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  Updated February, 5 2013 465.484 documents processed, 11.198.332 references and 4.512.497 citations

 

  
 

Journal of Risk & Insurance / Blackwell Publishers

Raw citation data, Main indicators, Most cited papers , cites used to compute the impact factor (2011), Recent citations and documents published in this series in EconPapers.

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Raw data:
IF AIF DOC CIT D2Y C2Y SC(%) CiY II AII
19900.080000.04
19910.080000.04
19920.080000.04
19930.090000.05
19940.10000.05
19950.190000.07
19960.230000.1
19970.290000.1
19980.290000.11
19990.340000.15
20000.430000.17
20010.450000.17
20020.460000.21
20030.4839960010.030.21
20040.150.553878396010.030.23
20050.140.57261047711050.190.24
20060.440.54331276428060.180.22
20070.250.4837425915010.030.19
20080.30.548537021070.150.22
20090.320.5138508527050.130.21
20100.230.4641458620050.120.17
20110.480.6443177938040.090.26
 
 
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
II: Immediacy Index: CiY / Documents.
AII: Average Immediacy Index for series in RePEc in year y

 

Main indicators

Most cited documents in this series:
YearTitleCited
2006A Two-Factor Model for Stochastic Mortality with Parameter Uncertainty: Theory and Calibration
RePEc:bla:jrinsu:v:73:y:2006:i:4:p:687-718 [Citation Analysis]		49
2005Securitization of Mortality Risks in Life Annuities
RePEc:bla:jrinsu:v:72:y:2005:i:2:p:227-252 [Citation Analysis]		19
2006Longevity Bonds: Financial Engineering, Valuation, and Hedging
RePEc:bla:jrinsu:v:73:y:2006:i:4:p:647-672 [Citation Analysis]		18
2003Redistribution and Insurance: Mandatory Annuitization With Mortality Heterogeneity
RePEc:bla:jrinsu:v:70:y:2003:i:1:p:17-41 [Citation Analysis]		17
2005Comonotonic Approximations for Optimal Portfolio Selection Problems
RePEc:bla:jrinsu:v:72:y:2005:i:2:p:253-300 [Citation Analysis]		17
2006Survivor Swaps
RePEc:bla:jrinsu:v:73:y:2006:i:1:p:1-17 [Citation Analysis]		17
2010Testing for Adverse Selection in Insurance Markets
RePEc:bla:jrinsu:v:77:y:2010:i:1:p:39-84 [Citation Analysis]		14
2005Insurance in a Market for Credence Goods
RePEc:bla:jrinsu:v:72:y:2005:i:1:p:159-176 [Citation Analysis]		12
2005Securitization of Life Insurance Assets and Liabilities
RePEc:bla:jrinsu:v:72:y:2005:i:2:p:193-226 [Citation Analysis]		12
2003Fair Valuation of a Guaranteed Life Insurance Participating Contract Embedding a Surrender Option
RePEc:bla:jrinsu:v:70:y:2003:i:3:p:461-487 [Citation Analysis]		12
2008Can a Coherent Risk Measure Be Too Subadditive?
RePEc:bla:jrinsu:v:75:y:2008:i:2:p:365-386 [Citation Analysis]		11
2009Copulas: A Personal View
RePEc:bla:jrinsu:v:76:y:2009:i:3:p:639-650 [Citation Analysis]		11
