Citation analysis for ASTIN Bulletin / Cambridge University Press

Citation Profile [Updated: 2023-11-03 08:28:08]

5 Years H Index

Impact Factor (IF)

0.69

5 Years IF

0.63

Data available in this report

[Raw data] [50 most cited papers] [50 most relevant papers] [cites used to compute IF] [Recent citations ][Frequent citing series ] [more data in EconPapers] [trace new citations] [Missing citations? Add them now] [Incorrect content? Let us know]

Main indicators

Raw Data

	IF	AIF	CIF	IF5	DOC	CDO	CIT	NCI	CCU	D2Y	C2Y	D5Y	C5Y	SC	%SC	CiY	II	AII
1958			0		4	4	0		0
1959			0		12	16	0		0
1960			0		12	28	0		0
1961			0		23	51	0		0
1962			0		58	109	0		0
1963			0		38	147	0		0
1964			0		13	160	0		0
1965			0		8	168	0		0
1966			0		11	179	0		0
1967			0		22	201	0		0
1968			0		13	214	0		0
1969			0		16	230	0		0
1971			0		32	262	0		0
1972			0		18	280	0		0
1973			0		5	285	0		0
1974			0		23	308	0		0
1975			0		21	329	0		0
1977			0		34	363	0	1	0
1978			0		13	376	0		0
1979			0		20	396	0	2	0
1980			0		17	413	0	2	0
1981			0		13	426	0		0
1982			0		20	446	0	1	0
1984			0		21	467	0		0
1985			0		19	486	0		0
1986			0		29	515	0	2	0
1987			0		20	535	0		0
1988			0		25	560	0	1	0							1
1989			0		25	585	0	1	0
1990	0	0.11	0	0	21	606	121		0	50		118			0		0	0.05
1991	0	0.1	0	0	25	631	177		0	46		120			0		0	0.05
1992	0	0.11	0	0	22	653	61		0	46		116			0		0	0.05
1993	0.02	0.13	0	0.01	20	673	192	2	2	47	1	118	1		0		0	0.06
1994	0.02	0.14	0.02	0.03	27	700	143	11	13	42	1	113	3		0		0	0.07
1995	0.21	0.22	0.06	0.1	16	716	58	42	55	47	10	115	12		0	1	0.06	0.1
1996	0.09	0.25	0.05	0.09	24	740	378	38	93	43	4	110	10		0		0	0.12
1997	0.13	0.24	0.04	0.11	30	770	232	34	127	40	5	109	12		0		0	0.11
1998	0.17	0.28	0.06	0.1	23	793	117	48	175	54	9	117	12	1	2.1	1	0.04	0.13
1999	0.09	0.3	0.1	0.18	27	820	131	81	256	53	5	120	22		0		0	0.15
2000	0.16	0.36	0.08	0.15	24	844	160	65	321	50	8	120	18		0	2	0.08	0.16
2001	0.08	0.38	0.07	0.17	23	867	164	60	381	51	4	128	22		0		0	0.17
2002	0.11	0.41	0.11	0.1	23	890	175	94	475	47	5	127	13		0	1	0.04	0.21
2003	0.22	0.44	0.11	0.18	31	921	250	99	574	46	10	120	21		0	3	0.1	0.22
2004	0.22	0.49	0.1	0.2	30	951	126	95	669	54	12	128	25		0	1	0.03	0.22
2005	0.13	0.5	0.11	0.18	31	982	184	108	777	61	8	131	23	2	1.9	1	0.03	0.23
2006	0.07	0.5	0.12	0.16	29	1011	330	117	894	61	4	138	22	6	5.1	6	0.21	0.22
2007	0.15	0.46	0.11	0.13	24	1035	302	111	1005	60	9	144	18		0		0	0.2
2008	0.55	0.49	0.21	0.37	30	1065	314	219	1225	53	29	145	54		0	2	0.07	0.23
2009	0.33	0.47	0.21	0.31	32	1097	166	235	1460	54	18	144	44	3	1.3		0	0.24
2010	0.32	0.48	0.21	0.39	38	1135	198	236	1696	62	20	146	57	1	0.4	3	0.08	0.21
2011	0.14	0.52	0.15	0.33	25	1160	315	177	1873	70	10	153	51		0	6	0.24	0.24
2012	0.43	0.52	0.21	0.42	26	1186	154	253	2126	63	27	149	63		0		0	0.22
2013	0.45	0.56	0.26	0.34	18	1204	147	312	2439	51	23	151	51		0	7	0.39	0.24
2014	0.45	0.55	0.22	0.37	24	1228	124	264	2705	44	20	139	51		0	3	0.13	0.23
2015	0.52	0.55	0.28	0.47	25	1253	141	356	3061	42	22	131	61		0	5	0.2	0.23
2016	0.59	0.53	0.37	0.74	28	1281	131	472	3533	49	29	118	87	3	0.6	5	0.18	0.21
2017	0.38	0.54	0.33	0.51	31	1312	128	428	3961	53	20	121	62	5	1.2	8	0.26	0.22
2018	0.66	0.56	0.33	0.66	46	1358	158	448	4409	59	39	126	83		0	4	0.09	0.24
2019	0.61	0.58	0.39	0.66	33	1391	151	545	4954	77	47	154	102	6	1.1	13	0.39	0.23
2020	0.67	0.7	0.39	0.58	35	1426	125	562	5516	79	53	163	94		0	16	0.46	0.33
2021	1.15	0.87	0.48	0.86	30	1456	29	700	6216	68	78	173	149		0	7	0.23	0.32
2022	0.69	1	0.34	0.63	31	1487	26	507	6723	65	45	175	111		0	12	0.39	0.31

IF:	Two years Impact Factor: C2Y / D2Y
AIF:	Average Impact Factor for all series in RePEc in year y
CIF:	Cumulative impact factor
IF5:	Five years Impact Factor: C5Y / D5Y
DOC:	Number of documents published in year y
CDO:	Cumulative number of documents published until year y
CIT:	Number of citations to papers published in year y
NCI:	Number of citations in year y
CCU:	Cumulative number of citations to papers published until year y
D2Y:	Number of articles published in y-1 plus y-2
C2Y:	Cites in y to articles published in y-1 plus y-2
D5Y:	Number of articles published in y-1 until y-5
C5Y:	Cites in y to articles published in y-1 until y-5
SC:	selft citations in y to articles published in y-1 plus y-2
%SC:	Percentage of selft citations in y to articles published in y-1 plus y-2
CiY:	Cites in year y to documents published in year y
II:	Immediacy Index: CiY / Documents.
AII:	Average Immediacy Index for series in RePEc in year y

