Citation analysis for North American Actuarial Journal / Taylor & Francis Journals

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

5 Years H Index

Impact Factor (IF)

0.36

5 Years IF

0.39

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
1997	0	0.24	0.02	0	87	87	70	1	2	0		0			0	1	0.01	0.11
1998	0.02	0.28	0.02	0.02	96	183	625	4	6	87	2	87	2		0	2	0.02	0.13
1999	0.05	0.3	0.07	0.05	102	285	204	19	25	183	10	183	10		0	8	0.08	0.15
2000	0.07	0.36	0.08	0.06	84	369	361	29	54	198	13	285	18		0	5	0.06	0.16
2001	0.06	0.38	0.07	0.07	74	443	230	28	83	186	11	369	24		0	1	0.01	0.17
2002	0.09	0.41	0.11	0.1	46	489	102	53	136	158	15	443	45		0	2	0.04	0.21
2003	0.04	0.44	0.1	0.1	52	541	380	54	190	120	5	402	40		0	4	0.08	0.22
2004	0.18	0.49	0.14	0.11	55	596	196	84	274	98	18	358	39	1	1.2		0	0.22
2005	0.17	0.5	0.13	0.11	53	649	298	86	360	107	18	311	33		0	5	0.09	0.23
2006	0.19	0.5	0.15	0.14	58	707	186	104	464	108	20	280	40		0		0	0.22
2007	0.13	0.46	0.11	0.14	69	776	319	88	552	111	14	264	36		0	2	0.03	0.2
2008	0.14	0.49	0.22	0.2	41	817	83	176	729	127	18	287	57		0		0	0.23
2009	0.16	0.47	0.23	0.17	34	851	388	196	926	110	18	276	48	1	0.5	3	0.09	0.24
2010	0.23	0.48	0.21	0.22	33	884	140	189	1116	75	17	255	56		0	2	0.06	0.21
2011	0.39	0.52	0.23	0.21	33	917	283	207	1323	67	26	235	50	1	0.5	19	0.58	0.24
2012	0.27	0.52	0.24	0.27	15	932	42	228	1551	66	18	210	56		0		0	0.22
2013	0.42	0.56	0.29	0.36	22	954	70	276	1828	48	20	156	56		0	1	0.05	0.24
2014	0.19	0.55	0.2	0.34	30	984	202	201	2029	37	7	137	47		0	3	0.1	0.23
2015	0.5	0.55	0.28	0.41	23	1007	62	277	2306	52	26	133	54		0	2	0.09	0.23
2016	0.43	0.53	0.29	0.37	28	1035	36	300	2606	53	23	123	45		0	1	0.04	0.21
2017	0.22	0.54	0.23	0.31	35	1070	102	248	2855	51	11	118	37	9	3.6	3	0.09	0.22
2018	0.25	0.56	0.29	0.34	32	1102	76	324	3180	63	16	138	47		0	7	0.22	0.24
2019	0.36	0.58	0.29	0.37	33	1135	57	331	3511	67	24	148	55		0	6	0.18	0.23
2020	0.35	0.7	0.33	0.34	39	1174	44	385	3896	65	23	151	52		0	3	0.08	0.33
2021	0.31	0.87	0.4	0.37	59	1233	51	488	4384	72	22	167	62		0	36	0.61	0.32
2022	0.36	1	0.3	0.39	31	1264	15	375	4759	98	35	198	77		0	5	0.16	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	1998	Understanding Relationships Using Copulas. (1998). Frees, Edward ; Valdez, Emiliano . In: North American Actuarial Journal. RePEc:taf:uaajxx:v:2:y:1998:i:1:p:1-25. Full description at Econpapers \|\| Download paper	269
2	1998	On the Time Value of Ruin. (1998). Gerber, Hans ; Shiu, Elias. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:2:y:1998:i:1:p:48-72. Full description at Econpapers \|\| Download paper	247
3	2009	A Quantitative Comparison of Stochastic Mortality Models Using Data From England and Wales and the United States. (2009). Cairns, Andrew ; Balevich, Igor ; Ong, Alen ; Epstein, David ; Coughlan, Guy ; Dowd, Kevin ; Blake, David. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:13:y:2009:i:1:p:1-35. Full description at Econpapers \|\| Download paper	177
4	2000	The Lee-Carter Method for Forecasting Mortality, with Various Extensions and Applications. (2000). Lee, Ronald. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:4:y:2000:i:1:p:80-91. Full description at Econpapers \|\| Download paper	117
5	2003	Tail Conditional Expectations for Elliptical Distributions. (2003). Landsman, Zinoviy ; Valdez, Emiliano . In: North American Actuarial Journal. RePEc:taf:uaajxx:v:7:y:2003:i:4:p:55-71. Full description at Econpapers \|\| Download paper	115
6	2001	A Regime-Switching Model of Long-Term Stock Returns. (2001). Hardy, Mary . In: North American Actuarial Journal. RePEc:taf:uaajxx:v:5:y:2001:i:2:p:41-53. Full description at Econpapers \|\| Download paper	112
7	1999	Extreme Value Theory as a Risk Management Tool. (1999). Embrechts, Paul ; Samorodnitsky, Gennady ; Resnick, Sidney. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:3:y:1999:i:2:p:30-41. Full description at Econpapers \|\| Download paper	103
8	2009	Strategies for Dividend Distribution: A Review. (2009). Avanzi, Benjamin. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:13:y:2009:i:2:p:217-251. Full description at Econpapers \|\| Download paper	86
9	2005	Minimizing the Probability of Ruin When Claims Follow Brownian Motion with Drift. (2005). Promislow, David S ; Young, Virginia . In: North American Actuarial Journal. RePEc:taf:uaajxx:v:9:y:2005:i:3:p:110-128. Full description at Econpapers \|\| Download paper	86
10	2007	Risk Classification for Claim Counts. (2007). Boucher, Jean-Philippe ; Guillen, Montserrat ; Denuit, Michel. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:11:y:2007:i:4:p:110-131. Full description at Econpapers \|\| Download paper	80
11	2003	Economic Capital Allocation Derived from Risk Measures. (2003). Dhaene, Jan ; Kaas, Rob ; Goovaerts, Mark. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:7:y:2003:i:2:p:44-56. Full description at Econpapers \|\| Download paper	69
