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

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Last updated December, 3 2015 760.408 documents processed, 20.499.313 references and 8.066.571 citations

Insurance: Mathematics and Economics / Elsevier

0.42

Impact Factor

0.53

5-Years IF

5-Years H index

[Raw data] [50 most cited papers] [50 most relevant papers] [cites used to compute IF] [Recent citations ][Frequent citing series ]
[more data in EconPapers] [trace new citations] [Missing citations? Add them now] [Incorrect content? Let us know]

Main indicators

Raw data

	IF	AIF	IF5	DOC	CDO	CCU	CIF	CIT	D2Y	C2Y	D5Y	C5Y	%SC	CiY	II	AII
1990		0.09		34	34	1	0.03	82	71		180		43 (52.4%)			0.03
1991	0.04	0.09	0.02	25	59	3	0.05	88	71	3	174	3	56 (63.6%)			0.04
1992		0.09		44	103	1	0.01	80	59		159		43 (53.8%)	1	0.02	0.04
1993	0.01	0.1	0.01	42	145	1	0.01	111	69	1	174	1	76 (68.5%)			0.05
1994	0.02	0.11	0.03	29	174	12	0.07	120	86	2	182	5	86 (71.7%)			0.05
1995	0.08	0.19	0.07	28	202	33	0.16	165	71	6	174	12	104 (63%)	2	0.07	0.07
1996	0.18	0.23	0.15	25	227	48	0.21	128	57	10	168	26	66 (51.6%)			0.09
1997	0.13	0.27	0.2	41	268	67	0.25	361	53	7	168	34	213 (59%)	2	0.05	0.09
1998	0.24	0.27	0.21	41	309	66	0.21	263	66	16	165	35	148 (56.3%)	1	0.02	0.1
1999	0.37	0.31	0.32	51	360	114	0.32	322	82	30	164	53	178 (55.3%)	5	0.1	0.13
2000	0.21	0.39	0.27	51	411	101	0.25	331	92	19	186	50	199 (60.1%)	5	0.1	0.15
2001	0.27	0.41	0.33	48	459	154	0.34	376	102	28	209	69	213 (56.6%)	6	0.13	0.16
2002	0.42	0.43	0.46	57	516	253	0.49	475	99	42	232	106	258 (54.3%)	14	0.25	0.19
2003	0.5	0.45	0.47	70	586	256	0.44	436	105	52	248	116	202 (46.3%)	6	0.09	0.19
2004	0.35	0.51	0.4	62	648	240	0.37	423	127	45	277	110	226 (53.4%)	5	0.08	0.21
2005	0.28	0.54	0.39	70	718	267	0.37	434	132	37	288	112	208 (47.9%)	5	0.07	0.22
2006	0.42	0.52	0.46	72	790	329	0.42	445	132	55	307	140	199 (44.7%)	7	0.1	0.21
2007	0.35	0.45	0.41	63	853	307	0.36	324	142	50	331	136	156 (48.1%)	5	0.08	0.18
2008	0.75	0.48	0.79	162	1015	664	0.65	613	135	101	337	267	280 (45.7%)	31	0.19	0.2
2009	0.42	0.48	0.52	106	1121	586	0.52	510	225	95	429	224	168 (32.9%)	15	0.14	0.19
2010	0.49	0.44	0.56	108	1229	659	0.54	319	268	131	473	264	162 (50.8%)	15	0.14	0.16
2011	0.45	0.53	0.45	95	1324	587	0.44	259	214	96	511	228	136 (52.5%)	9	0.09	0.21
2012	0.54	0.58	0.58	115	1439	920	0.64	236	203	110	534	311	125 (53%)	25	0.22	0.22
2013	0.68	0.71	0.78	142	1581	1236	0.78	155	210	142	586	460	84 (54.2%)	23	0.16	0.25
2014	0.42	0.81	0.53	104	1685	858	0.51	68	257	107	566	298	31 (45.6%)	18	0.17	0.28

IF: Impact Factor: C2Y / D2Y
AIF: Average Impact Factor for series in RePEc in year y
IF5: Impact Factor: C5Y / D5Y
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
D5Y: Number of articles published in y-1 until y-5
C5Y: Cites in y to articles published in y-1 until y-5
%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

50 most cited documents in this series:

[Click on heading to sort table]