50 most cited documents in this series

#	Year	Title	Cited
1	1996	Premium Calculation by Transforming the Layer Premium Density. (1996). Wang, Shaun . In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:26:y:1996:i:01:p:71-92_00. Full description at Econpapers \|\| Download paper	238
2	1997	Estimating the Tails of Loss Severity Distributions Using Extreme Value Theory. (1997). McNeil, Alexander J. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:27:y:1997:i:01:p:117-137_01. Full description at Econpapers \|\| Download paper	128
3	2007	A Primer on Copulas for Count Data. (2007). Nelehova, Johanna ; Genest, Christian. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:37:y:2007:i:02:p:475-515_01. Full description at Econpapers \|\| Download paper	110
4	2008	A Universal Pricing Framework for Guaranteed Minimum Benefits in Variable Annuities. (2008). Bauer, Daniel ; Russ, Jochen ; Kling, Alexander . In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:38:y:2008:i:02:p:621-651_01. Full description at Econpapers \|\| Download paper	110
5	2006	Pricing Death: Frameworks for the Valuation and Securitization of Mortality Risk. (2006). Blake, David ; Dowd, Kevin. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:36:y:2006:i:01:p:79-120_01. Full description at Econpapers \|\| Download paper	104
6	1993	Distribution-free Calculation of the Standard Error of Chain Ladder Reserve Estimates. (1993). Mack, Thomas. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:23:y:1993:i:02:p:213-225_01. Full description at Econpapers \|\| Download paper	104
7	1981	Recursive Evaluation of a Family of Compound Distributions. (1981). Panjer, Harry H. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:12:y:1981:i:01:p:22-26_00. Full description at Econpapers \|\| Download paper	100
8	2007	Optimal Retention for a Stop-loss Reinsurance Under the VaR and CTE Risk Measures. (2007). Cai, Jun ; Tan, Ken Seng. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:37:y:2007:i:01:p:93-112_01. Full description at Econpapers \|\| Download paper	79
9	1996	Dependency of Risks and Stop-Loss Order. (1996). Dhaene, Jan ; Goovaerts, Marc J. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:26:y:1996:i:02:p:201-212_00. Full description at Econpapers \|\| Download paper	75
10	2003	Common Poisson Shock Models: Applications to Insurance and Credit Risk Modelling. (2003). McNeil, Alexander J ; Lindskog, Filip. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:33:y:2003:i:02:p:209-238_01. Full description at Econpapers \|\| Download paper	67
11	2011	Bayesian Stochastic Mortality Modelling for Two Populations. (2011). Blake, David ; Khalaf-Allah, Marwa ; Coughlan, Guy D ; Dowd, Kevin. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:41:y:2011:i:01:p:29-59_00. Full description at Econpapers \|\| Download paper	66
12	1989	A Generalization of Automobile Insurance Rating Models: The Negative Binomial Distribution with a Regression Component. (1989). Dionne, Georges ; Vanasse, Charles . In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:19:y:1989:i:02:p:199-212_00. Full description at Econpapers \|\| Download paper	64
13	2000	Some Notes on the Dynamics and Optimal Control of Stochastic Pension Fund Models in Continuous Time. (2000). Cairns, Andrew . In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:30:y:2000:i:01:p:19-55_00. Full description at Econpapers \|\| Download paper	60
14	2001	Fair Pricing of Life Insurance Participating Policies with a Minimum Interest Rate Guaranteed. (2001). Bacinello, Anna Rita . In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:31:y:2001:i:02:p:275-297_00. Full description at Econpapers \|\| Download paper	60
15	2002	A Universal Framework for Pricing Financial and Insurance Risks. (2002). Wang, Shaun S. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:32:y:2002:i:02:p:213-234_01. Full description at Econpapers \|\| Download paper	59
16	1987	On the Probability and Severity of Ruin. (1987). Gerber, Hans U ; Kaas, Rob ; Goovaerts, Marc J. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:17:y:1987:i:02:p:151-163_00. Full description at Econpapers \|\| Download paper	59
17	2006	Tail Variance Premium with Applications for Elliptical Portfolio of Risks. (2006). Landsman, Zinoviy ; Furman, Edward. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:36:y:2006:i:02:p:433-462_01. Full description at Econpapers \|\| Download paper	56
18	2011	Optimal Reinsurance under VaR and CVaR Risk Measures: a Simplified Approach. (2011). Chi, Yichun ; Tan, Ken Seng. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:41:y:2011:i:02:p:487-509_00. Full description at Econpapers \|\| Download paper	54
19	2011	Modelling Adult Mortality in Small Populations: The Saint Model. (2011). Jarner, Soren Fiig ; Kryger, Esben Masotti . In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:41:y:2011:i:02:p:377-418_00. Full description at Econpapers \|\| Download paper	48
20	1990	Premium Calculation: Why Standard Deviation Should be Replaced by Absolute Deviation. (1990). Denneberg, Dieter . In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:20:y:1990:i:02:p:181-190_00. Full description at Econpapers \|\| Download paper	46
21	1993	Prediction of Outstanding Liabilities in Non-Life Insurance. (1993). Norberg, Ragnar. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:23:y:1993:i:01:p:95-115_00. Full description at Econpapers \|\| Download paper	45
22	2004	Some Optimal Dividends Problems. (2004). David, ; Waters, Howard R. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:34:y:2004:i:01:p:49-74_01. Full description at Econpapers \|\| Download paper	44
23	2001	Design of Optimal Bonus-Malus Systems With a Frequency and a Severity Component On an Individual Basis in Automobile Insurance. (2001). Vrontos, Spyridon D ; Frangos, Nicholas E. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:31:y:2001:i:01:p:1-22_00. Full description at Econpapers \|\| Download paper	42
24	2011	Randomized Observation Periods for the Compound Poisson Risk Model: Dividends. (2011). Albrecher, Hansjorg ; Thonhauser, Stefan. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:41:y:2011:i:02:p:645-672_00. Full description at Econpapers \|\| Download paper	41
25	1988	Mathematical Fun with the Compound Binomial Process. (1988). Gerber, Hans U. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:18:y:1988:i:02:p:161-168_00. Full description at Econpapers \|\| Download paper	40
26	2000	Pricing Risk Transfer Transactions. (2000). Lane, Morton N. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:30:y:2000:i:02:p:259-293_01. Full description at Econpapers \|\| Download paper	39
27	2010	The Devil is in the Tails: Actuarial Mathematics and the Subprime Mortgage Crisis. (2010). Donnelly, Catherine ; Embrechts, Paul. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:40:y:2010:i:01:p:1-33_00. Full description at Econpapers \|\| Download paper	39
28	1979	Optimal Risk Exchanges. (1979). Buhlmann, Hans ; Jewell, William S. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:10:y:1979:i:03:p:243-262_00. Full description at Econpapers \|\| Download paper	38
29	1960	Reciprocal Reinsurance Treaties. (1960). Borch, Karl . In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:1:y:1960:i:04:p:170-191_00. Full description at Econpapers \|\| Download paper	37
30	1999	Prediction of Outstanding Liabilities II. Model Variations and Extensions. (1999). Norberg, Ragnar. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:29:y:1999:i:01:p:5-25_00. Full description at Econpapers \|\| Download paper	36
31	2013	ON OPTIMAL DIVIDENDS IN THE DUAL MODEL. (2013). Bayraktar, Erhan ; Kyprianou, Andreas E ; Yamazaki, Kazutoshi. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:43:y:2013:i:03:p:359-372_00. Full description at Econpapers \|\| Download paper	36
32	1984	An Application of Game Theory: Cost Allocation. (1984). Lemaire, Jean . In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:14:y:1984:i:01:p:61-81_00. Full description at Econpapers \|\| Download paper	35
33	1998	On Esscher Transforms in Discrete Finance Models. (1998). Shiryaev, Albert N ; Embrechts, Paul ; Delbaen, Freddy ; Buhlmann, Hans. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:28:y:1998:i:02:p:171-186_01. Full description at Econpapers \|\| Download paper	34
34	2012	On the Calculation of the Solvency Capital Requirement Based on Nested Simulations. (2012). Bauer, Daniel ; Singer, Daniela ; Reuss, Andreas . In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:42:y:2012:i:02:p:453-499_00. Full description at Econpapers \|\| Download paper	34
35	2007	The Quantitative Modeling of Operational Risk: Between G-and-H and EVT. (2007). Degen, Matthias ; Lambrigger, Dominik D ; Embrechts, Paul. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:37:y:2007:i:02:p:265-291_01. Full description at Econpapers \|\| Download paper	34
36	1974	On Additive Premium Calculation Principles. (1974). Gerber, Hans U. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:7:y:1974:i:03:p:215-222_00. Full description at Econpapers \|\| Download paper	33
37	1991	Cooperative Game Theory and its Insurance Applications. (1991). Lemaire, Jean . In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:21:y:1991:i:01:p:17-40_00. Full description at Econpapers \|\| Download paper	33
38	1989	Hedging by Sequential Regression: an Introduction to the Mathematics of Option Trading. (1989). Follmer, H ; Schweizer, M. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:19:y:1989:i:s1:p:29-42_00. Full description at Econpapers \|\| Download paper	32
39	1998	Designing Optimal Bonus-Malus Systems from Different Types of Claims. (1998). Pinquet, Jean. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:28:y:1998:i:02:p:205-220_01. Full description at Econpapers \|\| Download paper	32
40	2002	Erlangian Approximations for Finite-Horizon Ruin Probabilities. (2002). Asmussen, Soren ; Usabel, Miguel ; Avram, Florin. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:32:y:2002:i:02:p:267-281_01. Full description at Econpapers \|\| Download paper	31
41	2005	EM Algorithm for Mixed Poisson and Other Discrete Distributions. (2005). Karlis, Dimitris. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:35:y:2005:i:01:p:3-24_01. Full description at Econpapers \|\| Download paper	31
42	1991	Risk Theory with the Gamma Process. (1991). Dufresne, Franois ; Gerber, Hans U. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:21:y:1991:i:02:p:177-192_00. Full description at Econpapers \|\| Download paper	30
43	2008	Optimal Dividends in the Dual Model with Diffusion. (2008). Avanzi, Benjamin ; Gerber, Hans U. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:38:y:2008:i:02:p:653-667_01. Full description at Econpapers \|\| Download paper	30
44	2019	SIZE-BIASED TRANSFORM AND CONDITIONAL MEAN RISK SHARING, WITH APPLICATION TO P2P INSURANCE AND TONTINES. (2019). Denuit, Michel. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:49:y:2019:i:03:p:591-617_00. Full description at Econpapers \|\| Download paper	29
45	2006	On the Tail Behavior of Sums of Dependent Risks. (2006). Genest, Christian ; Barbe, Philippe ; Fougeres, Anne-Laure . In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:36:y:2006:i:02:p:361-373_01. Full description at Econpapers \|\| Download paper	27
46	2002	Fitting Tweedies Compound Poisson Model to Insurance Claims Data: Dispersion Modelling. (2002). Jorgensen, Bent ; Smyth, Gordon K. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:32:y:2002:i:01:p:143-157_01. Full description at Econpapers \|\| Download paper	27
47	1981	Further Results on Recursive Evaluation of Compound Distributions. (1981). Sundt, Bjorn ; Jewell, William S. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:12:y:1981:i:01:p:27-39_00. Full description at Econpapers \|\| Download paper	27
48	2009	Risk Measures and Efficient use of Capital. (2009). Artzner, Philippe ; Delbaen, Freddy ; Koch-Medina, Pablo. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:39:y:2009:i:01:p:101-116_00. Full description at Econpapers \|\| Download paper	26
49	2006	A Note on the Dividends-Penalty Identity and the Optimal Dividend Barrier. (2006). Gerber, Hans U ; Yang, Hailiang ; Lin, Sheldon X. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:36:y:2006:i:02:p:489-503_01. Full description at Econpapers \|\| Download paper	26
50	2013	INDIVIDUAL LOSS RESERVING WITH THE MULTIVARIATE SKEW NORMAL FRAMEWORK. (2013). Pigeon, Mathieu ; Antonio, Katrien ; Denuit, Michel. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:43:y:2013:i:03:p:399-428_00. Full description at Econpapers \|\| Download paper	26

