1977 Fitting Tweedie’s compound Poisson model to insurance claims data. Zbl 0802.62089 Jørgensen, Bent; Paes de Souza, Marta C. 49 1994 Risk processes perturbed by alpha-stable Lévy motion. Zbl 1026.60516 Furrer, Hansjörg 46 1998 Harald Cramér and the distribution of prime numbers. Zbl 0833.01018 Granville, Andrew 45 1995 On the infinite divisibility of the lognormal distribution. Zbl 0372.60020 Thorin, Olof 44 1977 Pricing of unit-linked life insurance policies. Zbl 0814.62067 Aase, Knut K.; Persson, Svein-Arne 43 1994 Reserves in life and pension insurance. Zbl 0759.62028 Norberg, Ragnar 42 1991 Approximations for the probability of ruin within finite time. Zbl 0568.62092 Asmussen, Søren 40 1984 A class of approximations of ruin probabilities. Zbl 0384.60057 Grandell, Jan 39 1977 Empirical Bayes credibility. Zbl 0447.62107 Norberg, Ragnar 37 1980 On the probability of ruin in the presence of a linear dividend barrier. Zbl 0455.62086 Gerber, Hans U. 37 1981 The total claims distribution under inflationary conditions. Zbl 0679.62094 Willmot, Gordon E. 32 1989 Exponential inequalities for ruin probabilities in the Cox case. Zbl 0668.62072 Björk, Tomas; Grandell, Jan 31 1988 IBNR-claims and the two-way model of ANOVA. Zbl 0495.62092 Kremer, Erhard 31 1982 On recursive evaluation of mixed Poisson probabilities and related quantities. Zbl 0796.62094 Willmot, Gordon E. 28 1993 The numerical calculation of U(w,t), the probability of non-ruin in an interval (O,t). Zbl 0288.60088 Seal, Hilary L. 26 1974 Hierarchical credibility: Analysis of a random effect linear model with nested classification. Zbl 0649.62099 Norberg, Ragnar 26 1986 On the distribution of the duration of negative surplus. Zbl 0864.62069 Dickson, David C. M.; Egídio dos Reis, Alfredo D. 25 1996 Approximations to ruin probability in the presence of an upper absorbing barrier. Zbl 0584.62174 Dickson, D. C. M.; Gray, J. R. 25 1984 An overview of the theory of large deviations and applications to statistical mechanics. Zbl 0838.60027 Ellis, Richard S. 25 1995 Stein’s two-stage procedure and exact consistency. Zbl 0493.62072 Mukhopadhyay, N. 25 1982 Numerical finite-time ruin probabilities by the Picard-Lefèvre formula. Zbl 0952.91042 De Vylder, Etienne F. 24 1999 Delay in claim settlement and ruin probability approximations. Zbl 0836.62086 Klüppelberg, C.; Mikosch, T. 24 1995 A credibility theory for automobile bonus systems. Zbl 0337.62071 Norberg, Ragnar 23 1976 Exponential and scale mixtures and equilibrium distributions. Zbl 1076.62559 Hesselager, Ole; Wang, Shaun; Willmot, Gordon E. 22 1998 Extreme value statistics and wind storm losses: A case study. Zbl 0926.62104 Rootzén, Holger; Tajvidi, Nader 22 1997 Hattendorff’s theorem and Thiele’s differential equation generalized. Zbl 0755.62081 Norberg, Ragnar 22 1992 Exponential dispersion models and credibility. Zbl 1076.62560 Landsman, Zinoviy M.; Makov, Udi E. 21 1998 Geometrical credibility. Zbl 0345.62082 De Vylder, Fl. 21 1976 Dynamic modelling and causality. Zbl 0691.62087 Aalen, Odd O. 21 1987 Recursive credibility estimation. Zbl 0463.62093 Sundt, Bjorn 20 1981 The dilemma between dividends and safety and a generalization of the Lundberg-Cramer formulas. Zbl 0281.62097 Gerber, Hans 20 1974 Some results on optimal reinsurance in terms of the adjustment coefficient. Zbl 0728.62100 Hesselager, Ole 20 1990 The credibility approach to experience rating. Zbl 0424.62071 Norberg, Ragnar 19 1979 Non-exponential bounds for ruin probabilities with