12	2011	Measuring Basis Risk in Longevity Hedges. (2011). Li, Johnny ; Hardy, Mary . In: North American Actuarial Journal. RePEc:taf:uaajxx:v:15:y:2011:i:2:p:177-200. Full description at Econpapers \|\| Download paper	66
13	2005	The Time Value of Ruin in a Sparre Andersen Model. (2005). Gerber, Hans ; Shiu, Elias. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:9:y:2005:i:2:p:49-69. Full description at Econpapers \|\| Download paper	60
14	2006	On Optimal Dividend Strategies In The Compound Poisson Model. (2006). Gerber, Hans ; Shiu, Elias. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:10:y:2006:i:2:p:76-93. Full description at Econpapers \|\| Download paper	55
15	2007	Natural Hedging of Life and Annuity Mortality Risks. (2007). Cox, Samuel ; Lin, Yijia. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:11:y:2007:i:3:p:1-15. Full description at Econpapers \|\| Download paper	51
16	1999	Application of Coherent Risk Measures to Capital Requirements in Insurance. (1999). Artzner, Philippe. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:3:y:1999:i:2:p:11-25. Full description at Econpapers \|\| Download paper	49
17	2011	Longevity Hedging 101. (2011). Coughlan, Guy ; Dowd, Kevin ; Blake, David ; Cairns, Andrew ; Kumar, Sumit ; Ye, Yijing ; Khalaf-Allah, Marwa . In: North American Actuarial Journal. RePEc:taf:uaajxx:v:15:y:2011:i:2:p:150-176. Full description at Econpapers \|\| Download paper	47
18	2003	Empirical Estimation of Risk Measures and Related Quantities. (2003). Jones, Bruce ; Zitikis, Riardas. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:7:y:2003:i:4:p:44-54. Full description at Econpapers \|\| Download paper	47
19	2004	Optimal Investment Strategy to Minimize the Probability of Lifetime Ruin. (2004). Young, Virginia . In: North American Actuarial Journal. RePEc:taf:uaajxx:v:8:y:2004:i:4:p:106-126. Full description at Econpapers \|\| Download paper	46
20	2011	A Gravity Model of Mortality Rates for Two Related Populations. (2011). Dowd, Kevin ; Khalaf-Allah, Marwa ; Coughlan, Guy ; Blake, David ; Cairns, Andrew . In: North American Actuarial Journal. RePEc:taf:uaajxx:v:15:y:2011:i:2:p:334-356. Full description at Econpapers \|\| Download paper	44
21	2000	Valuing Equity-Indexed Annuities. (2000). Tiong, Serena . In: North American Actuarial Journal. RePEc:taf:uaajxx:v:4:y:2000:i:4:p:149-163. Full description at Econpapers \|\| Download paper	40
22	2000	Catastrophe Risk Bonds. (2000). Cox, Samuel ; Pedersen, Hal. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:4:y:2000:i:4:p:56-82. Full description at Econpapers \|\| Download paper	38
23	2000	The Integration of the Financial Services Industry. (2000). Berger, Allen . In: North American Actuarial Journal. RePEc:taf:uaajxx:v:4:y:2000:i:3:p:25-45. Full description at Econpapers \|\| Download paper	37
24	2014	On the Modeling and Forecasting of Socioeconomic Mortality Differentials: An Application to Deprivation and Mortality in England. (2014). Villegas, Andres ; Haberman, Steven. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:18:y:2014:i:1:p:168-193. Full description at Econpapers \|\| Download paper	34
25	2011	Mortality Regimes and Pricing. (2011). Milidonis, Andreas ; Cox, Samuel ; Lin, Yijia. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:15:y:2011:i:2:p:266-289. Full description at Econpapers \|\| Download paper	33
26	2014	Developing Equity Release Markets: Risk Analysis for Reverse Mortgages and Home Reversions. (2014). Lai, Daniela ; Sherris, Michael ; Hanewald, Katja ; Cho, Daniel ; Chen, Hua ; Alai, Daniel . In: North American Actuarial Journal. RePEc:taf:uaajxx:v:18:y:2014:i:1:p:217-241. Full description at Econpapers \|\| Download paper	32
27	2010	Modeling and Evaluating Insurance Losses Via Mixtures of Erlang Distributions. (2010). Lee, Simon ; Lin, X. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:14:y:2010:i:1:p:107-130. Full description at Econpapers \|\| Download paper	32
28	2000	Self-Annuitization and Ruin in Retirement. (2000). Milevsky, Moshe ; Robinson, Chris. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:4:y:2000:i:4:p:112-124. Full description at Econpapers \|\| Download paper	32
29	2009	Weighted Pricing Functionals With Applications to Insurance. (2009). Furman, Edward ; Zitikis, Riardas. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:13:y:2009:i:4:p:483-496. Full description at Econpapers \|\| Download paper	31
30	1998	An Actuarial Index of the Right-Tail Risk. (1998). Wang, Shaun . In: North American Actuarial Journal. RePEc:taf:uaajxx:v:2:y:1998:i:2:p:88-101. Full description at Econpapers \|\| Download paper	31
