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Risks / MDPI, Open Access Journal

0.67

Impact Factor

0.67

5-Years IF

4

5-Years H index

Main indicators

Raw data

IF AIF IF5 DOC CDO CCU CIF CIT D2Y C2Y D5Y C5Y %SC CiY II AII
19900.1000 (%)0.04
19910.09000 (%)0.04
19920.1000 (%)0.04
19930.11000 (%)0.05
19940.12000 (%)0.05
19950.19000 (%)0.07
19960.22000 (%)0.09
19970.27000 (%)0.09
19980.27000 (%)0.1
19990.31000 (%)0.13
20000.4000 (%)0.15
20010.4000 (%)0.15
20020.42000 (%)0.18
20030.44000 (%)0.18
20040.49000 (%)0.2
20050.53000 (%)0.21
20060.51000 (%)0.2
20070.44000 (%)0.18
20080.47000 (%)0.2
20090.47000 (%)0.19
20100.44000 (%)0.16
20110.51000 (%)0.2
20120.56000 (%)0.21
20130.66131310.0812004 (33.3%)10.080.23
20140.230.670.23263960.15371331335 (13.5%)30.120.22
20150.670.820.673170260.37239263926 (%)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:

#YearTitleCited
12014An Academic Response to Basel 3.5. (2014). Beleraj, Antonela ; Wang, Ruodu ; Embrechts, Paul ; Ruschendorf, Ludger ; Puccetti, Giovanni . In: Risks. RePEc:gam:jrisks:v:2:y:2014:i:1:p:25-48:d:33505.

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20
22013Evaluating Risk Measures and Capital Allocations Based on Multi-Losses Driven by a Heavy-Tailed Background Risk: The Multivariate Pareto-II Model. (2013). Asimit, Alexandru V. ; Vernic, Raluca . In: Risks. RePEc:gam:jrisks:v:1:y:2013:i:1:p:14-33:d:23978.

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7
320141980–2008: The Illusion of the Perpetual Money Machine and What It Bodes for the Future. (2014). Sornette, Didier ; Cauwels, Peter . In: Risks. RePEc:gam:jrisks:v:2:y:2014:i:2:p:103-131:d:34639.

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4
42014A Note on the Fundamental Theorem of Asset Pricing under Model Uncertainty. (2014). Bayraktar, Erhan ; Zhou, Zhou ; Zhang, Yuchong . In: Risks. RePEc:gam:jrisks:v:2:y:2014:i:4:p:425-433:d:41048.

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4
52016Estimating Quantile Families of Loss Distributions for Non-Life Insurance Modelling via L-Moments. (2016). Ye, Wilson ; Peters, Gareth W ; Gerlach, Richard H. In: Risks. RePEc:gam:jrisks:v:4:y:2016:i:2:p:14:d:70470.

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3
62016Estimating Quantile Families of Loss Distributions for Non-Life Insurance Modelling via L-Moments. (2016). Gerlach, Richard H ; Peters, Gareth W ; Ye, Wilson . In: Risks. RePEc:gam:jrisks:v:4:y:2016:i:2:p:14-:d:70470.

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3
72016Multivariate Frequency-Severity Regression Models in Insurance. (2016). Lee, Gee ; Frees, Edward W. In: Risks. RePEc:gam:jrisks:v:4:y:2016:i:1:p:4-:d:64467.

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2
82016Multivariate Frequency-Severity Regression Models in Insurance. (2016). Frees, Edward W ; Lee, Gee . In: Risks. RePEc:gam:jrisks:v:4:y:2016:i:1:p:-:d:64467.

Full description at Econpapers || Download paper

2
92014Modeling and Performance of Bonus-Malus Systems: Stationarity versus Age-Correction. (2014). Asmussen, Soren . In: Risks. RePEc:gam:jrisks:v:2:y:2014:i:1:p:49-73:d:33936.

