## 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: No longer indexed
 Documents Indexed: 412 Publications (1974–1999) References Indexed: 379 Publications with 4,673 References.
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### Latest Issues

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### 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 192 more Authors
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### 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)

### Citations contained in zbMATH Open

331 Publications have been cited 2,997 times in 2,082 Documents Cited by Year
The distribution of a perpetuity, with applications to risk theory and pension funding. Zbl 0743.62101
Dufresne, Daniel
1990
Risk theory in a Markovian environment. Zbl 0684.62073
Asmussen, Søren
1989
Optimal proportional reinsurance policies for diffusion models. Zbl 1075.91559
Højgaard, B.; Taksar, M.
1998
The probability of ruin in finite time with discrete claim size distribution. Zbl 0926.62103
Picard, Philippe; Lefèvre, Claude
1997
Ruin probabilities in the presence of heavy-tails and interest rates. Zbl 1022.60083
1998
Optimal insurance and generalized deductibles. Zbl 0306.90009
Arrow, Kenneth J.
1974
On the infinite divisibility of the Pareto distribution. Zbl 0355.60016
Thorin, Olof
1977
Risk processes perturbed by alpha-stable Lévy motion. Zbl 1026.60516
Furrer, Hansjörg
1998
Fitting Tweedie’s compound Poisson model to insurance claims data. Zbl 0802.62089
Jørgensen, Bent; Paes de Souza, Marta C.
1994
On the infinite divisibility of the lognormal distribution. Zbl 0372.60020
Thorin, Olof
1977
Pricing of unit-linked life insurance policies. Zbl 0814.62067
1994
Approximations for the probability of ruin within finite time. Zbl 0568.62092
Asmussen, Søren
1984
A class of approximations of ruin probabilities. Zbl 0384.60057
Grandell, Jan
1977
Reserves in life and pension insurance. Zbl 0759.62028
Norberg, Ragnar
1991
On the probability of ruin in the presence of a linear dividend barrier. Zbl 0455.62086
Gerber, Hans U.
1981
Harald Cramér and the distribution of prime numbers. Zbl 0833.01018
Granville, Andrew
1995
Empirical Bayes credibility. Zbl 0447.62107
Norberg, Ragnar
1980
The total claims distribution under inflationary conditions. Zbl 0679.62094
Willmot, Gordon E.
1989
IBNR-claims and the two-way model of ANOVA. Zbl 0495.62092
Kremer, Erhard
1982
Exponential inequalities for ruin probabilities in the Cox case. Zbl 0668.62072
Björk, Tomas; Grandell, Jan
1988
Hierarchical credibility: Analysis of a random effect linear model with nested classification. Zbl 0649.62099
Norberg, Ragnar
1986
Approximations to ruin probability in the presence of an upper absorbing barrier. Zbl 0584.62174
Dickson, D. C. M.; Gray, J. R.
1984
On the distribution of the duration of negative surplus. Zbl 0864.62069
Dickson, David C. M.; Egídio dos Reis, Alfredo D.
1996
On recursive evaluation of mixed Poisson probabilities and related quantities. Zbl 0796.62094
Willmot, Gordon E.
1993
The numerical calculation of U(w,t), the probability of non-ruin in an interval (O,t). Zbl 0288.60088
Seal, Hilary L.
1974
Delay in claim settlement and ruin probability approximations. Zbl 0836.62086
Klüppelberg, C.; Mikosch, T.
1995
Stein’s two-stage procedure and exact consistency. Zbl 0493.62072
1982
Numerical finite-time ruin probabilities by the Picard-Lefèvre formula. Zbl 0952.91042
De Vylder, Etienne F.
1999
A credibility theory for automobile bonus systems. Zbl 0337.62071
Norberg, Ragnar
1976
An overview of the theory of large deviations and applications to statistical mechanics. Zbl 0838.60027
Ellis, Richard S.
1995
Recursive credibility estimation. Zbl 0463.62093
Sundt, Bjorn
1981
Exponential dispersion models and credibility. Zbl 1076.62560
Landsman, Zinoviy M.; Makov, Udi E.