31	2004	Projecting Mortality Trends. (2004). Wong-Fupuy, Carlos ; Haberman, Steven. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:8:y:2004:i:2:p:56-83. Full description at Econpapers \|\| Download paper	29
32	2005	Modeling Surrender and Lapse Rates With Economic Variables. (2005). Kim, Changki. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:9:y:2005:i:4:p:56-70. Full description at Econpapers \|\| Download paper	29
33	2011	Mortality Measurement at Advanced Ages. (2011). Gavrilov, Leonid ; Gavrilova, Natalia . In: North American Actuarial Journal. RePEc:taf:uaajxx:v:15:y:2011:i:3:p:432-447. Full description at Econpapers \|\| Download paper	29
34	2007	On the Class of Erlang Mixtures with Risk Theoretic Applications. (2007). Willmot, Gordon ; Woo, Jae-Kyung. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:11:y:2007:i:2:p:99-115. Full description at Econpapers \|\| Download paper	28
35	2011	Explaining Mortality Dynamics. (2011). Hanewald, Katja . In: North American Actuarial Journal. RePEc:taf:uaajxx:v:15:y:2011:i:2:p:290-314. Full description at Econpapers \|\| Download paper	28
36	2010	Backtesting Stochastic Mortality Models. (2010). Dowd, Kevin ; Khalaf-Allah, Marwa ; Epstein, David ; Coughlan, Guy ; Blake, David ; Cairns, Andrew . In: North American Actuarial Journal. RePEc:taf:uaajxx:v:14:y:2010:i:3:p:281-298. Full description at Econpapers \|\| Download paper	28
37	2005	Credibility Using Copulas. (2005). Frees, Edward ; Wang, Ping. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:9:y:2005:i:2:p:31-48. Full description at Econpapers \|\| Download paper	25
38	2004	Optimal Investment for an Insurer to Minimize Its Probability of Ruin. (2004). Liu, Chi ; Yang, Hailiang. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:8:y:2004:i:2:p:11-31. Full description at Econpapers \|\| Download paper	25
39	2001	Optimal Annuitization Policies. (2001). Milevsky, Moshe Arye. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:5:y:2001:i:1:p:57-69. Full description at Econpapers \|\| Download paper	24
40	2003	Valuation of Equity-Indexed Annuities Under Stochastic Interest Rates. (2003). Lin, Sheldon X ; Tan, Ken Seng. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:7:y:2003:i:4:p:72-91. Full description at Econpapers \|\| Download paper	24
41	2003	Pricing Guaranteed Life Insurance Participating Policies with Annual Premiums and Surrender Option. (2003). Bacinello, Anna Rita . In: North American Actuarial Journal. RePEc:taf:uaajxx:v:7:y:2003:i:3:p:1-17. Full description at Econpapers \|\| Download paper	23
42	2003	Equity-Indexed Life Insurance: Pricing and Reserving Using the Principle of Equivalent Utility. (2003). Young, Virginia . In: North American Actuarial Journal. RePEc:taf:uaajxx:v:7:y:2003:i:1:p:68-86. Full description at Econpapers \|\| Download paper	23
43	2014	A General Procedure for Constructing Mortality Models. (2014). Hunt, Andrew ; Blake, David. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:18:y:2014:i:1:p:116-138. Full description at Econpapers \|\| Download paper	23
44	2003	Geometric Brownian Motion Models for Assets and Liabilities: From Pension Funding to Optimal Dividends. (2003). Gerber, Hans ; Shiu, Elias. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:7:y:2003:i:3:p:37-51. Full description at Econpapers \|\| Download paper	22
45	2009	Pricing Annuity Guarantees Under a Regime-Switching Model. (2009). Lin, X ; Yang, Hailiang ; Tan, Ken . In: North American Actuarial Journal. RePEc:taf:uaajxx:v:13:y:2009:i:3:p:316-332. Full description at Econpapers \|\| Download paper	22
46	2014	Modeling Period Effects in Multi-Population Mortality Models: Applications to Solvency II. (2014). Zhou, Rui ; Tan, Ken ; Li, Johnny ; Kaufhold, Kai ; Wang, Yujiao. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:18:y:2014:i:1:p:150-167. Full description at Econpapers \|\| Download paper	21
47	2011	Predicting the Frequency and Amount of Health Care Expenditures. (2011). Frees, Edward ; Rosenberg, Marjorie ; Gao, Jie. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:15:y:2011:i:3:p:377-392. Full description at Econpapers \|\| Download paper	21
48	2005	Real Longevity Insurance with a Deductible: Introduction to Advanced-Life Delayed Annuities (ALDA). (2005). Milevsky, Moshe . In: North American Actuarial Journal. RePEc:taf:uaajxx:v:9:y:2005:i:4:p:109-122. Full description at Econpapers \|\| Download paper	21
49	2007	Absolute Ruin Probabilities in a Jump Diffusion Risk Model with Investment. (2007). Gerber, Hans ; Yang, Hailiang. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:11:y:2007:i:3:p:159-169. Full description at Econpapers \|\| Download paper	20
50	1998	Forecasting Mortality Change. (1998). Tuljapurkar, Shripad. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:2:y:1998:i:4:p:127-134. Full description at Econpapers \|\| Download paper	19

