Scandinavian Actuarial Journal
ISSN:0346-1238

Scandinavian Actuarial Journal

SCAND ACTUAR J
学科领域:经济学
是否预警:不在预警名单内
是否OA:
录用周期:>12周,或约稿
新锐分区:经济学3区
年发文量:38
影响因子:1.4
JCR分区:Q2

基本信息

《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。
0346-1238SCIE/SSCI/Scopus收录
1.4
1.6
2026年3月发布
点击查看历史分区趋势    >
大类学科小类学科Top期刊综述期刊
经济学3区
MATHEMATICS, INTERDISCIPLINARY APPLICATIONS 数学跨学科应用
3区
SOCIAL SCIENCES, MATHEMATICAL METHODS 社会科学:数理方法
3区
STATISTICS & PROBABILITY 统计学与概率论
3区
N/A
WOS期刊SCI分区  2024-2025最新升级版
按JIF指标学科分区收集子录JIF分区JIF排名百分位
学科:MATHEMATICS, INTERDISCIPLINARY APPLICATIONS
SCIE
Q3
84/136
学科:SOCIAL SCIENCES, MATHEMATICAL METHODS
SSCI
Q3
38/68
学科:STATISTICS & PROBABILITY
SCIE
Q2
61/169
按JCR指标学科分区收集子录JCR分区JCR排名百分位
学科:MATHEMATICS, INTERDISCIPLINARY APPLICATIONS
SCIE
Q2
59/136
学科:SOCIAL SCIENCES, MATHEMATICAL METHODS
SSCI
Q2
31/68
学科:STATISTICS & PROBABILITY
SCIE
Q2
61/169
32
38
21%容易>12周,或约稿-MATHEMATICS, INTERDISCIPLINARY APPLICATIONS-STATISTICS & PROBABILITY
7.1%
时间预警情况
2026年03月发布的新锐学术版不在预警名单中
2025年03月发布的2025版不在预警名单中
2024年02月发布的2024版不在预警名单中
2023年01月发布的2023版不在预警名单中
2021年12月发布的2021版不在预警名单中
2020年12月发布的2020版不在预警名单中
100.00%20.69%5.13%
CiteScore:3.40
SJR:0.842
SNIP:1.540
学科类别分区排名百分位
大类:Mathematics
小类:Statistics and Probability
Q2
77 / 293
大类:Mathematics
小类:Statistics, Probability and Uncertainty
Q2
51 / 175
大类:Mathematics
小类:Economics and Econometrics
Q2
291 / 731

期刊高被引文献

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

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