interest effect included. Zbl 0922.62113 Yang, Hailiang 19 1999 Ruin probabilities expressed in terms of ladder height distributions. Zbl 0321.62103 von Bahr, Bengt 19 1974 A contribution to modelling of IBNR claims. Zbl 0648.62106 Norberg, Ragnar 19 1986 Finite-time Lundberg inequalities in the Cox case. Zbl 0785.62094 Embrechts, Paul; Grandell, Jan; Schmidli, Hanspeter 19 1993 Premium control in an insurance system, an approach using linear control theory. Zbl 0509.62097 Martin-Loef, Anders 19 1983 On the rate of convergence of an estimate of a functional of a probability density. Zbl 0285.62016 Schuster, Eugene F. 18 1974 Numerical evaluation of the compound Poisson distribution: Recursion or fast Fourier transform? Zbl 0547.62069 Bühlmann, Hans 18 1984 A diffusion approximation for the ruin function of a risk process with compounding assets. Zbl 0322.62101 Emanuel, David C.; Harrison, J. Michael; Taylor, Allison J. 17 1975 Moments of the present value of a portfolio of policies. Zbl 0802.62091 Parker, Gary 17 1994 A hierarchical credibility regression model. Zbl 0418.62087 Sundt, Bjorn 16 1979 Risk-adjust credibility premiums using distored probabilities. Zbl 1043.91512 Wang, Shaun; Young, Virginia R. 16 1998 Asymptotic ruin probabilites when exponential moments do not exist. Zbl 0321.62102 von Bahr, Bengt 16 1975 Upper bounds on stop-loss premiums under constraints on claim size distribution. Zbl 0369.62111 Taylor, G. C. 16 1977 Abstract credibility. Zbl 0384.62083 Taylor, G. C. 16 1977 Classical numerical ruin probabilities. Zbl 0880.62108 De Vylder, F.; Marceau, E. 16 1996 Payment measures, interest, and discounting. An axiomatic approach with applications to insurance. Zbl 0734.62100 Norberg, Ragnar 16 1990 Entropy, a useful concept in risk theory. Zbl 0649.62098 Martin-Löf, Anders 16 1986 Marker dependent kernel hazard estimation from local linear estimation. Zbl 1031.62502 Nielsen, Jens Perch 15 1998 Excess of loss reinsurance limits. Zbl 0399.62106 Waters, H. R. 15 1979 Lectures on the use of control theory in insurance. Zbl 0802.62090 Martin-Löf, Anders 15 1994 On a class of premium principle including the Esscher principle. Zbl 1031.62505 Kamps, Udo 14 1998 Two-sided bounds for ruin probabilities when the adjustment coefficient does not exist. Zbl 0922.62108 Cai, Jun; Garrido, José 14 1999 Use of differential and integral inequalities to bound ruin and queuing probabilities. Zbl 0338.60005 Taylor, G. C. 14 1976 On asymptotic properties of an estimate of a functional of a probability density. Zbl 0354.62036 Ahmad, Ibrahim A. 14 1976 An extension of the notion of a generalized \(\Gamma\)-convolution. Zbl 0392.60015 Thorin, Olof 14 1978 Lorenz and excess wealth orders, with applications in reinsurance theory. Zbl 0952.91041 Denuit, Michel; Vermandele, Catherine 14 1999 On the representation of additive principles of premium calculation. Zbl 0484.62109 Gerber, Hans U.; Goovaerts, Marc J. 14 1981 An asymptotic formula for the net premium of some reinsurance treaties. Zbl 0543.62089 Kremer, E. 14 1984 Probability of ruin with variable premium rate. Zbl 0426.62069 Taylor, G. C. 13 1980 A multi-level hierarchical credibility regression model. Zbl 0432.62074 Sundt, Bjorn 13 1980 Credibility analysis of a general hierarchical model. Zbl 0399.62105 Taylor, G. C. 13 1979 Calculation of ruin probabilities when the premium depends on the current reserve. Zbl 0711.62097 Petersen, Søren Schock 13 1989 Moments of a class of compound distributions. Zbl 