Citation analysis for Annals of Actuarial Science / Cambridge University Press

Annals of Actuarial Science / Cambridge University Press

0.23

Impact Factor

0.13

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		0.1			0				0		0		(%)			0.04
1991		0.09			0				0		0		(%)			0.04
1992		0.1			0				0		0		(%)			0.04
1993		0.11			0				0		0		(%)			0.05
1994		0.12			0				0		0		(%)			0.05
1995		0.19			0				0		0		(%)			0.07
1996		0.22			0				0		0		(%)			0.09
1997		0.27			0				0		0		(%)			0.09
1998		0.27			0				0		0		(%)			0.1
1999		0.31			0				0		0		(%)			0.13
2000		0.4			0				0		0		(%)			0.15
2001		0.4			0				0		0		(%)			0.15
2002		0.42			0				0		0		(%)			0.18
2003		0.44			0				0		0		(%)			0.18
2004		0.49			0				0		0		(%)			0.2
2005		0.53			0				0		0		(%)			0.21
2006		0.51		20	20			26	0		0		(%)			0.2
2007		0.44		17	37			6	20		20		(%)			0.18
2008	0.05	0.47	0.05	13	50	2	0.04	33	37	2	37	2	(%)			0.2
2009	0.03	0.47	0.06	20	70	3	0.04	6	30	1	50	3	(%)			0.19
2010	0.09	0.44	0.06		70	4	0.06		33	3	70	4	(%)			0.16
2011		0.51	0.19	22	92	13	0.14	2	20		70	13	(%)			0.2
2012		0.56	0.08	21	113	9	0.08	5	22		72	6	(%)			0.21
2013	0.07	0.66	0.12	24	137	16	0.12	21	43	3	76	9	(%)	2	0.08	0.23
2014	0.02	0.67	0.05	19	156	11	0.07	3	45	1	87	4	(%)			0.22
2015	0.23	0.82	0.13	15	171	23	0.13	1	43	10	86	11	(%)	1	0.07	0.27

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:

