Insurance: Mathematics and Economics
Raw citation data, Impact Factor, Immediacy Index, Published documents, Citations received, , Most cited papers , Latest citations and documents published in this series in EconPapers.
Most cited documents in this series: (1) RePEc:eee:insuma:v:31:y:2002:i:1:p:333 The concept of comonotonicity in actuarial science and finance: theory (2002). Insurance: Mathematics and Economics Cited: 15 times. (2) RePEc:eee:insuma:v:31:y:2002:i:2:p:249265 Optimal portfolio and background risk: an exact and an approximated solution (2002). Insurance: Mathematics and Economics Cited: 12 times. (3) RePEc:eee:insuma:v:33:y:2003:i:1:p:2947 Pensionmetrics 2: stochastic pension plan design during the distribution phase (2003). Insurance: Mathematics and Economics Cited: 12 times. (4) RePEc:eee:insuma:v:21:y:1997:i:2:p:173183 Axiomatic characterization of insurance prices (1997). Insurance: Mathematics and Economics Cited: 11 times. (5) RePEc:eee:insuma:v:31:y:2002:i:1:p:3569 Optimal investment strategies and risk measures in defined contribution pension schemes (2002). Insurance: Mathematics and Economics Cited: 11 times. (6) RePEc:eee:insuma:v:31:y:2002:i:2:p:267284 Insurance premia consistent with the market (2002). Insurance: Mathematics and Economics Cited: 10 times. (7) RePEc:eee:insuma:v:17:y:1995:i:1:p:4354 Insurance pricing and increased limits ratemaking by proportional hazards transforms (1995). Insurance: Mathematics and Economics Cited: 8 times. (8) RePEc:eee:insuma:v:31:y:2002:i:2:p:133161 The concept of comonotonicity in actuarial science and finance: applications (2002). Insurance: Mathematics and Economics Cited: 8 times. (9) RePEc:eee:insuma:v:30:y:2002:i:2:p:199209 Optimal asset allocation in life annuities: a note (2002). Insurance: Mathematics and Economics Cited: 7 times. (10) RePEc:eee:insuma:v:21:y:1997:i:2:p:113127 Reserving for maturity guarantees: Two approaches (1997). Insurance: Mathematics and Economics Cited: 7 times. (11) RePEc:eee:insuma:v:25:y:1999:i:3:p:337347 A synthesis of risk measures for capital adequacy (1999). Insurance: Mathematics and Economics Cited: 6 times. (12) RePEc:eee:insuma:v:28:y:2001:i:3:p:305308 Does positive dependence between individual risks increase stoploss premiums? (2001). Insurance: Mathematics and Economics Cited: 6 times. (13) RePEc:eee:insuma:v:22:y:1998:i:3:p:235242 Comonotonicity, correlation order and premium principles (1998). Insurance: Mathematics and Economics Cited: 5 times. (14) RePEc:eee:insuma:v:31:y:2002:i:3:p:373393 A Poisson logbilinear regression approach to the construction of projected lifetables (2002). Insurance: Mathematics and Economics Cited: 5 times. (15) RePEc:eee:insuma:v:24:y:1999:i:12:p:139148 Fitting bivariate loss distributions with copulas (1999). Insurance: Mathematics and Economics Cited: 5 times. (16) RePEc:eee:insuma:v:25:y:1999:i:1:p:1121 The safest dependence structure among risks (1999). Insurance: Mathematics and Economics Cited: 5 times. (17) RePEc:eee:insuma:v:16:y:1995:i:3:p:225253 Equitylinked life insurance: A model with stochastic interest rates (1995). Insurance: Mathematics and Economics Cited: 5 times. (18) RePEc:eee:insuma:v:29:y:2001:i:1:p:3545 Minimization of risks in pension funding by means of contributions and portfolio selection (2001). Insurance: Mathematics and Economics Cited: 4 times. (19) RePEc:eee:insuma:v:22:y:1998:i:2:p:145161 Ordering risks: Expected utility theory versus Yaaris dual theory of risk (1998). Insurance: Mathematics and Economics Cited: 4 times. (20) RePEc:eee:insuma:v:29:y:2001:i:2:p:187215 Pensionmetrics: stochastic pension plan design and valueatrisk during the accumulation phase (2001). Insurance: Mathematics and Economics Cited: 4 times. (21) RePEc:eee:insuma:v:11:y:1992:i:2:p:113127 Stochastic discounting (1992). Insurance: