Citations ranking for series: Insurance: Mathematics and Economics / Elsevier

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Last updated July, 3 2014 639.049 documents processed, 16.613.935 references and 6.218.529 citations

Insurance: Mathematics and Economics / Elsevier

[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
1990		0.09	34	34	1	0.03	74	71		0			0.04
1991	0.04	0.09	25	59	3	0.05	85	71	3	0			0.04
1992		0.09	44	103	2	0.02	74	59		0	2	0.05	0.04
1993	0.01	0.1	42	145	1	0.01	108	69	1	0			0.05
1994	0.03	0.11	29	174	13	0.07	116	86	3	0			0.05
1995	0.08	0.2	28	202	33	0.16	160	71	6	100	2	0.07	0.08
1996	0.19	0.24	25	227	49	0.22	122	57	11	81.8			0.1
1997	0.13	0.3	41	268	67	0.25	345	53	7	85.7	2	0.05	0.11
1998	0.24	0.29	41	309	68	0.22	240	66	16	87.5	1	0.02	0.11
1999	0.39	0.34	51	360	116	0.32	295	82	32	87.5	5	0.1	0.15
2000	0.22	0.42	51	411	101	0.25	300	92	20	75	5	0.1	0.16
2001	0.25	0.44	48	459	153	0.33	337	102	25	56	6	0.13	0.17
2002	0.43	0.45	57	516	255	0.49	419	99	43	67.4	14	0.25	0.2
2003	0.5	0.47	70	586	256	0.44	378	105	52	61.5	6	0.09	0.2
2004	0.36	0.53	62	648	245	0.38	381	127	46	71.7	5	0.08	0.22
2005	0.3	0.56	70	718	269	0.37	370	132	39	61.5	5	0.07	0.23
2006	0.42	0.55	72	790	321	0.41	356	132	55	45.5	8	0.11	0.22
2007	0.32	0.47	63	853	293	0.34	267	142	45	55.6	3	0.05	0.19
2008	0.73	0.5	162	1015	655	0.65	488	135	99	68.7	29	0.18	0.21
2009	0.41	0.51	106	1121	580	0.52	383	225	92	39.1	15	0.14	0.21
2010	0.47	0.47	108	1229	638	0.52	235	268	125	50.4	12	0.11	0.17
2011	0.45	0.55	95	1324	578	0.44	169	214	97	39.2	9	0.09	0.22
2012	0.53	0.67	115	1439	888	0.62	125	203	107	65.4	25	0.22	0.26
2013	0.68	0.92	142	1581	1237	0.78	59	210	142	65.5	22	0.15	0.34
2014	0.27	0.68	52	1633	543	0.33	10	257	70	51.4	10	0.19	0.24

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:

