Citation Profile: Insurance: Mathematics and Economics / Elsevier Science Economics Articles Archive

Insurance: Mathematics and Economics / Elsevier Science Economics Articles Archive

Most cited documents in this series:

Year Title Cited
2002 The concept of comonotonicity in actuarial science and finance: theory
RePEc:eee:insuma:v:31:y:2002:i:1:p:3-33 [Citation Analysis] 107
2002 The concept of comonotonicity in actuarial science and finance: applications
RePEc:eee:insuma:v:31:y:2002:i:2:p:133-161 [Citation Analysis] 87
1997 Axiomatic characterization of insurance prices
RePEc:eee:insuma:v:21:y:1997:i:2:p:173-183 [Citation Analysis] 69
2000 Upper and lower bounds for sums of random variables
RePEc:eee:insuma:v:27:y:2000:i:2:p:151-168 [Citation Analysis] 53
2000 Fair valuation of life insurance liabilities: The impact of interest rate guarantees, surrender options, and bonus policies
RePEc:eee:insuma:v:26:y:2000:i:1:p:37-57 [Citation Analysis] 49
2002 A Poisson log-bilinear regression approach to the construction of projected lifetables
RePEc:eee:insuma:v:31:y:2002:i:3:p:373-393 [Citation Analysis] 42
2004 Stochastic mortality in life insurance: market reserves and mortality-linked insurance contracts
RePEc:eee:insuma:v:35:y:2004:i:1:p:113-136 [Citation Analysis] 41
1985 On convex principles of premium calculation
RePEc:eee:insuma:v:4:y:1985:i:3:p:179-189 [Citation Analysis] 36
1991 Risk theory for the compound Poisson process that is perturbed by diffusion
RePEc:eee:insuma:v:10:y:1991:i:1:p:51-59 [Citation Analysis] 35
1997 The joint distribution of the time of ruin, the surplus immediately before ruin, and the deficit at ruin
RePEc:eee:insuma:v:21:y:1997:i:2:p:129-137 [Citation Analysis] 34
2003 Pensionmetrics 2: stochastic pension plan design during the distribution phase
RePEc:eee:insuma:v:33:y:2003:i:1:p:29-47 [Citation Analysis] 34
1997 Stop-loss order for portfolios of dependent risks
RePEc:eee:insuma:v:21:y:1997:i:3:p:219-223 [Citation Analysis] 31
1999 Analysis of a defective renewal equation arising in ruin theory
RePEc:eee:insuma:v:25:y:1999:i:1:p:63-84 [Citation Analysis] 30
2005 Affine processes for dynamic mortality and actuarial valuations
RePEc:eee:insuma:v:37:y:2005:i:3:p:443-468 [Citation Analysis] 28
1995 Ruin estimates under interest force
RePEc:eee:insuma:v:16:y:1995:i:1:p:7-22 [Citation Analysis] 28
2009 Goodness-of-fit tests for copulas: A review and a power study
RePEc:eee:insuma:v:44:y:2009:i:2:p:199-213 [Citation Analysis] 27
1997 On the dependency of risks in the individual life model
RePEc:eee:insuma:v:19:y:1997:i:3:p:243-253 [Citation Analysis] 27
1999 Fitting bivariate loss distributions with copulas
RePEc:eee:insuma:v:24:y:1999:i:1-2:p:139-148 [Citation Analysis] 25
1998 Comonotonicity, correlation order and premium principles
RePEc:eee:insuma:v:22:y:1998:i:3:p:235-242 [Citation Analysis] 25
1998 On the discounted penalty at ruin in a jump-diffusion and the perpetual put option
RePEc:eee:insuma:v:22:y:1998:i:3:p:263-276 [Citation Analysis] 25
1997 Reserving for maturity guarantees: Two approaches
RePEc:eee:insuma:v:21:y:1997:i:2:p:113-127 [Citation Analysis] 24
2000 Optimal investment for insurers
RePEc:eee:insuma:v:27:y:2000:i:2:p:215-228 [Citation Analysis] 24
2001 Pensionmetrics: stochastic pension plan design and value-at-risk during the accumulation phase
RePEc:eee:insuma:v:29:y:2001:i:2:p:187-215 [Citation Analysis] 24
2004 Some new classes of consistent risk measures