Mathematics and Economics Cited: 4 times. (22) RePEc:eee:insuma:v:33:y:2003:i:2:p:255272 LeeCarter mortality forecasting with agespecific enhancement (2003). Insurance: Mathematics and Economics Cited: 3 times. (23) RePEc:eee:insuma:v:35:y:2004:i:2:p:187203 Another look at the PicardLefevre formula for finitetime ruin probabilities (2004). Insurance: Mathematics and Economics Cited: 3 times. (24) RePEc:eee:insuma:v:26:y:2000:i:1:p:3757 Fair valuation of life insurance liabilities: The impact of interest rate guarantees, surrender options, and bonus policies (2000). Insurance: Mathematics and Economics Cited: 3 times. (25) RePEc:eee:insuma:v:37:y:2005:i:1:p:1326 Some notions of multivariate positive dependence (2005). Insurance: Mathematics and Economics Cited: 3 times. (26) RePEc:eee:insuma:v:16:y:1995:i:1:p:722 Ruin estimates under interest force (1995). Insurance: Mathematics and Economics Cited: 3 times. (27) RePEc:eee:insuma:v:11:y:1992:i:4:p:249257 A Hilbert space proof of the fundamental theorem of asset pricing in finite discrete time (1992). Insurance: Mathematics and Economics Cited: 3 times. (28) RePEc:eee:insuma:v:28:y:2001:i:2:p:233262 Optimal investment strategy for defined contribution pension schemes (2001). Insurance: Mathematics and Economics Cited: 3 times. (29) RePEc:eee:insuma:v:14:y:1994:i:1:p:3337 An analytical inversion of a Laplace transform related to annuities certain (1994). Insurance: Mathematics and Economics Cited: 3 times. (30) RePEc:eee:insuma:v:27:y:2000:i:2:p:151168 Upper and lower bounds for sums of random variables (2000). Insurance: Mathematics and Economics Cited: 3 times. (31) RePEc:eee:insuma:v:35:y:2004:i:1:p:113136 Stochastic mortality in life insurance: market reserves and mortalitylinked insurance contracts (2004). Insurance: Mathematics and Economics Cited: 3 times. (32) RePEc:eee:insuma:v:22:y:1998:i:1:p:5364 On some filtering problems arising in mathematical finance (1998). Insurance: Mathematics and Economics Cited: 2 times. (33) RePEc:eee:insuma:v:35:y:2004:i:2:p:321342 Optimal investment choices postretirement in a defined contribution pension scheme (2004). Insurance: Mathematics and Economics Cited: 2 times. (34) RePEc:eee:insuma:v:10:y:1991:i:2:p:125131 A note on ShiuFisherWeil immunization theorem (1991). Insurance: Mathematics and Economics Cited: 2 times. (35) RePEc:eee:insuma:v:17:y:1996:i:3:p:215222 Orderings of risks: A comparative study via stoploss transforms (1996). Insurance: Mathematics and Economics Cited: 2 times. (36) RePEc:eee:insuma:v:23:y:1998:i:3:p:263286 Pension schemes as options on pension fund assets: implications for pension fund management (1998). Insurance: Mathematics and Economics Cited: 2 times. (37) RePEc:eee:insuma:v:26:y:2000:i:23:p:175183 An easy computable upper bound for the price of an arithmetic Asian option (2000). Insurance: Mathematics and Economics Cited: 2 times. (38) RePEc:eee:insuma:v:32:y:2003:i:3:p:379401 On the forecasting of mortality reduction factors (2003). Insurance: Mathematics and Economics Cited: 2 times. (39) RePEc:eee:insuma:v:17:y:1995:i:1:p:1934 Allocation of solvency cost in group annuities: Actuarial principles and cooperative game theory (1995). Insurance: Mathematics and Economics Cited: 2 times. (40) RePEc:eee:insuma:v:23:y:1998:i:2:p:157172 The moments of ruin time in the classical risk model with discrete claim size distribution (1998). Insurance: Mathematics and Economics Cited: 2 times. (41) RePEc:eee:insuma:v:33:y:2003:i:3:p:595609 Fair valuation of pathdependent participating life insurance contracts (2003). Insurance: Mathematics and Economics Cited: 2 times. (42) RePEc:eee:insuma:v:12:y:1993:i:2:p:133142 Ruin probabilities in the compound binomial model (1993). Insurance: Mathematics and Economics Cited: 2 times. (43) RePEc:eee:insuma:v:6:y:1987:i:2:p:135144 