1998
Exponential and scale mixtures and equilibrium distributions. Zbl 1076.62559
Hesselager, Ole; Wang, Shaun; Willmot, Gordon E.
1998
Geometrical credibility. Zbl 0345.62082
De Vylder, Fl.
1976
Some results on optimal reinsurance in terms of the adjustment coefficient. Zbl 0728.62100
Hesselager, Ole
1990
Hattendorff’s theorem and Thiele’s differential equation generalized. Zbl 0755.62081
Norberg, Ragnar
1992
Finite-time Lundberg inequalities in the Cox case. Zbl 0785.62094
Embrechts, Paul; Grandell, Jan; Schmidli, Hanspeter
1993
Dynamic modelling and causality. Zbl 0691.62087
Aalen, Odd O.
1987
The credibility approach to experience rating. Zbl 0424.62071
Norberg, Ragnar
1979
Extreme value statistics and wind storm losses: A case study. Zbl 0926.62104
1997
The dilemma between dividends and safety and a generalization of the Lundberg-Cramer formulas. Zbl 0281.62097
Gerber, Hans
1974
On the rate of convergence of an estimate of a functional of a probability density. Zbl 0285.62016
Schuster, Eugene F.
1974
Ruin probabilities expressed in terms of ladder height distributions. Zbl 0321.62103
von Bahr, Bengt
1974
Premium control in an insurance system, an approach using linear control theory. Zbl 0509.62097
Martin-Loef, Anders
1983
A contribution to modelling of IBNR claims. Zbl 0648.62106
Norberg, Ragnar
1986
Moments of the present value of a portfolio of policies. Zbl 0802.62091
Parker, Gary
1994
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.
1975
Numerical evaluation of the compound Poisson distribution: Recursion or fast Fourier transform? Zbl 0547.62069
Bühlmann, Hans
1984
Non-exponential bounds for ruin probabilities with interest effect included. Zbl 0922.62113
Yang, Hailiang
1999
Classical numerical ruin probabilities. Zbl 0880.62108
De Vylder, F.; Marceau, E.
1996
Upper bounds on stop-loss premiums under constraints on claim size distribution. Zbl 0369.62111
Taylor, G. C.
1977
A hierarchical credibility regression model. Zbl 0418.62087
Sundt, Bjorn
1979
Entropy, a useful concept in risk theory. Zbl 0649.62098
Martin-Löf, Anders
1986
Abstract credibility. Zbl 0384.62083
Taylor, G. C.
1977
Excess of loss reinsurance limits. Zbl 0399.62106
Waters, H. R.
1979
Asymptotic ruin probabilites when exponential moments do not exist. Zbl 0321.62102
von Bahr, Bengt
1975
Payment measures, interest, and discounting. An axiomatic approach with applications to insurance. Zbl 0734.62100
Norberg, Ragnar
1990
Two-sided bounds for ruin probabilities when the adjustment coefficient does not exist. Zbl 0922.62108
Cai, Jun; Garrido, José
1999
An extension of the notion of a generalized $$\Gamma$$-convolution. Zbl 0392.60015
Thorin, Olof
1978
On a class of premium principle including the Esscher principle. Zbl 1031.62505
Kamps, Udo
1998
Marker dependent kernel hazard estimation from local linear estimation. Zbl 1031.62502
Nielsen, Jens Perch
1998
Wang, Shaun; Young, Virginia R.
1998
On asymptotic properties of an estimate of a functional of a probability density. Zbl 0354.62036
1976
Use of differential and integral inequalities to bound ruin and queuing probabilities. Zbl 0338.60005
Taylor, G. C.
1976
An asymptotic formula for the net premium of some reinsurance treaties. Zbl 0543.62089
Kremer, E.
1984
Gerber, Hans U.; Goovaerts, Marc J.
1981
Credibility analysis of a general hierarchical model. Zbl 0399.62105
Taylor, G. C.
1979
Probability of ruin with variable premium rate. Zbl 0426.62069
Taylor, G. C.