RePEc:eee:insuma:v:34:y:2004:i:3:p:505-516 [Citation Analysis] 23
2000 The moments of the time of ruin, the surplus before ruin, and the deficit at ruin
RePEc:eee:insuma:v:27:y:2000:i:1:p:19-44 [Citation Analysis] 22
1995 Equity-linked life insurance: A model with stochastic interest rates
RePEc:eee:insuma:v:16:y:1995:i:3:p:225-253 [Citation Analysis] 22
2006 Affine stochastic mortality
RePEc:eee:insuma:v:38:y:2006:i:1:p:81-97 [Citation Analysis] 22
2001 Mortality derivatives and the option to annuitise
RePEc:eee:insuma:v:29:y:2001:i:3:p:299-318 [Citation Analysis] 22
1997 Controlled diffusion models for optimal dividend pay-out
RePEc:eee:insuma:v:20:y:1997:i:1:p:1-15 [Citation Analysis] 22
2005 Bivariate option pricing using dynamic copula models
RePEc:eee:insuma:v:37:y:2005:i:1:p:101-114 [Citation Analysis] 21
1999 The safest dependence structure among risks
RePEc:eee:insuma:v:25:y:1999:i:1:p:11-21 [Citation Analysis] 21
2001 On the time to ruin for Erlang(2) risk processes
RePEc:eee:insuma:v:29:y:2001:i:3:p:333-344 [Citation Analysis] 21
2001 Optimal management under stochastic interest rates: the case of a protected defined contribution pension fund
RePEc:eee:insuma:v:28:y:2001:i:2:p:173-189 [Citation Analysis] 21
1988 The surpluses immediately before and at ruin, and the amount of the claim causing ruin
RePEc:eee:insuma:v:7:y:1988:i:3:p:193-199 [Citation Analysis] 21
1996 Actuarial bridges to dynamic hedging and option pricing
RePEc:eee:insuma:v:18:y:1996:i:3:p:183-218 [Citation Analysis] 21
2004 On ruin for the Erlang(n) risk process
RePEc:eee:insuma:v:34:y:2004:i:3:p:391-408 [Citation Analysis] 20
2002 Optimal investment strategies and risk measures in defined contribution pension schemes
RePEc:eee:insuma:v:31:y:2002:i:1:p:35-69 [Citation Analysis] 20
2004 Survival models in a dynamic context: a survey
RePEc:eee:insuma:v:35:y:2004:i:2:p:279-298 [Citation Analysis] 20
2001 Uncertainty in mortality projections: an actuarial perspective
RePEc:eee:insuma:v:29:y:2001:i:2:p:231-245 [Citation Analysis] 20
2003 Optimal investment strategies in the presence of a minimum guarantee
RePEc:eee:insuma:v:33:y:2003:i:1:p:189-207 [Citation Analysis] 19
2004 A comonotonic image of independence for additive risk measures
RePEc:eee:insuma:v:35:y:2004:i:3:p:581-594 [Citation Analysis] 19
2008 Actuarial risk measures for financial derivative pricing
RePEc:eee:insuma:v:42:y:2008:i:2:p:540-547 [Citation Analysis] 19
2002 Optimal portfolio and background risk: an exact and an approximated solution
RePEc:eee:insuma:v:31:y:2002:i:2:p:249-265 [Citation Analysis] 18
1999 Stochastic bounds on sums of dependent risks
RePEc:eee:insuma:v:25:y:1999:i:1:p:85-104 [Citation Analysis] 18
2003 On the forecasting of mortality reduction factors
RePEc:eee:insuma:v:32:y:2003:i:3:p:379-401 [Citation Analysis] 18
1999 A synthesis of risk measures for capital adequacy
RePEc:eee:insuma:v:25:y:1999:i:3:p:337-347 [Citation Analysis] 18
1994 Dynamic approaches to pension funding
RePEc:eee:insuma:v:15:y:1994:i:2-3:p:151-162 [Citation Analysis] 17
1993 Pricing equity-linked life insurance with endogenous minimum guarantees
RePEc:eee:insuma:v:12:y:1993:i:3:p:245-257 [Citation Analysis] 17
1992 A Hilbert space proof of the fundamental theorem of asset pricing in finite discrete time
RePEc:eee:insuma:v:11:y:1992:i:4:p:249-257 [Citation Analysis] 16
2009 Pair-copula constructions of multiple dependence
RePEc:eee:insuma:v:44:y:2009:i:2:p:182-198 [Citation Analysis] 16