Year	Title	Cited
2002	The concept of comonotonicity in actuarial science and finance: theory. (2002). 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	133
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	109
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	101
2002	The concept of comonotonicity in actuarial science and finance: applications. (2002). 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	96
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	92
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	77
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	69
2000	Fair valuation of life insurance liabilities: The impact of interest rate guarantees, surrender options, and bonus policies. (2000). 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	68
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	65
2005	Affine processes for dynamic mortality and actuarial valuations. (2005). . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:37:y:2005:i:3:p:443-468. Full description at Econpapers \|\| Download paper	54
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	47
2000	Upper and lower bounds for sums of random variables. (2000). 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	46
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	45
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	45
2003	Pensionmetrics 2: stochastic pension plan design during the distribution phase. (2003). Cairns, Andrew J. G., ; Blake, David . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:33:y:2003:i:1:p:29-47. Full description at Econpapers \|\| Download paper	44
1997	Stop-loss order for portfolios of dependent risks. (1997). . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:21:y:1997:i:3:p:219-223. Full description at Econpapers \|\| Download paper	44
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	43
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	43
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	43
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	42
2005	Optimal investment for insurer with jump-diffusion risk process. (2005). Yang, Hailiang ; Zhang, Lihong . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:37:y:2005:i:3:p:615-634. Full description at Econpapers \|\| Download paper	41
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	40
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	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	39
2001	Pensionmetrics: stochastic pension plan design and value-at-risk during the accumulation phase. (2001). Cairns, Andrew J. G., ; Blake, David . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:29:y:2001:i:2:p:187-215. Full description at Econpapers \|\| Download paper	38
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	36
2005	Bivariate option pricing using dynamic copula models. (2005). 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	35
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
1998	Comonotonicity, correlation order and premium principles. (1998). . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:22:y:1998:i:3:p:235-242. Full description at Econpapers \|\| Download paper	35
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	34
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	34
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
2004	On ruin for the Erlang(n) risk process. (2004). 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	33
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	33
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	30
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	30
2005	Estimating the tail-dependence coefficient: Properties and pitfalls. (2005). Frahm, Gabriel ; Schmidt, Rafael ; Junker, Markus. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:37:y:2005:i:1:p:80-100. Full description at Econpapers \|\| Download paper	30
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	29
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	29
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	28
1999	The safest dependence structure among risks. (1999). 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	28
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	28
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	28
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	27
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	27
2004	Some new classes of consistent risk measures. (2004). 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
2003	Optimal investment strategies in the presence of a minimum guarantee. (2003). Deelstra, Griselda ; Koehl, Pierre-Francois ; Grasselli, Martino . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:33:y:2003:i:1:p:189-207. Full description at Econpapers \|\| Download paper	27
2003	Lee-Carter mortality forecasting with age-specific enhancement. (2003). Renshaw, A. E. ; Haberman, S.. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:33:y:2003:i:2:p:255-272. Full description at Econpapers \|\| Download paper	27
2008	Actuarial risk measures for financial derivative pricing. (2008). Laeven, Roger J. A., . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:42:y:2008:i:2:p:540-547. Full description at Econpapers \|\| Download paper	26
2003	Rational hedging and valuation of integrated risks under constant absolute risk aversion. (2003). Becherer, Dirk . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:33:y:2003:i:1:p:1-28. Full description at Econpapers \|\| Download paper	26

50 most relevant documents in this series:

Papers most cited in the last two years. [Click on heading to sort table]

