Abstract 1. By a variable in the sense of the Theory of Probability we mean a quantity z, which may assume certain real values with certain probahilities. We shall call V(t) the probability function of z if, for every real t, V(t) is equal to the probabiliby that z has a value < t, increased…
Scandinavian Actuarial Journal Template
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About the Scandinavian Actuarial Journal format
Scandinavian Actuarial Journal is a peer-reviewed journal published by Taylor & Francis, covering Insurance, Mortality, Demography, Risk Management, Probability and Risk Models, Insurance and Financial Risk Management.
| Publisher | Taylor & Francis |
|---|---|
| Reference style | Author–year (Chicago, T&F) Author–year — (Smith, 2023) in the text Smith, Ada, Ben Jones, and Cara Lee. 2023. "A Representative Article Title." Scandinavian Actuarial Journal 12 (3): 45–58.
Formats any DOI in Scandinavian Actuarial Journal style. No sign-up. |
| Publishes research in | Insurance, Mortality, Demography, Risk Management Probability and Risk Models Insurance and Financial Risk Management Statistical Distribution Estimation and Applications Stochastic processes and financial applications |
| ISSN | 0346-1238 |
| Citation impact (2-yr) | 1.8 |
| h-index | 81 |
| i10-index | 771 |
| Total citations | 34,065 |
| Top institutions publishing here | University of Copenhagen |
| Journal website | www.tandfonline.com |
| You get | A submission-ready PDF and the editable LaTeX source — ready to submit. |
Papers published in Scandinavian Actuarial Journal per year
Citation impact of Scandinavian Actuarial Journal by publication year
Citations each year’s papers have accumulated so far — the most recent years are still building up.
Most-cited papers in Scandinavian Actuarial Journal
Abstract 2.1. Limitations of the parametric methods. In the previous sections we have studied the efficiency of various methods of estimating the force of mortality. The most efficient of these is, at least for large samples, the one given by the maximum likelihood method, and the rest of them have to be compared to this…
Abstract If Vk is the discount factor for the kth period, then Z = Σ k⩾1V 1...Vk Ck is the discounted value of a perpetuity paying Ck at time k. In some cases Z is also the limiting distribution of St =Vt (St-1 +Ct-1 ). This paper 1. reviews the literature concerning Z and {St…
Abstract This report is intended as a contribution to the theory of demand for insurance. In many circumstances, it appears that, given a range of alternative possible insurance policies, the insured would prefer a policy offering complete coverage beyond a deductible. In an earlier paper (Arrow [1]; reprinted in Arrow [3], pp. 212-216), this argument…
Abstract Abstract Upon reading Dr. LUNDBERG'S paper ≫Über die Wahrscheinlichkeitsfunktion einer Risikenmaase≫1 and trying to penetrate it along my own lines of thought, I found another way of deducing some of his formulas, giving the results in a form that directly invites a fairly simple approximation of the probability function. Though time has not permitted…