Scandinavian Actuarial Journal is a journal for actuarial sciences that deals, in theory and application, with mathematical methods for insurance and related matters. The bounds of actuarial mathematics are determined by the area of application rather than by uniformity of methods and techniques. Therefore, a paper of interest to Scandinavian Actuarial Journal may have its theoretical basis in probability theory, statistics, operations research, numerical analysis, computer science, demography, mathematical economics, or any other area of applied mathematics; the main criterion is that the paper should be of specific relevance to actuarial applications.
《斯堪的纳维亚精算杂志》（Scandinavian Actuarial Journal）是一本精算学杂志，在理论和应用上处理保险和相关问题的数学方法。精算数学的界限是由应用领域决定的，而不是由方法和技术的一致性决定的。因此，斯堪的纳维亚精算杂志感兴趣的论文可能有其理论基础的概率论，统计学，运筹学，数值分析，计算机科学，人口统计学，数理经济学，或任何其他领域的应用数学;主要的准则是文件必须与精算应用有特定的关系。
Claims frequency modeling using telematics car driving data
来源期刊：Scandinavian Actuarial JournalDOI：10.1080/03461238.2018.1523068
Fair valuation of insurance liabilities via mean-variance hedging in a multi-period setting
来源期刊：Scandinavian Actuarial JournalDOI：10.1080/03461238.2018.1528477
Computing the Gerber–Shiu function by frame duality projection
来源期刊：Scandinavian Actuarial JournalDOI：10.1080/03461238.2018.1557739
Fair valuation of cliquet-style return guarantees in (homogeneous and) heterogeneous life insurance portfolios
来源期刊：Scandinavian Actuarial JournalDOI：10.1080/03461238.2019.1574889
Gibbs posterior inference on value-at-risk
来源期刊：Scandinavian Actuarial JournalDOI：10.1080/03461238.2019.1573754
Interplay of insurance and financial risks in a stochastic environment
来源期刊：Scandinavian Actuarial JournalDOI：10.1080/03461238.2019.1573753
The expected discounted penalty function: from infinite time to finite time
来源期刊：Scandinavian Actuarial JournalDOI：10.1080/03461238.2018.1560955
The maximum entropy mortality model: forecasting mortality using statistical moments
来源期刊：Scandinavian Actuarial JournalDOI：10.1080/03461238.2019.1596974
Budget-constrained optimal reinsurance design under coherent risk measures
来源期刊：Scandinavian Actuarial JournalDOI：10.1080/03461238.2019.1598891
Continuous chain-ladder with paid data
来源期刊：Scandinavian Actuarial JournalDOI：10.1080/03461238.2019.1694973
Periodic threshold-type dividend strategy in the compound Poisson risk model
来源期刊：Scandinavian Actuarial JournalDOI：10.1080/03461238.2018.1481454
A constraint-free approach to optimal reinsurance
来源期刊：Scandinavian Actuarial JournalDOI：10.1080/03461238.2018.1488272
A two-dimensional dividend problem for collaborating companies and an optimal stopping problem
来源期刊：Scandinavian Actuarial JournalDOI：10.1080/03461238.2018.1498387
Modeling cause-of-death mortality using hierarchical Archimedean copula
来源期刊：Scandinavian Actuarial JournalDOI：10.1080/03461238.2018.1546224
Parisian types of ruin probabilities for a class of dependent risk-reserve processes
来源期刊：Scandinavian Actuarial JournalDOI：10.1080/03461238.2018.1483420
A multi-dimensional Bühlmann credibility approach to modeling multi-population mortality rates
来源期刊：Scandinavian Actuarial JournalDOI：10.1080/03461238.2018.1563911
Extending composite loss models using a general framework of advanced computational tools
来源期刊：Scandinavian Actuarial JournalDOI：10.1080/03461238.2019.1596151
A ruin model with a resampled environment
来源期刊：Scandinavian Actuarial JournalDOI：10.1080/03461238.2019.1667424
Approximation methods for piecewise deterministic Markov processes and their costs
来源期刊：Scandinavian Actuarial JournalDOI：10.1080/03461238.2018.1560357
Multivariate Cox Hidden Markov models with an application to operational risk
来源期刊：Scandinavian Actuarial JournalDOI：10.1080/03461238.2019.1598482
