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Optimal reinsurance for several lines of busines
Author: Hobaek Haff, Ingrid; Bang Huseby, Arne; Wang, Yinzhi
Journal: SCANDINAVIAN ACTUARIAL JOURNAL. 2026; Vol. , Issue , pp. -. DOI: 10.1080/03461238.2026.2650318
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Optimal bailout ratcheting of dividends under a Brownian risk mode
Author: Yan, Kaixin; Xu, Ran; Yao, Jing
Journal: SCANDINAVIAN ACTUARIAL JOURNAL. 2026; Vol. , Issue , pp. -. DOI: 10.1080/03461238.2026.2619981
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Stochastic asset allocation and reinsurance strategies for an ambiguity-averse insurer under a generalized contagion risk framewor
Author: Zhang, Pengcheng; Liu, Guo; Zhang, Jiannan
Journal: SCANDINAVIAN ACTUARIAL JOURNAL. 2026; Vol. , Issue , pp. -. DOI: 10.1080/03461238.2026.2624549
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Time-consistent portfolio and contribution selection for defined benefit pension plans under partial informatio
Author: Guan, Guohui; Xie, Jiajin
Journal: SCANDINAVIAN ACTUARIAL JOURNAL. 2025; Vol. , Issue , pp. -. DOI: 10.1080/03461238.2025.2512352
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Valuation of GLWB annuities with optional conversion to combo products providing LTC benefit
Author: Chen, Shaoying; Cui, Zhenyu; Zhang, Zhimin; Zhong, Wei
Journal: SCANDINAVIAN ACTUARIAL JOURNAL. 2025; Vol. , Issue , pp. -. DOI: 10.1080/03461238.2025.2518212
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An axiomatic characterization of the quantile risk-sharing rul
Author: Dhaene, Jan; Robert, Christian Y.; Cheung, Ka Chun; Denuit, Michel
Journal: SCANDINAVIAN ACTUARIAL JOURNAL. 2025; Vol. , Issue , pp. -. DOI: 10.1080/03461238.2025.2498389
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Long-range dependent mortality modeling with cointegratio
Author: Chiu, Mei Choi; Wang, Ling; Wong, Hoi Ying
Journal: SCANDINAVIAN ACTUARIAL JOURNAL. 2025; Vol. , Issue , pp. -. DOI: 10.1080/03461238.2025.2503290
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On the joint tail behavior of randomly weighted sums of dependent random variables with applications to risk theor
Author: Chen, Zhangting; Cheng, Dongya; Zheng, Haoer
Journal: SCANDINAVIAN ACTUARIAL JOURNAL. 2025; Vol. , Issue , pp. -. DOI: 10.1080/03461238.2025.2490120