Year	Title	Cited
2002	The concept of comonotonicity in actuarial science and finance: theory. (2002). Goovaerts, Marc ; Dhaene, Jan ; Vyncke, D. ; Kaas, R. ; Denuit, M.. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:31:y:2002:i:1:p:3-33. Full description at Econpapers \|\| Download paper	117
1997	Axiomatic characterization of insurance prices. (1997). Panjer, Harry H. ; Young, Virginia R. ; Wang, Shaun S.. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:21:y:1997:i:2:p:173-183. Full description at Econpapers \|\| Download paper	85
2002	The concept of comonotonicity in actuarial science and finance: applications. (2002). Goovaerts, Marc ; Dhaene, Jan ; Vyncke, D. ; Kaas, R. ; Denuit, M.. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:31:y:2002:i:2:p:133-161. Full description at Econpapers \|\| Download paper	79
2009	Pair-copula constructions of multiple dependence. (2009). Frigessi, Arnoldo ; Aas, Kjersti ; Bakken, Henrik ; Czado, Claudia . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:44:y:2009:i:2:p:182-198. Full description at Econpapers \|\| Download paper	73
2009	Goodness-of-fit tests for copulas: A review and a power study. (2009). Remillard, Bruno ; Beaudoin, David ; Genest, Christian . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:44:y:2009:i:2:p:199-213. Full description at Econpapers \|\| Download paper	73
2000	Fair valuation of life insurance liabilities: The impact of interest rate guarantees, surrender options, and bonus policies. (2000). JÃ¸rgensen, Peter ; Grosen, Anders ; Jorgensen, Peter Lochte . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:26:y:2000:i:1:p:37-57. Full description at Econpapers \|\| Download paper	64
2001	Mortality derivatives and the option to annuitise. (2001). Promislow, David S. ; Milevsky, Moshe A.. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:29:y:2001:i:3:p:299-318. Full description at Econpapers \|\| Download paper	60
2004	Stochastic mortality in life insurance: market reserves and mortality-linked insurance contracts. (2004). Dahl, Mikkel. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:35:y:2004:i:1:p:113-136. Full description at Econpapers \|\| Download paper	58
2002	A Poisson log-bilinear regression approach to the construction of projected lifetables. (2002). Vermunt, Jeroen K. ; Brouhns, Natacha ; DENUIT, Michel . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:31:y:2002:i:3:p:373-393. Full description at Econpapers \|\| Download paper	57
1991	Risk theory for the compound Poisson process that is perturbed by diffusion. (1991). Dufresne, Francois ; Gerber, Hans U.. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:10:y:1991:i:1:p:51-59. Full description at Econpapers \|\| Download paper	43
2000	Upper and lower bounds for sums of random variables. (2000). Goovaerts, Marc ; Dhaene, Jan ; Kaas, Rob . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:27:y:2000:i:2:p:151-168. Full description at Econpapers \|\| Download paper	43
1997	Stop-loss order for portfolios of dependent risks. (1997). MÃ¼ller, Alfred. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:21:y:1997:i:3:p:219-223. Full description at Econpapers \|\| Download paper	42
2005	Affine processes for dynamic mortality and actuarial valuations. (2005). Biffis, Enrico. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:37:y:2005:i:3:p:443-468. Full description at Econpapers \|\| Download paper	42
1985	On convex principles of premium calculation. (1985). Gerber, Hans U. ; Deprez, Olivier. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:4:y:1985:i:3:p:179-189. Full description at Econpapers \|\| Download paper	41
1997	Controlled diffusion models for optimal dividend pay-out. (1997). Taksar, Michael ; Asmussen, Soren . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:20:y:1997:i:1:p:1-15. Full description at Econpapers \|\| Download paper	41
2001	Optimal management under stochastic interest rates: the case of a protected defined contribution pension fund. (2001). Taillard, Gregory ; Huang, ShaoJuan ; Boulier, Jean-Francois. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:28:y:2001:i:2:p:173-189. Full description at Econpapers \|\| Download paper	41
1997	The joint distribution of the time of ruin, the surplus immediately before ruin, and the deficit at ruin. (1997). Gerber, Hans U. ; Shiu, Elias S. W., . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:21:y:1997:i:2:p:129-137. Full description at Econpapers \|\| Download paper	41
2003	Pensionmetrics 2: stochastic pension plan design during the distribution phase. (2003). Dowd, Kevin ; Blake, David ; Cairns, Andrew J. G., . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:33:y:2003:i:1:p:29-47. Full description at Econpapers \|\| Download paper	39
1999	Analysis of a defective renewal equation arising in ruin theory. (1999). Willmot, Gordon E. ; Lin, Sheldon X.. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:25:y:1999:i:1:p:63-84. Full description at Econpapers \|\| Download paper	38
2000	Optimal investment for insurers. (2000). Hipp, Christian ; Plum, Michael. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:27:y:2000:i:2:p:215-228. Full description at Econpapers \|\| Download paper	36
1995	Ruin estimates under interest force. (1995). Sundt, Bjorn ; TEUGELS, Jozef L.. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:16:y:1995:i:1:p:7-22. Full description at Econpapers \|\| Download paper	36
1995	Insurance pricing and increased limits ratemaking by proportional hazards transforms. (1995). Shaun, Wang. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:17:y:1995:i:1:p:43-54. Full description at Econpapers \|\| Download paper	35
1982	Estimates for the probability of ruin with special emphasis on the possibility of large claims. (1982). VERAVERBEKE, N. ; Embrechts, P.. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:1:y:1982:i:1:p:55-72. Full description at Econpapers \|\| Download paper	34
1999	Fitting bivariate loss distributions with copulas. (1999). Parsa, Rahul ; Klugman, Stuart A.. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:24:y:1999:i:1-2:p:139-148. Full description at Econpapers \|\| Download paper	34