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

#	Year	Title	Cited
1	2009	A Quantitative Comparison of Stochastic Mortality Models Using Data From England and Wales and the United States. (2009). Cairns, Andrew ; Balevich, Igor ; Ong, Alen ; Epstein, David ; Coughlan, Guy ; Dowd, Kevin ; Blake, David. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:13:y:2009:i:1:p:1-35. Full description at Econpapers \|\| Download paper	39
2	2003	Tail Conditional Expectations for Elliptical Distributions. (2003). Landsman, Zinoviy ; Valdez, Emiliano . In: North American Actuarial Journal. RePEc:taf:uaajxx:v:7:y:2003:i:4:p:55-71. Full description at Econpapers \|\| Download paper	28
3	1998	On the Time Value of Ruin. (1998). Gerber, Hans ; Shiu, Elias. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:2:y:1998:i:1:p:48-72. Full description at Econpapers \|\| Download paper	24
4	2009	Strategies for Dividend Distribution: A Review. (2009). Avanzi, Benjamin. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:13:y:2009:i:2:p:217-251. Full description at Econpapers \|\| Download paper	24
5	1998	Understanding Relationships Using Copulas. (1998). Frees, Edward ; Valdez, Emiliano . In: North American Actuarial Journal. RePEc:taf:uaajxx:v:2:y:1998:i:1:p:1-25. Full description at Econpapers \|\| Download paper	20
6	2001	A Regime-Switching Model of Long-Term Stock Returns. (2001). Hardy, Mary . In: North American Actuarial Journal. RePEc:taf:uaajxx:v:5:y:2001:i:2:p:41-53. Full description at Econpapers \|\| Download paper	20
7	2011	Measuring Basis Risk in Longevity Hedges. (2011). Li, Johnny ; Hardy, Mary . In: North American Actuarial Journal. RePEc:taf:uaajxx:v:15:y:2011:i:2:p:177-200. Full description at Econpapers \|\| Download paper	19
8	2014	Developing Equity Release Markets: Risk Analysis for Reverse Mortgages and Home Reversions. (2014). Lai, Daniela ; Sherris, Michael ; Hanewald, Katja ; Cho, Daniel ; Chen, Hua ; Alai, Daniel . In: North American Actuarial Journal. RePEc:taf:uaajxx:v:18:y:2014:i:1:p:217-241. Full description at Econpapers \|\| Download paper	18
9	1999	Extreme Value Theory as a Risk Management Tool. (1999). Embrechts, Paul ; Samorodnitsky, Gennady ; Resnick, Sidney. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:3:y:1999:i:2:p:30-41. Full description at Econpapers \|\| Download paper	16
10	2007	Risk Classification for Claim Counts. (2007). Boucher, Jean-Philippe ; Guillen, Montserrat ; Denuit, Michel. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:11:y:2007:i:4:p:110-131. Full description at Econpapers \|\| Download paper	15
11	2000	Catastrophe Risk Bonds. (2000). Cox, Samuel ; Pedersen, Hal. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:4:y:2000:i:4:p:56-82. Full description at Econpapers \|\| Download paper	14
12	1999	Application of Coherent Risk Measures to Capital Requirements in Insurance. (1999). Artzner, Philippe. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:3:y:1999:i:2:p:11-25. Full description at Econpapers \|\| Download paper	14
13	2005	Minimizing the Probability of Ruin When Claims Follow Brownian Motion with Drift. (2005). Promislow, David S ; Young, Virginia . In: North American Actuarial Journal. RePEc:taf:uaajxx:v:9:y:2005:i:3:p:110-128. Full description at Econpapers \|\| Download paper	14
14	2021	Boosting Insights in Insurance Tariff Plans with Tree-Based Machine Learning Methods. (2021). Verbelen, Roel ; Antonio, Katrien ; Cote, Marie-Pier ; Henckaerts, Roel. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:25:y:2021:i:2:p:255-285. Full description at Econpapers \|\| Download paper	12
15	2000	Valuing Equity-Indexed Annuities. (2000). Tiong, Serena . In: North American Actuarial Journal. RePEc:taf:uaajxx:v:4:y:2000:i:4:p:149-163. Full description at Econpapers \|\| Download paper	12
16	2000	The Lee-Carter Method for Forecasting Mortality, with Various Extensions and Applications. (2000). Lee, Ronald. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:4:y:2000:i:1:p:80-91. Full description at Econpapers \|\| Download paper	12
17	2011	A Gravity Model of Mortality Rates for Two Related Populations. (2011). Dowd, Kevin ; Khalaf-Allah, Marwa ; Coughlan, Guy ; Blake, David ; Cairns, Andrew . In: North American Actuarial Journal. RePEc:taf:uaajxx:v:15:y:2011:i:2:p:334-356. Full description at Econpapers \|\| Download paper	11
18	2017	Variable Annuities with VIX-Linked Fee Structure under a Heston-Type Stochastic Volatility Model. (2017). Cui, Zhenyu ; MacKay, Anne ; Feng, Runhuan. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:21:y:2017:i:3:p:458-483. Full description at Econpapers \|\| Download paper	11
19	2017	Policyholder Exercise Behavior in Life Insurance: The State of Affairs. (2017). Bauer, Daniel ; Zhu, Nan ; Ulm, Eric R ; Moenig, Thorsten ; Gao, Jin . In: North American Actuarial Journal. RePEc:taf:uaajxx:v:21:y:2017:i:4:p:485-501. Full description at Econpapers \|\| Download paper	10
20	2019	Cybersecurity Insurance: Modeling and Pricing. (2019). Hua, Lei ; Xu, Maochao. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:23:y:2019:i:2:p:220-249. Full description at Econpapers \|\| Download paper	10
21	2011	Longevity Hedging 101. (2011). Coughlan, Guy ; Dowd, Kevin ; Blake, David ; Cairns, Andrew ; Kumar, Sumit ; Ye, Yijing ; Khalaf-Allah, Marwa . In: North American Actuarial Journal. RePEc:taf:uaajxx:v:15:y:2011:i:2:p:150-176. Full description at Econpapers \|\| Download paper	10
22	2011	Predicting the Frequency and Amount of Health Care Expenditures. (2011). Frees, Edward ; Rosenberg, Marjorie ; Gao, Jie. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:15:y:2011:i:3:p:377-392. Full description at Econpapers \|\| Download paper	9
23	2012	Asymptotic Analysis of Multivariate Tail Conditional Expectations. (2012). Zhu, LI ; Li, Haijun. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:16:y:2012:i:3:p:350-363. Full description at Econpapers \|\| Download paper	9
24	2005	Modeling Surrender and Lapse Rates With Economic Variables. (2005). Kim, Changki. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:9:y:2005:i:4:p:56-70. Full description at Econpapers \|\| Download paper	9
25	2011	Mortality Measurement at Advanced Ages. (2011). Gavrilov, Leonid ; Gavrilova, Natalia . In: North American Actuarial Journal. RePEc:taf:uaajxx:v:15:y:2011:i:3:p:432-447. Full description at Econpapers \|\| Download paper	9
