Last updated February, 3 2014 581.217 documents processed, 14.657.417 references and 5.549.674 citations

Risk and Insurance / EconWPA

[Raw data] [Main indicators] [Most cited papers] [cites used to compute the impact factor] [Recent citations ][documents published in EconPapers] [Keep updated about new citations] [Missing citations? Add them now] [Incorrect content? Let us know]

Main indicators

Raw data:

IF AIF DOC CDO CCU CIF CIT D2Y C2Y %SC CiY II AII
19900.08000000.04
19910.08000000.04
19920.09000000.05
19930.1000000.04
19940.128800000.05
19950.1631100800.09
19960.1911001100.09
19970.21100300.09
19980.211100000.13
19990.271100000.16
20000.391100000.16
20010.371100000.17
20020.3821302000.18
20030.4162930.1142020.130.19
20040.060.4393890.249181010.110.19
20050.080.45195750.0942252030.160.24
20060.465710.0202800.2
20070.110.395720.04019200.17
20080.415740.070000.18
20090.375770.120000.18
20100.335760.110000.16
20110.455730.050000.23
20120.465740.070000.24
 
 
IF: Impact Factor: C2Y / D2Y
AIF: Average Impact Factor for series in RePEc in year y
DOC: Number of documents published in year y
CDO: Cumulative number of documents published until year y
CCU: Cumulative number of citations to papers published until year y
CIF: Cumulative impact factor
CIT: Number of citations to papers published 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

 

Most cited documents in this series:

YearTitleCited
2005Optimization of Convex Risk Functions. (2005). Shapiro, Alexander ; Ruszczynski, Andrzej. In: Risk and Insurance. RePEc:wpa:wuwpri:0404001.

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23
2005Conditional Risk Mappings. (2005). Shapiro, Alexander ; Ruszczynski, Andrzej. In: Risk and Insurance. RePEc:wpa:wuwpri:0404002.

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11
Optimization of Risk Measures. (2004). Shapiro, Alexander ; Ruszczynski, Andrzej. In: Risk and Insurance. RePEc:wpa:wuwpri:0407002.

Full description at Econpapers || Download paper

6
2005Interest-rate risk in the Indian banking system. (2005). Shah, Ajay ; Patnaik, Ila. In: Risk and Insurance. RePEc:wpa:wuwpri:0501003.

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5
2003Credit Risk Models - Do They Deliver Their Promises? A Quantitative Assessment. (2003). Oderda, Gianluca ; Dacorogna, Michel ; Jung, Tobias. In: Risk and Insurance. RePEc:wpa:wuwpri:0306003.

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4
2003How Does Systematic Risk Impact US Credit Spreads? A Copula Study. (2003). Gatfaoui, Hayette. In: Risk and Insurance. RePEc:wpa:wuwpri:0308002.

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3
2005A Fast Algorithm for Computing Expected Loan Portfolio Tranche Loss in the Gaussian Factor Model.. (2005). Okunev, Pavel. In: Risk and Insurance. RePEc:wpa:wuwpri:0506002.

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2
2005Price risk management instruments in agricultural and other unstable markets. (2005). BOUSSARD, Jean-Marc. In: Risk and Insurance. RePEc:wpa:wuwpri:0505001.

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2
2003From Fault Tree to Credit Risk Assessment: An Empirical Attempt. (2003). . In: Risk and Insurance. RePEc:wpa:wuwpri:0308003.

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2
Coherent Risk Measures and Upper Previsions. (2002). Pelessoni, Renato ; Vicig, Paolo. In: Risk and Insurance. RePEc:wpa:wuwpri:0201001.

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1
2003Performance and Risk Measurement Challenges For Hedge Funds: Empirical Considerations. (2003). Dacorogna, Michel ; Jaeger, Lars ; Blum, Peter. In: Risk and Insurance. RePEc:wpa:wuwpri:0311001.

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1
2004STRUCTURAL MODELS IN CONSUMER CREDIT. (2004). de Andrade, Fabio ; Thomas, Lyn . In: Risk and Insurance. RePEc:wpa:wuwpri:0407001.

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1
2003Convex Imprecise Previsions for Risk Measurement. (2003). Pelessoni, Renato ; Vicig, Paolo. In: Risk and Insurance. RePEc:wpa:wuwpri:0309001.

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1
2003Dynamic Financial Analysis - Understanding Risk and Value Creation in Insurance. (2003). Dacorogna, Michel ; Blum, Peter. In: Risk and Insurance. RePEc:wpa:wuwpri:0306002.

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1
2005Value-at-Risk: The Delta-normal Approach. (2005). Henrard, Marc. In: Risk and Insurance. RePEc:wpa:wuwpri:0509001.

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1
2003Stochastics for the worst case: distributions and risk measures for minimal returns. (2003). Mihai, Mihnea-Stefan. In: Risk and Insurance. RePEc:wpa:wuwpri:0305001.

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1
2005Fast Computation of the Economic Capital, the Value at Risk and the Greeks of a Loan Portfolio in the Gaussian Factor Model. (2005). Okunev, Pavel. In: Risk and Insurance. RePEc:wpa:wuwpri:0507004.

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1
2004Risk Management – Managing Risks, not Calculating Them. (2004). Kostov, Philip ; Lingard, John . In: Risk and Insurance. RePEc:wpa:wuwpri:0409001.

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1
2002An Intensity Based Non-Parametric Default Model for Residential Mortgage Portfolios. (2002). De Giorgi, Enrico. In: Risk and Insurance. RePEc:wpa:wuwpri:0209001.

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1
2004Value-at-Risk and Expected Shortfall for Linear Portfolios with elliptically distributed RisK Factors. (2004). . In: Risk and Insurance. RePEc:wpa:wuwpri:0403001.

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1
2005Financial Instability and Life Insurance Demand. (2005). Okura, Mahito ; KASUGA, Norihiro. In: Risk and Insurance. RePEc:wpa:wuwpri:0507002.

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1
2003Extreme Moves in Foreign Exchange Rates and Risk Limit Setting. (2003). Dacorogna, Michel ; Blum, Peter. In: Risk and Insurance. RePEc:wpa:wuwpri:0306004.

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1

Citing documents used to compute impact factor 0:

YearTitleSee

Cites in year: CiY

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.