Combined tail estimation using censored data and expert information
来源期刊：Scandinavian Actuarial JournalDOI：10.1080/03461238.2019.1694974
Survival analysis of pension scheme mortality when data are missing
来源期刊：Scandinavian Actuarial JournalDOI：10.1080/03461238.2019.1580610
Concordance-based predictive measures in regression models for discrete responses
来源期刊：Scandinavian Actuarial JournalDOI：10.1080/03461238.2019.1624274
Dynamic principal component regression for forecasting functional time series in a group structure
来源期刊：Scandinavian Actuarial JournalDOI：10.1080/03461238.2019.1663553
Reinsurance contract design with adverse selection
来源期刊：Scandinavian Actuarial JournalDOI：10.1080/03461238.2019.1616323
A general class of distortion operators for pricing contingent claims with applications to CAT bonds
来源期刊：Scandinavian Actuarial JournalDOI：10.1080/03461238.2019.1581837
Insurance loss coverage and social welfare
来源期刊：Scandinavian Actuarial JournalDOI：10.1080/03461238.2018.1513865
Comparisons of aggregate claim numbers and amounts: a study of heterogeneity
来源期刊：Scandinavian Actuarial JournalDOI：10.1080/03461238.2018.1557738
Life insurance decisions under recursive utility
来源期刊：Scandinavian Actuarial JournalDOI：10.1080/03461238.2018.1541025
On additivity of tail comonotonic risks
来源期刊：Scandinavian Actuarial JournalDOI：10.1080/03461238.2019.1626762
Optimal proportional reinsurance with a loss-dependent premium principle
来源期刊：Scandinavian Actuarial JournalDOI：10.1080/03461238.2019.1604426
A logistic two-population mortality projection model for modelling mortality at advanced ages for both sexes
来源期刊：Scandinavian Actuarial JournalDOI：10.1080/03461238.2018.1511464
An introduction to gevistic regression mortality models
来源期刊：Scandinavian Actuarial JournalDOI：10.1080/03461238.2019.1586756
Spatial statistical modelling of insurance risk: a spatial epidemiological approach to car insurance
来源期刊：Scandinavian Actuarial JournalDOI：10.1080/03461238.2019.1576146
Tax- and expense-modified risk-minimization for insurance payment processes
来源期刊：Scandinavian Actuarial JournalDOI：10.1080/03461238.2020.1790413
One-year estimation uncertainty in some claim development models
来源期刊：Scandinavian Actuarial JournalDOI：10.1080/03461238.2019.1586757
Representation of concave distortions and applications
来源期刊：Scandinavian Actuarial JournalDOI：10.1080/03461238.2019.1615543
A criterion for the comparison of binary classifiers based on a stochastic dominance with an application to the sale of home insurances
来源期刊：Scandinavian Actuarial JournalDOI：10.1080/03461238.2019.1574237
Intrinsic objective Bayesian estimation of the mean of the Tweedie family
来源期刊：Scandinavian Actuarial JournalDOI：10.1080/03461238.2019.1584912
Compound trend renewal process with discounted claims: a unified approach
来源期刊：Scandinavian Actuarial JournalDOI：10.1080/03461238.2018.1543130
Multivariate lifetime distributions for the exponential dispersion family
来源期刊：Scandinavian Actuarial JournalDOI：10.1080/03461238.2018.1556727
Focussed selection of the claim severity distribution
来源期刊：Scandinavian Actuarial JournalDOI：10.1080/03461238.2018.1519847
Asymptotics of bond yields and volatilities for extended CIR models under the real-world measure
来源期刊：Scandinavian Actuarial JournalDOI：10.1080/03461238.2019.1627574
Reinsurance premium principles based on weighted loss functions
来源期刊：Scandinavian Actuarial JournalDOI：10.1080/03461238.2019.1628101
Potential measures and expected present value of operating costs until ruin in renewal risk models with general interclaim times
来源期刊：Scandinavian Actuarial JournalDOI：10.1080/03461238.2018.1525423
Ragnar Norberg (1945–2017): an actuary of a unique kind
来源期刊：Scandinavian Actuarial JournalDOI：10.1080/03461238.2019.1589565