0648.62017 De Pril, Nelson 13 1986 Saddlepoint approximations for the probability of ruin in finite time. Zbl 0836.62082 Barndorff-Nielsen, Ole E.; Schmidli, Hanspeter 13 1995 Two-sided bounds of ruin probabilities. Zbl 0845.62075 Kalashnikov, Vladimir V. 13 1996 On a family of counting distributions and recursions for related compound distributions. Zbl 0746.62102 Schröter, Klaus J. 13 1990 On the theory of moving average graduation. Zbl 0419.62072 Borgan, Ornulf 12 1979 On the convergence rate of fixed-width sequential confidence intervals. Zbl 0431.62054 Csenki, Attila 12 1980 Stationary aspects of the Sparre Andersen risk process and the corresponding ruin probabilities. Zbl 0315.60050 Thorin, Olof 12 1975 Random time changes for multivariate counting processes. Zbl 0375.60066 Aalen, Odd O.; Hoem, Jan M. 12 1978 Stochastic analysis of a portfolio of endowment insurance policies. Zbl 0810.62094 Parker, Gary 12 1994 Insurance calculations using incomplete information. Zbl 0601.62131 Brockett, Patrick L.; Cox, Samuel H. jun. 12 1985 A stochastic version of Thiele’s differential equation. Zbl 0783.62085 Møller, Christian Max 12 1993 A realistic non-homogeneous stochastic pension fund model on scenario basis. Zbl 1078.62531 Janssen, Jacques; Manca, Raimondo 12 1997 Description of MCV, a pseudo-random number generator. Zbl 0331.65004 Pohl, Peter 11 1976 Conditional failure time distributions under competing risk theory with dependent failure times and proportional hazard rates. Zbl 0332.62074 Elandt-Johnson, Regina C. 11 1976 Actuarial values of payment streams. Zbl 0377.62067 Hoem, Jan M.; Aalen, Odd O. 11 1978 A remark on ”A class of approximations of ruin probabilities”. Zbl 0389.62082 Grandell, Jan 11 1978 Hattendorff’s theorem: A Markov chain and counting process approach. Zbl 0659.62121 Ramlau-Hansen, Henrik 11 1988 Improved approximations for the aggregate claims distribution of a life insurance portfolio. Zbl 0664.62113 De Pril, Nelson 11 1988 A nonasymptotic criterion for the evaluation of automobile bonus systems. Zbl 0476.62080 Borgan, Ornulf; Hoem, Jan M.; Norberg, Ragnar 11 1981 The choice of a kernel function in the graduation of counting process intensities. Zbl 0523.62035 Ramlau-Hansen, Henrik 11 1983 Saddlepoint approximations to the distribution of the total claim amount in some recent risk models. Zbl 0780.62081 Jensen, J. L. 11 1991 On estimation of a class of efficacy-related parameters. Zbl 0457.62034 Cheng, K. F.; Serfling, R. J. 10 1981 On approximating distributions by approximating their De Pril transforms. Zbl 1031.62500 Dhaene, Jan; Sundt, Bjørn 10 1998 Some results on moments and cumulants. Zbl 1031.62501 Sundt, Bjørn; Dhaene, Jan; De Pril, Nelson 10 1998 Exact solutions for ruin probability in the presence of an absorbing upper barrier. Zbl 0557.62086 Dickson, D. C. M.; Gray, J. R. 10 1984 Credibility theory for some evolutionary models. Zbl 0503.62088 Kremer, Erhard 10 1982 Duality theory for bounds on integrals with applications to stop-loss premiums. Zbl 0522.62087 de Vylder, F. 10 1983 Optimal reinsurances. Zbl 0544.62096 Pesonen, Martti I. 10 1984 Numerical finite-time ruin probabilities by the Picard-Lefèvre formula. Zbl 0952.91042 De Vylder, Etienne F. 24 1999 Non-exponential bounds for ruin probabilities with interest effect included. Zbl 0922.62113 Yang, Hailiang 19 1999 Two-sided bounds for ruin probabilities when the adjustment coefficient does not exist. Zbl 0922.62108 Cai, Jun; Garrido, José 14 1999 Lorenz