Citing documents used to compute impact factor 77:

Year Title See
2011 Stochastic orders in time transformed exponential models with applications
RePEc:eee:insuma:v:49:y:2011:i:1:p:47-52 [Citation Analysis]
2011 A generalized penalty function in Sparre Andersen risk models with surplus-dependent premium
RePEc:eee:insuma:v:48:y:2011:i:3:p:384-397 [Citation Analysis]
2011 Stochastic comparisons of distorted variability measures
RePEc:eee:insuma:v:49:y:2011:i:1:p:11-17 [Citation Analysis]
2011 Optimal non-proportional reinsurance control and stochastic differential games
RePEc:eee:insuma:v:48:y:2011:i:1:p:64-71 [Citation Analysis]
2011 Longevity risk and capital markets: The 2009-2010 update
RePEc:pra:mprapa:28868 [Citation Analysis]
2011 Reactive investment strategies
RePEc:eee:insuma:v:49:y:2011:i:1:p:89-99 [Citation Analysis]
2011 Longevity hedge effectiveness: a decomposition
RePEc:pra:mprapa:34236 [Citation Analysis]
2011 Longevity risks and capital markets: The 2010-2011 update
RePEc:pra:mprapa:34279 [Citation Analysis]
2011 The cost of counterparty risk and collateralization in longevity swaps
RePEc:pra:mprapa:35740 [Citation Analysis]
2011 Delta and Gamma hedging of mortality and interest rate risk
RePEc:icr:wpmath:01-2011 [Citation Analysis]
2011 Longevity risk management for life and variable annuities: The effectiveness of static hedging using longevity bonds and derivatives
RePEc:eee:insuma:v:49:y:2011:i:1:p:100-114 [Citation Analysis]
2011 Systematic risk under extremely adverse market condition
RePEc:dnb:dnbwpp:281 [Citation Analysis]
2011 Extreme value theory for finance: a survey
RePEc:bdi:opques:qef_99_11 [Citation Analysis]
2011 The 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]
2011 Generalized Marshall-Olkin distributions and related bivariate aging properties
RePEc:eee:jmvana:v:102:y:2011:i:10:p:1399-1409 [Citation Analysis]
2011 A generalized beta copula with applications in modeling multivariate long-tailed data
RePEc:eee:insuma:v:49:y:2011:i:2:p:265-284 [Citation Analysis]
2011 Optimal time-consistent investment and reinsurance policies for mean-variance insurers
RePEc:eee:insuma:v:49:y:2011:i:1:p:145-154 [Citation Analysis]
2011 Optimal proportional reinsurance and investment in a stock market with Ornstein-Uhlenbeck process
RePEc:eee:insuma:v:49:y:2011:i:2:p:207-215 [Citation Analysis]
2011 How Much Do Means-Tested Benefits Reduce the Demand for Annuities?
RePEc:usg:econwp:2011:24 [Citation Analysis]
2011 How Much Do Means-Tested Benefits Reduce the Demand for Annuities?
RePEc:ces:ceswps:_3493 [Citation Analysis]
2011 How Much Do Means-Tested Benefits Reduce the Demand for Annuities?
RePEc:igi:igierp:418 [Citation Analysis]
2011 On partial hedging and counter-monotonic sums.
RePEc:ner:leuven:urn:hdl:123456789/313666 [Citation Analysis]
2011 A new proof of Cheungs characterization of comonotonicity
RePEc:eee:insuma:v:48:y:2011:i:2:p:214-216 [Citation Analysis]
2011 Characterization of upper comonotonicity via tail convex order
RePEc:eee:insuma:v:48:y:2011:i:3:p:368-373 [Citation Analysis]
2011 Multivariate density estimation using dimension reducing information and tail flattening transformations
RePEc:eee:insuma:v:48:y:2011:i:1:p:99-110 [Citation Analysis]
2011 Adjoint expansions in local LÃ©vy models
RePEc:pra:mprapa:34571 [Citation Analysis]
2011 Mortality density forecasts: An analysis of six stochastic mortality models
RePEc:eee:insuma:v:48:y:2011:i:3:p:355-367 [Citation Analysis]