2006	Valuation and hedging of life insurance liabilities with systematic mortality risk. (2006). Dahl, Mikkel ; Moller, Thomas . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:39:y:2006:i:2:p:193-217. Full description at Econpapers \|\| Download paper	33
2001	Pensionmetrics: stochastic pension plan design and value-at-risk during the accumulation phase. (2001). Dowd, Kevin ; Blake, David ; Cairns, Andrew J. G., . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:29:y:2001:i:2:p:187-215. Full description at Econpapers \|\| Download paper	33
1998	Comonotonicity, correlation order and premium principles. (1998). Dhaene, Jan. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:22:y:1998:i:3:p:235-242. Full description at Econpapers \|\| Download paper	32
2005	Bivariate option pricing using dynamic copula models. (2005). Werker, Bas ; van den Goorbergh, Rob ; Genest, Christian . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:37:y:2005:i:1:p:101-114. Full description at Econpapers \|\| Download paper	32
2004	On ruin for the Erlang(n) risk process. (2004). Li, Shuanming ; Garrido, Jose . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:34:y:2004:i:3:p:391-408. Full description at Econpapers \|\| Download paper	31
2005	Optimal investment for insurer with jump-diffusion risk process. (2005). Zhang, Lihong ; Yang, Hailiang . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:37:y:2005:i:3:p:615-634. Full description at Econpapers \|\| Download paper	31
2001	On the time to ruin for Erlang(2) risk processes. (2001). Hipp, Christian ; Dickson,David C. M., ; Dickson, David C. M., . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:29:y:2001:i:3:p:333-344. Full description at Econpapers \|\| Download paper	31
1996	Valuation of the early-exercise price for options using simulations and nonparametric regression. (1996). Carriere, Jacques F.. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:19:y:1996:i:1:p:19-30. Full description at Econpapers \|\| Download paper	30
2000	The moments of the time of ruin, the surplus before ruin, and the deficit at ruin. (2000). Willmot, Gordon E. ; Lin, Sheldon X.. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:27:y:2000:i:1:p:19-44. Full description at Econpapers \|\| Download paper	29
2006	Affine stochastic mortality. (2006). Schrager, David F.. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:38:y:2006:i:1:p:81-97. Full description at Econpapers \|\| Download paper	29
2006	A cohort-based extension to the Lee-Carter model for mortality reduction factors. (2006). Renshaw, A. E. ; Haberman, S.. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:38:y:2006:i:3:p:556-570. Full description at Econpapers \|\| Download paper	28
1997	Reserving for maturity guarantees: Two approaches. (1997). Hardy, Mary R. ; BOYLE, PHELIM P.. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:21:y:1997:i:2:p:113-127. Full description at Econpapers \|\| Download paper	27
2004	Some new classes of consistent risk measures. (2004). Goovaerts, Marc ; Dhaene, Jan ; Tang, Qihe ; Kaas, Rob . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:34:y:2004:i:3:p:505-516. Full description at Econpapers \|\| Download paper	27
2001	Uncertainty in mortality projections: an actuarial perspective. (2001). Olivieri, Annamaria . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:29:y:2001:i:2:p:231-245. Full description at Econpapers \|\| Download paper	26
1993	Pricing equity-linked life insurance with endogenous minimum guarantees. (1993). Bacinello, Anna Rita ; Ortu, Fulvio . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:12:y:1993:i:3:p:245-257. Full description at Econpapers \|\| Download paper	26
1998	On the discounted penalty at ruin in a jump-diffusion and the perpetual put option. (1998). Landry, Bruno ; Gerber, Hans U.. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:22:y:1998:i:3:p:263-276. Full description at Econpapers \|\| Download paper	26
2004	Survival models in a dynamic context: a survey. (2004). Pitacco, Ermanno . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:35:y:2004:i:2:p:279-298. Full description at Econpapers \|\| Download paper	25
1997	On the dependency of risks in the individual life model. (1997). Goovaerts, Marc ; Dhaene, Jan. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:19:y:1997:i:3:p:243-253. Full description at Econpapers \|\| Download paper	25
1988	The surpluses immediately before and at ruin, and the amount of the claim causing ruin. (1988). Dufresne, Francois ; Gerber, Hans U.. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:7:y:1988:i:3:p:193-199. Full description at Econpapers \|\| Download paper	25
1999	The safest dependence structure among risks. (1999). Dhaene, Jan ; DENUIT, Michel . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:25:y:1999:i:1:p:11-21. Full description at Econpapers \|\| Download paper	25
1994	Dynamic approaches to pension funding. (1994). Sung, Joo-Ho ; Haberman, Steven . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:15:y:1994:i:2-3:p:151-162. Full description at Econpapers \|\| Download paper	24
2006	The compound Poisson risk model with a threshold dividend strategy. (2006). Pavlova, Kristina P. ; Lin, Sheldon X.. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:38:y:2006:i:1:p:57-80. Full description at Econpapers \|\| Download paper	24
1997	Optimal choice of dividend barriers for a risk process with stochastic return on investments. (1997). Gjessing, Hakon K. ; Paulsen, Jostein . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:20:y:1997:i:3:p:215-223. Full description at Econpapers \|\| Download paper	24
2004	Optimal investment choices post-retirement in a defined contribution pension scheme. (2004). Vigna, Elena ; Haberman, Steven ; Gerrard, Russell . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:35:y:2004:i:2:p:321-342. Full description at Econpapers \|\| Download paper	24
1995	Equity-linked life insurance: A model with stochastic interest rates. (1995). Sandmann, Klaus ; Nielsen, Aase J.. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:16:y:1995:i:3:p:225-253. Full description at Econpapers \|\| Download paper	23
1999	A synthesis of risk measures for capital adequacy. (1999). Wirch, Julia Lynn ; Hardy, Mary R.. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:25:y:1999:i:3:p:337-347. Full description at Econpapers \|\| Download paper	23