#	Year	Title	Cited
1	2008	Mortality Modelling and Forecasting: a Review of Methods. (2008). Tickle, L ; Booth, H. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:3:y:2008:i:1-2:p:3-43_00. Full description at Econpapers \|\| Download paper	31
2	2006	Predictive Distributions of Outstanding Liabilities in General Insurance. (2006). Verrall, R J ; England, P D. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:1:y:2006:i:02:p:221-270_00. Full description at Econpapers \|\| Download paper	8
3	2013	A scaling model for severity of operational losses using generalized additive models for location scale and shape (GAMLSS). (2013). Ganegoda, Amandha ; Evans, John . In: Annals of Actuarial Science. RePEc:cup:anacsi:v:7:y:2013:i:01:p:61-100_00. Full description at Econpapers \|\| Download paper	7
4	2006	Optimal Dividends Under a Ruin Probability Constraint. (2006). Drekic, S. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:1:y:2006:i:02:p:291-306_00. Full description at Econpapers \|\| Download paper	6
5	2006	Income Inequality over the Later-Life Course: a Comparative Analysis of Seven OECD Countries. (2006). Brown, R L ; Prus, S G. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:1:y:2006:i:02:p:307-317_00. Full description at Econpapers \|\| Download paper	5
6	2013	Diversification in heavy-tailed portfolios: properties and pitfalls. (2013). Mainik, Georg ; Embrechts, Paul . In: Annals of Actuarial Science. RePEc:cup:anacsi:v:7:y:2013:i:01:p:26-45_00. Full description at Econpapers \|\| Download paper	4
7	2013	Do not pay for a Danish interest guarantee. The law of the triple blow. (2013). Konicz, Agnieszka Karolina ; Perez-Marin, Ana M ; Nielsen, Jens Perch ; Guillen, Montserrat . In: Annals of Actuarial Science. RePEc:cup:anacsi:v:7:y:2013:i:02:p:192-209_00. Full description at Econpapers \|\| Download paper	4
8	2009	Chain-Ladder as Maximum Likelihood Revisited. (2009). Kuang, D ; Nielsen, J P. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:4:y:2009:i:01:p:105-121_00. Full description at Econpapers \|\| Download paper	4
9	2013	Investigating the Broken-Heart Effect: a Model for Short-Term Dependence between the Remaining Lifetimes of Joint Lives. (2013). Spreeuw, Jaap ; Owadally, Iqbal . In: Annals of Actuarial Science. RePEc:cup:anacsi:v:7:y:2013:i:02:p:236-257_00. Full description at Econpapers \|\| Download paper	3
10	2007	Zone-Adaptive Control Strategy for a Multiperiodic Model of Risk. (2007). Malinovskii, V K. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:2:y:2007:i:02:p:349-367_00. Full description at Econpapers \|\| Download paper	3
11	2007	Some Finite Time Ruin Problems. (2007). , . In: Annals of Actuarial Science. RePEc:cup:anacsi:v:2:y:2007:i:02:p:217-232_00. Full description at Econpapers \|\| Download paper	3
12	2006	Unit-Linked Life Insurance Contracts with Lapse Rates Dependent on Economic Factors. (2006). Tan, K S ; Kolkiewicz, A W. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:1:y:2006:i:01:p:49-78_00. Full description at Econpapers \|\| Download paper	3
13	2013	Dependence modelling in multivariate claims run-off triangles. (2013). Hashorva, Enkelejd ; Merz, Michael ; Wuthrich, Mario V. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:7:y:2013:i:01:p:3-25_00. Full description at Econpapers \|\| Download paper	3
14	2006	Regression Quantile Analysis of Claim Termination Rates for Income Protection Insurance. (2006). , . In: Annals of Actuarial Science. RePEc:cup:anacsi:v:1:y:2006:i:02:p:345-357_00. Full description at Econpapers \|\| Download paper	3
15	2008	Individual Claim Loss Reserving Conditioned by Case Estimates. (2008). Sullivan, James ; Taylor, Greg ; McGuire, Grainne . In: Annals of Actuarial Science. RePEc:cup:anacsi:v:3:y:2008:i:1-2:p:215-256_00. Full description at Econpapers \|\| Download paper	2
16	2012	Bayesian over-dispersed Poisson model and the Bornhuetter & Ferguson claims reserving method. (2012). England, Peter D ; Wuthrich, Mario V. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:6:y:2012:i:02:p:258-283_00. Full description at Econpapers \|\| Download paper	2
17	2009	Mean Square Error of Prediction in the BornhuetterâFerguson Claims Reserving Method. (2009). Alai, D H ; Wuthrich, M V ; Merz, M. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:4:y:2009:i:01:p:7-31_00. Full description at Econpapers \|\| Download paper	2
18	2014	BonusâMalus systems with Weibull distributed claim severities. (2014). Ni, Weihong ; Pantelous, Athanasios A ; Constantinescu, Corina . In: Annals of Actuarial Science. RePEc:cup:anacsi:v:8:y:2014:i:02:p:217-233_00. Full description at Econpapers \|\| Download paper	1
19	2006	Multiplicative Hazard Models for Studying the Evolution of Mortality. (2006). Perez-Marin, A M ; Guillen, M ; Nielsen, J P. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:1:y:2006:i:01:p:165-177_00. Full description at Econpapers \|\| Download paper	1
20	2011	Minimizing the ruin probability through capital injections. (2011). Li, Shuanming ; Nie, Ciyu ; David, . In: Annals of Actuarial Science. RePEc:cup:anacsi:v:5:y:2011:i:02:p:195-209_00. Full description at Econpapers \|\| Download paper	1
21	2015	A comparison of modern investment-linked pension savings products. (2015). Steffensen, Mogens ; Linnemann, Per ; Bruhn, Kenneth . In: Annals of Actuarial Science. RePEc:cup:anacsi:v:9:y:2015:i:01:p:72-84_00. Full description at Econpapers \|\| Download paper	1
22	2011	A Bayesian Approach to Parameter Estimation for Kernel Density Estimation via Transformations. (2011). Wu, Xueyuan ; Liu, Qing ; Pitt, David . In: Annals of Actuarial Science. RePEc:cup:anacsi:v:5:y:2011:i:02:p:181-193_00. Full description at Econpapers \|\| Download paper	1
23	2012	A Semi-Markov Multiple State Model for Reverse Mortgage Terminations. (2012). JI, MIN ; Li, Johnny Siu-Hang ; Hardy, Mary . In: Annals of Actuarial Science. RePEc:cup:anacsi:v:6:y:2012:i:02:p:235-257_00. Full description at Econpapers \|\| Download paper	1
24	2014	Best estimate reserves and the claims development results in consecutive calendar years. (2014). Saluz, Annina ; Gisler, Alois . In: Annals of Actuarial Science. RePEc:cup:anacsi:v:8:y:2014:i:02:p:351-373_00. Full description at Econpapers \|\| Download paper	1
25	2012	Sexless and beautiful data: from quantity to quality. (2012). Guillen, Montserrat . In: Annals of Actuarial Science. RePEc:cup:anacsi:v:6:y:2012:i:02:p:231-234_00. Full description at Econpapers \|\| Download paper	1
26	2014	A quantitative comparison of simulation strategies for mortality projection. (2014). Li, Jackie . In: Annals of Actuarial Science. RePEc:cup:anacsi:v:8:y:2014:i:02:p:281-297_00. Full description at Econpapers \|\| Download paper	1
27	2012	A comparison of three different pension savings products with special emphasis on the payout phase. (2012). JÃÂ¸rgensen, Peter ; Linnemann, Per ; Jorgensen, Peter Lochte . In: Annals of Actuarial Science. RePEc:cup:anacsi:v:6:y:2012:i:01:p:137-152_00. Full description at Econpapers \|\| Download paper	1