2011 Longevity Risk and Natural Hedge Potential in Portfolios Of Life Insurance Products: The Effect of Investment Risk
RePEc:dgr:kubcen:2011036 [Citation Analysis]
2011 House Price Risk Models for Banking and Insurance Applications
RePEc:asb:wpaper:201118 [Citation Analysis]
2011 Exact and asymptotic results for insurance risk models with surplus-dependent premiums
RePEc:arx:papers:1110.5276 [Citation Analysis]
2011 Exchangeability type properties of asset prices
RePEc:arx:papers:0901.4914 [Citation Analysis]
2011 Multivariate density estimation using dimension reducing information and tail flattening transformations
RePEc:eee:insuma:v:48:y:2011:i:1:p:99-110 [Citation Analysis]
2011 Classical and singular stochastic control for the optimal dividend policy when there is regime switching
RePEc:eee:insuma:v:48:y:2011:i:3:p:344-354 [Citation Analysis]
2011 Optimal proportional reinsurance and investment in a stock market with Ornstein-Uhlenbeck process
RePEc:eee:insuma:v:49:y:2011:i:2:p:207-215 [Citation Analysis]
2011 Optimal Constrained Investment in the Cramer-Lundberg model
RePEc:arx:papers:1112.4007 [Citation Analysis]
2011 Comments on: Inference in multivariate Archimedean copula models
RePEc:spr:testjl:v:20:y:2011:i:2:p:257-262 [Citation Analysis]
2011 Lanalyse dynamique des dÃ©pendances
RePEc:hal:journl:dumas-00651795 [Citation Analysis]
2011 Loss-Based Risk Measures
RePEc:hal:wpaper:hal-00629929 [Citation Analysis]
2011 Stochastic dominance with respect to a capacity and risk measures
RePEc:hal:wpaper:hal-00639667 [Citation Analysis]
2011 On optimal reinsurance, dividend and reinvestment strategies
RePEc:eee:ecmode:v:28:y:2011:i:1-2:p:211-218 [Citation Analysis]
2011 Stable solutions for optimal reinsurance problems involving risk measures.
RePEc:ner:carlos:info:hdl:10016/13079 [Citation Analysis]
2011 Optimality of general reinsurance contracts under CTE risk measure
RePEc:eee:insuma:v:49:y:2011:i:2:p:175-187 [Citation Analysis]
2011 An operator-based approach to the analysis of ruin-related quantities in jump diffusion risk models
RePEc:eee:insuma:v:48:y:2011:i:2:p:304-313 [Citation Analysis]
2011 A generalized penalty function in Sparre Andersen risk models with surplus-dependent premium
RePEc:eee:insuma:v:48:y:2011:i:3:p:384-397 [Citation Analysis]
2011 Ambiguity 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]
2011 A comparative study of parametric mortality projection models
RePEc:eee:insuma:v:48:y:2011:i:1:p:35-55 [Citation Analysis]
2011 Time-simultaneous prediction bands: A new look at the uncertainty involved in forecasting mortality
RePEc:eee:insuma:v:49:y:2011:i:1:p:81-88 [Citation Analysis]
2011 Joint estimation of farmers stated willingness to pay for agricultural services:
RePEc:fpr:ifprid:1070 [Citation Analysis]
2011 Building livelihood resilience: a case study of factors affecting farm householdsâ adoption of coping and adaptive strategies in rural Nigeria
RePEc:pra:mprapa:39162 [Citation Analysis]
2011 Bayesian multivariate Poisson models for insurance ratemaking
RePEc:eee:insuma:v:48:y:2011:i:2:p:226-236 [Citation Analysis]
2011 Quantile hedging for equity-linked life insurance contracts in a stochastic interest rate economy
RePEc:eee:ecmode:v:28:y:2011:i:1-2:p:147-156 [Citation Analysis]
2011 Longevity hedging 101: A framework for longevity basis risk analysis and hedge effectiveness
RePEc:pra:mprapa:35743 [Citation Analysis]
2011 Longevity risk management for life and variable annuities: The effectiveness of static hedging using longevity bonds and derivatives