Year	Title	Cited
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	77
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	59
2002	The concept of comonotonicity in actuarial science and finance: theory. (2002). 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	41
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	30
2002	The concept of comonotonicity in actuarial science and finance: applications. (2002). 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	27
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	26
2005	Affine processes for dynamic mortality and actuarial valuations. (2005). . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:37:y:2005:i:3:p:443-468. Full description at Econpapers \|\| Download paper	21
2011	Variable annuities: A unifying valuation approach. (2011). Olivieri, Annamaria ; Millossovich, Pietro ; Pitacco, Ermanno ; Bacinello, Anna Rita . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:49:y:2011:i:3:p:285-297. Full description at Econpapers \|\| Download paper	21
2005	Estimating the tail-dependence coefficient: Properties and pitfalls. (2005). Frahm, Gabriel ; Schmidt, Rafael ; Junker, Markus. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:37:y:2005:i:1:p:80-100. Full description at Econpapers \|\| Download paper	20
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	20
2005	Optimal investment for insurer with jump-diffusion risk process. (2005). Yang, Hailiang ; Zhang, Lihong . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:37:y:2005:i:3:p:615-634. Full description at Econpapers \|\| Download paper	19
2006	Financial valuation of guaranteed minimum withdrawal benefits. (2006). Milevsky, Moshe A. ; Salisbury, Thomas S.. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:38:y:2006:i:1:p:21-38. Full description at Econpapers \|\| Download paper	19
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	18
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	18
2001	Optimal reinsurance under mean-variance premium principles. (2001). Kaluszka, Marek . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:28:y:2001:i:1:p:61-67. Full description at Econpapers \|\| Download paper	15
2003	Rational hedging and valuation of integrated risks under constant absolute risk aversion. (2003). Becherer, Dirk . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:33:y:2003:i:1:p:1-28. Full description at Econpapers \|\| Download paper	15
2011	Optimal time-consistent investment and reinsurance policies for mean-variance insurers. (2011). Zeng, Yan ; Li, Zhongfei . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:49:y:2011:i:1:p:145-154. Full description at Econpapers \|\| Download paper	14
2009	On stochastic mortality modeling. (2009). Plat, Richard . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:45:y:2009:i:3:p:393-404. Full description at Econpapers \|\| Download paper	14
2006	Risk measures via g-expectations. (2006). Gianin, Emanuela Rosazza ; RosazzaGianin, Emanuela . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:39:y:2006:i:1:p:19-34. Full description at Econpapers \|\| Download paper	14
2008	Coherent risk measures, coherent capital allocations and the gradient allocation principle. (2008). Buch, A. ; Dorfleitner, G.. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:42:y:2008:i:1:p:235-242. Full description at Econpapers \|\| Download paper	14
2011	Mortality density forecasts: An analysis of six stochastic mortality models. (2011). Cairns, Andrew J. G., ; Khalaf-Allah, Marwa ; Dowd, Kevin ; Coughlan, Guy D. ; Epstein, David ; Blake, David . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:48:y:2011:i:3:p:355-367. Full description at Econpapers \|\| Download paper	14
2008	Optimal reinsurance under VaR and CTE risk measures. (2008). Weng, Chengguo ; Zhang, YI ; Tan, Ken Seng ; Cai, Jun . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:43:y:2008:i:1:p:185-196. Full description at Econpapers \|\| Download paper	14
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	13
2003	Lee-Carter mortality forecasting with age-specific enhancement. (2003). Renshaw, A. E. ; Haberman, S.. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:33:y:2003:i:2:p:255-272. Full description at Econpapers \|\| Download paper	13
2009	TVaR-based capital allocation with copulas. (2009). Cossette, Helene ; Marceau, tienne ; Barges, Mathieu . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:45:y:2009:i:3:p:348-361. Full description at Econpapers \|\| Download paper	13
2000	Fair valuation of life insurance liabilities: The impact of interest rate guarantees, surrender options, and bonus policies. (2000). 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	13
2007	Optimal dividends in the dual model. (2007). Avanzi, Benjamin ; S. W. Shiu, Elias, ; Gerber, Hans U.. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:41:y:2007:i:1:p:111-123. Full description at Econpapers \|\| Download paper	13
2012	Optimal time-consistent investment and reinsurance strategies for insurers under Hestonâs SV model. (2012). Zeng, Yan ; Li, Zhongfei ; Lai, Yongzeng . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:51:y:2012:i:1:p:191-203. Full description at Econpapers \|\| Download paper	13
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	12
2005	Fair valuation of participating policies with surrender options and regime switching. (2005). . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:37:y:2005:i:3:p:533-552. Full description at Econpapers \|\| Download paper	12
2011	Modelling losses and locating the tail with the Pareto Positive Stable distribution. (2011). Prieto, Faustino ; Guillen, Montserrat ; Sarabia, Jos Mara . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:49:y:2011:i:3:p:454-461. Full description at Econpapers \|\| Download paper	12
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	11
2012	Optimal asset allocation for DC pension plans under inflation. (2012). Hung, Mao-Wei ; Han, Nan-wei . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:51:y:2012:i:1:p:172-181. Full description at Econpapers \|\| Download paper	11
2008	Optimal proportional reinsurance and investment with multiple risky assets and no-shorting constraint. (2008). Guo, Junyi ; Bai, Lihua . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:42:y:2008:i:3:p:968-975. Full description at Econpapers \|\| Download paper	11
2011	Longevity risk management for life and variable annuities: The effectiveness of static hedging using longevity bonds and derivatives. (2011). Ngai, Andrew ; Sherris, Michael . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:49:y:2011:i:1:p:100-114. Full description at Econpapers \|\| Download paper	10
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	10
2006	Evaluating and extending the Lee-Carter model for mortality forecasting: Bootstrap confidence interval. (2006). Shapiro, Arnold F. ; Koissi, Marie-Claire ; Hognas, Goran. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:38:y:2006:i:1:p:1-20. Full description at Econpapers \|\| Download paper	10
1999	Optimal insurance under Wangs premium principle. (1999). Young, Virginia R.. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:25:y:1999:i:2:p:109-122. Full description at Econpapers \|\| Download paper	10
2006	Asset and liability management under a continuous-time mean-variance optimization framework. (2006). Li, Duan ; Chiu, Mei Choi . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:39:y:2006:i:3:p:330-355. Full description at Econpapers \|\| Download paper	10
2010	On the pricing of longevity-linked securities. (2010). Bauer, Daniel ; Borger, Matthias ; Ru, Jochen . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:46:y:2010:i:1:p:139-149. Full description at Econpapers \|\| Download paper	10
2009	Optimal financing and dividend control of the insurance company with fixed and proportional transaction costs. (2009). He, Lin ; Liang, Zongxia . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:44:y:2009:i:1:p:88-94. Full description at Econpapers \|\| Download paper	10
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	10
2011	Tails of correlation mixtures of elliptical copulas. (2011). Manner, Hans ; Segers, Johan . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:48:y:2011:i:1:p:153-160. Full description at Econpapers \|\| Download paper	10
2008	Static super-replicating strategies for a class of exotic options. (2008). Deelstra, G. ; Chen, X. ; Vanmaele, M.. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:42:y:2008:i:3:p:1067-1085. Full description at Econpapers \|\| Download paper	9
2007	Pricing exotic options under regime switching. (2007). Boyle, Phelim ; Draviam, Thangaraj. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:40:y:2007:i:2:p:267-282. Full description at Econpapers \|\| Download paper	9
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	9
2007	Dividend maximization under consideration of the time value of ruin. (2007). Albrecher, Hansjorg ; Thonhauser, Stefan . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:41:y:2007:i:1:p:163-184. Full description at Econpapers \|\| Download paper	9
2003	Optimal investment strategies in the presence of a minimum guarantee. (2003). Deelstra, Griselda ; Koehl, Pierre-Francois ; Grasselli, Martino . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:33:y:2003:i:1:p:189-207. Full description at Econpapers \|\| Download paper	9
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	9
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	9