1980
A multi-level hierarchical credibility regression model. Zbl 0432.62074
Sundt, Bjorn
1980
Saddlepoint approximations for the probability of ruin in finite time. Zbl 0836.62082
Barndorff-Nielsen, Ole E.; Schmidli, Hanspeter
1995
Two-sided bounds of ruin probabilities. Zbl 0845.62075
1996
Lectures on the use of control theory in insurance. Zbl 0802.62090
Martin-Löf, Anders
1994
Calculation of ruin probabilities when the premium depends on the current reserve. Zbl 0711.62097
Petersen, Søren Schock
1989
Lorenz and excess wealth orders, with applications in reinsurance theory. Zbl 0952.91041
Denuit, Michel; Vermandele, Catherine
1999
Stochastic analysis of a portfolio of endowment insurance policies. Zbl 0810.62094
Parker, Gary
1994
Insurance calculations using incomplete information. Zbl 0601.62131
Brockett, Patrick L.; Cox, Samuel H. jun.
1985
On a family of counting distributions and recursions for related compound distributions. Zbl 0746.62102
Schröter, Klaus J.
1990
Random time changes for multivariate counting processes. Zbl 0375.60066
Aalen, Odd O.; Hoem, Jan M.
1978
On the convergence rate of fixed-width sequential confidence intervals. Zbl 0431.62054
Csenki, Attila
1980
A realistic non-homogeneous stochastic pension fund model on scenario basis. Zbl 1078.62531
Janssen, Jacques; Manca, Raimondo
1997
A stochastic version of Thiele’s differential equation. Zbl 0783.62085
Møller, Christian Max
1993
Stationary aspects of the Sparre Andersen risk process and the corresponding ruin probabilities. Zbl 0315.60050
Thorin, Olof
1975
Saddlepoint approximations to the distribution of the total claim amount in some recent risk models. Zbl 0780.62081
Jensen, J. L.
1991
Actuarial values of payment streams. Zbl 0377.62067
Hoem, Jan M.; Aalen, Odd O.
1978
A remark on ”A class of approximations of ruin probabilities”. Zbl 0389.62082
Grandell, Jan
1978
On the theory of moving average graduation. Zbl 0419.62072
Borgan, Ornulf
1979
A nonasymptotic criterion for the evaluation of automobile bonus systems. Zbl 0476.62080
Borgan, Ornulf; Hoem, Jan M.; Norberg, Ragnar
1981
Description of MCV, a pseudo-random number generator. Zbl 0331.65004
Pohl, Peter
1976
Conditional failure time distributions under competing risk theory with dependent failure times and proportional hazard rates. Zbl 0332.62074
Elandt-Johnson, Regina C.
1976
The choice of a kernel function in the graduation of counting process intensities. Zbl 0523.62035
Ramlau-Hansen, Henrik
1983
Hattendorff’s theorem: A Markov chain and counting process approach. Zbl 0659.62121
Ramlau-Hansen, Henrik
1988
Improved approximations for the aggregate claims distribution of a life insurance portfolio. Zbl 0664.62113
De Pril, Nelson
1988
On estimation of a class of efficacy-related parameters. Zbl 0457.62034
Cheng, K. F.; Serfling, R. J.
1981
On approximating distributions by approximating their De Pril transforms. Zbl 1031.62500
Dhaene, Jan; Sundt, Bjørn
1998
Some results on moments and cumulants. Zbl 1031.62501
Sundt, Bjørn; Dhaene, Jan; De Pril, Nelson
1998
Duality theory for bounds on integrals with applications to stop-loss premiums. Zbl 0522.62087
de Vylder, F.
1983
Optimal reinsurances. Zbl 0544.62096
Pesonen, Martti I.
1984
Moments of a class of compound distributions. Zbl 0648.62017
De Pril, Nelson
1986
Credibility theory for some evolutionary models. Zbl 0503.62088
Kremer, Erhard
1982
Martingales in life insurance. Zbl 0575.62087
Papatriandafylou, Alex; Waters, Howard R.
1984
Numerical finite-time ruin probabilities by the Picard-Lefèvre formula. Zbl 0952.91042
De Vylder, Etienne F.