50 most relevant documents in this series (papers most cited in the last two years)

#	Year	Title	Cited
1	1996	Premium Calculation by Transforming the Layer Premium Density. (1996). Wang, Shaun . In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:26:y:1996:i:01:p:71-92_00. Full description at Econpapers \|\| Download paper	33
2	2007	A Primer on Copulas for Count Data. (2007). Nelehova, Johanna ; Genest, Christian. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:37:y:2007:i:02:p:475-515_01. Full description at Econpapers \|\| Download paper	26
3	2008	A Universal Pricing Framework for Guaranteed Minimum Benefits in Variable Annuities. (2008). Bauer, Daniel ; Russ, Jochen ; Kling, Alexander . In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:38:y:2008:i:02:p:621-651_01. Full description at Econpapers \|\| Download paper	24
4	2011	Bayesian Stochastic Mortality Modelling for Two Populations. (2011). Blake, David ; Khalaf-Allah, Marwa ; Coughlan, Guy D ; Dowd, Kevin. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:41:y:2011:i:01:p:29-59_00. Full description at Econpapers \|\| Download paper	22
5	1993	Distribution-free Calculation of the Standard Error of Chain Ladder Reserve Estimates. (1993). Mack, Thomas. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:23:y:1993:i:02:p:213-225_01. Full description at Econpapers \|\| Download paper	22
6	2006	Tail Variance Premium with Applications for Elliptical Portfolio of Risks. (2006). Landsman, Zinoviy ; Furman, Edward. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:36:y:2006:i:02:p:433-462_01. Full description at Econpapers \|\| Download paper	20
7	2019	SIZE-BIASED TRANSFORM AND CONDITIONAL MEAN RISK SHARING, WITH APPLICATION TO P2P INSURANCE AND TONTINES. (2019). Denuit, Michel. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:49:y:2019:i:03:p:591-617_00. Full description at Econpapers \|\| Download paper	20
8	2020	DISTORTION RISKMETRICS ON GENERAL SPACES. (2020). Wei, Yunran ; Wang, Ruodu. In: ASTIN Bulletin. RePEc:cup:astinb:v:50:y:2020:i:3:p:827-851_6. Full description at Econpapers \|\| Download paper	15
9	2007	Optimal Retention for a Stop-loss Reinsurance Under the VaR and CTE Risk Measures. (2007). Cai, Jun ; Tan, Ken Seng. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:37:y:2007:i:01:p:93-112_01. Full description at Econpapers \|\| Download paper	15
10	2018	PRICING OF CYBER INSURANCE CONTRACTS IN A NETWORK MODEL. (2018). Fahrenwaldt, Matthias A ; Weske, Kerstin ; Weber, Stefan. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:48:y:2018:i:03:p:1175-1218_00. Full description at Econpapers \|\| Download paper	14
11	1997	Estimating the Tails of Loss Severity Distributions Using Extreme Value Theory. (1997). McNeil, Alexander J. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:27:y:1997:i:01:p:117-137_01. Full description at Econpapers \|\| Download paper	14
12	2012	On the Calculation of the Solvency Capital Requirement Based on Nested Simulations. (2012). Bauer, Daniel ; Singer, Daniela ; Reuss, Andreas . In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:42:y:2012:i:02:p:453-499_00. Full description at Econpapers \|\| Download paper	13
13	2006	Pricing Death: Frameworks for the Valuation and Securitization of Mortality Risk. (2006). Blake, David ; Dowd, Kevin. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:36:y:2006:i:01:p:79-120_01. Full description at Econpapers \|\| Download paper	13
14	2009	Risk Measures and Efficient use of Capital. (2009). Artzner, Philippe ; Delbaen, Freddy ; Koch-Medina, Pablo. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:39:y:2009:i:01:p:101-116_00. Full description at Econpapers \|\| Download paper	12
15	2017	A COMPARATIVE STUDY OF TWO-POPULATION MODELS FOR THE ASSESSMENT OF BASIS RISK IN LONGEVITY HEDGES. (2017). Villegas, Andres M ; Millossovich, Pietro ; Kaishev, Vladimir K ; Haberman, Steven. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:47:y:2017:i:03:p:631-679_00. Full description at Econpapers \|\| Download paper	12
16	2002	A Universal Framework for Pricing Financial and Insurance Risks. (2002). Wang, Shaun S. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:32:y:2002:i:02:p:213-234_01. Full description at Econpapers \|\| Download paper	12
17	2019	CAT BOND PRICING UNDER A PRODUCT PROBABILITY MEASURE WITH POT RISK CHARACTERIZATION. (2019). Yuan, Zhongyi ; Tang, Qihe. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:49:y:2019:i:02:p:457-490_00. Full description at Econpapers \|\| Download paper	12
18	1984	An Application of Game Theory: Cost Allocation. (1984). Lemaire, Jean . In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:14:y:1984:i:01:p:61-81_00. Full description at Econpapers \|\| Download paper	11
19	1993	Prediction of Outstanding Liabilities in Non-Life Insurance. (1993). Norberg, Ragnar. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:23:y:1993:i:01:p:95-115_00. Full description at Econpapers \|\| Download paper	11
20	2002	Erlangian Approximations for Finite-Horizon Ruin Probabilities. (2002). Asmussen, Soren ; Usabel, Miguel ; Avram, Florin. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:32:y:2002:i:02:p:267-281_01. Full description at Econpapers \|\| Download paper	11
21	2011	Optimal Reinsurance under VaR and CVaR Risk Measures: a Simplified Approach. (2011). Chi, Yichun ; Tan, Ken Seng. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:41:y:2011:i:02:p:487-509_00. Full description at Econpapers \|\| Download paper	11
22	2020	VALUATION OF HYBRID FINANCIAL AND ACTUARIAL PRODUCTS IN LIFE INSURANCE BY A NOVEL THREE-STEP METHOD. (2020). Hieber, Peter ; Gnameho, Kossi ; Devolder, Pierre ; Deelstra, Griselda. In: ASTIN Bulletin. RePEc:cup:astinb:v:50:y:2020:i:3:p:709-742_2. Full description at Econpapers \|\| Download paper	11
23	2005	EM Algorithm for Mixed Poisson and Other Discrete Distributions. (2005). Karlis, Dimitris. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:35:y:2005:i:01:p:3-24_01. Full description at Econpapers \|\| Download paper	11
24	2019	FAIR VALUATION OF INSURANCE LIABILITY CASH-FLOW STREAMS IN CONTINUOUS TIME: APPLICATIONS. (2019). Dhaene, Jan ; Barigou, Karim ; Delong, Ukasz. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:49:y:2019:i:02:p:299-333_00. Full description at Econpapers \|\| Download paper	11
25	2007	Modeling Earthquake Risk via Extreme Value Theory and Pricing the Respective Catastrophe Bonds. (2007). Zimbidis, Alexandros A ; Pantelous, Athanasios A ; Frangos, Nickolaos E. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:37:y:2007:i:01:p:163-183_01. Full description at Econpapers \|\| Download paper	10