Full description at Econpapers || Download paper

2
102015Options with Extreme Strikes. (2015). Zhu, Lingjiong . In: Risks. RePEc:gam:jrisks:v:3:y:2015:i:3:p:234-249:d:52276.

Full description at Econpapers || Download paper

2
112013A 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.

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2
122016Multivariate Frequency-Severity Regression Models in Insurance. (2016). Frees, Edward W ; Lee, Gee . In: Risks. RePEc:gam:jrisks:v:4:y:2016:i:1:p:4:d:64467.

Full description at Econpapers || Download paper

2
132013Gaussian and Affine Approximation of Stochastic Diffusion Models for Interest and Mortality Rates. (2013). Christiansen, Marcus C.. In: Risks. RePEc:gam:jrisks:v:1:y:2013:i:3:p:81-100:d:29915.

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1
142014Joint Asymptotic Distributions of Smallest and Largest Insurance Claims. (2014). Robert, Christian Y. ; Teugels, Jef L. ; Albrecher, Hansjorg . In: Risks. RePEc:gam:jrisks:v:2:y:2014:i:3:p:289-314:d:38776.

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1
152016A Unified Pricing of Variable Annuity Guarantees under the Optimal Stochastic Control Framework. (2016). Shevchenko, Pavel V. In: Risks. RePEc:gam:jrisks:v:4:y:2016:i:3:p:22-:d:73342.

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1
162014Modeling Cycle Dependence in Credit Insurance. (2014). PLANCHET, Frédéric ; Caja, Anisa . In: Risks. RePEc:gam:jrisks:v:2:y:2014:i:1:p:74-88:d:34057.

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1
172013Ruin Time and Severity for a Lévy Subordinator Claim Process: A Simple Approach. (2013). Lefevre, Claude ; Picard, Philippe . In: Risks. RePEc:gam:jrisks:v:1:y:2013:i:3:p:192-212:d:31342.

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1
182014The Impact of Systemic Risk on the Diversification Benefits of a Risk Portfolio. (2014). Dacorogna, Michel ; Busse, Marc ; Kratz, Marie . In: Risks. RePEc:gam:jrisks:v:2:y:2014:i:3:p:260-276:d:37965.

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1
192014Attracting Health Insurance Buyers through Selective Contracting: Results of a Discrete-Choice Experiment among Users of Hospital Services in the Netherlands. (2014). Bergrath, Evelien ; Groot, Wim ; Pavlova, Milena . In: Risks. RePEc:gam:jrisks:v:2:y:2014:i:2:p:146-170:d:35124.

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1
202014Catastrophe Insurance Modeled by Shot-Noise Processes. (2014). Schmidt, Thorsten . In: Risks. RePEc:gam:jrisks:v:2:y:2014:i:1:p:3-24:d:33264.

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1
212013Optimal Reinsurance: A Risk Sharing Approach. (2013). Balbas, Alejandro . In: Risks. RePEc:gam:jrisks:v:1:y:2013:i:2:p:45-56:d:27724.

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1
222014Effectively 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.

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1
232014An Optimal Three-Way Stable and Monotonic Spectrum of Bounds on Quantiles: A Spectrum of Coherent Measures of Financial Risk and Economic Inequality. (2014). Pinelis, Iosif . In: Risks. RePEc:gam:jrisks:v:2:y:2014:i:3:p:349-392:d:40522.

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1

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

#YearTitleCited
12014An Academic Response to Basel 3.5. (2014). Beleraj, Antonela ; Wang, Ruodu ; Embrechts, Paul ; Ruschendorf, Ludger ; Puccetti, Giovanni . In: Risks. RePEc:gam:jrisks:v:2:y:2014:i:1:p:25-48:d:33505.

Full description at Econpapers || Download paper

20
22013Evaluating Risk Measures and Capital Allocations Based on Multi-Losses Driven by a Heavy-Tailed Background Risk: The Multivariate Pareto-II Model. (2013). Asimit, Alexandru V. ; Vernic, Raluca . In: Risks. RePEc:gam:jrisks:v:1:y:2013:i:1:p:14-33:d:23978.