Retroactive price regulation and the fair rate of return (1987). Insurance: Mathematics and Economics Cited: 2 times. (44) RePEc:eee:insuma:v:24:y:1999:i:12:p:6781 Modelling different types of automobile insurance fraud behaviour in the Spanish market (1999). Insurance: Mathematics and Economics Cited: 2 times. (45) RePEc:eee:insuma:v:27:y:2000:i:1:p:1944 The moments of the time of ruin, the surplus before ruin, and the deficit at ruin (2000). Insurance: Mathematics and Economics Cited: 2 times. (46) RePEc:eee:insuma:v:34:y:2004:i:2:p:177192 Heterogeneous INAR(1) model with application to car insurance (2004). Insurance: Mathematics and Economics Cited: 2 times. (47) RePEc:eee:insuma:v:25:y:1999:i:2:p:197217 A new stochastically flexible event methodology with application to Proposition 103 (1999). Insurance: Mathematics and Economics Cited: 2 times. (48) RePEc:eee:insuma:v:30:y:2002:i:3:p:405420 Copula convergence theorems for tail events (2002). Insurance: Mathematics and Economics Cited: 2 times. (49) RePEc:eee:insuma:v:37:y:2005:i:3:p:443468 Affine processes for dynamic mortality and actuarial valuations (2005). Insurance: Mathematics and Economics Cited: 2 times. (50) RePEc:eee:insuma:v:10:y:1991:i:3:p:173179 A stoploss experience rating scheme for fleets of cars (1991). Insurance: Mathematics and Economics Cited: 2 times. Latest citations received in:  2003  2002  2001  2000 Latest citations received in: 2003 (1) RePEc:mrr:papers:wp063 Betting on Death and Capital Markets in Retirement: A Shortfall Risk Analysis of Life Annuities versus Phased Withdrawal Plans (2003). University of Michigan, Michigan Retirement Research Center / Working Papers (2) RePEc:xrs:sfbmaa:0302 Risk Based Capital Allocation (2003). Sonderforschungsbereich 504, University of Mannheim / Sonderforschungsbereich 504 Publications Latest citations received in: 2002 (1) RePEc:ctl:louvir:2002005 Optimal Portfolio Strategies with Stochastic Wage Income : The Case of A defined Contribution Pension Plan (2002). Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES) / Université catholique de Louvain, Institut de Recherches Eco (2) RePEc:ctl:louvir:2002021 Optimal Pension Management under Stochastic Interest Rates, Wages, and Inflation (2002). Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES) / Université catholique de Louvain, Institut de Recherches Eco (3) RePEc:ctl:louvir:2002022 How the Financial Managersâ Remuneration Can Affect the Optimal Portfolio Composition ? (2002). Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES) / Université catholique de Louvain, Institut de Recherches Eco (4) RePEc:icr:wpmath:102002 Coherence without Additivity. (2002). ICER  International Centre for Economic Research / ICER Working Papers  Applied Mathematics Series (5) RePEc:icr:wpmath:242002 Insurance Premia Consistent with the Market. (2002). ICER  International Centre for Economic Research / ICER Working Papers  Applied Mathematics Series Latest citations received in: 2001 (1) RePEc:ctl:louvir:2001009 Nonparametric Tests for Positive Quadrant Dependence (2001). Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES) / Université catholique de Louvain, Institut de Recherches Eco (2) RePEc:ctl:louvir:2001019 Endogenous Distribution, Politics, and Growth (2001). Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES) / Université catholique de Louvain, Institut de Recherches Eco Latest citations received in: 2000 Warning!! This is still an experimental service. The results of this service should be interpreted with care, especially in research assessment exercises. The processing of documents is automatic. There still are errors and omissions in the identification of references. We are working to improve the software to increase the accuracy of the results. Source data used to compute the impact factor of RePEc series.