Citing documents used to compute impact factor 107:

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Year	Title	See
2014	GlueVaR risk measures in capital allocation applications. (2014). Belles-Sampera, Jaume ; Guillen, Montserrat ; Santolino, Miguel . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:58:y:2014:i:c:p:132-137. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Pricing and hedging of variable annuities with state-dependent fees. (2014). Delong, ukasz . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:58:y:2014:i:c:p:24-33. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Optimal dividend strategies with time-inconsistent preferences. (2014). Chen, Shumin ; Li, Zhongfei ; Zeng, Yan . In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:46:y:2014:i:c:p:150-172. 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	A Hybrid Model for Pricing and Hedging of Long Dated Bonds. (2014). Baldeaux, Jan ; Fung, Man Chung ; Ignatieva, Katja . 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). Li, Bin ; Zhang, Hongzhong ; Landriault, David . 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). Jang, Jiwook ; Siti Norafidah Mohd Ramli, . 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	On the analysis of time dependent claims in a class of birth process claim count models. (2014). Landriault, David ; Willmot, Gordon E. ; Xu, DI. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:58:y:2014:i:c:p:168-173. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Discrete Schur-constant models. (2014). Castaer, Anna ; Loisel, Stephane ; Lefevre, Claude ; Claramunt, Maria Merce . In: Working Papers. RePEc:hal:wpaper:hal-01081756. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Optimal dividend problems for a jump-diffusion model with capital injections and proportional transaction costs. (2014). Yin, Chuancun ; Yuen, Kam Chuen . In: Papers. RePEc:arx:papers:1409.0407. 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	Elementary Bounds on the Ruin Capital in a Diffusion Model of Risk. (2014). Malinovskii, Vsevolod K.. In: Risks. RePEc:gam:jrisks:v:2:y:2014:i:3:p:249-259:d:37899. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Reducing risk by merging counter-monotonic risks. (2014). Lo, Ambrose ; Tang, Qihe ; Cheung, Ka Chun ; Dhaene, Jan . 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). Castaer, Ana ; Salcedo-Sanz, Sancho ; Claramunt, Merce ; Marmol, Maite ; Carro-Calvo, Leo . 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, Hoi Ying ; 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	Optimal investment-reinsurance policy under a long-term perspective. (2014). Zheng, Xiaoxiao ; Zhang, Xin . In: Papers. RePEc:arx:papers:1406.7604. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Assessing the solvency of insurance portfolios via a continuous time cohort model. (2014). Regis, Luca ; Jevtic, Petar . In: Working Papers. RePEc:ial:wpaper:7/2014. 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 ; Lai, Yongzeng ; Ma, Qinghua ; Jian, Minjie . 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	Optimal Asset-Liability Management for an Insurer Under Markov Regime Switching Jump-Diffusion Market. (2014). JunYu, . In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:21:y:2014:i:4:p:317-330. 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). Luciano, Elisa ; Regis, Luca . 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). Castaer, Anna ; Claramunt, Merce M. ; Marmol, Maite . 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 ; Tu, Vincent ; Wong, Bernard . 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	Joint tail of ECOMOR and LCR reinsurance treaties. (2014). Peng, Liang . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:58:y:2014:i:c:p:116-120. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Analysis and Forecasting of Drought by Developing a Fuzzy-Based Hybrid Index in Iran. (2014). Eghbali, Alireza ; Moghaddasi, Reza ; Rizi, Parisa Lakhaye . In: MPRA Paper. RePEc:pra:mprapa:53153. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	The impact of living and working longer on pension income in five European countries: Estonia, Finland, Hungary, the Netherlands and Poland. (2014). Ruzik-Sierdzinska, Anna ; Gal, Robert ; Maattanen, Niku ; Vork, Andres ; Andres Võrk, ; Nijman, Theo . In: CASE Network Studies and Analyses. RePEc:sec:cnstan:0476. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Arithmetic returns for investment performance measurement. (2014). . 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	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	Pricing range notes within Wishart affine models. (2014). da Fonseca, Jose ; Grasselli, Martino . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:58:y:2014:i:c:p:193-203. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Bringing cost transparency to the life annuity market. (2014). Donnelly, Catherine ; Guillen, Montserrat ; Nielsen, Jens Perch . 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). di Bernardino, Elena . In: Working Papers. RePEc:hal:wpaper:hal-00940089. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	On tail dependence coefficients of transformed multivariate Archimedean copulas. (2014). di Bernardino, Elena . In: Working Papers. RePEc:hal:wpaper:hal-00992707. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Systematic mortality risk: An analysis of guaranteed lifetime withdrawal benefits in variable annuities. (2014). Ignatieva, Katja ; Sherris, Michael ; Fung, Man Chung . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:58:y:2014:i:c:p:103-115. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Risk Margin Quantile Function Via Parametric and Non-Parametric Bayesian Quantile Regression. (2014). Alice X. D. Dong, ; Jennifer S. K. Chan, ; Peters, Gareth W.. In: Papers. RePEc:arx:papers:1402.2492. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Nonparametric tests for tail monotonicity. (2014). Bucher, Axel ; Berghaus, Betina . 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). Wyupek, Grzegorz ; Ledwina, Teresa . 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). Gao, Qingwu ; Wang, Yuebao ; Jiang, Tao . 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). Ling, Chengxiu ; Peng, Zuoxiang ; Hashorva, Enkelejd . 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	Random Shifting and Scaling of Insurance Risks. (2014). Hashorva, Enkelejd ; Ji, Lanpeng . In: Risks. RePEc:gam:jrisks:v:2:y:2014:i:3:p:277-288:d:38449. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Quantifying the risk using copulae with nonparametric marginals. (2014). Bolance, Catalina ; Bahraoui, Zuhair ; Artis, Manuel . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:58:y:2014:i:c:p:46-56. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Optimal Investment and Risk Control Problem for an Insurer: Expected Utility Maximization. (2014). Cadenillas, Abel ; Zou, Bin . In: Papers. RePEc:arx:papers:1402.3560. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Optimal investment and risk control policies for an insurer: Expected utility maximization. (2014). Cadenillas, Abel ; Zou, Bin . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:58:y:2014:i:c:p:57-67. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	A Duality Result for the Generalized Erlang Risk Model. (2014). Zhang, Chunsheng ; Ji, Lanpeng . In: Risks. RePEc:gam:jrisks:v:2:y:2014:i:4:p:456-466:d:42060. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Optimal reinsurance under risk and uncertainty. (2014). Balbas, Alejandro ; Heras, Antonio . In: Business Economics Working Papers. RePEc:cte:idrepe:id-14-04. 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	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). Bolance, Catalina ; Alemany, Ramon . In: Working Papers. RePEc:bak:wpaper:201405. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Time-consistent investment policies in Markovian markets: A case of meanâvariance analysis. (2014). Li, Gang ; Chen, Zhiping ; Zhao, Yonggan . 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	A survey of personalized treatment models for pricing strategies in insurance. (2014). Perez-Marin, Ana M. ; Guillen, Montserrat ; Guelman, Leo . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:58:y:2014:i:c:p:68-76. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Optimal capital allocation in a hierarchical corporate structure. (2014). Tsanakas, Andreas ; Zaks, Yaniv. 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). Valdez, Emiliano A. ; Shi, Peng . 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	A Markov Chain Model for Contagion. (2014). Dassios, Angelos ; Zhao, Hongbiao . In: Risks. RePEc:gam:jrisks:v:2:y:2014:i:4:p:434-455:d:42003. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Accounting for severity of risk when pricing insurance products. (2014). 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). 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	Fuzzy value-at-risk and expected shortfall for portfolios with heavy-tailed returns. (2014). Terraza, M. ; Kamdem, Sadefo J. ; Moussa, Mbairadjim A.. In: Economic Modelling. RePEc:eee:ecmode:v:39:y:2014:i:c:p:247-256. 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). Ling, Chengxiu ; Peng, Zuoxiang ; Hashorva, Enkelejd . 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). Lofdahl, Bjorn ; Djehiche, Boualem . 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). Pacelli, Graziella ; Ballestra, Luca Vincenzo . 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). Yao, Dingjun ; Wang, Rongming ; Yang, Hailiang . 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	On extremes of bivariate residual lifetimes from generalized MarshallâOlkin and time transformed exponential models. (2014). Balakrishnan, Narayanaswamy ; You, Yinping ; Li, Xiaohu . In: Metrika. RePEc:spr:metrik:v:77:y:2014:i:8:p:1041-1056. 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	Distortion risk measures, ambiguity aversion and optimal effort. (2014). Robert, Christian . In: Post-Print. RePEc:hal:journl:hal-00813199. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Semi-nonparametric VaR forecasts for hedge funds during the recent crisis. (2014). Mora-Valencia, Andres ; Perote, Javier ; Del Brio, Esther B.. 