26	2019	TONUITY: A NOVEL INDIVIDUAL-ORIENTED RETIREMENT PLAN. (2019). Klein, Jakob K ; Hieber, Peter ; Chen, AN. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:49:y:2019:i:01:p:5-30_00. Full description at Econpapers \|\| Download paper	10
27	2010	The Devil is in the Tails: Actuarial Mathematics and the Subprime Mortgage Crisis. (2010). Donnelly, Catherine ; Embrechts, Paul. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:40:y:2010:i:01:p:1-33_00. Full description at Econpapers \|\| Download paper	10
28	1960	Reciprocal Reinsurance Treaties. (1960). Borch, Karl . In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:1:y:1960:i:04:p:170-191_00. Full description at Econpapers \|\| Download paper	10
29	2016	Optimal Reinsurance from the Perspectives of both an Insurer and a Reinsurer. (2016). Cai, Jun ; Liu, Fangda ; Lemieux, Christiane . In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:46:y:2016:i:03:p:815-849_00. Full description at Econpapers \|\| Download paper	10
30	2015	Actuarial Fairness and Solidarity in Pooled Annuity Funds. (2015). Donnelly, Catherine . In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:45:y:2015:i:01:p:49-74_00. Full description at Econpapers \|\| Download paper	10
31	2017	COHERENT FORECASTING OF MORTALITY RATES: A SPARSE VECTOR-AUTOREGRESSION APPROACH. (2017). Lu, Yang ; Li, Hong. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:47:y:2017:i:02:p:563-600_00. Full description at Econpapers \|\| Download paper	10
32	2019	A CLASS OF MIXTURE OF EXPERTS MODELS FOR GENERAL INSURANCE: APPLICATION TO CORRELATED CLAIM FREQUENCIES. (2019). Lin, Sheldon X ; Badescu, Andrei L ; Fung, Tsz Chai. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:49:y:2019:i:03:p:647-688_00. Full description at Econpapers \|\| Download paper	10
33	2020	LARGE-LOSS BEHAVIOR OF CONDITIONAL MEAN RISK SHARING. (2020). Robert, Christian Y ; Denuit, Michel. In: ASTIN Bulletin. RePEc:cup:astinb:v:50:y:2020:i:3:p:1093-1122_14. Full description at Econpapers \|\| Download paper	10
34	1979	Optimal Risk Exchanges. (1979). Buhlmann, Hans ; Jewell, William S. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:10:y:1979:i:03:p:243-262_00. Full description at Econpapers \|\| Download paper	9
35	2012	Modeling Dependent Risks with Multivariate Erlang Mixtures. (2012). Lin, Sheldon X ; Simon, . In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:42:y:2012:i:01:p:153-180_00. Full description at Econpapers \|\| Download paper	9
36	2013	INDIVIDUAL LOSS RESERVING WITH THE MULTIVARIATE SKEW NORMAL FRAMEWORK. (2013). Pigeon, Mathieu ; Antonio, Katrien ; Denuit, Michel. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:43:y:2013:i:03:p:399-428_00. Full description at Econpapers \|\| Download paper	9
37	1999	Prediction of Outstanding Liabilities II. Model Variations and Extensions. (1999). Norberg, Ragnar. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:29:y:1999:i:01:p:5-25_00. Full description at Econpapers \|\| Download paper	9
38	2002	Fitting Tweedies Compound Poisson Model to Insurance Claims Data: Dispersion Modelling. (2002). Jorgensen, Bent ; Smyth, Gordon K. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:32:y:2002:i:01:p:143-157_01. Full description at Econpapers \|\| Download paper	9
39	2011	Modelling Adult Mortality in Small Populations: The Saint Model. (2011). Jarner, Soren Fiig ; Kryger, Esben Masotti . In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:41:y:2011:i:02:p:377-418_00. Full description at Econpapers \|\| Download paper	9
40	2018	ON A NEW PARADIGM OF OPTIMAL REINSURANCE: A STOCHASTIC STACKELBERG DIFFERENTIAL GAME BETWEEN AN INSURER AND A REINSURER. (2018). Chen, LV ; Shen, Yang. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:48:y:2018:i:02:p:905-960_00. Full description at Econpapers \|\| Download paper	9
41	2016	Equitable Retirement Income Tontines: Mixing Cohorts Without Discriminating. (2016). Milevsky, Moshe A ; Salisbury, Thomas S. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:46:y:2016:i:03:p:571-604_00. Full description at Econpapers \|\| Download paper	8
42	2016	Pricing in Reinsurance Bargaining with Comonotonic Additive Utility Functions. (2016). Zhuang, Sheng Chao ; Boonen, Tim J ; Tan, Ken Seng. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:46:y:2016:i:02:p:507-530_00. Full description at Econpapers \|\| Download paper	8
43	2000	Pricing Risk Transfer Transactions. (2000). Lane, Morton N. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:30:y:2000:i:02:p:259-293_01. Full description at Econpapers \|\| Download paper	8
44	2015	Valuing Equity-Linked Death Benefits in a Regime-Switching Framework. (2015). Siu, Chi Chung ; Yang, Hailiang ; Phillip, Sheung Chi. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:45:y:2015:i:02:p:355-395_00. Full description at Econpapers \|\| Download paper	7
45	2003	Common Poisson Shock Models: Applications to Insurance and Credit Risk Modelling. (2003). McNeil, Alexander J ; Lindskog, Filip. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:33:y:2003:i:02:p:209-238_01. Full description at Econpapers \|\| Download paper	7
46	2017	A NEYMAN-PEARSON PERSPECTIVE ON OPTIMAL REINSURANCE WITH CONSTRAINTS. (2017). Lo, Ambrose . In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:47:y:2017:i:02:p:467-499_00. Full description at Econpapers \|\| Download paper	7
47	2018	LINEAR VERSUS NONLINEAR ALLOCATION RULES IN RISK SHARING UNDER FINANCIAL FAIRNESS. (2018). Schumacher, Johannes M. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:48:y:2018:i:03:p:995-1024_00. Full description at Econpapers \|\| Download paper	7
48	1990	Premium Calculation: Why Standard Deviation Should be Replaced by Absolute Deviation. (1990). Denneberg, Dieter . In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:20:y:1990:i:02:p:181-190_00. Full description at Econpapers \|\| Download paper	7
49	2020	A NEURAL NETWORK BOOSTED DOUBLE OVERDISPERSED POISSON CLAIMS RESERVING MODEL. (2020). Gabrielli, Andrea. In: ASTIN Bulletin. RePEc:cup:astinb:v:50:y:2020:i:1:p:25-60_2. Full description at Econpapers \|\| Download paper	7
50	2020	ON THE OPTIMAL COMBINATION OF ANNUITIES AND TONTINES. (2020). Rach, Manuel ; Chen, AN ; Sehner, Thorsten. In: ASTIN Bulletin. RePEc:cup:astinb:v:50:y:2020:i:1:p:95-129_4. Full description at Econpapers \|\| Download paper	7

