European Actuarial Journal

Analysis of Finnish and Swedish mortality data with stochastic mortality models
Insurance risk capital for the Sparre Andersen model with geometric Lévy stochastic returns
Interest rate risk: dimension reduction in the Swiss Solvency Test
Revised version of: Solvency requirement for a long-term guarantee: risk measures versus probability of ruin
Solvency capital requirement for hybrid products
Statistical methods to compare mortality for a group with non-divergent populations: an application to Spanish regions
Threshold dividend strategies for a Markov-additive risk model
An academic view on the illiquidity premium and market-consistent valuation in insurance
Editorial
Fast remote but not extreme quantiles with multiple factors: applications to Solvency II and Enterprise Risk Management
Multiperiod insurance supervision: top-down models
Optimal dividend strategies in a Cramer–Lundberg model with capital injections and administration costs
Risk classification in life insurance: methodology and case study
Ruin probabilities for a regenerative Poisson gap generated risk process
The optimal dividend barrier in the Gamma–Omega model