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	VaR performance during the subprime and sovereign debt crises: An application to emerging markets. (2014). Mora-Valencia, Andres ; Perote, Javier ; Del Brio, Esther B.. In: Emerging Markets Review. RePEc:eee:ememar:v:20:y:2014:i:c:p:23-41. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Strength of tail dependence based on conditional tail expectation. (2014). Joe, Harry ; Hua, Lei . 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 ; Jiang, Xiao ; Wang, Ruodu . 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). Ahn, Jae Youn ; Lee, Woojoo . 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	Risk Capital Allocation: The Lorenz Set. (2014). Smilgins, Aleksandrs ; Hougaard, Jens Leth . In: MSAP Working Paper Series. RePEc:foi:msapwp:03_2014. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	GlueVaR risk measures in capital allocation applications. (2014). Belles-Sampera, Jaume ; Guillen, Montserrat ; Santolino, Miguel . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:58:y:2014:i:c:p:132-137. 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: 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 ; Mostoufi, Mina ; Vyncke, David . 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. ; Rong, Yian ; Yam, S. C. P., . 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). Vyncke, David ; Mostoufi, Mina . In: Working Papers. RePEc:ipg:wpaper:2014-074. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Phase-type aging modeling for health dependent costs. (2014). Govorun, Maria ; Loisel, Stephane ; Latouche, Guy . In: Working Papers. RePEc:hal:wpaper:hal-01084274. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Insurers’ Investment in Infrastructure: Overview and Treatment under Solvency II. (2014). Gatzert, Nadine ; Kosub, Thomas . In: The Geneva Papers on Risk and Insurance - Issues and Practice. RePEc:pal:gpprii:v:39:y:2014:i:2:p:351-372. 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). Luciano, Elisa ; Regis, Luca . 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	Purchasing life insurance to reach a bequest goal. (2014). Promislow, David S. ; Young, Virginia R.. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:58:y:2014:i:c:p:204-216. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Max-factor individual risk models with application to credit portfolios. (2014). Kiriliouk, Anna ; Denuit, Michel ; Segers, Johan . In: Papers. RePEc:arx:papers:1412.3230. 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 ; Lai, Yongzeng ; Ma, Qinghua ; Jian, Minjie . 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	Optimal portfolio selection with life insurance under inflation risk. (2014). Lim, Byung Hwa ; Kwak, Minsuk . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:46:y:2014:i:c:p:59-71. 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). Woo, Jae-Kyung ; Liu, Jingchen . 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	Optimal dividend strategies with time-inconsistent preferences. (2014). Chen, Shumin ; Li, Zhongfei ; Zeng, Yan . In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:46:y:2014:i:c:p:150-172. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Explicit Solutions of Optimal Consumption, Investment and Insurance Problem with Regime Switching. (2014). Cadenillas, Abel ; Zou, Bin . 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 ; Sordo, Miguel A. ; Calderin-Ojeda, Enrique . 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). Kraft, Holger ; Steffensen, Mogens ; Schendel, Lorenz S.. In: SAFE Working Paper Series. RePEc:zbw:safewp:40. 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	Generalized quantiles as risk measures. (2014). Muller, Alfred ; Bellini, Fabio ; RosazzaGianin, Emanuela ; 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	Analytic solution for ratchet guaranteed minimum death benefit options under a variety of mortality laws. (2014). Ulm, Eric R.. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:58:y:2014:i:c:p:14-23. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Random Shifting and Scaling of Insurance Risks. (2014). Hashorva, Enkelejd ; Ji, Lanpeng . In: Risks. RePEc:gam:jrisks:v:2:y:2014:i:3:p:277-288:d:38449. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Is mortality spatial or social?. (2014). O'Hare, Colin . In: Economic Modelling. RePEc:eee:ecmode:v:42:y:2014:i:c:p:198-207. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Essays on subjective expectations and mortality trends. (2014). Niu, G.. In: Other publications TiSEM. RePEc:tiu:tiutis:b9f72836-d8ad-478b-adca-41409e742b24. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Trends in Mortality Decrease and Economic Growth. (2014). Melenberg, Bertrand ; Niu, Geng . In: Demography. RePEc:spr:demogr:v:51:y:2014:i:5:p:1755-1773. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Identifying structural breaks in stochastic mortality models. (2014). O'Hare, Colin . In: MPRA Paper. RePEc:pra:mprapa:62994. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Estimation of Extreme Depth-Based Quantile Regions. (2014). Einmahl, J. H. J., ; He, Y.. In: Discussion Paper. RePEc:tiu:tiucen:d6529c8a-8865-4c03-a064-a63fd5097ffd. 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]