RePEc:eee:insuma:v:49:y:2011:i:1:p:100-114 [Citation Analysis]
2011 Explicit ruin formulas for models with dependence among risks
RePEc:eee:insuma:v:48:y:2011:i:2:p:265-270 [Citation Analysis]
2011 Stochastic comparisons for allocations of policy limits and deductibles with applications
RePEc:eee:insuma:v:48:y:2011:i:3:p:338-343 [Citation Analysis]
2011 Characterization of upper comonotonicity via tail convex order
RePEc:eee:insuma:v:48:y:2011:i:3:p:368-373 [Citation Analysis]
2011 The 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]
2011 Spatial Dependence in Wind and Optimal Wind Power Allocation: A Copula Based Analysis
RePEc:ris:ewikln:2011_005 [Citation Analysis]
2011 Comparing point and interval estimates in the bivariate t-copula model with application to financial data
RePEc:spr:stpapr:v:52:y:2011:i:3:p:709-731 [Citation Analysis]
2011 Analysis of multidimensional probability distributions with copula functions. II
RePEc:ris:apltrx:0094 [Citation Analysis]
2011 An econometric Study for Vine Copulas
RePEc:hal:cesptp:halshs-00645799 [Citation Analysis]
2011 Analysis of multidimensional probability distributions with copula functions
RePEc:ris:apltrx:0077 [Citation Analysis]
2011 Partial correlation with copula modeling
RePEc:eee:csdana:v:55:y:2011:i:3:p:1357-1366 [Citation Analysis]
2011 Semiparametric bivariate Archimedean copulas
RePEc:eee:csdana:v:55:y:2011:i:6:p:2038-2058 [Citation Analysis]
2011 Tail order and intermediate tail dependence of multivariate copulas
RePEc:eee:jmvana:v:102:y:2011:i:10:p:1454-1471 [Citation Analysis]
2011 A dynamic parameterization modeling for the age-period-cohort mortality
RePEc:eee:insuma:v:49:y:2011:i:2:p:155-174 [Citation Analysis]
2011 Mathematical investigation of the Gerber-Shiu function in the case of dependent inter-claim time and claim size
RePEc:eee:insuma:v:48:y:2011:i:3:p:378-383 [Citation Analysis]
2011 Copula parameter estimation by maximum-likelihood and minimum-distance estimators: a simulation study
RePEc:spr:compst:v:26:y:2011:i:1:p:31-54 [Citation Analysis]
2011 Comments on: Inference in multivariate Archimedean copula models
RePEc:spr:testjl:v:20:y:2011:i:2:p:276-280 [Citation Analysis]
2011 Using Copulas to Model Time Dependence in Stochastic Frontier Models
RePEc:crd:wpaper:11002 [Citation Analysis]
2011 The Dependence Structure between Carbon Emission Allowances and Financial Markets - A Copula Analysis
RePEc:ces:ceswps:_3418 [Citation Analysis]
2011 Analysis of multidimensional probability distributions with copula functions. III
RePEc:ris:apltrx:0105 [Citation Analysis]
2011 Checking for asymmetric default dependence in a credit card portfolio: A copula approach
RePEc:eee:empfin:v:18:y:2011:i:4:p:728-742 [Citation Analysis]
2011 Global financial crisis, extreme interdependences, and contagion effects: The role of economic structure?
RePEc:eee:jbfina:v:35:y:2011:i:1:p:130-141 [Citation Analysis]
2011 Are Copula-GoF-tests of any practical use? Empirical evidence for stocks, commodities and FX futures
RePEc:eee:quaeco:v:51:y:2011:i:2:p:173-188 [Citation Analysis]
2011 Applications of time-delayed backward stochastic differential equations to pricing, hedging and portfolio management
RePEc:arx:papers:1005.4417 [Citation Analysis]
2011 Risk comparison of different bonus distribution approaches in participating life insurance
RePEc:eee:insuma:v:49:y:2011:i:2:p:249-264 [Citation Analysis]