Citing documents used to compute impact factor: 45

Year	Title
2022	Ultrahigh?dimensional generalized additive model: Unified theory and methods. (2022). Maiti, Tapabrata ; Yang, Kaixu. In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:49:y:2022:i:3:p:917-942. Full description at Econpapers \|\| Download paper
2022	Leveraging high-resolution weather information to predict hail damage claims: A spatial point process for replicated point patterns. (2022). Shi, Peng ; Gao, Lisa. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:107:y:2022:i:c:p:161-179. Full description at Econpapers \|\| Download paper
2022	BERT-based NLP techniques for classification and severity modeling in basic warranty data study. (2022). Hong, Don ; Zhang, Chuanlong ; Xu, Shuzhe. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:107:y:2022:i:c:p:57-67. Full description at Econpapers \|\| Download paper
2022	Neural calibration of hidden inhomogeneous Markov chains -- Information decompression in life insurance. (2022). Weiss, Christian ; Kiermayer, Mark. In: Papers. RePEc:arx:papers:2201.02397. Full description at Econpapers \|\| Download paper
2022	Multistate health transition modeling using neural networks. (2022). Hanewald, Katja ; Wang, Xiaojun. In: Journal of Risk & Insurance. RePEc:bla:jrinsu:v:89:y:2022:i:2:p:475-504. Full description at Econpapers \|\| Download paper
2022	Risk measurement of joint risk of portfolios: a liquidity shortfall aspect. (2022). Wei, Linxiao ; Hu, Yijun ; Gong, Shuo. In: Papers. RePEc:arx:papers:2212.04848. Full description at Econpapers \|\| Download paper
2022	Risk sharing under heterogeneous beliefs without convexity. (2021). Liebrich, Felix-Benedikt. In: Papers. RePEc:arx:papers:2108.05791. Full description at Econpapers \|\| Download paper
2022	Bilateral risk sharing in a comonotone market with rank-dependent utilities. (2022). Jiang, Wenjun ; Boonen, Tim J. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:107:y:2022:i:c:p:361-378. Full description at Econpapers \|\| Download paper
2022	Unit-Linked Tontine: Utility-Based Design, Pricing and Performance. (2022). Sehner, Thorsten ; Nguyen, Thai ; Chen, AN. In: Risks. RePEc:gam:jrisks:v:10:y:2022:i:4:p:78-:d:788706. Full description at Econpapers \|\| Download paper
2022	A Managed Volatility Investment Strategy for Pooled Annuity Products. (2022). Sherris, Michael ; Hardy, Heloise Labit ; Li, Shuanglan ; Villegas, Andres M. In: Risks. RePEc:gam:jrisks:v:10:y:2022:i:6:p:121-:d:836446. Full description at Econpapers \|\| Download paper
2022	Machine-Learning-Based Functional Time Series Forecasting: Application to Age-Specific Mortality Rates. (2022). Shang, Han Lin ; Beyaztas, Ufuk. In: Forecasting. RePEc:gam:jforec:v:4:y:2022:i:1:p:22-408:d:774509. Full description at Econpapers \|\| Download paper
2022	Optimal performance of a tontine overlay subject to withdrawal constraints. (2022). Westmacott, G ; Vetzal, Kenneth R ; Forsyth, Peter A. In: Papers. RePEc:arx:papers:2211.10509. Full description at Econpapers \|\| Download paper
2022	On optimality of barrier dividend control under endogenous regime switching with application to Chapter 11 bankruptcy. (2021). Zhou, Xiaowen ; Yu, Xiang ; Wang, Wenyuan. In: Papers. RePEc:arx:papers:2108.01800. Full description at Econpapers \|\| Download paper
2022	Earthquake parametric insurance with Bayesian spatial quantile regression. (2022). Li, Chenxu ; Yang, Aijun ; Pai, Jeffrey. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:106:y:2022:i:c:p:1-12. Full description at Econpapers \|\| Download paper
2022	A marginal indemnity function approach to optimal reinsurance under the Vajda condition. (2022). Boonen, Tim J ; Jiang, Wenjun. In: European Journal of Operational Research. RePEc:eee:ejores:v:303:y:2022:i:2:p:928-944. Full description at Econpapers \|\| Download paper
2022	Distributionally robust reinsurance with Value-at-Risk and Conditional Value-at-Risk. (2022). Mao, Tiantian ; Liu, Haiyan. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:107:y:2022:i:c:p:393-417. Full description at Econpapers \|\| Download paper
2022	INTERNATIONAL FINANCIAL ACTIVITIES: ACCOUNTING, TAXATION AND INSURANCE. (2022). Zelenko, Olena ; Likhonosova, Ganna ; Calinescu, Tetyana. In: Baltic Journal of Economic Studies. RePEc:bal:journl:2256-0742:2022:8:2:11. Full description at Econpapers \|\| Download paper
2022	Insurance premium-based shortfall risk measure induced by cumulative prospect theory. (2022). Xu, Huifu ; Zhang, Sainan. In: Computational Management Science. RePEc:spr:comgts:v:19:y:2022:i:4:d:10.1007_s10287-022-00432-0. Full description at Econpapers \|\| Download paper
2022	The limitations of comonotonic additive risk measures: a literature review. (2022). de Oliveira, Eduardo ; Righi, Marcelo Brutti ; Santos, Samuel Solgon. In: Papers. RePEc:arx:papers:2212.13864. Full description at Econpapers \|\| Download paper
2022	Dynamic conditional mean risk sharing in the compound Poisson surplus model. (2022). Robert, Christian Y ; Denuit, Michel. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2022034. Full description at Econpapers \|\| Download paper
2022	DeFi Risk Transfer: Towards A Fully Decentralized Insurance Protocol. (2022). Schar, Fabian ; Bekemeier, Felix ; Nadler, Matthias. In: Papers. RePEc:arx:papers:2212.10308. Full description at Econpapers \|\| Download paper
2022	Two-step actuarial valuations. (2021). Yang, Fan ; Linders, Daniel ; Barigou, Karim. In: Papers. RePEc:arx:papers:2109.13796. Full description at Econpapers \|\| Download paper