26	2007	Natural Hedging of Life and Annuity Mortality Risks. (2007). Cox, Samuel ; Lin, Yijia. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:11:y:2007:i:3:p:1-15. Full description at Econpapers \|\| Download paper	8
27	2014	A General Procedure for Constructing Mortality Models. (2014). Hunt, Andrew ; Blake, David. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:18:y:2014:i:1:p:116-138. Full description at Econpapers \|\| Download paper	8
28	2014	Modeling Period Effects in Multi-Population Mortality Models: Applications to Solvency II. (2014). Zhou, Rui ; Tan, Ken ; Li, Johnny ; Kaufhold, Kai ; Wang, Yujiao. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:18:y:2014:i:1:p:150-167. Full description at Econpapers \|\| Download paper	8
29	2011	Markovian Approaches to Joint-Life Mortality. (2011). Ji, Min ; Li, Johnny Siu-Hang ; Hardy, Mary . In: North American Actuarial Journal. RePEc:taf:uaajxx:v:15:y:2011:i:3:p:357-376. Full description at Econpapers \|\| Download paper	8
30	2011	Explaining Mortality Dynamics. (2011). Hanewald, Katja . In: North American Actuarial Journal. RePEc:taf:uaajxx:v:15:y:2011:i:2:p:290-314. Full description at Econpapers \|\| Download paper	8
31	2014	On the Modeling and Forecasting of Socioeconomic Mortality Differentials: An Application to Deprivation and Mortality in England. (2014). Villegas, Andres ; Haberman, Steven. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:18:y:2014:i:1:p:168-193. Full description at Econpapers \|\| Download paper	8
32	2020	Can Automobile Insurance Telematics Predict the Risk of Near-Miss Events?. (2020). Nielsen, Jens Perch ; Guillen, Montserrat ; Elpidorou, Valandis ; Prez-Marn, Ana M. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:24:y:2020:i:1:p:141-152. Full description at Econpapers \|\| Download paper	7
33	2021	Extreme Data Breach Losses: An Alternative Approach to Estimating Probable Maximum Loss for Data Breach Risk. (2021). Jung, Kwangmin. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:25:y:2021:i:4:p:580-603. Full description at Econpapers \|\| Download paper	7
34	2006	On Optimal Dividend Strategies In The Compound Poisson Model. (2006). Gerber, Hans ; Shiu, Elias. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:10:y:2006:i:2:p:76-93. Full description at Econpapers \|\| Download paper	7
35	2014	A Bayesian Multivariate Risk-Neutral Method for Pricing Reverse Mortgages. (2014). Kogure, Atsuyuki ; Kamiya, Shinichi ; Li, Jackie. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:18:y:2014:i:1:p:242-257. Full description at Econpapers \|\| Download paper	7
36	2003	Economic Capital Allocation Derived from Risk Measures. (2003). Dhaene, Jan ; Kaas, Rob ; Goovaerts, Mark. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:7:y:2003:i:2:p:44-56. Full description at Econpapers \|\| Download paper	7
37	2015	Multistate Actuarial Models of Functional Disability. (2015). Fong, Joelle H ; Sherris, Michael ; Shao, Adam W. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:19:y:2015:i:1:p:41-59. Full description at Econpapers \|\| Download paper	7
38	2009	Pricing Annuity Guarantees Under a Regime-Switching Model. (2009). Lin, X ; Yang, Hailiang ; Tan, Ken . In: North American Actuarial Journal. RePEc:taf:uaajxx:v:13:y:2009:i:3:p:316-332. Full description at Econpapers \|\| Download paper	6
39	2007	Markov Aging Process and Phase-Type Law of Mortality. (2007). Lin, X ; Liu, Xiaoming. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:11:y:2007:i:4:p:92-109. Full description at Econpapers \|\| Download paper	6
40	2007	On the Class of Erlang Mixtures with Risk Theoretic Applications. (2007). Willmot, Gordon ; Woo, Jae-Kyung. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:11:y:2007:i:2:p:99-115. Full description at Econpapers \|\| Download paper	6
41	2010	Modeling and Evaluating Insurance Losses Via Mixtures of Erlang Distributions. (2010). Lee, Simon ; Lin, X. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:14:y:2010:i:1:p:107-130. Full description at Econpapers \|\| Download paper	6
42	2003	Valuation of Equity-Indexed Annuities Under Stochastic Interest Rates. (2003). Lin, Sheldon X ; Tan, Ken Seng. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:7:y:2003:i:4:p:72-91. Full description at Econpapers \|\| Download paper	6
43	2010	Backtesting Stochastic Mortality Models. (2010). Dowd, Kevin ; Khalaf-Allah, Marwa ; Epstein, David ; Coughlan, Guy ; Blake, David ; Cairns, Andrew . In: North American Actuarial Journal. RePEc:taf:uaajxx:v:14:y:2010:i:3:p:281-298. Full description at Econpapers \|\| Download paper	6
44	2018	The Annuity Puzzle and an Outline of Its Solution. (2018). Oguledo, Victor I ; Ramsay, Colin M. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:22:y:2018:i:4:p:623-645. Full description at Econpapers \|\| Download paper	5
45	2006	On The Expected Discounted Penalty function for LÃÂ©vy Risk Processes. (2006). Garrido, Jose ; Morales, Manuel. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:10:y:2006:i:4:p:196-216. Full description at Econpapers \|\| Download paper	5
46	2018	Regression Modeling for the Valuation of Large Variable Annuity Portfolios. (2018). Gan, Guojun ; Valdez, Emiliano A. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:22:y:2018:i:1:p:40-54. Full description at Econpapers \|\| Download paper	5
47	2018	Bonus-Malus Systems with Two-Component Mixture Models Arising from Different Parametric Families. (2018). Tzougas, George ; Frangos, Nicholas ; Vrontos, Spyridon . In: North American Actuarial Journal. RePEc:taf:uaajxx:v:22:y:2018:i:1:p:55-91. Full description at Econpapers \|\| Download paper	5
48	2000	Why Men Die Younger. (2000). Kalben, Barbara. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:4:y:2000:i:4:p:83-111. Full description at Econpapers \|\| Download paper	5
49	2009	Weighted Pricing Functionals With Applications to Insurance. (2009). Furman, Edward ; Zitikis, Riardas. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:13:y:2009:i:4:p:483-496. Full description at Econpapers \|\| Download paper	5
50	2014	Keeping Some Skin in the Game: How to Start a Capital Market in Longevity Risk Transfers. (2014). Biffis, Enrico ; Blake, David. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:18:y:2014:i:1:p:14-21. Full description at Econpapers \|\| Download paper	5