1999
Non-exponential bounds for ruin probabilities with interest effect included. Zbl 0922.62113
Yang, Hailiang
1999
Two-sided bounds for ruin probabilities when the adjustment coefficient does not exist. Zbl 0922.62108
Cai, Jun; Garrido, José
1999
Lorenz and excess wealth orders, with applications in reinsurance theory. Zbl 0952.91041
Denuit, Michel; Vermandele, Catherine
1999
Second order behaviour of ruin probabilities. Zbl 0952.91043
Baltrūnas, Aleksandras
1999
Bayesian forecasting for accident proneness evaluation. Zbl 0952.91040
Ríos Insua, Sixto; Martín, Jacinto; Ríos Insua, David; Ruggeri, Fabrizio
1999
Stochastic ordering of convex-type for discrete bivariate risks. Zbl 0922.62109
Denuit, Michel; Lefèvre, Claude; Mesfioui, M&rsquo;Hamed
1999
Recursion for distribution functions and stop-loss transforms. Zbl 0922.62110
Dhaene, Jan; Willmont, Gordon; Sundt, Bjørn
1999
Approximations for finite horizon ruin probabilities in the renewal model. Zbl 0952.91039
Asmussen, Søren; Højgaard, Bjarne
1999
On stochastic approximation and credibility. Zbl 0922.62111
Landsman, Zinoviy; Markov, Udi E.
1999
Multivariate boundary kernels from local linear estimation coefficient. Zbl 0922.62045
Nielsen, Jens Perch
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
1999
Optimal proportional reinsurance policies for diffusion models. Zbl 1075.91559
Højgaard, B.; Taksar, M.
1998
Ruin probabilities in the presence of heavy-tails and interest rates. Zbl 1022.60083
1998
Risk processes perturbed by alpha-stable Lévy motion. Zbl 1026.60516
Furrer, Hansjörg
1998
Exponential dispersion models and credibility. Zbl 1076.62560
Landsman, Zinoviy M.; Makov, Udi E.
1998
Exponential and scale mixtures and equilibrium distributions. Zbl 1076.62559
Hesselager, Ole; Wang, Shaun; Willmot, Gordon E.
1998
On a class of premium principle including the Esscher principle. Zbl 1031.62505
Kamps, Udo
1998
Marker dependent kernel hazard estimation from local linear estimation. Zbl 1031.62502
Nielsen, Jens Perch
1998
Wang, Shaun; Young, Virginia R.
1998
On approximating distributions by approximating their De Pril transforms. Zbl 1031.62500
Dhaene, Jan; Sundt, Bjørn
1998
Some results on moments and cumulants. Zbl 1031.62501
Sundt, Bjørn; Dhaene, Jan; De Pril, Nelson
1998
On mixed Poisson processes and martingales. Zbl 1021.60039
Grigelionis, Bronius
1998
A generalisation of the De Pril transform. Zbl 1031.62507
Sundt, Bjørn
1998
Stochastic interest rate in life insurance: The principle of equivalence revisited. Zbl 1031.62506
1998
Bounds of ruin probabilities. Zbl 1021.60014
Gureev, A. G.
1998
The probability of ruin in finite time with discrete claim size distribution. Zbl 0926.62103
Picard, Philippe; Lefèvre, Claude
1997
Extreme value statistics and wind storm losses: A case study. Zbl 0926.62104
1997
A realistic non-homogeneous stochastic pension fund model on scenario basis. Zbl 1078.62531
Janssen, Jacques; Manca, Raimondo
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.
1997
An optimal stopping problem in risk theory. Zbl 0888.62104
Jensen, U.
1997
Credibility using a loss function from spline theory. Zbl 0929.62101
Young, Virginia R.
1997
Estimation of the Lundberg coefficient for a Markov modulated risk model. Zbl 0926.62105
Schmidli, Hanspeter
1997
Present value of some insurance portfolios. Zbl 0928.62103
Paulsen, Jostein
1997
Some new conditions for the increasing convex comparison of risks. Zbl 0926.62102
Pellerey, Franco
1997
Upper bounds for the tail of the compound negative binomial distribution. Zbl 0888.62105
Willmot, Gordon E.; Lin, Xiaodong
1997
On the distribution of the duration of negative surplus. Zbl 0864.62069
Dickson, David C. M.; Egídio dos Reis, Alfredo D.
1996
Classical numerical ruin probabilities. Zbl 0880.62108
De Vylder, F.; Marceau, E.