and excess wealth orders, with applications in reinsurance theory. Zbl 0952.91041 Denuit, Michel; Vermandele, Catherine 14 1999 Second order behaviour of ruin probabilities. Zbl 0952.91043 Baltrūnas, Aleksandras 8 1999 Bayesian forecasting for accident proneness evaluation. Zbl 0952.91040 Ríos Insua, Sixto; Martín, Jacinto; Ríos Insua, David; Ruggeri, Fabrizio 7 1999 Stochastic ordering of convex-type for discrete bivariate risks. Zbl 0922.62109 Denuit, Michel; Lefèvre, Claude; Mesfioui, M’Hamed 6 1999 On stochastic approximation and credibility. Zbl 0922.62111 Landsman, Zinoviy; Markov, Udi E. 4 1999 Recursion for distribution functions and stop-loss transforms. Zbl 0922.62110 Dhaene, Jan; Willmont, Gordon; Sundt, Bjørn 4 1999 Multivariate boundary kernels from local linear estimation coefficient. Zbl 0922.62045 Nielsen, Jens Perch 4 1999 Approximations for finite horizon ruin probabilities in the renewal model. Zbl 0952.91039 Asmussen, Søren; Højgaard, Bjarne 3 1999 A recursive scheme for perpetuities with random positive interest rates. II: The impenetrable wall. Zbl 0928.62102 De Schepper, Ann; Goovaerts, Mark; Heijnen, Bart 1 1999 Optimal proportional reinsurance policies for diffusion models. Zbl 1075.91559 Højgaard, B.; Taksar, M. 72 1998 Ruin probabilities in the presence of heavy-tails and interest rates. Zbl 1022.60083 Klüppelberg, Claudia; Stadtmüller, Ulrich 55 1998 Risk processes perturbed by alpha-stable Lévy motion. Zbl 1026.60516 Furrer, Hansjörg 46 1998 Exponential and scale mixtures and equilibrium distributions. Zbl 1076.62559 Hesselager, Ole; Wang, Shaun; Willmot, Gordon E. 22 1998 Exponential dispersion models and credibility. Zbl 1076.62560 Landsman, Zinoviy M.; Makov, Udi E. 21 1998 Risk-adjust credibility premiums using distored probabilities. Zbl 1043.91512 Wang, Shaun; Young, Virginia R. 16 1998 Marker dependent kernel hazard estimation from local linear estimation. Zbl 1031.62502 Nielsen, Jens Perch 15 1998 On a class of premium principle including the Esscher principle. Zbl 1031.62505 Kamps, Udo 14 1998 On approximating distributions by approximating their De Pril transforms. Zbl 1031.62500 Dhaene, Jan; Sundt, Bjørn 10 1998 Some results on moments and cumulants. Zbl 1031.62501 Sundt, Bjørn; Dhaene, Jan; De Pril, Nelson 10 1998 On mixed Poisson processes and martingales. Zbl 1021.60039 Grigelionis, Bronius 6 1998 A generalisation of the De Pril transform. Zbl 1031.62507 Sundt, Bjørn 5 1998 Stochastic interest rate in life insurance: The principle of equivalence revisited. Zbl 1031.62506 Persson, Svein-Arne 3 1998 Bounds of ruin probabilities. Zbl 1021.60014 Gureev, A. G. 1 1998 The probability of ruin in finite time with discrete claim size distribution. Zbl 0926.62103 Picard, Philippe; Lefèvre, Claude 60 1997 Extreme value statistics and wind storm losses: A case study. Zbl 0926.62104 Rootzén, Holger; Tajvidi, Nader 22 1997 A realistic non-homogeneous stochastic pension fund model on scenario basis. Zbl 1078.62531 Janssen, Jacques; Manca, Raimondo 12 1997 A recursive scheme for perpetuities with random positive interest rates. I: Analytical results. Zbl 0928.62101 De Schepper, A.; Goovaerts, M. J.; Kaas, R. 7 1997 Estimation of the Lundberg coefficient for a Markov modulated risk model. Zbl 0926.62105 Schmidli, Hanspeter 6 1997 An optimal stopping problem in risk theory. Zbl 0888.62104 Jensen, U. 6 1997 Credibility using a loss function from spline theory. Zbl 0929.62101 Young, Virginia R. 6 1997 Present value of some insurance