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.

Raw data:
IF AIF DOC CIT D2Y C2Y SC(%) CiY II AII 1996 0.04 0.17 25 2 57 2 0 0.08 1997 0.2 41 24 53 0 0.08 1998 0.23 41 19 66 0 0.1 1999 0.32 51 29 82 0 0.16 2000 0.04 0.43 51 15 92 4 0 0.19 2001 0.03 0.39 48 26 102 3 0 2 0.04 0.17 2002 0.07 0.42 57 54 99 7 0 5 0.09 0.2 2003 0.13 0.47 70 25 105 14 0 2 0.03 0.22 2004 0.07 0.51 62 19 127 9 0 0.23 2005 0.05 0.58 70 15 132 7 0 3 0.04 0.27
IF: Impact Factor: C2Y / D2Y AIF: Average Impact Factor for series in RePEc in year y DOC: Number of documents published in year y CIT: Number of citations to the series in 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 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 IdI: Immediacy Index: CiY / Documents.   AII: Average Immediacy Index for series in RePEc in year y
Impact Factor:
Immediacy Index:
Documents published:
Citations received:

Most cited documents in this series:

(1) RePEc:eee:insuma:v:31:y:2002:i:1:p:3-33 The concept of comonotonicity in actuarial science and finance: theory (2002).
Cited: 15 times.

(2) RePEc:eee:insuma:v:31:y:2002:i:2:p:249-265 Optimal portfolio and background risk: an exact and an approximated solution (2002).
Cited: 12 times.

(3) RePEc:eee:insuma:v:33:y:2003:i:1:p:29-47 Pensionmetrics 2: stochastic pension plan design during the distribution phase (2003).
Cited: 12 times.

(4) RePEc:eee:insuma:v:21:y:1997:i:2:p:173-183 Axiomatic characterization of insurance prices (1997).
Cited: 11 times.

(5) RePEc:eee:insuma:v:31:y:2002:i:1:p:35-69 Optimal investment strategies and risk measures in defined contribution pension schemes (2002).
Cited: 11 times.

(6) RePEc:eee:insuma:v:31:y:2002:i:2:p:267-284 Insurance premia consistent with the market (2002).
Cited: 10 times.

(7) RePEc:eee:insuma:v:17:y:1995:i:1:p:43-54 Insurance pricing and increased limits ratemaking by proportional hazards transforms (1995).
Cited: 8 times.

(8) RePEc:eee:insuma:v:31:y:2002:i:2:p:133-161 The concept of comonotonicity in actuarial science and finance: applications (2002).
Cited: 8 times.

(9) RePEc:eee:insuma:v:30:y:2002:i:2:p:199-209 Optimal asset allocation in life annuities: a note (2002).
Cited: 7 times.

(10) RePEc:eee:insuma:v:21:y:1997:i:2:p:113-127 Reserving for maturity guarantees: Two approaches (1997).
Cited: 7 times.

(11) RePEc:eee:insuma:v:25:y:1999:i:3:p:337-347 A synthesis of risk measures for capital adequacy (1999).
Cited: 6 times.

(12) RePEc:eee:insuma:v:28:y:2001:i:3:p:305-308 Does positive dependence between individual risks increase stop-loss premiums? (2001).
Cited: 6 times.

(13) RePEc:eee:insuma:v:22:y:1998:i:3:p:235-242 Comonotonicity, correlation order and premium principles (1998).
Cited: 5 times.

(14) RePEc:eee:insuma:v:31:y:2002:i:3:p:373-393 A Poisson log-bilinear regression approach to the construction of projected lifetables (2002).
Cited: 5 times.

(15) RePEc:eee:insuma:v:24:y:1999:i:1-2:p:139-148 Fitting bivariate loss distributions with copulas (1999).
Cited: 5 times.

(16) RePEc:eee:insuma:v:25:y:1999:i:1:p:11-21 The safest dependence structure among risks (1999).
Cited: 5 times.

(17) RePEc:eee:insuma:v:16:y:1995:i:3:p:225-253 Equity-linked life insurance: A model with stochastic interest rates (1995).
Cited: 5 times.

(18) RePEc:eee:insuma:v:29:y:2001:i:1:p:35-45 Minimization of risks in pension funding by means of contributions and portfolio selection (2001).
Cited: 4 times.

(19) RePEc:eee:insuma:v:22:y:1998:i:2:p:145-161 Ordering risks: Expected utility theory versus Yaaris dual theory of risk (1998).
Cited: 4 times.

(20) RePEc:eee:insuma:v:29:y:2001:i:2:p:187-215 Pensionmetrics: stochastic pension plan design and value-at-risk during the accumulation phase (2001).
Cited: 4 times.

(21) RePEc:eee:insuma:v:11:y:1992:i:2:p:113-127 Stochastic discounting (1992).
Cited: 4 times.

(22) RePEc:eee:insuma:v:33:y:2003:i:2:p:255-272 Lee-Carter mortality forecasting with age-specific enhancement (2003).
Cited: 3 times.

(23) RePEc:eee:insuma:v:35:y:2004:i:2:p:187-203 Another look at the Picard-Lefevre formula for finite-time ruin probabilities (2004).
Cited: 3 times.

(24) RePEc:eee:insuma:v:26:y:2000:i:1:p:37-57 Fair valuation of life insurance liabilities: The impact of interest rate guarantees, surrender options, and bonus policies (2000).
Cited: 3 times.

(25) RePEc:eee:insuma:v:37:y:2005:i:1:p:13-26 Some notions of multivariate positive dependence (2005).
Cited: 3 times.