Citing documents used to compute impact factor: 35

Year	Title
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	The Impact of Health Impairment on Optimal Annuitization for Retirees. (2022). Purcal, Sachi ; Tan, Ken Seng ; Asmuni, Nurin Haniah. In: Risks. RePEc:gam:jrisks:v:10:y:2022:i:4:p:75-:d:785568. Full description at Econpapers \|\| Download paper
2022	Care-dependent tontines. (2022). Xu, Xian ; Chen, Yusha. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:106:y:2022:i:c:p:69-89. Full description at Econpapers \|\| Download paper
2022	Temporal Clustering of the Causes of Death for Mortality Modelling. (2022). Ruturwa, Daniel ; Kasozi, Juma ; Bett, Nicholas. In: Risks. RePEc:gam:jrisks:v:10:y:2022:i:5:p:99-:d:809372. Full description at Econpapers \|\| Download paper
2022	Green nested simulation via likelihood ratio: Applications to longevity risk management. (2022). Zhou, Kenneth Q ; Li, Johnny Siu-Hang ; Feng, Ben Mingbin. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:106:y:2022:i:c:p:285-301. Full description at Econpapers \|\| Download paper
2022	Ratemaking territories and adverse selection for flood insurance. (2022). Ojeda, Angelica ; Boudreault, Mathieu. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:107:y:2022:i:c:p:349-360. Full description at Econpapers \|\| Download paper
2022	Managing weather- and market price-related financial risks in algal biofuel production. (2022). Kern, Jordan D ; Characklis, Gregory W ; Kleiman, Rachel M. In: Renewable Energy. RePEc:eee:renene:v:200:y:2022:i:c:p:111-124. Full description at Econpapers \|\| Download paper
2022	Forecasting actuarial time series: a practical study of the effect of statistical pre-adjustments. (2022). Sagianou, Aliki ; Hatzopoulos, Peter ; Galanopoulos, Nikolaos G ; Milionis, Alexandros E. In: Working Papers. RePEc:bog:wpaper:297. Full description at Econpapers \|\| Download paper
2022	Stochastic orders of multivariate JonesâLarsen distribution family with empirical applications in physics, economy and social sciences. (2022). Catana, Luigi-Ionut. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:603:y:2022:i:c:s0378437122003454. Full description at Econpapers \|\| Download paper
2022	Assessing the Effectiveness of the Actuaries Climate Index for Estimating the Impact of Extreme Weather on Crop Yield and Insurance Applications. (2022). Li, Hong ; Porth, Lysa ; Pan, Qimeng. In: Sustainability. RePEc:gam:jsusta:v:14:y:2022:i:11:p:6916-:d:832511. Full description at Econpapers \|\| Download paper
2022	Mortality modeling and regression with matrix distributions. (2022). Yslas, Jorge ; Bladt, Mogens ; Albrecher, Hansjorg. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:107:y:2022:i:c:p:68-87. Full description at Econpapers \|\| Download paper
2022	Individual health insurance reforms in the U.S.: Expanding interstate markets, Medicare for all, or Medicaid for all?. (2022). , Jason ; Yang, Charles C ; Frederick, Joshua D. In: European Journal of Operational Research. RePEc:eee:ejores:v:297:y:2022:i:2:p:753-765. Full description at Econpapers \|\| Download paper
2022	Segmentation and estimation of claim severity in motor third-party liability insurance through contrast analysis. (2022). Oltesova, Tatiana ; Komara, Silvia ; Reiff, Marian ; Zelinova, Silvia. In: Equilibrium. Quarterly Journal of Economics and Economic Policy. RePEc:pes:ierequ:v:17:y:2022:i:3:p:803-842. Full description at Econpapers \|\| Download paper
2022	. Full description at Econpapers \|\| Download paper
2022	Imbalanced learning for insurance using modified loss functions in tree-based models. (2022). Chong, Wing Fung ; Quan, Zhiyu ; Hu, Changyue. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:106:y:2022:i:c:p:13-32. Full description at Econpapers \|\| Download paper