2022	Optimal decision of dynamic wealth allocation with life insurance for mitigating health risk under market incompleteness. (2022). Yu, Min-Teh ; Sun, Edward W ; Chang, Chia-Chien ; Chen, Chang-Chih. In: European Journal of Operational Research. RePEc:eee:ejores:v:300:y:2022:i:2:p:727-742. Full description at Econpapers \|\| Download paper
2022	Two-step actuarial valuations. (2021). Yang, Fan ; Linders, Daniel ; Barigou, Karim. In: Working Papers. RePEc:hal:wpaper:hal-03327710. Full description at Econpapers \|\| Download paper
2022	INSURANCE-FINANCE ARBITRAGE. (2022). Schmidt, Thorsten ; Eisele, Karl-Theodor ; Artzner, Philippe. In: Working Papers of LaRGE Research Center. RePEc:lar:wpaper:2022-09. Full description at Econpapers \|\| Download paper
2022	Actuarial-consistency and two-step actuarial valuations: a new paradigm to insurance valuation. (2022). Yang, Fan ; Linders, Daniel ; Barigou, Karim. In: Post-Print. RePEc:hal:journl:hal-03327710. Full description at Econpapers \|\| Download paper
2022	Optimizing distortion riskmetrics with distributional uncertainty. (2020). Wang, Qiuqi ; Pesenti, Silvana. In: Papers. RePEc:arx:papers:2011.04889. Full description at Econpapers \|\| Download paper
2022	Parametric measures of variability induced by risk measures. (2020). Fadina, Tolulope ; Bellini, Fabio ; Wei, Yunran ; Wang, Ruodu. In: Papers. RePEc:arx:papers:2012.05219. Full description at Econpapers \|\| Download paper
2022	Optimal Insurance to Maximize RDEU Under a Distortion-Deviation Premium Principle. (2021). Young, Virginia ; Wang, Ruodu ; Liang, Xiaoqing. In: Papers. RePEc:arx:papers:2107.02656. Full description at Econpapers \|\| Download paper
2022	Risk measures induced by efficient insurance contracts. (2022). Zitikis, Riardas ; Wang, Ruodu. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:103:y:2022:i:c:p:56-65. Full description at Econpapers \|\| Download paper
2022	Quasi-convexity in mixtures for generalized rank-dependent functions. (2022). Wu, Qinyu ; Wang, Ruodu. In: Papers. RePEc:arx:papers:2209.03425. Full description at Econpapers \|\| Download paper
2022	Choquet regularization for reinforcement learning. (2022). Yu, Xun ; Wang, Ruodu ; Han, Xia. In: Papers. RePEc:arx:papers:2208.08497. Full description at Econpapers \|\| Download paper
2022	Parametric measures of variability induced by risk measures. (2022). Wei, Yunran ; Wang, Ruodu ; Fadina, Tolulope ; Bellini, Fabio. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:106:y:2022:i:c:p:270-284. Full description at Econpapers \|\| Download paper
2022	Pseudo-Model-Free Hedging for Variable Annuities via Deep Reinforcement Learning. (2021). Li, Yuxuan ; Cui, Haoen ; Chong, Wing Fung. In: Papers. RePEc:arx:papers:2107.03340. Full description at Econpapers \|\| Download paper
2022	Optimal Asset Allocation Subject to Withdrawal Risk and Solvency Constraints. (2022). Robert, Christian Yann ; Jiao, Ying ; Cousin, Areski ; Zerbib, Olivier David. In: Risks. RePEc:gam:jrisks:v:10:y:2022:i:1:p:15-:d:719425. Full description at Econpapers \|\| Download paper
2022	Implied volatility surface construction for commodity futures options traded in China. (2022). Evi, Eljko ; Xu, Wei. In: Research in International Business and Finance. RePEc:eee:riibaf:v:61:y:2022:i:c:s0275531922000642. Full description at Econpapers \|\| Download paper
2022	Frequency-severity experience rating based on latent Markovian risk profiles. (2022). Verschuren, Robert Matthijs. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:107:y:2022:i:c:p:379-392. Full description at Econpapers \|\| Download paper
2022	Wealth heterogeneity in a closed pooled annuity fund. (2021). Qu, GE ; Bernhardt, Thomas. In: Papers. RePEc:arx:papers:2110.13467. Full description at Econpapers \|\| Download paper
2022	Forecasting Mortality Rates with a Two-Step LASSO Based Vector Autoregressive Model. (2022). Shi, Yanlin ; Li, Jackie ; Kularatne, Thilini Dulanjali. In: Risks. RePEc:gam:jrisks:v:10:y:2022:i:11:p:219-:d:976061. Full description at Econpapers \|\| Download paper
2022	Maximum weighted likelihood estimator for robust heavy-tail modelling of finite mixture models. (2022). Fung, Tsz Chai. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:107:y:2022:i:c:p:180-198. Full description at Econpapers \|\| Download paper
2022	Asymptotic analysis of a dynamic systemic risk measure in a renewal risk model. (2022). Li, Jinzhu. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:107:y:2022:i:c:p:38-56. Full description at Econpapers \|\| Download paper
2022	Pareto-optimal reinsurance under individual risk constraints. (2022). Ren, Jiandong ; Jiang, Wenjun ; Ghossoub, Mario. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:107:y:2022:i:c:p:307-325. Full description at Econpapers \|\| Download paper
2022	Identification of Potential Valid Clients for a Sustainable Insurance Policy Using an Advanced Mixed Classification Model. (2022). Lin, Yu-Sheng ; Chen, You-Shyang ; Tsao, Huei-Hua. In: Sustainability. RePEc:gam:jsusta:v:14:y:2022:i:7:p:3964-:d:780987. Full description at Econpapers \|\| Download paper
2022	Nightly Automobile Claims Prediction from Telematics-Derived Features: A Multilevel Approach. (2022). Duer, Anthony ; Jin, Yoolim ; Williams, Allen R ; Ghassemi, Mohammad ; Alhani, Tuka. In: Risks. RePEc:gam:jrisks:v:10:y:2022:i:6:p:118-:d:833588. Full description at Econpapers \|\| Download paper
2022	Asymptotic analysis of portfolio diversification. (2022). Zhou, Chen ; Yang, Fan ; Tan, Ken Seng ; Cui, Hengxin. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:106:y:2022:i:c:p:302-325. Full description at Econpapers \|\| Download paper