50 most relevant documents in this series (papers most cited in the last two years)

#	Year	Title	Cited
1	2008	Mortality Modelling and Forecasting: a Review of Methods. (2008). Tickle, L ; Booth, H. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:3:y:2008:i:1-2:p:3-43_00. Full description at Econpapers \|\| Download paper	15
2	2013	A scaling model for severity of operational losses using generalized additive models for location scale and shape (GAMLSS). (2013). Ganegoda, Amandha ; Evans, John . In: Annals of Actuarial Science. RePEc:cup:anacsi:v:7:y:2013:i:01:p:61-100_00. Full description at Econpapers \|\| Download paper	6
3	2013	Do not pay for a Danish interest guarantee. The law of the triple blow. (2013). Konicz, Agnieszka Karolina ; Perez-Marin, Ana M ; Nielsen, Jens Perch ; Guillen, Montserrat . In: Annals of Actuarial Science. RePEc:cup:anacsi:v:7:y:2013:i:02:p:192-209_00. Full description at Econpapers \|\| Download paper	4
4	2013	Diversification in heavy-tailed portfolios: properties and pitfalls. (2013). Mainik, Georg ; Embrechts, Paul . In: Annals of Actuarial Science. RePEc:cup:anacsi:v:7:y:2013:i:01:p:26-45_00. Full description at Econpapers \|\| Download paper	3
5	2013	Investigating the Broken-Heart Effect: a Model for Short-Term Dependence between the Remaining Lifetimes of Joint Lives. (2013). Spreeuw, Jaap ; Owadally, Iqbal . In: Annals of Actuarial Science. RePEc:cup:anacsi:v:7:y:2013:i:02:p:236-257_00. Full description at Econpapers \|\| Download paper	3
6	2013	Dependence modelling in multivariate claims run-off triangles. (2013). Hashorva, Enkelejd ; Merz, Michael ; Wuthrich, Mario V. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:7:y:2013:i:01:p:3-25_00. Full description at Econpapers \|\| Download paper	3
7	2009	Chain-Ladder as Maximum Likelihood Revisited. (2009). Kuang, D ; Nielsen, J P. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:4:y:2009:i:01:p:105-121_00. Full description at Econpapers \|\| Download paper	2
8	2007	Some Finite Time Ruin Problems. (2007). , . In: Annals of Actuarial Science. RePEc:cup:anacsi:v:2:y:2007:i:02:p:217-232_00. Full description at Econpapers \|\| Download paper	2
9	2006	Optimal Dividends Under a Ruin Probability Constraint. (2006). Drekic, S. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:1:y:2006:i:02:p:291-306_00. Full description at Econpapers \|\| Download paper	2
10	2006	Income Inequality over the Later-Life Course: a Comparative Analysis of Seven OECD Countries. (2006). Brown, R L ; Prus, S G. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:1:y:2006:i:02:p:307-317_00. Full description at Econpapers \|\| Download paper	2
11	2006	Predictive Distributions of Outstanding Liabilities in General Insurance. (2006). Verrall, R J ; England, P D. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:1:y:2006:i:02:p:221-270_00. Full description at Econpapers \|\| Download paper	2