1996
Two-sided bounds of ruin probabilities. Zbl 0845.62075
1996
A recursive procedure for calculation of some mixed compound Poisson distributions. Zbl 0845.62074
Hesselager, Ole
1996
Phase-type distributions and risk processes with state-dependent premiums. Zbl 0876.62089
1996
Approximations and upper bounds on probabilities of large deviations in the problem of ruin within finite time. Zbl 0864.62070
Malinovskii, Vsevolod K.
1996
Thiele’s differential equation with stochastic interest of diffusion type. Zbl 0845.62077
Norberg, Ragnar; Møller, Christian Max
1996
Transient results for a high demand CCRC model. Zbl 0860.60067
Jones, Bruce L.
1996
Addendum to Hattendorff’s theorem and Thiele’s differential equation generalized, SAJ 1992, 2-14. Zbl 0845.62078
Norberg, Ragnar
1996
The delta-method for actuarial statistics. Zbl 0848.62055
Hipp, Christian
1996
Harald Cramér and the distribution of prime numbers. Zbl 0833.01018
Granville, Andrew
1995
Delay in claim settlement and ruin probability approximations. Zbl 0836.62086
Klüppelberg, C.; Mikosch, T.
1995
An overview of the theory of large deviations and applications to statistical mechanics. Zbl 0838.60027
Ellis, Richard S.
1995
Saddlepoint approximations for the probability of ruin in finite time. Zbl 0836.62082
Barndorff-Nielsen, Ole E.; Schmidli, Hanspeter
1995
Asymptotic expansions at work. Zbl 0826.62015
Jensen, Jens Ledet
1995
Some recent developments in statistical theory. Zbl 0825.62329
Cox, David R.
1995
Factorization theory for probability distributions. Zbl 0833.60016
Bondesson, Lennart
1995
Extreme value theory for stochastic processes. Zbl 0830.60044
Rootzén, Holger
1995
Fitting Tweedie’s compound Poisson model to insurance claims data. Zbl 0802.62089
Jørgensen, Bent; Paes de Souza, Marta C.
1994
Pricing of unit-linked life insurance policies. Zbl 0814.62067
1994
Moments of the present value of a portfolio of policies. Zbl 0802.62091
Parker, Gary
1994
Lectures on the use of control theory in insurance. Zbl 0802.62090
Martin-Löf, Anders
1994
Stochastic analysis of a portfolio of endowment insurance policies. Zbl 0810.62094
Parker, Gary
1994
An upper bound for the probability of ultimate ruin. Zbl 0809.62099
Dickson, David C. M.
1994
Corrected normal approximation for the probability of ruin within finite time. Zbl 0845.62076
Malinovskii, Vsevolod K.
1994
Double boundary crossing result for the Brownian motion. Zbl 0811.60066
Teunen, Marleen; Goovaerts, Marc
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.
1994
On recursive evaluation of mixed Poisson probabilities and related quantities. Zbl 0796.62094
Willmot, Gordon E.
1993
Finite-time Lundberg inequalities in the Cox case. Zbl 0785.62094
Embrechts, Paul; Grandell, Jan; Schmidli, Hanspeter
1993
A stochastic version of Thiele’s differential equation. Zbl 0783.62085
Møller, Christian Max
1993
A large deviation estimate for ruin probabilities. Zbl 0786.62099
Djehiche, Boualem
1993
A note on compound generalized distributions. Zbl 0779.62097
Kling, Bart; Goovaerts, Marc
1993
Premiums in a dynamic model of a reinsurance market. Zbl 0793.62060
Aase, Knut K.
1993
One approach to dual randomness in life insurance. Zbl 0792.62092
Beekman, John A.; Fuelling, Clinton P.