2006After VaR: The Theory, Estimation, and Insurance Applications of Quantile-Based Risk Measures
RePEc:bla:jrinsu:v:73:y:2006:i:2:p:193-229 [Citation Analysis]		11
2006Guarantees in With-Profit and Unitized With-Profit Life Insurance Contracts: Fair Valuation Problem in Presence of the Default Option
RePEc:bla:jrinsu:v:73:y:2006:i:1:p:97-121 [Citation Analysis]		11
2006The Political Economy of Government-Issued Longevity Bonds
RePEc:bla:jrinsu:v:73:y:2006:i:4:p:611-631 [Citation Analysis]		9
2006Testing for Asymmetric Information in the Automobile Insurance Market Under Rate Regulation
RePEc:bla:jrinsu:v:73:y:2006:i:2:p:335-356 [Citation Analysis]		9
2004Homeowners Insurance With Bundled Catastrophe Coverage
RePEc:bla:jrinsu:v:71:y:2004:i:3:p:351-379 [Citation Analysis]		9
2009The Private Market for Long-Term Care Insurance in the United States: A Review of the Evidence
RePEc:bla:jrinsu:v:76:y:2009:i:1:p:5-29 [Citation Analysis]		8
2010Come Rain or Shine: Evidence on Flood Insurance Purchases in Florida
RePEc:bla:jrinsu:v:77:y:2010:i:2:p:369-397 [Citation Analysis]		8
2004Production Efficiency in the Austrian Insurance Industry: A Bayesian Examination
RePEc:bla:jrinsu:v:71:y:2004:i:1:p:135-159 [Citation Analysis]		8
2004The Impact of Regret on the Demand for Insurance
RePEc:bla:jrinsu:v:71:y:2004:i:4:p:737-767 [Citation Analysis]		8
2003On the Possibility of a Private Crop Insurance Market: A Spatial Statistics Approach
RePEc:bla:jrinsu:v:70:y:2003:i:1:p:111-124 [Citation Analysis]		8
2005The Simple Analytics of a Pooled Annuity Fund
RePEc:bla:jrinsu:v:72:y:2005:i:3:p:497-520 [Citation Analysis]		7
2007Risk Management, Capital Budgeting, and Capital Structure Policy for Insurers and Reinsurers
RePEc:bla:jrinsu:v:74:y:2007:i:2:p:273-299 [Citation Analysis]		7
2006To Hedge or Not to Hedge: Managing Demographic Risk in Life Insurance Companies
RePEc:bla:jrinsu:v:73:y:2006:i:1:p:19-41 [Citation Analysis]		7
2005Cash-Balance Plan Conversions: Evidence on Excise Taxes and Implicit Contracts
RePEc:bla:jrinsu:v:72:y:2005:i:2:p:321-352 [Citation Analysis]		7
2004Why Are Managed Care Plans Less Expensive: Risk Selection, Utilization, or Reimbursement?
RePEc:bla:jrinsu:v:71:y:2004:i:1:p:21-40 [Citation Analysis]		7
2004Overcompensation as a Partial Solution to Commitment and Renegotiation Problems: The Case of Ex Post Moral Hazard
RePEc:bla:jrinsu:v:71:y:2004:i:4:p:559-582 [Citation Analysis]		7
2011State Dependent Unemployment Benefits
RePEc:bla:jrinsu:v:78:y:2011:i:2:p:325-344 [Citation Analysis]		7
2009Convergence of Insurance and Financial Markets: Hybrid and Securitized Risk-Transfer Solutions
RePEc:bla:jrinsu:v:76:y:2009:i:3:p:493-545 [Citation Analysis]		7
2006Multivariate Exponential Tilting and Pricing Implications for Mortality Securitization