Recent citations

Recent citations received in 2022

Year	Citing document
2022	Allocation of benefits in mutual aid and survivor funds. (2022). Robert, Christian Y ; Denuit, Michel. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2022029. Full description at Econpapers \|\| Download paper
2022	A multi-task network approach for calculating discrimination-free insurance prices. (2022). Wuthrich, Mario V ; Tsanakas, Andreas ; Richman, Ronald ; Lindholm, Mathias. In: Papers. RePEc:arx:papers:2207.02799. Full description at Econpapers \|\| Download paper
2022	A Discussion of Discrimination and Fairness in Insurance Pricing. (2022). Wuthrich, Mario V ; Tsanakas, Andreas ; Richman, Ronald ; Lindholm, Mathias. In: Papers. RePEc:arx:papers:2209.00858. Full description at Econpapers \|\| Download paper
2022	Leveraging deep neural networks to estimate age-specific mortality from life expectancy at birth. (2022). Aburto, Jose Manuel ; Levantesi, Susanna ; Nigri, Andrea. In: Demographic Research. RePEc:dem:demres:v:47:y:2022:i:8. Full description at Econpapers \|\| Download paper
2022	Future global electricity demand load curves. (2022). Muoz, Raul Maicas ; de Boer, Harmen-Sytze ; Castillo, Victhalia Zapata ; van Vuuren, Detlef ; Benders, Rene. In: Energy. RePEc:eee:energy:v:258:y:2022:i:c:s0360544222016449. Full description at Econpapers \|\| Download paper
2022	Insurance with heterogeneous preferences. (2022). Liu, Fangda ; Boonen, Tim J. In: Journal of Mathematical Economics. RePEc:eee:mateco:v:102:y:2022:i:c:s030440682200074x. Full description at Econpapers \|\| Download paper
2022	Sex Differential Dynamics in Coherent Mortality Models. (2022). Jallbjorn, Snorre ; Jarner, Soren Fiig. In: Forecasting. RePEc:gam:jforec:v:4:y:2022:i:4:p:45-844:d:929756. Full description at Econpapers \|\| Download paper
2022	. Full description at Econpapers \|\| Download paper
2022	. Full description at Econpapers \|\| Download paper
2022	Heat Equation as a Tool for Outliers Mitigation in Run-Off Triangles for Valuing the Technical Provisions in Non-Life Insurance Business. (2022). Mokrisova, Martina ; Rovnak, Martin ; Bakon, Matus ; Barlak, Jan. In: Risks. RePEc:gam:jrisks:v:10:y:2022:i:9:p:171-:d:899780. Full description at Econpapers \|\| Download paper
2022	Modelling USA Age-Cohort Mortality: A Comparison of Multi-Factor Affine Mortality Models. (2022). Ziveyi, Jonathan ; Villegas, Andres M ; Sherris, Michael ; Huang, Zhiping. In: Risks. RePEc:gam:jrisks:v:10:y:2022:i:9:p:183-:d:915479. Full description at Econpapers \|\| Download paper
2022	Analysis of IBNR Liabilities with Interevent Times Depending on Claim Counts. (2022). Geiger, Daniel J ; Adekpedjou, Akim. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:24:y:2022:i:2:d:10.1007_s11009-022-09950-5. Full description at Econpapers \|\| Download paper

Recent citations received in 2021

Year	Citing document
2021	Risk measures induced by efficient insurance contracts. (2021). Zitikis, Ricardas ; Wang, Ruodu. In: Papers. RePEc:arx:papers:2109.00314. Full description at Econpapers \|\| Download paper
2021	A combined analysis of hedge effectiveness and capital efficiency in longevity hedging. (2021). Russ, Jochen ; Freimann, Arne ; Borger, Matthias . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:99:y:2021:i:c:p:309-326. Full description at Econpapers \|\| Download paper
2021	An expectation-maximization algorithm for the exponential-generalized inverse Gaussian regression model with varying dispersion and shape for modelling the aggregate claim amount. (2021). Jeong, Himchan ; Tzougas, George. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:108210. Full description at Econpapers \|\| Download paper
2021	. Full description at Econpapers \|\| Download paper
2021	Stochastic Claims Reserving Methods with State Space Representations: A Review. (2021). Johannssen, Arne ; Chukhrova, Nataliya. In: Risks. RePEc:gam:jrisks:v:9:y:2021:i:11:p:198-:d:672160. Full description at Econpapers \|\| Download paper
2021	Kalman Filter Learning Algorithms and State Space Representations for Stochastic Claims Reserving. (2021). Johannssen, Arne ; Chukhrova, Nataliya. In: Risks. RePEc:gam:jrisks:v:9:y:2021:i:6:p:112-:d:569870. Full description at Econpapers \|\| Download paper
2021	The Combined Stop-Loss and Quota-Share Reinsurance: Conditional Tail Expectation-Based Optimization from the Joint Perspective of Insurer and Reinsurer. (2021). Sari, Suci ; Hakim, Arief ; Syuhada, Khreshna. In: Risks. RePEc:gam:jrisks:v:9:y:2021:i:7:p:125-:d:587197. Full description at Econpapers \|\| Download paper