1993
Identities for present values of life insurance benefits. Zbl 0792.62095
Norberg, Ragnar
1993
A class of non-stationary reward processes with applications to pension accumulation. Zbl 0783.62087
Sahin, Izzet
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
1993
Hattendorff’s theorem and Thiele’s differential equation generalized. Zbl 0755.62081
Norberg, Ragnar
1992
On asymptotically efficient simulation of ruin probabilities in a Markovian environment. Zbl 0755.62080
Lehtonen, Tapani; Nyrhinen, Harri
1992
Risk exchange. I: A unification of some existing results. Zbl 0758.90014
Taylor, Greg
1992
Risk exchange. II: Optimal reinsurance contracts. Zbl 0758.90015
Taylor, Greg
1992
IBNR models with random delay distributions. Zbl 0770.62093
Neuhaus, Walther
1992
Numerical evaluation of Markov transition probabilities based on the discretized product integral. Zbl 0761.65109
Møller, Christian Max
1992
Rates of risk convergence of empirical linear Bayes estimators. Zbl 0755.62078
Hesselager, Ole
1992
Another pragmatic loss reserving method or Bornhuetter-Ferguson revisited. Zbl 0770.62092
Neuhaus, Walther
1992
On greatest accuracy credibility with limited fluctuation. Zbl 0769.62078
Sundt, Bjørn
1992
Martingale results in risk theory with a view to ruin probabilities and diffusions. Zbl 0811.62097
Møller, Christian Max
1992
Reserves in life and pension insurance. Zbl 0759.62028
Norberg, Ragnar
1991
Saddlepoint approximations to the distribution of the total claim amount in some recent risk models. Zbl 0780.62081
Jensen, J. L.
1991
On a class of asymptotically risk-efficient sequential procedures. Zbl 0753.62048
Chaturvedi, Ajit; Pandey, S. K.; Gupta, Manju
1991
Noch einige Ungleichungen für charakteristische Funktionen. (Some other inequalities for characteristic functions). Zbl 0752.60015
Prawitz, Håkan
1991
An insight into the excess of loss retention limit. Zbl 0783.62082
Centeno, Lourdes
1991
Some remarks concerning stochastic interest rates in relation to long term insurance policies. Zbl 0783.62086
Papachristou, Dimitris J.; Waters, Howard R.
1991
Prediction of outstanding claims: A hierarchical credibility approach. Zbl 0778.62097
Hesselager, Ole
1991
Dickson, David C. M.
1991
The dynamics of pension funds in a stochastic environment. Zbl 0778.62095
de Dominicis, Rodolfo; Manca, Raimondo; Granata, Laura
1991
Asymptotic results for the risk process based on marked point processes. Zbl 0764.62091
Møller, Christian Max
1991
Nonparametric estimation of actuarial values. Zbl 0765.62097
Præstgaard, Jens
1991
The distribution of a perpetuity, with applications to risk theory and pension funding. Zbl 0743.62101
Dufresne, Daniel
1990
Some results on optimal reinsurance in terms of the adjustment coefficient. Zbl 0728.62100
Hesselager, Ole
1990
Payment measures, interest, and discounting. An axiomatic approach with applications to insurance. Zbl 0734.62100
Norberg, Ragnar
1990
On a family of counting distributions and recursions for related compound distributions. Zbl 0746.62102
Schröter, Klaus J.
1990
Vandebroek, Martina; Dhaene, Jan
1990
On some alternative estimates of the adjustment coefficient in risk theory. Zbl 0755.62076
Deheuvels, Paul; Steinebach, Josef
1990
...and 231 more Documents
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### Cited by 2,112 Authors