Citing documents used to compute impact factor 70:

Year	Title	See
2014	Optimal reinsurance and investment strategies for insurer under interest rate and inflation risks. (2014). Guan, Guohui ; Liang, Zongxia . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:55:y:2014:i:c:p:105-115. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	A Hybrid Model for Pricing and Hedging of Long Dated Bonds. (2014). Platen, Eckhard ; Ignatieva, Katja ; Baldeaux, Jan ; Fung, Man Chung . In: Research Paper Series. RePEc:uts:rpaper:343. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	On the Frequency of Drawdowns for Brownian Motion Processes. (2014). Landriault, David ; Zhang, Hongzhong ; Li, Bin . In: Papers. RePEc:arx:papers:1403.1183. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Actuarial fairness and solidarity in pooled annuity funds. (2014). Donnelly, Catherine . In: Papers. RePEc:arx:papers:1311.5120. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Neumann Series on the Recursive Moments of Copula-Dependent Aggregate Discounted Claims. (2014). Siti Norafidah Mohd Ramli, ; Jang, Jiwook . In: Risks. RePEc:gam:jrisks:v:2:y:2014:i:2:p:195-210:d:36506. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Optimal Investment and Risk Control Problem for an Insurer: Expected Utility Maximization. (2014). Zou, Bin ; Cadenillas, Abel . In: Papers. RePEc:arx:papers:1402.3560. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014		[Citation Analysis]
2014	Optimal initiation of a GLWB in a variable annuity: No Arbitrage approach. (2014). Huang, H. ; Salisbury, T. S. ; Milevsky, M. A.. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:56:y:2014:i:c:p:102-111. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	On Optimal Reinsurance Policy with Distortion Risk Measures and Premiums. (2014). Assa, Hirbod . In: Papers. RePEc:arx:papers:1406.2950. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Improved asymptotic upper bounds on the ruin capital in the Lundberg model of risk. (2014). Malinovskii, Vsevolod K.. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:55:y:2014:i:c:p:301-309. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Annual intrinsic value of a company in a competitive insurance market. (2014). Malinovskii, Vsevolod K.. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:55:y:2014:i:c:p:310-318. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014		[Citation Analysis]
2014	Reducing risk by merging counter-monotonic risks. (2014). Dhaene, Jan ; Cheung, Ka Chun ; Tang, Qihe ; Lo, Ambrose . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:54:y:2014:i:c:p:58-65. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Characterizing mutual exclusivity as the strongest negative multivariate dependence structure. (2014). Lo, Ambrose ; Cheung, Ka Chun . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:55:y:2014:i:c:p:180-190. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Effectively Tackling Reinsurance Problems by Using Evolutionary and Swarm Intelligence Algorithms. (2014). Claramunt, Merce ; Salcedo-Sanz, Sancho ; Carro-Calvo, Leo ; Marmol, Maite ; Castaer, Ana . In: Risks. RePEc:gam:jrisks:v:2:y:2014:i:2:p:132-145:d:34640. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Time-consistent meanâvariance hedging of longevity risk: Effect of cointegration. (2014). Wong, Tat Wing ; Chiu, Mei Choi . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:56:y:2014:i:c:p:56-67. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Stationarity of Bivariate Dynamic Contagion Processes. (2014). Dassios, Angelos ; Dong, Xin . In: Papers. RePEc:arx:papers:1405.5842. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014		[Citation Analysis]
2014	Asset allocation for a DC pension fund with stochastic income and mortality risk: A multi-period meanâvariance framework. (2014). Yao, Haixiang ; Jian, Minjie ; Ma, Qinghua ; Lai, Yongzeng . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:54:y:2014:i:c:p:84-92. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Accounting for severity of risk when pricing insurance products. (2014). Guillen, Montserrat ; Bolance, Catalina ; Alemany, Ramon . In: Working Papers. RePEc:bak:wpaper:201405. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Efficient versus inefficient hedging strategies in the presence of financial and longevity (value at) risk. (2014). Regis, Luca ; Luciano, Elisa . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:55:y:2014:i:c:p:68-77. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Some optimization and decision problems in proportional reinsurance. (2014). CastaÃ±er, Anna ; Castaer, Anna ; Marmol, Maite ; Claramunt, Merce M.. In: UB Economics Working Papers. RePEc:ewp:wpaper:310web. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	On optimal periodic dividend strategies in the dual model with diffusion. (2014). Avanzi, Benjamin ; Wong, Bernard ; Tu, Vincent . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:55:y:2014:i:c:p:210-224. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Time-consistent investment policies in Markovian markets: A case of meanâvariance analysis. (2014). Zhao, Yonggan ; Chen, Zhiping ; Li, Gang . In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:40:y:2014:i:c:p:293-316. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Analysis and Forecasting of Drought by Developing a Fuzzy-Based Hybrid Index in Iran. (2014). Moghaddasi, Reza ; Rizi, Parisa Lakhaye ; Eghbali, Alireza . In: MPRA Paper. RePEc:pra:mprapa:53153. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Arithmetic returns for investment performance measurement. (2014). Magni, Carlo Alberto. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:55:y:2014:i:c:p:291-300. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Conditional least squares and copulae in claims reserving for a single line of business. (2014). Peta, Michal ; Okhrin, Ostap . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:56:y:2014:i:c:p:28-37. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Bringing cost transparency to the life annuity market. (2014). Donnelly, Catherine ; Nielsen, Jens Perch ; Guillen, Montserrat . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:56:y:2014:i:c:p:14-27. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	On distributional robust probability functions and their computations. (2014). Wong, Man Hong ; Zhang, Shuzhong . In: European Journal of Operational Research. RePEc:eee:ejores:v:233:y:2014:i:1:p:23-33. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Estimation of multivariate critical layers: Applications to rainfall data. (2014). Rulliere, Didier ; Di Bernardino, Elena . In: Working Papers. RePEc:hal:wpaper:hal-00940089. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Risk Margin Quantile Function Via Parametric and Non-Parametric Bayesian Quantile Regression. (2014). Chan, Jennifer ; Alice X. D. Dong, ; Peters, Gareth W. ; Jennifer S. K. Chan, . In: Papers. RePEc:arx:papers:1402.2492. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	On the Hawkes Process with Different Exciting Functions. (2014). Mehrdad, Behzad ; Zhu, Lingjiong . In: Papers. RePEc:arx:papers:1403.0994. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Nonparametric tests for tail monotonicity. (2014). Berghaus, Betina ; Bucher, Axel . In: Journal of Econometrics. RePEc:eee:econom:v:180:y:2014:i:2:p:117-126. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Validation of positive quadrant dependence. (2014). Ledwina, Teresa ; WYUPEK, GRZEGORZ . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:56:y:2014:i:c:p:38-47. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Max-sum equivalence of conditionally dependent random variables. (2014). Jiang, Tao ; Wang, Yuebao ; Gao, Qingwu . In: Statistics & Probability Letters. RePEc:eee:stapro:v:84:y:2014:i:c:p:60-66. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Second-order tail asymptotics of deflated risks. (2014). Hashorva, Enkelejd ; Peng, Zuoxiang ; Ling, Chengxiu . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:56:y:2014:i:c:p:88-101. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Optimal capital allocation in a hierarchical corporate structure. (2014). Zaks, Yaniv ; Tsanakas, Andreas . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:56:y:2014:i:c:p:48-55. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Multivariate negative binomial models for insurance claim counts. (2014). Shi, Peng ; Valdez, Emiliano A.. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:55:y:2014:i:c:p:18-29. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Stationarity of Bivariate Dynamic Contagion Processes. (2014). Dassios, Angelos ; Dong, Xin . In: Papers. RePEc:arx:papers:1405.5842. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Accounting for severity of risk when pricing insurance products. (2014). Guillen, Montserrat ; Bolance, Catalina ; Alemany, Ramon . In: Working Papers. RePEc:bak:wpaper:201405. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Improved asymptotic upper bounds on the ruin capital in the Lundberg model of risk. (2014). Malinovskii, Vsevolod K.. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:55:y:2014:i:c:p:301-309. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Annual intrinsic value of a company in a competitive insurance market. (2014). Malinovskii, Vsevolod K.. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:55:y:2014:i:c:p:310-318. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	CAPM with fuzzy returns and hypothesis testing. (2014). SADEFO KAMDEM, Jules ; Shapiro, A. F. ; Moussa, Mbairadjim A. ; Terraza, M.. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:55:y:2014:i:c:p:40-57. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Asymptotic theory for the empirical HaezendonckâGoovaerts risk measure. (2014). Ahn, Jae Youn ; Shyamalkumar, Nariankadu D.. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:55:y:2014:i:c:p:78-90. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Second-order tail asymptotics of deflated risks. (2014). Hashorva, Enkelejd ; Peng, Zuoxiang ; Ling, Chengxiu . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:56:y:2014:i:c:p:88-101. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Risk aggregation and stochastic claims reserving in disability insurance. (2014). Djehiche, Boualem ; Lofdahl, Bjorn . In: Papers. RePEc:arx:papers:1401.3589. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Optimal reinsurance and investment strategies for insurer under interest rate and inflation risks. (2014). Guan, Guohui ; Liang, Zongxia . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:55:y:2014:i:c:p:105-115. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Valuing risky debt: A new model combining structural information with the reduced-form approach. (2014). Ballestra, Luca Vincenzo ; Pacelli, Graziella . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:55:y:2014:i:c:p:261-271. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Optimal risk and dividend control problem with fixed costs and salvage value: Variance premium principle. (2014). Yang, Hailiang ; Yao, Dingjun ; Wang, Rongming . In: Economic Modelling. RePEc:eee:ecmode:v:37:y:2014:i:c:p:53-64. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Some new notions of dependence with applications in optimal allocation problems. (2014). Cai, Jun ; Wei, Wei . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:55:y:2014:i:c:p:200-209. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Optimal initiation of a GLWB in a variable annuity: No Arbitrage approach. (2014). Huang, H. ; Salisbury, T. S. ; Milevsky, M. A.. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:56:y:2014:i:c:p:102-111. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	A note on the fourth cumulant of a finite mixture distribution. (2014). Loperfido, Nicola. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:123:y:2014:i:c:p:386-394. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Semi-nonparametric VaR forecasts for hedge funds during the recent crisis. (2014). Mora-Valencia, AndrÃ©s ; Del Brio, Esther B. ; Perote, Javier . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:401:y:2014:i:c:p:330-343. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Generalized quantiles as risk measures. (2014). Bellini, Fabio ; RosazzaGianin, Emanuela ; Muller, Alfred ; Klar, Bernhard . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:54:y:2014:i:c:p:41-48. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Strength of tail dependence based on conditional tail expectation. (2014). Hua, Lei ; Joe, Harry . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:123:y:2014:i:c:p:143-159. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Risk aggregation with dependence uncertainty. (2014). Bernard, Carole ; Wang, Ruodu ; Jiang, Xiao . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:54:y:2014:i:c:p:93-108. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	On the multidimensional extension of countermonotonicity and its applications. (2014). Lee, Woojoo ; Ahn, Jae Youn . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:56:y:2014:i:c:p:68-79. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Conditional least squares and copulae in claims reserving for a single line of business. (2014). Peta, Michal ; Okhrin, Ostap . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:56:y:2014:i:c:p:28-37. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Multivariate risk sharing and the derivation of individually rational Pareto optima. (2014). Chateauneuf, Alain ; Vyncke, David ; Mostoufi, Mina . In: UniversitÃ© Paris1 PanthÃ©on-Sorbonne (Post-Print and Working Papers). RePEc:hal:cesptp:halshs-00942114. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Multivariate risk sharing and the derivation of individually rational Pareto optima.. (2014). Chateauneuf, Alain ; Vyncke, David ; Mostoufi, Mina . In: Documents de travail du Centre d'Economie de la Sorbonne. RePEc:mse:cesdoc:14003. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Borchâs Theorem from the perspective of comonotonicity. (2014). Cheung, K. C. ; Yam, S. C. P., ; Rong, Yian . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:54:y:2014:i:c:p:144-151. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Multivariate risk sharing and the derivation of individually rational Pareto optima. (2014). Chateauneuf, Alain ; Mostoufi, Mina ; Vyncke, David . In: Working Papers. RePEc:ipg:wpaper:2014-074. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Efficient versus inefficient hedging strategies in the presence of financial and longevity (value at) risk. (2014). Regis, Luca ; Luciano, Elisa . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:55:y:2014:i:c:p:68-77. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Asset allocation for a DC pension fund with stochastic income and mortality risk: A multi-period meanâvariance framework. (2014). Yao, Haixiang ; Jian, Minjie ; Ma, Qinghua ; Lai, Yongzeng . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:54:y:2014:i:c:p:84-92. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Asymptotics for the ruin probability of a time-dependent renewal risk model with geometric LÃ©vy process investment returns and dominatedly-varying-tailed claims. (2014). Fu, Ke-Ang ; Ng, Cheuk Yin Andrew, . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:56:y:2014:i:c:p:80-87. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Asymptotic analysis of risk quantities conditional on ruin for multidimensional heavy-tailed random walks. (2014). Liu, Jingchen ; Woo, Jae-Kyung . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:55:y:2014:i:c:p:1-9. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Explicit Solutions of Optimal Consumption, Investment and Insurance Problem with Regime Switching. (2014). Zou, Bin ; Cadenillas, Abel . In: Papers. RePEc:arx:papers:1402.3562. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	The LogâLindley distribution as an alternative to the beta regression model with applications in insurance. (2014). Gomez-Deniz, Emilio ; Calderin-Ojeda, Enrique ; Sordo, Miguel A.. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:54:y:2014:i:c:p:49-57. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Asymptotic form of the KullbackâLeibler divergence for multivariate asymmetric heavy-tailed distributions. (2014). Contreras-Reyes, Javier E.. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:395:y:2014:i:c:p:200-208. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Life insurance demand under health shock risk. (2014). Schendel, Lorenz S. ; Kraft, Holger ; Steffensen, Mogens . In: SAFE Working Paper Series. RePEc:zbw:safewp:40. Full description at Econpapers \|\| Download paper	[Citation Analysis]