Cites in year: CiY

Recent citations received in: 2014

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Year	Title	See
2014	Capital adequacy tests and limited liability of financial institutions. (2014). Munari, Cosimo ; Moreno-Bromberg, Santiago ; Koch-Medina, Pablo . In: Papers. RePEc:arx:papers:1401.3133. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Optimal dividend problems for a jump-diffusion model with capital injections and proportional transaction costs. (2014). Yin, Chuancun ; Yuen, Kam Chuen . In: Papers. RePEc:arx:papers:1409.0407. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Pricing and Hedging GMWB Riders in a Binomial Framework. (2014). Hyndman, Cody B. ; Wenger, Menachem . In: Papers. RePEc:arx:papers:1410.7453. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Risk measures with the CxLS property. (2014). Bellini, Fabio ; Bignozzi, Valeria ; Ziegel, Johanna F. ; Delbaen, Freddy . In: Papers. RePEc:arx:papers:1411.0426. 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 ; Tu, Vincent ; Wong, Bernard . 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). Ahn, Jae Youn ; Lee, Woojoo . 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	GlueVaR risk measures in capital allocation applications. (2014). Belles-Sampera, Jaume ; Guillen, Montserrat ; Santolino, Miguel . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:58:y:2014:i:c:p:132-137. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Pricing and hedging of variable annuities with state-dependent fees. (2014). Delong, ukasz . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:58:y:2014:i:c:p:24-33. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Optimal investment and risk control policies for an insurer: Expected utility maximization. (2014). Cadenillas, Abel ; Zou, Bin . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:58:y:2014:i:c:p:57-67. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Price of anarchy for non-atomic congestion games with stochastic demands. (2014). Chen, Bo ; Doan, Xuan Vinh ; Wang, Chenlan . In: Transportation Research Part B: Methodological. RePEc:eee:transb:v:70:y:2014:i:c:p:90-111. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Elementary Bounds on the Ruin Capital in a Diffusion Model of Risk. (2014). Malinovskii, Vsevolod K.. In: Risks. RePEc:gam:jrisks:v:2:y:2014:i:3:p:249-259:d:37899. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Forecasting Generalized Quantiles of Electricity Demand: A Functional Data Approach. (2014). Cabrera, Brenda Lopez ; Schulz, Franziska . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2014-030. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Assessing the solvency of insurance portfolios via a continuous time cohort model. (2014). Regis, Luca ; Jevtic, Petar . In: Working Papers. RePEc:ial:wpaper:7/2014. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	A Hybrid Model for Pricing and Hedging of Long Dated Bonds. (2014). Baldeaux, Jan ; Fung, Man Chung ; Ignatieva, Katja . In: Research Paper Series. RePEc:uts:rpaper:343. Full description at Econpapers \|\| Download paper	[Citation Analysis]