Recent citations received in 2020

Year	Citing document
2020	From risk sharing to pure premium for a large number of heterogeneous losses. (2020). Robert, C Y ; Denuit, M. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2020015. Full description at Econpapers \|\| Download paper
2020	Risk reduction by conditional mean risk sharing with application to collaborative insurance. (2020). Robert, Christian Y ; Denuit, Michel. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2020024. Full description at Econpapers \|\| Download paper
2020	Life-Care Tontines. (2020). Lucas, Nathalie ; Hieber, Peter. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2020026. Full description at Econpapers \|\| Download paper
2020	Stop-loss protection for a large P2P insurance pool. (2020). Robert, Christian Y ; Denuit, Michel. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2020028. Full description at Econpapers \|\| Download paper
2020	A Stochastic Control Approach to Defined Contribution Plan Decumulation: The Nastiest, Hardest Problem in Finance. (2020). Forsyth, Peter A. In: Papers. RePEc:arx:papers:2008.06598. Full description at Econpapers \|\| Download paper
2020	Pricing and Capital Allocation for Multiline Insurance Firms With Finite Assets in an Imperfect Market. (2020). Mildenhall, Stephen J ; Major, John A. In: Papers. RePEc:arx:papers:2008.12427. Full description at Econpapers \|\| Download paper
2020	Volterra mortality model: Actuarial valuation and risk management with long-range dependence. (2020). Wong, Hoi Ying ; Chiu, Mei Choi ; Wang, Ling. In: Papers. RePEc:arx:papers:2009.09572. Full description at Econpapers \|\| Download paper
2020	Fast and efficient nested simulation for large variable annuity portfolios: A surrogate modeling approach. (2020). Yang, Shuai ; Lin, Sheldon X. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:91:y:2020:i:c:p:85-103. Full description at Econpapers \|\| Download paper
2020	Optimal dynamic asset allocation for DC plan accumulation/decumulation: Ambition-CVAR. (2020). Forsyth, Peter A. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:93:y:2020:i:c:p:230-245. Full description at Econpapers \|\| Download paper
2020	Positivity properties of the ARFIMA(0,d,0) specifications and credibility analysis of frequency risks. (2020). Pinquet, Jean . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:95:y:2020:i:c:p:159-165. Full description at Econpapers \|\| Download paper
2020	EM estimation for the Poisson-Inverse Gamma regression model with varying dispersion: an application to insurance ratemaking. (2020). Tzougas, George. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:106539. Full description at Econpapers \|\| Download paper
2020	Neural Networks for the Joint Development of Individual Payments and Claim Incurred. (2020). Wuthrich, Mario V ; Delong, Ukasz. In: Risks. RePEc:gam:jrisks:v:8:y:2020:i:2:p:33-:d:342279. Full description at Econpapers \|\| Download paper
2020	EM Estimation for the Poisson-Inverse Gamma Regression Model with Varying Dispersion: An Application to Insurance Ratemaking. (2020). Tzougas, George. In: Risks. RePEc:gam:jrisks:v:8:y:2020:i:3:p:97-:d:412191. Full description at Econpapers \|\| Download paper
2020	Application of a Vine Copula for Multi-Line Insurance Reserving. (2020). Dey, Dipak ; Jeong, Himchan. In: Risks. RePEc:gam:jrisks:v:8:y:2020:i:4:p:111-:d:432602. Full description at Econpapers \|\| Download paper
2020	On quantile based co-risk measures and their estimation. (2020). Wolfgang, Trutschnig ; Sebastian, Fuchs. In: Dependence Modeling. RePEc:vrs:demode:v:8:y:2020:i:1:p:396-416:n:19. Full description at Econpapers \|\| Download paper
2020	On quantile based co-risk measures and their estimation. (2020). Wolfgang, Trutschnig ; Sebastian, Fuchs. In: Dependence Modeling. RePEc:vrs:demode:v:8:y:2020:i:1:p:396-416:n:21. Full description at Econpapers \|\| Download paper

Recent citations received in 2019

Year	Citing document
2019	Insight into Stagnating Life Expectancy: Analysing Cause of Death Patterns across Socio-economic Groups. (2019). , Carsten ; Kjargaard, Soren ; Kallestrup-Lamb, Malene. In: CREATES Research Papers. RePEc:aah:create:2019-20. Full description at Econpapers \|\| Download paper
2019	Size-biased transform and conditional mean risk sharing, with application to P2P insurance and tontines. (2019). Denuit, Michel. In: IBSA Discussion Papers (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvad:2019010. Full description at Econpapers \|\| Download paper
2019	Une alternative a la pension a points : le compte individuel pension en euros. (2019). Devolder, Pierre. In: IBSA Discussion Papers (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvad:2019011. Full description at Econpapers \|\| Download paper
2019	Investing in your own and peers risks: The simple analytics of p2p insurance. (2019). Denuit, Michel. In: IBSA Discussion Papers (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvad:2019028. Full description at Econpapers \|\| Download paper
2019	A full and synthetic model for Asset-Liability Management in life insurance, and analysis of the SCR with the standard formula. (2019). Infante, Jose Arturo ; Cherchali, Adel ; Alfonsi, Aur'Elien. In: Papers. RePEc:arx:papers:1908.00811. Full description at Econpapers \|\| Download paper
2019	Optimal retirement planning under partial information. (2019). An, Chen ; Nicole, Bauerle. In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:36:y:2019:i:1-4:p:37-55:n:1. Full description at Econpapers \|\| Download paper
2019	On the stochastic equation L(Z)=L[V(X+Z)] and properties of MittagÃ¢â¬âLeffler distributions. (2019). Zhang, Zhehao. In: Applied Mathematics and Computation. RePEc:eee:apmaco:v:361:y:2019:i:c:p:365-376. Full description at Econpapers \|\| Download paper
2019	Fair valuation of insurance liability cash-flow streams in continuous time: Theory. (2019). Barigou, Karim ; Dhaene, Jan ; Delong, Ukasz. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:88:y:2019:i:c:p:196-208. Full description at Econpapers \|\| Download paper
2019	On the existence of a representative reinsurer under heterogeneous beliefs. (2019). Ghossoub, Mario ; Boonen, Tim J. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:88:y:2019:i:c:p:209-225. Full description at Econpapers \|\| Download paper
2019	A class of mixture of experts models for general insurance: Theoretical developments. (2019). Lin, Sheldon X ; Badescu, Andrei L ; Fung, Tsz Chai. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:89:y:2019:i:c:p:111-127. Full description at Econpapers \|\| Download paper
2019	Options on tontines: An innovative way of combining tontines and annuities. (2019). Rach, Manuel ; Chen, AN. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:89:y:2019:i:c:p:182-192. Full description at Econpapers \|\| Download paper
2019	Budget-constrained optimal insurance with belief heterogeneity. (2019). Ghossoub, Mario. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:89:y:2019:i:c:p:79-91. Full description at Econpapers \|\| Download paper
2019	Forecast Reconciliation: A geometric View with New Insights on Bias Correction. (2019). Hyndman, Rob J ; Athanasopoulos, George ; Gamakumara, Puwasala ; Panagiotelis, Anastasios. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2019-18. Full description at Econpapers \|\| Download paper

10 most frequent citing series

#	Series	H	Cites
1	Insurance: Mathematics and Economics / Elsevier	54	843
2	Papers / arXiv.org	85	501
3	Risks / MDPI	17	342
4			133
5	Methodology and Computing in Applied Probability / Springer	15	83
6	LIDAM Discussion Papers ISBA / UniversitÃ© catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA)	12	77
7	European Journal of Operational Research / Elsevier	128	68
8	LSE Research Online Documents on Economics / London School of Economics and Political Science, LSE Library	129	48
9	Post-Print / HAL	203	44
10	Working Papers / HAL	59	43
11	Applied Mathematics and Computation / Elsevier	28	39