 38 Goovaerts, Marc J. 28 Kremer, Erhard K. 25 Sundt, Bjørn Rosted 23 Lefèvre, Claude 23 Willmot, Gordon E. 22 de Vylder, Florent Etienne 20 Asmussen, Søren 20 Mukhopadhyay, Nitis 19 Li, Shuanming 19 Loisel, Stéphane 19 Norberg, Ragnar 18 Yang, Hailiang 17 Guo, Junyi 17 Tang, Qihe 16 Denuit, Michel M. 16 Dhaene, Jan 15 Hürlimann, Werner 15 Marceau, Étienne 15 Young, Virginia R. 15 Yuen, Kam Chuen 14 Dickson, David C. M. 14 Yang, Yang 13 Christiansen, Marcus Christian 13 Landsman, Zinoviy M. 13 Lu, Yi 12 Kaas, Rob 12 Schmidli, Hanspeter 11 Albrecher, Hansjörg 11 Gómez-Déniz, Emilio 11 Kaishev, Vladimir K. 11 Landriault, David 11 Nielsen, Jens Perch 11 Paulsen, Jostein 11 Picard, Philippe 11 Pitselis, Georgios 11 Taksar, Michael I. 10 Bondesson, Lennart 10 D’Amico, Guglielmo 10 Gerber, Hans U. 10 Malinovskiĭ, Vsevolod Konstantinovich 10 Manca, Raimondo 10 Wu, Rong 9 Cheung, Eric C. K. 9 Cossette, Hélène 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 Palmowski, Zbigniew 9 Torrisi, Giovanni Luca 9 Wu, Xianyi 9 Zhang, Yi 8 Avanzi, Benjamin 8 Cai, Jun 8 Gao, Qingwu 8 Janssen, Jacques 8 Macci, Claudio 8 Morales, Manuel 8 Wang, Rongming 8 Yor, Marc 8 Zhang, Xin 8 Zhou, Ming 8 Zitikis, Ričardas 7 Calderín Ojeda, Enrique 7 Cheung, Ka Chun 7 De Pril, Nelson 7 Egídio dos Reis, Alfredo D. 7 Heijnen, Bart 7 Ignatov, Zvetan G. 7 Léveillé, Ghislain 7 Liang, Zhibin 7 Mandjes, Michel Robertus Hendrikus 7 Mikhaĭlov, Vladimir Gavrilovich 7 Neuhaus, Walther 7 Politis, Konstadinos 7 Psarrakos, Georgios 7 Rudź, Marcin 7 Shiu, Elias S. W. 7 Šiaulys, Jonas 7 Siu, Tak Kuen 7 Tan, Ken Seng 7 Thorin, Olof 7 Waters, Howard R. 7 Weng, Chengguo 7 Wong, Bernard 7 Yam, Sheung Chi Phillip 7 Yin, Chuancun 7 Zhang, Zhimin 7 Zhou, Xian 6 Ahmad, Ibrahim A. 6 Bapat, Sudeep R. 6 Beekman, John A. 6 Berg, Christian 6 Bladt, Mogens 6 Brockett, Patrick L. 6 Chadjiconstantinidis, Stathis ...and 2,012 more Authors
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### Cited in 260 Journals

 538 Insurance Mathematics & Economics 145 Scandinavian Actuarial Journal 121 Scandinavian Actuarial Journal 66 North American Actuarial Journal 57 Blätter (Deutsche Gesellschaft für Versicherungsmathematik) 57 Stochastic Processes and their Applications 49 Statistics & Probability Letters 47 Methodology and Computing in Applied Probability 45 Journal of Applied Probability 42 Communications in Statistics. Theory and Methods 36 Journal of Computational and Applied Mathematics 30 ASTIN Bulletin 28 Journal of Statistical Planning and Inference 22 The Annals of Applied Probability 19 Sequential Analysis 18 Stochastic Models 18 European Actuarial Journal 17 Applied Mathematics and Computation 17 Applied Stochastic Models in Business and Industry 14 Advances in Applied Probability 14 Lithuanian Mathematical Journal 14 European Journal of Operational Research 13 Journal of Mathematical Analysis and Applications 13 Annals of the Institute of Statistical Mathematics 13 The Annals of Statistics 12 Queueing Systems 12 Finance and Stochastics 11 Journal of Multivariate Analysis 11 Journal of Statistical Computation and Simulation 11 Journal of Mathematical Sciences (New York) 11 Probability in the Engineering and Informational Sciences 10 Journal of Econometrics 10 Acta Mathematicae Applicatae Sinica. English Series 10 Computational Statistics and Data Analysis 9 Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete 9 Stochastic Analysis and Applications 9 Journal of Theoretical Probability 9 Mathematical and Computer Modelling 9 Bernoulli 9 Acta Mathematica Sinica. English Series 8 Scandinavian Journal of Statistics 8 The Annals of Probability 8 Lifetime Data Analysis 8 Mathematical Problems in Engineering 7 Metrika 7 Applied Mathematics. Series B (English Edition) 7 Journal of Industrial and Management Optimization 7 Stochastics 6 Journal of Mathematical Economics 6 Probability and Mathematical Statistics 6 Probability Theory and Related Fields 6 Mathematical Finance 6 Journal of Applied Statistics 6 Frontiers of Mathematics in China 5 The Canadian Journal