Cites in year: CiY

Recent citations received in: 2014

Year	Title	See
2014	Capital adequacy tests and limited liability of financial institutions. (2014). Koch-Medina, Pablo ; Munari, Cosimo ; Moreno-Bromberg, Santiago . In: Papers. RePEc:arx:papers:1401.3133. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Quasi-Hadamard differentiability of general risk functionals and its application. (2014). Kratschmer, Volker ; Zahle, Henryk ; Schied, Alexander . In: Papers. RePEc:arx:papers:1401.3167. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Characterizing mutual exclusivity as the strongest negative multivariate dependence structure. (2014). Lo, Ambrose ; Cheung, Ka Chun . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:55:y:2014:i:c:p:180-190. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	On optimal periodic dividend strategies in the dual model with diffusion. (2014). Avanzi, Benjamin ; Wong, Bernard ; Tu, Vincent . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:55:y:2014:i:c:p:210-224. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Improved asymptotic upper bounds on the ruin capital in the Lundberg model of risk. (2014). Malinovskii, Vsevolod K.. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:55:y:2014:i:c:p:301-309. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Annual intrinsic value of a company in a competitive insurance market. (2014). Malinovskii, Vsevolod K.. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:55:y:2014:i:c:p:310-318. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Optimal initiation of a GLWB in a variable annuity: No Arbitrage approach. (2014). Huang, H. ; Salisbury, T. S. ; Milevsky, M. A.. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:56:y:2014:i:c:p:102-111. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	On the multidimensional extension of countermonotonicity and its applications. (2014). Lee, Woojoo ; Ahn, Jae Youn . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:56:y:2014:i:c:p:68-79. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014		[Citation Analysis]
2014	A Hybrid Model for Pricing and Hedging of Long Dated Bonds. (2014). Platen, Eckhard ; Ignatieva, Katja ; Baldeaux, Jan ; Fung, Man Chung . In: Research Paper Series. RePEc:uts:rpaper:343. Full description at Econpapers \|\| Download paper	[Citation Analysis]