portfolios. Zbl 0928.62103 Paulsen, Jostein 4 1997 Some new conditions for the increasing convex comparison of risks. Zbl 0926.62102 Pellerey, Franco 3 1997 Upper bounds for the tail of the compound negative binomial distribution. Zbl 0888.62105 Willmot, Gordon E.; Lin, Xiaodong 1 1997 On the distribution of the duration of negative surplus. Zbl 0864.62069 Dickson, David C. M.; Egídio dos Reis, Alfredo D. 25 1996 Classical numerical ruin probabilities. Zbl 0880.62108 De Vylder, F.; Marceau, E. 16 1996 Two-sided bounds of ruin probabilities. Zbl 0845.62075 Kalashnikov, Vladimir V. 13 1996 A recursive procedure for calculation of some mixed compound Poisson distributions. Zbl 0845.62074 Hesselager, Ole 9 1996 Phase-type distributions and risk processes with state-dependent premiums. Zbl 0876.62089 Asmussen, Søren; Bladt, Mogens 8 1996 Approximations and upper bounds on probabilities of large deviations in the problem of ruin within finite time. Zbl 0864.62070 Malinovskii, Vsevolod K. 7 1996 Thiele’s differential equation with stochastic interest of diffusion type. Zbl 0845.62077 Norberg, Ragnar; Møller, Christian Max 5 1996 Transient results for a high demand CCRC model. Zbl 0860.60067 Jones, Bruce L. 3 1996 Addendum to Hattendorff’s theorem and Thiele’s differential equation generalized, SAJ 1992, 2-14. Zbl 0845.62078 Norberg, Ragnar 2 1996 The delta-method for actuarial statistics. Zbl 0848.62055 Hipp, Christian 2 1996 Harald Cramér and the distribution of prime numbers. Zbl 0833.01018 Granville, Andrew 45 1995 An overview of the theory of large deviations and applications to statistical mechanics. Zbl 0838.60027 Ellis, Richard S. 25 1995 Delay in claim settlement and ruin probability approximations. Zbl 0836.62086 Klüppelberg, C.; Mikosch, T. 24 1995 Saddlepoint approximations for the probability of ruin in finite time. Zbl 0836.62082 Barndorff-Nielsen, Ole E.; Schmidli, Hanspeter 13 1995 Asymptotic expansions at work. Zbl 0826.62015 Jensen, Jens Ledet 3 1995 Some recent developments in statistical theory. Zbl 0825.62329 Cox, David R. 1 1995 Factorization theory for probability distributions. Zbl 0833.60016 Bondesson, Lennart 1 1995 Extreme value theory for stochastic processes. Zbl 0830.60044 Rootzén, Holger 1 1995 Fitting Tweedie’s compound Poisson model to insurance claims data. Zbl 0802.62089 Jørgensen, Bent; Paes de Souza, Marta C. 49 1994 Pricing of unit-linked life insurance policies. Zbl 0814.62067 Aase, Knut K.; Persson, Svein-Arne 43 1994 Moments of the present value of a portfolio of policies. Zbl 0802.62091 Parker, Gary 17 1994 Lectures on the use of control theory in insurance. Zbl 0802.62090 Martin-Löf, Anders 15 1994 Stochastic analysis of a portfolio of endowment insurance policies. Zbl 0810.62094 Parker, Gary 12 1994 An upper bound for the probability of ultimate ruin. Zbl 0809.62099 Dickson, David C. M. 6 1994 Corrected normal approximation for the probability of ruin within finite time. Zbl 0845.62076 Malinovskii, Vsevolod K. 5 1994 Double boundary crossing result for the Brownian motion. Zbl 0811.60066 Teunen, Marleen; Goovaerts, Marc 3 1994 A note on compound generalized distributions: A comment on the article by B. Kling and M. Goovaerts. Zbl 0810.62095 Sharif, A. H.; Panjer, H. H. 2 1994 On recursive evaluation of mixed Poisson probabilities and related quantities. Zbl 0796.62094 Willmot, Gordon E. 28 1993 Finite-time Lundberg inequalities in the Cox case. Zbl 0785.62094 Embrechts, Paul; Grandell, Jan; Schmidli, Hanspeter 