of Statistics 5 Journal of Economic Theory 5 Annals of Operations Research 5 Test 5 Statistical Papers 5 Journal of Statistical Mechanics: Theory and Experiment 5 Blätter der DGVFM (Deutsche Gesellschaft für Versicherungs- und Finanzmathematik) 5 Modern Stochastics. Theory and Applications 4 Computers & Mathematics with Applications 4 Biometrical Journal 4 Statistica Neerlandica 4 Theory of Probability and Mathematical Statistics 4 Journal of Nonparametric Statistics 4 Extremes 4 Quantitative Finance 4 Journal of Systems Science and Complexity 4 Journal of the Korean Statistical Society 4 Science China. Mathematics 3 Journal of Mathematical Physics 3 Mathematical Proceedings of the Cambridge Philosophical Society 3 Theory of Probability and its Applications 3 Journal of Approximation Theory 3 Theory and Decision 3 Advances in Applied Mathematics 3 Mathematical Social Sciences 3 Operations Research Letters 3 Physica D 3 Statistics 3 International Journal of Approximate Reasoning 3 Communications in Statistics. Simulation and Computation 3 Cybernetics and Systems Analysis 3 Experimental Mathematics 3 Mathematical Methods of Statistics 3 Mathematical Methods of Operations Research 3 Journal of the Royal Statistical Society. Series B. Statistical Methodology 3 Discrete Dynamics in Nature and Society 3 Lobachevskii Journal of Mathematics 3 Statistical Methods in Medical Research 3 Statistical Methods and Applications 3 Naval Research Logistics Quarterly 3 Journal of Probability and Statistics 3 Matematicheskie Voprosy Kriptografii 2 Journal of Statistical Physics 2 Mathematical Biosciences 2 Physica A 2 Mathematics of Computation ...and 160 more Journals
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### Cited in 49 Fields

 1,093 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 1,026 Statistics (62-XX) 900 Probability theory and stochastic processes (60-XX) 110 Numerical analysis (65-XX) 98 Systems theory; control (93-XX) 73 Operations research, mathematical programming (90-XX) 38 Number theory (11-XX) 22 Integral equations (45-XX) 22 Calculus of variations and optimal control; optimization (49-XX) 19 Biology and other natural sciences (92-XX) 17 Statistical mechanics, structure of matter (82-XX) 16 Special functions (33-XX) 16 Integral transforms, operational calculus (44-XX) 15 Partial differential equations (35-XX) 13 Combinatorics (05-XX) 13 Computer science (68-XX) 11 Approximations and expansions (41-XX) 7 Difference and functional equations (39-XX) 6 Ordinary differential equations (34-XX) 6 Global analysis, analysis on manifolds (58-XX) 5 Topological groups, Lie groups (22-XX) 5 Real functions (26-XX) 5 Functions of a complex variable (30-XX) 5 Dynamical systems and ergodic theory (37-XX) 5 Information and communication theory, circuits (94-XX) 4 History and biography (01-XX) 4 Field theory and polynomials (12-XX) 4 Measure and integration (28-XX) 4 Abstract harmonic analysis (43-XX) 4 Operator theory (47-XX) 3 General and overarching topics; collections (00-XX) 3 Algebraic geometry (14-XX) 3 Linear and multilinear algebra; matrix theory (15-XX) 3 Potential theory (31-XX) 3 Harmonic analysis on Euclidean spaces (42-XX) 3 Functional analysis (46-XX) 3 Convex and discrete geometry (52-XX) 3 Fluid mechanics (76-XX) 2 Mathematical logic and foundations (03-XX) 2 Group theory and generalizations (20-XX) 2 Mechanics of deformable solids (74-XX) 2 Geophysics (86-XX) 1 Several complex variables and analytic spaces (32-XX) 1 General topology (54-XX) 1 Mechanics of particles and systems (70-XX) 1 Quantum theory (81-XX) 1 Relativity and gravitational theory (83-XX) 1 Astronomy and astrophysics (85-XX) 1 Mathematics education (97-XX)