Recent citations received in: 2013

Year	Title	See
2013	Efficient versus inefficient hedging strategies in the presence of financial and longevity (value at) risk. (2013). Regis, Luca ; luciano, elisa. In: Carlo Alberto Notebooks. RePEc:cca:wpaper:308. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Robust goal programming for multi-objective portfolio selection problem. (2013). Ghahtarani, Alireza ; Najafi, Amir Abbas . In: Economic Modelling. RePEc:eee:ecmode:v:33:y:2013:i:c:p:588-592. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Optimal reinsurance subject to Vajda condition. (2013). Chi, Yichun ; Weng, Chengguo . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:53:y:2013:i:1:p:179-189. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Optimal time-consistent investment and reinsurance strategies for meanâvariance insurers with state dependent risk aversion. (2013). Li, Yongwu . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:53:y:2013:i:1:p:86-97. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Rationale of underwritersâ pricing conduct on competitive insurance market. (2013). Malinovskii, Vsevolod K.. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:53:y:2013:i:2:p:325-333. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	On the mortality/longevity risk hedging with mortality immunization. (2013). Lin, Tzuling ; Tsai, Cary Chi-Liang . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:53:y:2013:i:3:p:580-596. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Optimal investment strategy for the DC plan with the return of premiums clauses in a meanâvariance framework. (2013). He, Lin ; Liang, Zongxia . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:53:y:2013:i:3:p:643-649. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Optimal reinsurance in the presence of counterparty default risk. (2013). Asimit, Alexandru V. ; Cheung, Ka Chun ; Badescu, Alexandru M.. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:53:y:2013:i:3:p:690-697. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Kernel-type estimator of the conditional tail expectation for a heavy-tailed distribution. (2013). Rassoul, Abdelaziz . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:53:y:2013:i:3:p:698-703. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Fuzzy portfolio optimization model under real constraints. (2013). Liu, Yong-Jun ; Zhang, Wei-Guo . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:53:y:2013:i:3:p:704-711. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Optimal dividend problem with a terminal value for spectrally positive LÃ©vy processes. (2013). Yin, Chuancun ; Wen, Yuzhen . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:53:y:2013:i:3:p:769-773. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Application of data clustering and machine learning in variable annuity valuation. (2013). Gan, Guojun . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:53:y:2013:i:3:p:795-801. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Markowitzâs meanâvariance defined contribution pension fund management under inflation: A continuous-time model. (2013). Yao, Haixiang ; Chen, Ping ; Yang, Zhou . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:53:y:2013:i:3:p:851-863. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	General lower bounds on convex functionals of aggregate sums. (2013). Cheung, Ka Chun ; Lo, Ambrose . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:53:y:2013:i:3:p:884-896. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Multivariate patchwork copulas: A unified approach with applications to partial comonotonicity. (2013). Durante, Fabrizio ; Sempi, Carlo ; Sanchez, Juan Fernandez . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:53:y:2013:i:3:p:897-905. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Optimal Reinsurance: A Risk Sharing Approach. (2013). Balbas, Alejandro . In: Risks. RePEc:gam:jrisks:v:1:y:2013:i:2:p:45-56:d:27724. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	A Risk Model with an Observer in a Markov Environment. (2013). Albrecher, Hansjorg ; Ivanovs, Jevgenijs . In: Risks. RePEc:gam:jrisks:v:1:y:2013:i:3:p:148-161:d:30342. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	On certain transformation of Archimedean copulas: Application to the non-parametric estimation of their generators. (2013). Rulliere, Didier ; Di Bernardino, Elena . In: Post-Print. RePEc:hal:journl:hal-00834000. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	On certain transformation of Archimedean copulas: Application to the non-parametric estimation of their generators. (2013). Rulliere, Didier ; Di Bernardino, Elena . In: Working Papers. RePEc:hal:wpaper:hal-00834000. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	IteracyjnoÅÄ skÅadek ubezpieczeniowych w ujÄciu teorii skumulowanej perspektywy i teorii nieokreÅlonoÅci. (2013). Kauszka, Marek ; Krzeszowiec, Micha . In: Collegium of Economic Analysis Annals. RePEc:sgh:annals:i:31:y:2013:p:45-56. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	LinearâQuadratic Time-Inconsistent Mean Field Games. (2013). Sung, K. ; Bensoussan, A. ; Yam, S.. In: Dynamic Games and Applications. RePEc:spr:dyngam:v:3:y:2013:i:4:p:537-552. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	An Analysis of Black-box Optimization Problems in Reinsurance: Evolutionary-based Approaches. (2013). CastaÃ±er, Anna ; Castaer, Anna ; Salcedo-Sanz, Sancho ; Claramunt, Merce ; Marmol, Maite ; Carro-Calvo, L.. In: Working Papers. RePEc:xrp:wpaper:xreap2013-04. Full description at Econpapers \|\| Download paper	[Citation Analysis]