19 1993 A stochastic version of Thiele’s differential equation. Zbl 0783.62085 Møller, Christian Max 12 1993 A large deviation estimate for ruin probabilities. Zbl 0786.62099 Djehiche, Boualem 9 1993 A note on compound generalized distributions. Zbl 0779.62097 Kling, Bart; Goovaerts, Marc 8 1993 Premiums in a dynamic model of a reinsurance market. Zbl 0793.62060 Aase, Knut K. 5 1993 One approach to dual randomness in life insurance. Zbl 0792.62092 Beekman, John A.; Fuelling, Clinton P. 5 1993 Identities for present values of life insurance benefits. Zbl 0792.62095 Norberg, Ragnar 4 1993 A class of non-stationary reward processes with applications to pension accumulation. Zbl 0783.62087 Sahin, Izzet 2 1993 A defence of the conventional actuarial approach to the estimation of the exposed-to-risk. Zbl 0800.62685 Dorrington, Robert Edwin; Slawski, Janina Krystyna 1 1993 Hattendorff’s theorem and Thiele’s differential equation generalized. Zbl 0755.62081 Norberg, Ragnar 22 1992 Risk exchange. I: A unification of some existing results. Zbl 0758.90014 Taylor, Greg 9 1992 On asymptotically efficient simulation of ruin probabilities in a Markovian environment. Zbl 0755.62080 Lehtonen, Tapani; Nyrhinen, Harri 9 1992 Risk exchange. II: Optimal reinsurance contracts. Zbl 0758.90015 Taylor, Greg 7 1992 IBNR models with random delay distributions. Zbl 0770.62093 Neuhaus, Walther 5 1992 Numerical evaluation of Markov transition probabilities based on the discretized product integral. Zbl 0761.65109 Møller, Christian Max 4 1992 Another pragmatic loss reserving method or Bornhuetter-Ferguson revisited. Zbl 0770.62092 Neuhaus, Walther 4 1992 Rates of risk convergence of empirical linear Bayes estimators. Zbl 0755.62078 Hesselager, Ole 3 1992 On greatest accuracy credibility with limited fluctuation. Zbl 0769.62078 Sundt, Bjørn 2 1992 Martingale results in risk theory with a view to ruin probabilities and diffusions. Zbl 0811.62097 Møller, Christian Max 1 1992 Reserves in life and pension insurance. Zbl 0759.62028 Norberg, Ragnar 42 1991 Saddlepoint approximations to the distribution of the total claim amount in some recent risk models. Zbl 0780.62081 Jensen, J. L. 11 1991 On a class of asymptotically risk-efficient sequential procedures. Zbl 0753.62048 Chaturvedi, Ajit; Pandey, S. K.; Gupta, Manju 7 1991 Noch einige Ungleichungen für charakteristische Funktionen. (Some other inequalities for characteristic functions). Zbl 0752.60015 Prawitz, Håkan 6 1991 An insight into the excess of loss retention limit. Zbl 0783.62082 Centeno, Lourdes 5 1991 Some remarks concerning stochastic interest rates in relation to long term insurance policies. Zbl 0783.62086 Papachristou, Dimitris J.; Waters, Howard R. 5 1991 Prediction of outstanding claims: A hierarchical credibility approach. Zbl 0778.62097 Hesselager, Ole 4 1991 The probability of ultimate ruin with a variable premium loading - a special case. Zbl 0764.62088 Dickson, David C. M. 4 1991 The dynamics of pension funds in a stochastic environment. Zbl 0778.62095 de Dominicis, Rodolfo; Manca, Raimondo; Granata, Laura 2 1991 Asymptotic results for the risk process based on marked point processes. Zbl 0764.62091 Møller, Christian Max 2 1991 Nonparametric estimation of actuarial values. Zbl 0765.62097 Præstgaard, Jens 1 1991 The distribution of a perpetuity, with applications to risk theory and pension funding. Zbl 0743.62101 Dufresne, Daniel 157 1990 Some results on optimal reinsurance in terms of the adjustment coefficient. Zbl 