Cites in year: CiY

Recent citations received in: 2011

Year	Title	See
2011	Individual Post-Retirement Longevity Risk Management Under Systematic Mortality Risk RePEc:asb:wpaper:201113	[Citation Analysis]
2011	Point and interval forecasts of mortality rates and life expectancy: A comparison of ten principal component methods RePEc:dem:demres:v:25:y:2011:i:5	[Citation Analysis]
2011	Progress in Medicine, Limits to Life and Forecasting Mortality RePEc:igi:igierp:406	[Citation Analysis]
2011	Longevity risk and capital markets: The 2009-2010 update RePEc:pra:mprapa:28868	[Citation Analysis]
2011	Longevity hedge effectiveness: a decomposition RePEc:pra:mprapa:34236	[Citation Analysis]
2011	Longevity risks and capital markets: The 2010-2011 update RePEc:pra:mprapa:34279	[Citation Analysis]
2011	A gravity model of mortality rates for two related populations RePEc:pra:mprapa:35738	[Citation Analysis]
2011	The cost of counterparty risk and collateralization in longevity swaps RePEc:pra:mprapa:35740	[Citation Analysis]

Recent citations received in: 2010

Year	Title	See
2010	How Deep is the Annuity Market Participation Puzzle? RePEc:cpr:ceprdp:7940	[Citation Analysis]
2010	Characterizing a comonotonic random vector by the distribution of the sum of its components RePEc:eee:insuma:v:47:y:2010:i:2:p:130-136	[Citation Analysis]
2010	Pricing longevity risk with the parametric bootstrap: A maximum entropy approach RePEc:eee:insuma:v:47:y:2010:i:2:p:176-186	[Citation Analysis]
2010	Evaluating the goodness of fit of stochastic mortality models RePEc:eee:insuma:v:47:y:2010:i:3:p:255-265	[Citation Analysis]
2010	Decision principles derived from risk measures RePEc:eee:insuma:v:47:y:2010:i:3:p:294-302	[Citation Analysis]
2010	On the robustness of longevity risk pricing RePEc:eee:insuma:v:47:y:2010:i:3:p:358-373	[Citation Analysis]
2010	Longevity Risk RePEc:kap:decono:v:158:y:2010:i:2:p:151-192	[Citation Analysis]
2010	Accounting for non-annuitization RePEc:red:sed010:563	[Citation Analysis]

Recent citations received in: 2009

Year	Title	See
2009	Long Memory and Tail dependence in Trading Volume and Volatility RePEc:aah:create:2009-30	[Citation Analysis]
2009	Implementing Loss Distribution Approach for Operational Risk RePEc:arx:papers:0904.1805	[Citation Analysis]
2009	Compatibility between pricing rules and risk measures: The CCVaR RePEc:cte:wbrepe:wb090201	[Citation Analysis]
2009	Dependence structure of risk factors and diversification effects RePEc:dnb:dnbwpp:219	[Citation Analysis]
2009	Worst VaR scenarios with given marginals and measures of association RePEc:eee:insuma:v:44:y:2009:i:2:p:146-158	[Citation Analysis]
2009	Estimating copula densities through wavelets RePEc:eee:insuma:v:44:y:2009:i:2:p:170-181	[Citation Analysis]
2009	Applications of conditional comonotonicity to some optimization problems RePEc:eee:insuma:v:45:y:2009:i:1:p:89-93	[Citation Analysis]
2009	Estimating copula densities, using model selection techniques RePEc:eee:insuma:v:45:y:2009:i:2:p:209-223	[Citation Analysis]
2009	Correlation order, merging and diversification RePEc:eee:insuma:v:45:y:2009:i:3:p:325-332	[Citation Analysis]
2009	Analysis of the Gerber-Shiu function and dividend barrier problems for a risk process with two classes of claims RePEc:eee:insuma:v:45:y:2009:i:3:p:470-484	[Citation Analysis]
2009	A quantile-copula approach to conditional density estimation RePEc:eee:jmvana:v:100:y:2009:i:9:p:2083-2099	[Citation Analysis]
2009	A Discrete Model for Patent Valuation RePEc:isa:wpaper:120	[Citation Analysis]
2009	Detection of Structural Breaks in Copula Models RePEc:ris:apltrx:0038	[Citation Analysis]