RePEc:bla:jrinsu:v:73:y:2006:i:4:p:719-736 [Citation Analysis]		6
2003Asset Allocation and the Liquidity Premium for Illiquid Annuities
RePEc:bla:jrinsu:v:70:y:2003:i:3:p:509-526 [Citation Analysis]		6
2006Killing the Law of Large Numbers: Mortality Risk Premiums and the Sharpe Ratio
RePEc:bla:jrinsu:v:73:y:2006:i:4:p:673-686 [Citation Analysis]		6
2003Bootstrap Methodology in Claim Reserving
RePEc:bla:jrinsu:v:70:y:2003:i:4:p:701-714 [Citation Analysis]		6
2003The Determinants of Intra-Industry Trade in Insurance Services
RePEc:bla:jrinsu:v:70:y:2003:i:2:p:269-287 [Citation Analysis]		6
2005Damages Caps, Insurability, and the Performance of Medical Malpractice Insurance
RePEc:bla:jrinsu:v:72:y:2005:i:1:p:23-43 [Citation Analysis]		6
2005Financial Intermediary Versus Production Approach to Efficiency of Marketing Distribution Systems and Organizational Structure of Insurance Companies
RePEc:bla:jrinsu:v:72:y:2005:i:3:p:393-412 [Citation Analysis]		6
2003Ownership Structure Changes in the Insurance Industry: An Analysis of Demutualization
RePEc:bla:jrinsu:v:70:y:2003:i:3:p:401-437 [Citation Analysis]		5
2008Flood Hazards, Insurance Rates, and Amenities: Evidence From the Coastal Housing Market
RePEc:bla:jrinsu:v:75:y:2008:i:1:p:63-82 [Citation Analysis]		5
2006Solvency, Capital Allocation, and Fair Rate of Return in Insurance
RePEc:bla:jrinsu:v:73:y:2006:i:1:p:71-96 [Citation Analysis]		5
2010Individual Annuity Demand Under Aggregate Mortality Risk
RePEc:bla:jrinsu:v:77:y:2010:i:2:p:423-449 [Citation Analysis]		5
2007Analysis of Participating Life Insurance Contracts: A Unification Approach
RePEc:bla:jrinsu:v:74:y:2007:i:3:p:547-570 [Citation Analysis]		5
2008Natural Disaster Insurance and the Equity-Efficiency Trade-Off
RePEc:bla:jrinsu:v:75:y:2008:i:1:p:17-38 [Citation Analysis]		5
2008Does Insurance Market Activity Promote Economic Growth? A Cross-Country Study for Industrialized and Developing Countries
RePEc:bla:jrinsu:v:75:y:2008:i:4:p:921-946 [Citation Analysis]		5
2003Survivor Bonds: A Comment on Blake and Burrows
RePEc:bla:jrinsu:v:70:y:2003:i:2:p:339-348 [Citation Analysis]		5
2008Risk Measurement Performance of Alternative Distribution Functions
RePEc:bla:jrinsu:v:75:y:2008:i:2:p:411-437 [Citation Analysis]		5
2004Law and the Determinants of Property-Casualty Insurance
RePEc:bla:jrinsu:v:71:y:2004:i:2:p:265-283 [Citation Analysis]		5
2004The Determinants of Financial Health of Asian Insurance Companies
RePEc:bla:jrinsu:v:71:y:2004:i:3:p:469-499 [Citation Analysis]		4
2005Moral Hazard in Reinsurance Markets
RePEc:bla:jrinsu:v:72:y:2005:i:3:p:375-391 [Citation Analysis]		4
2005An Empirical Investigation of Market Structure, Efficiency, and Performance in Property-Liability Insurance
RePEc:bla:jrinsu:v:72:y:2005:i:4:p:635-673 [Citation Analysis]		4