Recent citations received in: 2012

Year	Title	See
2012	Risk minimizing of derivatives via dynamic g-expectation and related topics. (2012). Wang, Tianxiao . In: Papers. RePEc:arx:papers:1208.2068. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Smooth Nonparametric Bernstein Vine Copulas. (2012). Weiss, Gregor ; Scheffer, Marcus . In: Papers. RePEc:arx:papers:1210.2043. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Solvency assessment within the ORSA framework: issues and quantitative methodologies. (2012). Vedani, Julien ; Devineau, Laurent . In: Papers. RePEc:arx:papers:1210.6000. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	A Generalization of the Aumann-Shapley Value for Risk Capital Allocation Problems. (2012). Norde, Henk ; De Waegenaere, Anja ; De Waegenaere , A. M. B., ; Boonen, T. J. ; De Waegenaere, A. M. B., . In: Discussion Paper. RePEc:dgr:kubcen:2012091. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	On the interplay between distortion, mean value and HaezendonckâGoovaerts risk measures. (2012). Linders, DaniÃ«l ; Goovaerts, Marc ; Van Weert, Koen ; Tank, Fatih . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:51:y:2012:i:1:p:10-18. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	HaezendonckâGoovaerts risk measures and Orlicz quantiles. (2012). Gianin, Emanuela Rosazza ; Bellini, Fabio ; RosazzaGianin, Emanuela . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:51:y:2012:i:1:p:107-114. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	On the Lp-metric between a probability distribution and its distortion. (2012). Suarez-Llorens, Alfonso ; Lopez-Diaz, Miguel ; Sordo, Miguel A.. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:51:y:2012:i:2:p:257-264. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Optimal reinsurance under variance related premium principles. (2012). Chi, Yichun. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:51:y:2012:i:2:p:310-321. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Second-order properties of the HaezendonckâGoovaerts risk measure for extreme risks. (2012). Hu, Taizhong ; Mao, Tiantian . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:51:y:2012:i:2:p:333-343. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Maximizing the utility of consumption with commutable life annuities. (2012). Wang, Ting ; Young, Virginia R.. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:51:y:2012:i:2:p:352-369. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	A note on weighted premium calculation principles. (2012). Laeven, Roger ; Okolewski, A. ; Kaluszka, M. ; Laeven, R. J. A., . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:51:y:2012:i:2:p:379-381. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Optimal insurance under multiple sources of risk with positive dependence. (2012). Zhang, JianYu ; Lu, ZhiYi ; Meng, LiLi ; Liu, LePing . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:51:y:2012:i:2:p:462-471. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Skew mixture models for loss distributions: A Bayesian approach. (2012). Maruotti, Antonello ; Bernardi, Mauro ; Petrella, Lea . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:51:y:2012:i:3:p:617-623. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Quantifying credit and market risk under Solvency II: Standard approach versus internal model. (2012). Martin, Michael ; Gatzert, Nadine . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:51:y:2012:i:3:p:649-666. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Optimal control of excess-of-loss reinsurance and investment for insurers under a CEV model. (2012). Gu, Ailing ; Li, Zhongfei ; Zeng, Yan ; Guo, Xianping . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:51:y:2012:i:3:p:674-684. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Isotonicity properties of generalized quantiles. (2012). Bellini, Fabio . In: Statistics & Probability Letters. RePEc:eee:stapro:v:82:y:2012:i:11:p:2017-2024. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Sequential maximum likelihood estimation for reflected generalized OrnsteinâUhlenbeck processes. (2012). YANG, Xuewei ; Bo, Lijun. In: Statistics & Probability Letters. RePEc:eee:stapro:v:82:y:2012:i:7:p:1374-1382. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Solvency assessment within the ORSA framework: issues and quantitative methodologies. (2012). Vedani, Julien ; Devineau, Laurent . In: Working Papers. RePEc:hal:wpaper:hal-00744351. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Dominances on fuzzy variables based on credibility measure. (2012). SADEFO KAMDEM, Jules ; Tassak, Christian ; FONO, LOUIS AIME . In: Working Papers. RePEc:hal:wpaper:hal-00796215. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Single and cross-generation natural hedging of longevity and financial risk. (2012). Regis, Luca ; luciano, elisa ; Vigna, Elena . In: ICER Working Papers. RePEc:icr:wpicer:04-2012. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Demographic risk transfer: is it worth for annuity providers?. (2012). Regis, Luca ; luciano, elisa. In: ICER Working Papers. RePEc:icr:wpicer:11-2012. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	The connection between distortion risk measures and ordered weighted averaging operators. (2012). Guillen, Montserrat ; Belles-Sampera, Jaume ; Santolino, Miguel ; Merigo, Jose M.. In: IREA Working Papers. RePEc:ira:wpaper:201201. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Skew mixture models for loss distributions: a Bayesian approach. (2012). Maruotti, Antonello ; Bernardi, Mauro ; Lea, Petrella . In: MPRA Paper. RePEc:pra:mprapa:39826. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Risk measures for Skew Normal mixtures. (2012). Bernardi, Mauro. In: MPRA Paper. RePEc:pra:mprapa:39828. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Nonparametric estimation of Value-at-Risk. (2012). Guillen, Montserrat ; Bolance, Catalina ; Alemany, Ramon . In: Working Papers. RePEc:xrp:wpaper:xreap2012-19. Full description at Econpapers \|\| Download paper	[Citation Analysis]

Recent citations received in: 2011

Year	Title	See
2011	Individual Post-Retirement Longevity Risk Management Under Systematic Mortality Risk. (2011). Piggott, John ; Hanewald, Katja ; Sherris, Michael . In: Working Papers. RePEc:asb:wpaper:201113. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Point and interval forecasts of mortality rates and life expectancy: A comparison of ten principal component methods. (2011). Shang, Han Lin ; Hyndman, Rob ; Booth, Heather . In: Demographic Research. RePEc:dem:demres:v:25:y:2011:i:5. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Progress in Medicine, Limits to Life and Forecasting Mortality. (2011). Favero, Carlo ; Giacoletti, Marco . In: Working Papers. RePEc:igi:igierp:406. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Longevity risk and capital markets: The 2009-2010 update. (2011). Blake, David ; Cox, Samuel ; MacMinn, Richard ; Brockett, Patrick . In: MPRA Paper. RePEc:pra:mprapa:28868. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Longevity hedge effectiveness: a decomposition. (2011). Blake, David ; Cairns, Andrew ; Dowd, Kevin ; Coughlan, Guy . In: MPRA Paper. RePEc:pra:mprapa:34236. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Longevity risks and capital markets: The 2010-2011 update. (2011). Blake, David ; COURBAGE, Christophe ; MacMinn, Richard ; Sherris, Michael . In: MPRA Paper. RePEc:pra:mprapa:34279. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	A gravity model of mortality rates for two related populations. (2011). Blake, David ; Cairns, Andrew ; Khalaf-Allah, Marwa ; Dowd, Kevin ; Coughlan, Guy . In: MPRA Paper. RePEc:pra:mprapa:35738. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	The cost of counterparty risk and collateralization in longevity swaps. (2011). Blake, David ; Sun, Ariel ; Pitotti, Lorenzo ; Biffis, Enrico . In: MPRA Paper. RePEc:pra:mprapa:35740. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Sickness recovery intensities for short term health insurance in Greece. (2011). Mavridoglou, George ; Kiochos, Peter . In: SPOUDAI Journal of Economics and Business. RePEc:spd:journl:v:61:y:2011:i:1-2:p:39-54. Full description at Econpapers \|\| Download paper	[Citation Analysis]

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