2022	Explainable Artificial Intelligence (XAI) in Insurance. (2022). Castignani, German ; Ressel, Juliane ; Cunneen, Martin ; Mullins, Martin ; Sheehan, Barry ; Owens, Emer. In: Risks. RePEc:gam:jrisks:v:10:y:2022:i:12:p:230-:d:990714. 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	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	Effect of sleep and mood on academic performanceâat interface of physiology, psychology, and education. (2022). Mehta, Kosha J. In: Palgrave Communications. RePEc:pal:palcom:v:9:y:2022:i:1:d:10.1057_s41599-021-01031-1. Full description at Econpapers \|\| Download paper
2022	The connectedness between natural resource commodities and stock market indices: Evidence from the Chinese economy. (2022). Chang, Chiu-Lan ; Fang, Ming. In: Resources Policy. RePEc:eee:jrpoli:v:78:y:2022:i:c:s0301420722002896. Full description at Econpapers \|\| Download paper
2022	Targeting sustainable greenhouse agriculture policies in China and Denmark: A comparative study. (2022). McKnight, Ursula S ; Dalgaard, Tommy ; Li, Fulin ; Andersen, Lars S ; Moro, Mariu A ; Deichmann, Majken ; Liu, Suxia. In: Land Use Policy. RePEc:eee:lauspo:v:119:y:2022:i:c:s0264837722001752. Full description at Econpapers \|\| Download paper
2022	Empirical tail conditional allocation and its consistency under minimal assumptions. (2022). Zitikis, R ; Su, J ; Gribkova, N V. In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:74:y:2022:i:4:d:10.1007_s10463-021-00813-3. Full description at Econpapers \|\| Download paper
2022	Multivariate matrix-exponential affine mixtures and their applications in risk theory. (2022). Woo, Jae-Kyung ; Peralta, Oscar. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:106:y:2022:i:c:p:364-389. Full description at Econpapers \|\| Download paper
2022	. Full description at Econpapers \|\| Download paper
2022	Cyber Risk Frequency, Severity and Insurance Viability. (2021). Shevchenko, Pavel V ; Peters, Gareth W ; Malavasi, Matteo ; Sofronov, Georgy ; Jang, Jiwook ; Truck, Stefan. In: Papers. RePEc:arx:papers:2111.03366. Full description at Econpapers \|\| Download paper
2022	Cyber risk frequency, severity and insurance viability. (2022). Sofronov, Georgy ; Jang, Jiwook ; Truck, Stefan ; Shevchenko, Pavel V ; Peters, Gareth W ; Malavasi, Matteo. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:106:y:2022:i:c:p:90-114. Full description at Econpapers \|\| Download paper
2022	Heterogeneity in cyber loss severity and its impact on cyber risk measurement. (2022). Jung, Kwangmin ; Eling, Martin. In: Risk Management. RePEc:pal:risman:v:24:y:2022:i:4:d:10.1057_s41283-022-00095-w. Full description at Econpapers \|\| Download paper
2022	Conditional Tail Expectation Decomposition and Conditional Mean Risk Sharing for Dependent and Conditionally Independent Losses. (2022). Robert, Christian Y ; Denuit, Michel. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:24:y:2022:i:3:d:10.1007_s11009-021-09888-0. Full description at Econpapers \|\| Download paper
2022	. 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	Non-Crossing Dual Neural Network: Joint Value at Risk and Conditional Tail Expectation estimations with non-crossing conditions.. (2022). Guillen, Montserrat ; Coia, Vincenzo ; Sanchez, Carlos Salort ; Vidal-Llana, Xenxo. In: IREA Working Papers. RePEc:ira:wpaper:202215. Full description at Econpapers \|\| Download paper
2022	Improving health insurance markets: cost efficiency, implementation, and financing of expanding association health plans. (2022). Alzubi, Jordan ; Fung, Derrick ; Yang, Charles ; Yeh, Jason. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:59:y:2022:i:2:d:10.1007_s11156-022-01054-y. Full description at Econpapers \|\| Download paper
2022	Stochastic mortality dynamics driven by mixed fractional Brownian motion. (2022). Li, Xianping ; Zhou, Kenneth Q. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:106:y:2022:i:c:p:218-238. Full description at Econpapers \|\| Download paper
2022	Pricing and hedging of longevity basis risk through securitization. (2022). Devolder, Pierre ; Zeddouk, Fadoua. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2022038. Full description at Econpapers \|\| Download paper
2022	. Full description at Econpapers \|\| Download paper