(26) RePEc:eee:insuma:v:16:y:1995:i:1:p:7-22 Ruin estimates under interest force (1995).
Cited: 3 times.

(27) RePEc:eee:insuma:v:11:y:1992:i:4:p:249-257 A Hilbert space proof of the fundamental theorem of asset pricing in finite discrete time (1992).
Cited: 3 times.

(28) RePEc:eee:insuma:v:28:y:2001:i:2:p:233-262 Optimal investment strategy for defined contribution pension schemes (2001).
Cited: 3 times.

(29) RePEc:eee:insuma:v:14:y:1994:i:1:p:33-37 An analytical inversion of a Laplace transform related to annuities certain (1994).
Cited: 3 times.

(30) RePEc:eee:insuma:v:27:y:2000:i:2:p:151-168 Upper and lower bounds for sums of random variables (2000).
Cited: 3 times.

(31) RePEc:eee:insuma:v:35:y:2004:i:1:p:113-136 Stochastic mortality in life insurance: market reserves and mortality-linked insurance contracts (2004).
Cited: 3 times.

(32) RePEc:eee:insuma:v:22:y:1998:i:1:p:53-64 On some filtering problems arising in mathematical finance (1998).
Cited: 2 times.

(33) RePEc:eee:insuma:v:35:y:2004:i:2:p:321-342 Optimal investment choices post-retirement in a defined contribution pension scheme (2004).
Cited: 2 times.

(34) RePEc:eee:insuma:v:10:y:1991:i:2:p:125-131 A note on Shiu--Fisher--Weil immunization theorem (1991).
Cited: 2 times.

(35) RePEc:eee:insuma:v:17:y:1996:i:3:p:215-222 Orderings of risks: A comparative study via stop-loss transforms (1996).
Cited: 2 times.

(36) RePEc:eee:insuma:v:23:y:1998:i:3:p:263-286 Pension schemes as options on pension fund assets: implications for pension fund management (1998).
Cited: 2 times.

(37) RePEc:eee:insuma:v:26:y:2000:i:2-3:p:175-183 An easy computable upper bound for the price of an arithmetic Asian option (2000).
Cited: 2 times.

(38) RePEc:eee:insuma:v:32:y:2003:i:3:p:379-401 On the forecasting of mortality reduction factors (2003).
Cited: 2 times.

(39) RePEc:eee:insuma:v:17:y:1995:i:1:p:19-34 Allocation of solvency cost in group annuities: Actuarial principles and cooperative game theory (1995).
Cited: 2 times.

(40) RePEc:eee:insuma:v:23:y:1998:i:2:p:157-172 The moments of ruin time in the classical risk model with discrete claim size distribution (1998).
Cited: 2 times.

(41) RePEc:eee:insuma:v:33:y:2003:i:3:p:595-609 Fair valuation of path-dependent participating life insurance contracts (2003).
Cited: 2 times.

(42) RePEc:eee:insuma:v:12:y:1993:i:2:p:133-142 Ruin probabilities in the compound binomial model (1993).
Cited: 2 times.

(43) RePEc:eee:insuma:v:6:y:1987:i:2:p:135-144 Retroactive price regulation and the fair rate of return (1987).
Cited: 2 times.

(44) RePEc:eee:insuma:v:24:y:1999:i:1-2:p:67-81 Modelling different types of automobile insurance fraud behaviour in the Spanish market (1999).
Cited: 2 times.

(45) RePEc:eee:insuma:v:27:y:2000:i:1:p:19-44 The moments of the time of ruin, the surplus before ruin, and the deficit at ruin (2000).
Cited: 2 times.

(46) RePEc:eee:insuma:v:34:y:2004:i:2:p:177-192 Heterogeneous INAR(1) model with application to car insurance (2004).
Cited: 2 times.

(47) RePEc:eee:insuma:v:25:y:1999:i:2:p:197-217 A new stochastically flexible event methodology with application to Proposition 103 (1999).
Cited: 2 times.

(48) RePEc:eee:insuma:v:30:y:2002:i:3:p:405-420 Copula convergence theorems for tail events (2002).
Cited: 2 times.

(49) RePEc:eee:insuma:v:37:y:2005:i:3:p:443-468 Affine processes for dynamic mortality and actuarial valuations (2005).
Cited: 2 times.

(50) RePEc:eee:insuma:v:10:y:1991:i:3:p:173-179 A stop-loss experience rating scheme for fleets of cars (1991).
Cited: 2 times.

Latest citations received in: | 2005 | 2004 | 2003 | 2002

Latest citations received in: 2005

(1) RePEc:bon:bonedp:bgse19_2005 Loss Analysis of a Life Insurance Company Applying Discrete-time Risk-minimizing Hedging Strategies (2005). University of Bonn, Germany / Bonn Econ Discussion Papers

(2) RePEc:dnb:dnbwpp:063 Defined Benefit Pension Plans and Regulation (2005). Netherlands Central Bank, Research Department / DNB Working Papers

(3) RePEc:ins:quaeco:qf05010 Multivariate hazard orderings of discrete random vectors (2005). Department of Economics, University of Insubria / Economics and Quantitative Methods

Latest citations received in: 2004

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:03-02 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 Managers’ 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:10-2002 Coherence without Additivity. (2002). ICER - International Centre for Economic Research / ICER Working Papers - Applied Mathematics Series

(5) RePEc:icr:wpmath:24-2002 Insurance Premia Consistent with the Market. (2002). ICER - International Centre for Economic Research / ICER Working Papers - Applied Mathematics Series

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Source data used to compute the impact factor of RePEc series.