Recent citations received in: 2008

Year	Title	See
2008	Valuation of Mortality Risk via the Instantaneous Sharpe Ratio: Applications to Life Annuities RePEc:arx:papers:0802.3250	[Citation Analysis]
2008	Ruin models with investment income RePEc:arx:papers:0806.4125	[Citation Analysis]
2008	Pricing and Hedging Asian Basket Spread Options RePEc:eca:wpaper:2008_004	[Citation Analysis]
2008	Longevity risk and the Grim Reapers toxic tail: The survivor fan charts RePEc:eee:insuma:v:42:y:2008:i:3:p:1062-1066	[Citation Analysis]
2008	Optimal proportional reinsurance and investment with multiple risky assets and no-shorting constraint RePEc:eee:insuma:v:42:y:2008:i:3:p:968-975	[Citation Analysis]
2008	Gerber-Shiu discounted penalty function in a Sparre Andersen model with multi-layer dividend strategy RePEc:eee:insuma:v:42:y:2008:i:3:p:984-991	[Citation Analysis]
2008	Optimal insurance under the insurers risk constraint RePEc:eee:insuma:v:42:y:2008:i:3:p:992-999	[Citation Analysis]
2008	Quadratic stochastic intensity and prospective mortality tables RePEc:eee:insuma:v:43:y:2008:i:1:p:174-184	[Citation Analysis]
2008	Optimal consumption and portfolio choice for pooled annuity funds RePEc:eee:insuma:v:43:y:2008:i:1:p:56-68	[Citation Analysis]
2008	On option pricing under a completely random measure via a generalized Esscher transform RePEc:eee:insuma:v:43:y:2008:i:1:p:99-107	[Citation Analysis]
2008	Optimal dividends with incomplete information in the dual model RePEc:eee:insuma:v:43:y:2008:i:2:p:227-233	[Citation Analysis]
2008	Weighted risk capital allocations RePEc:eee:insuma:v:43:y:2008:i:2:p:263-269	[Citation Analysis]
2008	Skewed bivariate models and nonparametric estimation for the CTE risk measure RePEc:eee:insuma:v:43:y:2008:i:3:p:386-393	[Citation Analysis]
2008	Determination of risk pricing measures from market prices of risk RePEc:eee:insuma:v:43:y:2008:i:3:p:437-443	[Citation Analysis]
2008	Markowitzs mean-variance asset-liability management with regime switching: A continuous-time model RePEc:eee:insuma:v:43:y:2008:i:3:p:456-465	[Citation Analysis]
2008	Optimal control of the insurance company with proportional reinsurance policy under solvency constraints RePEc:eee:insuma:v:43:y:2008:i:3:p:474-479	[Citation Analysis]
2008	Combining fair pricing and capital requirements for non-life insurance companies RePEc:eee:jbfina:v:32:y:2008:i:12:p:2589-2596	[Citation Analysis]
2008	Free Cash-Flow, Issuance Costs and Stock Price Volatility RePEc:ide:wpaper:7179	[Citation Analysis]
2008	Market Valuation, Pension Fund Policy and Contribution Volatility RePEc:kap:decono:v:156:y:2008:i:1:p:73-93	[Citation Analysis]
2008	Asset Allocation and Location over the Life Cycle with Survival-Contingent Payouts RePEc:mrr:papers:wp177	[Citation Analysis]
2008	Deferred Annuities and Strategic Asset Allocation RePEc:mrr:papers:wp178	[Citation Analysis]
2008	Asset Allocation and Location over the Life Cycle with Survival-Contingent Payouts RePEc:nbr:nberwo:14055	[Citation Analysis]
2008	Managing Contribution and Capital Market Risk in a Funded Public Defined Benefit Plan: Impact of CVaR Cost Constraints RePEc:nbr:nberwo:14332	[Citation Analysis]
2008	Turning pension plans into pension planes: What investment strategy designers of defined contribution pension plans can learn from commercial aircraft designers RePEc:pra:mprapa:33749	[Citation Analysis]
2008	Delay is not the answer: waiting time in health care & income redistribution RePEc:ubs:wpaper:0801	[Citation Analysis]
2008	A priori ratemaking using bivariate poisson regression models RePEc:xrp:wpaper:xreap2008-09	[Citation Analysis]

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