Citing documents used to compute impact factor 38:
YearTitleSee
2011Blurred Promises: Ethical Consequences of Fine Print Policies in Insurance
RePEc:kap:jbuset:v:103:y:2011:i:1:p:77-86		[Citation Analysis]
2011Individual Post-Retirement Longevity Risk Management Under Systematic Mortality Risk
RePEc:asb:wpaper:201113		[Citation Analysis]
2011Longevity Risk, Subjective Survival Expectations, and Individual Saving Behavior
RePEc:asb:wpaper:201111		[Citation Analysis]
2011TRENDS AND CHALLENGES OF ROMANIAN BROKERAGE INSURANCE MARKET
RePEc:alu:journl:v:2:y:2011:i:13:p:24		[Citation Analysis]
2011Does Opportunistic Fraud in Automobile theft Insurance Fluctuate with the Business Cycle ?
RePEc:lvl:lacicr:1121		[Citation Analysis]
2011Longevity hedging 101: A framework for longevity basis risk analysis and hedge effectiveness
RePEc:pra:mprapa:35743		[Citation Analysis]
2011Valuation of Liabilities in Hybrid Pension Plans
RePEc:dnb:dnbwpp:326		[Citation Analysis]
2011Flood Insurance Demand along the Gulf and Florida Coast
RePEc:ags:saea11:99239		[Citation Analysis]
2011Redistributional Effects of the National Flood Insurance Program
RePEc:rff:dpaper:dp-11-14		[Citation Analysis]
2011Natural and Industrial Disasters : Land Use and Insurance
RePEc:crs:wpaper:2011-32		[Citation Analysis]
2011Insurance of Techno-Organizational Ventures and Procedural Ethics: Lessons from the Deepwater Horizon Explosion
RePEc:kap:jbuset:v:103:y:2011:i:1:p:45-61		[Citation Analysis]
2011House Price Risk Models for Banking and Insurance Applications
RePEc:asb:wpaper:201118		[Citation Analysis]
2011Empirical Essays in Health and Education Economics
RePEc:lmu:dissen:13187		[Citation Analysis]
2011Selection in Insurance Markets: Theory and Emprirics in Pictures
RePEc:sip:dpaper:10-016		[Citation Analysis]
2011Adverse Selection, Moral Hazard and the Demand for Medigap Insurance
RePEc:asb:wpaper:201119		[Citation Analysis]
2011A copula approach to test asymmetric information with applications to predictive modeling
RePEc:eee:insuma:v:49:y:2011:i:2:p:226-239		[Citation Analysis]
2011Longevity risk and capital markets: The 2009-2010 update
RePEc:pra:mprapa:28868		[Citation Analysis]
2011Diversification disasters
RePEc:eee:jfinec:v:99:y:2011:i:2:p:333-348		[Citation Analysis]
2011Regulatory pressure and fire sales in the corporate bond market
RePEc:eee:jfinec:v:101:y:2011:i:3:p:596-620		[Citation Analysis]
2011Commitment and Lapse Behavior in Long-Term Insurance: A Case Study
RePEc:hal:journl:hal-00374303		[Citation Analysis]
2011Bayesian multivariate Poisson models for insurance ratemaking
RePEc:eee:insuma:v:48:y:2011:i:2:p:226-236		[Citation Analysis]
2011A copula approach to test asymmetric information with applications to predictive modeling
RePEc:eee:insuma:v:49:y:2011:i:2:p:226-239		[Citation Analysis]
2011A dynamic model of extreme risk coverage : resilience and efficiency in the global reinsurance market
RePEc:wbk:wbrwps:5807		[Citation Analysis]
2011The influence of non-linear dependencies on the basis risk of industry loss warranties
RePEc:eee:insuma:v:49:y:2011:i:1:p:132-144		[Citation Analysis]
2011Ambiguity aversion and an intertemporal equilibrium model of catastrophe-linked securities pricing
RePEc:eee:insuma:v:49:y:2011:i:1:p:38-46		[Citation Analysis]
2011House Price Risk Models for Banking and Insurance Applications
RePEc:asb:wpaper:201118		[Citation Analysis]
2011The cost of counterparty risk and collateralization in longevity swaps
RePEc:pra:mprapa:35740		[Citation Analysis]
2011Insurance of Techno-Organizational Ventures and Procedural Ethics: Lessons from the Deepwater Horizon Explosion
RePEc:kap:jbuset:v:103:y:2011:i:1:p:45-61		[Citation Analysis]
2011Three retirement decision models for defined contribution pension plan members: A simulation study
RePEc:eee:insuma:v:48:y:2011:i:1:p:1-18		[Citation Analysis]
2011Stable solutions for optimal reinsurance problems involving risk measures.
RePEc:ner:carlos:info:hdl:10016/13079		[Citation Analysis]
2011Optimality of general reinsurance contracts under CTE risk measure
RePEc:eee:insuma:v:49:y:2011:i:2:p:175-187		[Citation Analysis]
2011The Composition and Draw-down of Wealth in Retirement
RePEc:nbr:nberwo:17536		[Citation Analysis]
2011Life care annuities: Trick or treat for insurance companies?
RePEc:zbw:icirwp:0411		[Citation Analysis]
2011The impact of state tax subsidies for private long-term care insurance on coverage and Medicaid expenditures
RePEc:eee:pubeco:v:95:y:2011:i:7:p:744-757		[Citation Analysis]
2011Comments on: Inference in multivariate Archimedean copula models
RePEc:spr:testjl:v:20:y:2011:i:2:p:271-275		[Citation Analysis]
2011International diversification: A copula approach
RePEc:eee:jbfina:v:35:y:2011:i:2:p:403-417		[Citation Analysis]
2011Negative default dependence in supplier networks
RePEc:eee:proeco:v:134:y:2011:i:2:p:398-406		[Citation Analysis]
2011Industry loss warranties: contract features, pricing, and central demand factors
RePEc:eme:jrfpps:v:13:y:2011:i:1:p:13-31		[Citation Analysis]