Citing documents used to compute impact factor 10:

Year	Title
2015	Using bootstrapping to incorporate model error for risk-neutral pricing of longevity risk. (2015). Yang, Bowen ; Balasooriya, Uditha ; Li, Jackie . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:62:y:2015:i:c:p:16-27. Full description at Econpapers \|\| Download paper
2015	Risk models with premiums adjusted to claims number. (2015). Li, BO ; Constantinescu, Corina ; Ni, Weihong . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:65:y:2015:i:c:p:94-102. Full description at Econpapers \|\| Download paper
2015	Signs of dependence and heavy tails in non-life insurance data. (2015). Alm, Jonas . In: Papers. RePEc:arx:papers:1501.00833. Full description at Econpapers \|\| Download paper
2015	Optimal savings management for individuals with defined contribution pension plans. (2015). Konicz, Agnieszka Karolina ; Mulvey, John M.. In: European Journal of Operational Research. RePEc:eee:ejores:v:243:y:2015:i:1:p:233-247. Full description at Econpapers \|\| Download paper
2015	Nonparametric prediction of stock returns based on yearly data: The long-term view. (2015). Sperlich, Stefan ; Nielsen, Jens Perch ; Scholz, Michael . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:65:y:2015:i:c:p:143-155. Full description at Econpapers \|\| Download paper
2015	On the management of life insurance company risk by strategic choice of product mix, investment strategy and surplus appropriation schemes. (2015). JÃÂ¸rgensen, Peter ; Bohnert, Alexander ; Gatzert, Nadine . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:60:y:2015:i:c:p:83-97. Full description at Econpapers \|\| Download paper
2015	Portfolio optimization for heavy-tailed assets: Extreme Risk Index vs. Markowitz. (2015). Ruschendorf, Ludger ; Mitov, Georgi ; Mainik, Georg . In: Journal of Empirical Finance. RePEc:eee:empfin:v:32:y:2015:i:c:p:115-134. Full description at Econpapers \|\| Download paper
2015	Portfolio optimization for heavy-tailed assets: Extreme Risk Index vs. Markowitz. (2015). Mainik, Georg ; Ruschendorf, Ludger ; Mitov, Georgi . In: Papers. RePEc:arx:papers:1505.04045. Full description at Econpapers \|\| Download paper
2015	Love and death: A Freund model with frailty. (2015). Lu, Yang ; Gourieroux, Christian . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:63:y:2015:i:c:p:191-203. Full description at Econpapers \|\| Download paper
2015	The contribution of improved joint survival conditions to living standards: An equivalent consumption approach. (2015). Ponthiere, Gregory. In: PSE Working Papers. RePEc:hal:psewpa:halshs-01194427. Full description at Econpapers \|\| Download paper

Recent citations (cites in year: CiY)

Recent citations received in 2014

Year	Citing document

Recent citations received in 2013

Year	Citing document
2013	Loss Distribution Approach for Operational Risk Capital Modelling under Basel II: Combining Different Data Sources for Risk Estimation. (2013). Peters, Gareth W. ; Shevchenko, Pavel V.. In: Papers. RePEc:arx:papers:1306.1882. Full description at Econpapers \|\| Download paper
2013	Model uncertainty and VaR aggregation. (2013). Puccetti, Giovanni ; Embrechts, Paul ; Ruschendorf, Ludger . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:37:y:2013:i:8:p:2750-2764. Full description at Econpapers \|\| Download paper

Recent citations received in 2012

Year	Citing document

10 most frequent citing series

#	Series	Cites
1	Insurance: Mathematics and Economics / Elsevier	20
2	Economic Modelling / Elsevier	6
3	Demography / Springer	4
4	Demographic Research / Max Planck Institute for Demographic Research, Rostock, Germany	3
5	Post-Print / HAL	2
6	Working Papers / HAL	2
7	MPRA Paper / University Library of Munich, Germany	2
8	Sustainability / MDPI, Open Access Journal	2
9	Economics Papers / Economics Group, Nuffield College, University of Oxford	2
10	Acta Oeconomica Pragensia / University of Economics, Prague	2
11	Papers / arXiv.org	2

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.