Recent citations received in: 2013

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Year	Title	See
2013	Efficient versus inefficient hedging strategies in the presence of financial and longevity (value at) risk. (2013). Luciano, Elisa ; Regis, Luca . 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). 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). Tsai, Cary Chi-Liang ; Lin, Tzuling . 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). Badescu, Alexandru M. ; Cheung, Ka Chun ; Asimit, Alexandru V.. 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). Zhang, Wei-Guo ; Liu, Yong-Jun . 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 ; Yang, Zhou ; Chen, Ping . 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). Lo, Ambrose ; Cheung, Ka Chun . 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). Sempi, Carlo ; Sanchez, Juan Fernandez ; Durante, Fabrizio . 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). 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	âIndicators for the characterization of discrete Choquet integralsâ. (2013). Belles-Sampera, Jaume ; Guillen, Montserrat ; Santolino, Miguel ; Merigo, Jose M.. In: IREA Working Papers. RePEc:ira:wpaper:201311. 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). Bensoussan, A. ; Yam, S. ; Sung, K.. 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). 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

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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	On the interplay between distortion, mean value and HaezendonckâGoovaerts risk measures. (2012). Linders, Danil ; 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). 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). Bo, Lijun ; Yang, Xuewei . 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). 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). Vigna, Elena ; Regis, Luca ; Luciano, Elisa . 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). Luciano, Elisa ; Regis, Luca . 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). Belles-Sampera, Jaume ; Guillen, Montserrat ; 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 ; Lea, Petrella ; Bernardi, Mauro . 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	A Generalization of the Aumann-Shapley Value for Risk Capital Allocation Problems. (2012). De Waegenaere , A. M. B., ; Boonen, T. J. ; De Waegenaere, A. M. B., . In: Discussion Paper. RePEc:tiu:tiucen:2c502ef8-76f0-47f5-ab45-1833b5f41103. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Nonparametric estimation of Value-at-Risk. (2012). Bolance, Catalina ; Alemany, Ramon ; Guillen, Montserrat . In: Working Papers. RePEc:xrp:wpaper:xreap2012-19. Full description at Econpapers \|\| Download paper	[Citation Analysis]

Recent citations received in: 2011

[Click on heading to sort table]

Year	Title	See
2011	Individual Post-Retirement Longevity Risk Management Under Systematic Mortality Risk. (2011). Piggott, John ; Sherris, Michael ; Hanewald, Katja . 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 ; 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). Cairns, Andrew ; Dowd, Kevin ; Coughlan, Guy ; Blake, David . 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). Courbage, Christophe ; MacMinn, Richard ; Sherris, Michael ; Blake, David . 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). Cairns, Andrew ; Khalaf-Allah, Marwa ; Dowd, Kevin ; Coughlan, Guy ; Blake, David . 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). Sun, Ariel ; Pitotti, Lorenzo ; Biffis, Enrico ; Blake, David . 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]

10 most frequent citing series:

[Click on heading to sort table]

	Series	Cited
	Insurance: Mathematics and Economics / Elsevier	1003
	Papers / arXiv.org	172
	Statistics & Probability Letters / Elsevier	101
	Journal of Banking & Finance / Elsevier	47
	Journal of Multivariate Analysis / Elsevier	39
	Economic Modelling / Elsevier	38
	Working Papers / HAL	38
	European Journal of Operational Research / Elsevier	34
	MPRA Paper / University Library of Munich, Germany	34
	Post-Print / HAL	32
	Finance and Stochastics / Springer	21

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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