0728.62100 Hesselager, Ole 20 1990 Payment measures, interest, and discounting. An axiomatic approach with applications to insurance. Zbl 0734.62100 Norberg, Ragnar 16 1990 On a family of counting distributions and recursions for related compound distributions. Zbl 0746.62102 Schröter, Klaus J. 13 1990 Optimal premium control in a non-life insurance business. Zbl 0728.62099 Vandebroek, Martina; Dhaene, Jan 9 1990 Discounting certain random sums. Zbl 0728.90012 Artikis, T. P.; Malliaris, A. G. 6 1990 ...and 231 more Documents all cited Publications top 5 cited Publications all top 5 Cited by 2,300 Authors 38 Goovaerts, Marc J. 28 Kremer, Erhard K. 25 Lefèvre, Claude 25 Sundt, Bjørn Rosted 24 Willmot, Gordon E. 22 de Vylder, Florent Etienne 21 Mukhopadhyay, Nitis 20 Asmussen, Søren 19 Li, Shuanming 19 Loisel, Stéphane 19 Norberg, Ragnar 19 Yang, Hailiang 17 Denuit, Michel M. 17 Guo, Junyi 17 Tang, Qihe 16 Dhaene, Jan 16 Young, Virginia R. 16 Yuen, Kam Chuen 15 Hürlimann, Werner 15 Marceau, Étienne 15 Yang, Yang 14 Dickson, David C. M. 13 Albrecher, Hansjörg 13 Christiansen, Marcus Christian 13 Landsman, Zinoviy M. 13 Lu, Yi 13 Nielsen, Jens Perch 12 Kaas, Rob 12 Picard, Philippe 12 Schmidli, Hanspeter 11 Gao, Qingwu 11 Gómez-Déniz, Emilio 11 Kaishev, Vladimir K. 11 Landriault, David 11 Paulsen, Jostein 11 Pitselis, Georgios 11 Taksar, Michael I. 11 Zhang, Yi 10 Bladt, Mogens 10 Bondesson, Lennart 10 Cheung, Eric C. K. 10 Cossette, Hélène 10 D’Amico, Guglielmo 10 Gerber, Hans U. 10 Malinovskiĭ, Vsevolod Konstantinovich 10 Manca, Raimondo 10 Palmowski, Zbigniew 10 Wu, Rong 10 Zhang, Xin 9 Avanzi, Benjamin 9 De Schepper, Ann 9 Embrechts, Paul 9 Furman, Edward 9 Gajek, Lesław 9 Gatto, Riccardo 9 Hipp, Christian 9 Hu, Yijun 9 Makov, Udi E. 9 Torrisi, Giovanni Luca 9 Wang, Rongming 9 Wu, Xianyi 9 Yor, Marc 9 Zhang, Zhimin 8 Furrer, Christian 8 Janssen, Jacques 8 Jiang, Wenjun 8 Macci, Claudio 8 Morales, Manuel 8 Neuhaus, Walther 8 Psarrakos, Georgios 8 Šiaulys, Jonas 8 Zhou, Ming 8 Zitikis, Ričardas 7 Berg, Christian 7 Calderín Ojeda, Enrique 7 Chadjiconstantinidis, Stathis 7 Cheung, Ka Chun 7 Constantinescu, Corina D. 7 De Pril, Nelson 7 Egídio dos Reis, Alfredo D. 7 Heijnen, Bart 7 Ignatov, Zvetan G. 7 Jones, Bruce L. 7 Léveillé, Ghislain 7 Liang, Zhibin 7 Liu, Xijun 7 Mandjes, Michel Robertus Hendrikus 7 Mikhaĭlov, Vladimir Gavrilovich 7 Politis, Konstadinos G. 7 Ren, Jiandong 7 Rudź, Marcin 7 Shiu, Elias S. W. 7 Siu, Tak Kuen 7 Steffensen, Mogens 7 Tan, Ken Seng 7 Thorin, Olof 7 Wang, Kaiyong 7 Waters, Howard R. 7 Weng, Chengguo 7 Wong, Bernard ...and 2,200 more Authors all top 5 Cited in 281 Journals 546 Insurance Mathematics & Economics 145 Scandinavian Actuarial Journal 133 Scandinavian Actuarial Journal 73 North American Actuarial Journal 58 Stochastic Processes and their Applications 57 Blätter (Deutsche Gesellschaft für Versicherungsmathematik) 50 Statistics & Probability Letters 49 Methodology and Computing in Applied Probability 48 Communications in Statistics. Theory and Methods 46 Journal of Applied Probability 37 Journal of Computational and Applied Mathematics 31 ASTIN Bulletin 29 Journal of Statistical Planning and Inference 26 European Actuarial Journal 23 The Annals of Applied Probability 20 Stochastic Models 19 Sequential Analysis 17 Applied Mathematics and Computation 17 Applied Stochastic Models in Business and Industry 15 Lithuanian Mathematical Journal 15 European Journal of Operational Research 14 Advances in Applied Probability 14 Annals of the Institute of Statistical Mathematics 14 The Annals of Statistics 14 Probability in the Engineering and Informational Sciences 13 Journal of Mathematical Analysis and Applications 13 Queueing Systems 13 Finance and Stochastics 12 Journal of Statistical Computation and Simulation 12 Journal of Mathematical Sciences (New York) 11 Journal of Multivariate Analysis 10 Scandinavian Journal of Statistics 10 Journal of Econometrics 10 Acta Mathematicae Applicatae Sinica. 