Cites in year: CiY

Recent citations received in: 2011

YearTitleSee
2011The Employment and Fiscal Crisis
RePEc:ces:ifofor:v:12:y:2011:i:2:p:50-54		[Citation Analysis]
2011Directors and officers liability insurance and acquisition outcomes
RePEc:eee:jfinec:v:102:y:2011:i:3:p:507-525		[Citation Analysis]
2011MICROFINANCIAL SERVICES AND RISK MANAGEMENT: EVIDENCES FROM SRI LANKA
RePEc:jed:journl:v:36:y:2011:i:4:p:97-126		[Citation Analysis]
2011Should Unemployment Insurance Vary With the Unemployment Rate? Theory and Evidence
RePEc:nbr:nberwo:17173		[Citation Analysis]

Recent citations received in: 2010

YearTitleSee
2010Stochastic Mortality, Subjective Survival Expectations, and Individual Saving Behavior
RePEc:hum:wpaper:sfb649dp2010-040		[Citation Analysis]
2010Uncertainty of Governmental Relief and the Crowding out of Insurance
RePEc:inn:wpaper:2010-03		[Citation Analysis]
2010Explaining the efficiency of local health departments in the U.S.: an exploratory analysis
RePEc:kap:hcarem:v:13:y:2010:i:4:p:378-387		[Citation Analysis]
2010Uncertainty of Governmental Relief and the Crowding out of Insurance
RePEc:mos:moswps:2010-05		[Citation Analysis]
2010Exclusive contracts in health insurance
RePEc:pra:mprapa:27473		[Citation Analysis]

Recent citations received in: 2009

YearTitleSee
2009Comparing tail variabilities of risks by means of the excess wealth order
RePEc:eee:insuma:v:45:y:2009:i:3:p:466-469		[Citation Analysis]
2009International Diversification: An Extreme Value Approach
RePEc:hhs:stavef:2009_026		[Citation Analysis]
2009International Diversification: A Copula Approach
RePEc:hhs:stavef:2009_027		[Citation Analysis]
2009The Dependence Structure of Macroeconomic Variables in the US
RePEc:hhs:stavef:2009_031		[Citation Analysis]
2009Accuracy of premium calculation models for CAT bonds: An empirical analysis
RePEc:zbw:tbsifw:if29v4		[Citation Analysis]

Recent citations received in: 2008

YearTitleSee
2008Flood prone risk and amenity values: a spatial hedonic analysis
RePEc:ags:aare08:6013		[Citation Analysis]
2008Weighted risk capital allocations
RePEc:eee:insuma:v:43:y:2008:i:2:p:263-269		[Citation Analysis]
2008Skewed bivariate models and nonparametric estimation for the CTE risk measure
RePEc:eee:insuma:v:43:y:2008:i:3:p:386-393		[Citation Analysis]
2008Determination of risk pricing measures from market prices of risk
RePEc:eee:insuma:v:43:y:2008:i:3:p:437-443		[Citation Analysis]
2008Joint modelling of the total amount and the number of claims by conditionals
RePEc:eee:insuma:v:43:y:2008:i:3:p:466-473		[Citation Analysis]
2008The dynamics of operational loss clustering
RePEc:eee:jbfina:v:32:y:2008:i:12:p:2655-2666		[Citation Analysis]
2008The Costs and Benefits of Reinsurance
RePEc:iea:carech:0804		[Citation Analysis]

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.
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