Recent citations

Recent citations received in 2022

Year	Citing document
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	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	Using a realist lens to understand the Victorian Family Preservation and Reunification Response in the first year of implementation â Towards a better understanding of practice. (2022). Skouteris, Helen ; Miller, Robyn ; Carolan, Erin ; Halfpenny, Nick ; Savaglio, Melissa ; Blewitt, Claire ; Morris, Heather. In: Children and Youth Services Review. RePEc:eee:cysrev:v:143:y:2022:i:c:s0190740922002997. 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	The gender reveal: The effect of sons on young fathersâ criminal behavior and labor market activities. (2022). Kirchmaier, Tom ; Diegmann, Andre ; Dasgupta, Kabir ; Plum, Alexander. In: Labour Economics. RePEc:eee:labeco:v:78:y:2022:i:c:s0927537122001142. Full description at Econpapers \|\| Download paper

Recent citations received in 2021

Year	Citing document
2021	Joint Models for Cause-of-Death Mortality in Multiple Populations. (2021). Ludkovski, Mike ; Huynh, Nhan. In: Papers. RePEc:arx:papers:2111.06631. Full description at Econpapers \|\| Download paper
2021	Deep Quantile and Deep Composite Model Regression. (2021). Wuthrich, Mario V ; Merz, Michael ; Fissler, Tobias. In: Papers. RePEc:arx:papers:2112.03075. Full description at Econpapers \|\| Download paper
2021	Multivariate matrix-exponential affine mixtures and their applications in risk theory. (2021). Woo, Jae-Kyung ; Peralta, Oscar. In: Papers. RePEc:arx:papers:2201.11122. Full description at Econpapers \|\| Download paper
2021	Intergenerational Actuarial Fairness when Longevity Increases: Amending the Retirement Age. (2021). Palmer, Edward ; Holzmann, Robert ; Ayuso, Mercedes ; Miguelbravo, Jorge. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9408. Full description at Econpapers \|\| Download paper
2021	Addressing the life expectancy gap in pension policy. (2021). Palmer, Edward ; Holzmann, Robert ; Ayuso, Mercedes ; Bravo, Jorge M. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:99:y:2021:i:c:p:200-221. 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	Longevity risk and capital markets: The 2019-20 update. (2021). , Andrew ; Blake, David. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:99:y:2021:i:c:p:395-439. Full description at Econpapers \|\| Download paper
2021	Pooling mortality risk in Eurozone state pension liabilities: An application of a Bayesian coherent multi-population cohort-based mortality model. (2021). Wang, Po-Lin ; McCarthy, David G. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:99:y:2021:i:c:p:459-485. Full description at Econpapers \|\| Download paper
2021	Automatic Indexation of the Pension Age to Life Expectancy: When Policy Design Matters. (2021). Holzmann, Robert ; Bravo, Jorge ; Ayuso, Mercedes ; Palmer, Edward. In: Risks. RePEc:gam:jrisks:v:9:y:2021:i:5:p:96-:d:554249. Full description at Econpapers \|\| Download paper

Recent citations received in 2020

Year	Citing document
2020	Ultimate behavior of conditional mean risk sharing for independent compound Panjer-Katz sums with gamma and Pareto severities. (2020). Robert, C Y ; Denuit, M. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2020014. Full description at Econpapers \|\| Download paper
2020	Will genetic test results be monetized in life insurance?. (2020). Thomas, Guy R ; Tapadar, Pradip ; MacDonald, Angus S ; Kleinow, Torsten ; Haariz, Oytun. In: Risk Management and Insurance Review. RePEc:bla:rmgtin:v:23:y:2020:i:4:p:379-399. Full description at Econpapers \|\| Download paper
2020	Incorporating crossed classification credibility into the LeeÃ¢â¬âCarter model for multi-population mortality data. (2020). Pitselis, Georgios ; Bozikas, Apostolos. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:93:y:2020:i:c:p:353-368. Full description at Econpapers \|\| Download paper

Recent citations received in 2019

Year	Citing document
2019	Size-biased risk measures of compound sums. (2019). Denuit, Michel. In: IBSA Discussion Papers (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvad:2019009. Full description at Econpapers \|\| Download paper
2019	Geofaceting: Aligning small-multiples for regions in a spatially meaningful way. (2019). Aburto, Jose Manuel ; Kashnitsky, Ilya . In: Demographic Research. RePEc:dem:demres:v:41:y:2019:i:17. Full description at Econpapers \|\| Download paper
2019	A data-driven neural network approach to optimal asset allocation for target based defined contribution pension plans. (2019). Forsyth, Peter A ; Li, Yuying. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:86:y:2019:i:c:p:189-204. 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	Geofaceting: aligning small-multiples for regions in a spatially meaningful way. (2019). Aburto, Jose Manuel ; Kashnitsky, Ilya. In: OSF Preprints. RePEc:osf:osfxxx:f49n6. Full description at Econpapers \|\| Download paper
2019	Beyond the highest life expectancy: construction of proxy upper and lower life expectancy bounds. (2019). Liu, Jia. In: Journal of Population Research. RePEc:spr:joprea:v:36:y:2019:i:2:d:10.1007_s12546-019-09221-0. Full description at Econpapers \|\| Download paper

10 most frequent citing series

#	Series	H	Cites
1	Insurance: Mathematics and Economics / Elsevier	54	604
2	Papers / arXiv.org	85	242
3	Risks / MDPI	17	221
4			84
5	Methodology and Computing in Applied Probability / Springer	15	55
6	Journal of Risk & Insurance / The American Risk and Insurance Association	42	38
7	European Journal of Operational Research / Elsevier	128	33
8	LIDAM Discussion Papers ISBA / UniversitÃ© catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA)	12	29
9	The Geneva Papers on Risk and Insurance - Issues and Practice / Palgrave Macmillan	25	25
10	Working Papers / HAL	59	21
11	LSE Research Online Documents on Economics / London School of Economics and Political Science, LSE Library	129	21