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Theory and Applications 5 Annals of Operations Research 5 Test 5 Statistical Papers 5 Extremes 5 Quantitative Finance 5 Journal of Statistical Mechanics: Theory and Experiment 5 Blätter der DGVFM (Deutsche Gesellschaft für Versicherungs- und Finanzmathematik) 4 Computers & Mathematics with Applications 4 Journal of Mathematical Physics 4 Mathematical Proceedings of the Cambridge Philosophical Society 4 Biometrical Journal 4 Theory of Probability and Mathematical Statistics 4 Journal of Nonparametric Statistics 4 Lobachevskii Journal of Mathematics 4 Journal of Systems Science and Complexity 4 Journal of the Korean Statistical Society 4 Journal of Statistical Theory and Practice 4 Science China. Mathematics 4 Sankhyā. 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Statistical Methodology 3 Discrete Dynamics in Nature and Society 3 Stochastics and Dynamics ...and 181 more Journals all top 5 Cited in 51 Fields 1,169 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 1,078 Statistics (62-XX) 961 Probability theory and stochastic processes (60-XX) 111 Numerical analysis (65-XX) 105 Systems theory; control (93-XX) 73 Operations research, mathematical programming (90-XX) 45 Number theory (11-XX) 31 Calculus of variations and optimal control; optimization (49-XX) 24 Integral equations (45-XX) 22 Statistical mechanics, structure of matter (82-XX) 21 Partial differential equations (35-XX) 20 Biology and other natural sciences (92-XX) 18 Special functions (33-XX) 17 Integral transforms, operational calculus (44-XX) 16 Combinatorics (05-XX) 15 Computer science (68-XX) 11 Approximations and expansions (41-XX) 9 Real functions (26-XX) 7 Difference and functional equations (39-XX) 7 Global analysis, analysis on manifolds (58-XX) 6 Functions of a complex variable (30-XX) 6 Ordinary differential equations (34-XX) 6 Dynamical systems and ergodic theory (37-XX) 5 History and biography (01-XX) 5 Linear and multilinear algebra; matrix theory (15-XX) 5 Topological groups, Lie groups (22-XX) 5 Operator theory (47-XX) 5 Information and communication theory, circuits (94-XX) 4 General and overarching topics; collections (00-XX) 4 Mathematical logic and foundations (03-XX) 4 Field theory and polynomials (12-XX) 4 Measure and integration (28-XX) 4 Abstract harmonic analysis (43-XX) 4 Functional analysis (46-XX) 4 Convex and discrete geometry (52-XX) 3 Algebraic geometry (14-XX) 3 Potential theory (31-XX) 3 Harmonic analysis on Euclidean spaces (42-XX) 3 Fluid mechanics (76-XX) 3 Quantum theory (81-XX) 2 Group theory and generalizations (20-XX) 2 Mechanics of deformable solids (74-XX) 2 Geophysics (86-XX) 1 Nonassociative rings and algebras (17-XX) 1 Several complex variables and analytic spaces (32-XX) 1 General topology (54-XX) 1 Manifolds and cell complexes (57-XX) 1 Mechanics of particles and systems (70-XX) 1 Relativity and gravitational theory (83-XX) 1 Astronomy and astrophysics (85-XX) 1 Mathematics education (97-XX) Citations by Year