Full description at Econpapers || Download paper

6
320141980–2008: The Illusion of the Perpetual Money Machine and What It Bodes for the Future. (2014). Sornette, Didier ; Cauwels, Peter . In: Risks. RePEc:gam:jrisks:v:2:y:2014:i:2:p:103-131:d:34639.

Full description at Econpapers || Download paper

4
42014A Note on the Fundamental Theorem of Asset Pricing under Model Uncertainty. (2014). Bayraktar, Erhan ; Zhou, Zhou ; Zhang, Yuchong . In: Risks. RePEc:gam:jrisks:v:2:y:2014:i:4:p:425-433:d:41048.

Full description at Econpapers || Download paper

4
52016Estimating Quantile Families of Loss Distributions for Non-Life Insurance Modelling via L-Moments. (2016). Ye, Wilson ; Peters, Gareth W ; Gerlach, Richard H. In: Risks. RePEc:gam:jrisks:v:4:y:2016:i:2:p:14:d:70470.

Full description at Econpapers || Download paper

3
62016Estimating Quantile Families of Loss Distributions for Non-Life Insurance Modelling via L-Moments. (2016). Gerlach, Richard H ; Peters, Gareth W ; Ye, Wilson . In: Risks. RePEc:gam:jrisks:v:4:y:2016:i:2:p:14-:d:70470.

Full description at Econpapers || Download paper

3
72016Multivariate Frequency-Severity Regression Models in Insurance. (2016). Lee, Gee ; Frees, Edward W. In: Risks. RePEc:gam:jrisks:v:4:y:2016:i:1:p:4-:d:64467.

Full description at Econpapers || Download paper

2
82013A 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

2
92016Multivariate Frequency-Severity Regression Models in Insurance. (2016). Frees, Edward W ; Lee, Gee . In: Risks. RePEc:gam:jrisks:v:4:y:2016:i:1:p:-:d:64467.

Full description at Econpapers || Download paper

2
102014Modeling and Performance of Bonus-Malus Systems: Stationarity versus Age-Correction. (2014). Asmussen, Soren . In: Risks. RePEc:gam:jrisks:v:2:y:2014:i:1:p:49-73:d:33936.

Full description at Econpapers || Download paper

2
112016Multivariate Frequency-Severity Regression Models in Insurance. (2016). Frees, Edward W ; Lee, Gee . In: Risks. RePEc:gam:jrisks:v:4:y:2016:i:1:p:4:d:64467.

Full description at Econpapers || Download paper

2
122015Options with Extreme Strikes. (2015). Zhu, Lingjiong . In: Risks. RePEc:gam:jrisks:v:3:y:2015:i:3:p:234-249:d:52276.

Full description at Econpapers || Download paper

2

Citing documents used to compute impact factor 26:

YearTitle
2015Influence of Economic Factors on the Credit Rating Transitions and Defaults of Credit Insurance Business. (2015). PLANCHET, Frédéric ; Guibert, Quentin ; Caja, Anisa . In: Working Papers. RePEc:hal:wpaper:hal-01178812.

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2015Characteristic function of the positive part of a random variable and related results, with applications. (2015). Pinelis, Iosif . In: Statistics & Probability Letters. RePEc:eee:stapro:v:106:y:2015:i:c:p:281-286.

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2015Dynamical system theory of periodically collapsing bubbles. (2015). Yukalov, V I ; Sornette, D ; Yukalova, E P. In: Papers. RePEc:arx:papers:1507.05311.

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2015Macroeconomic Dynamics of Assets, Leverage and Trust. (2015). Malevergne, Yannick ; Rozendaal, Jeroen ; Sornette, Didier . In: Papers. RePEc:arx:papers:1512.03618.

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2015Secular bipolar growth rate of the real US GDP per capita: implications for understanding past and future economic growth. (2015). Lera, Sandro ; Sornette, Didier . In: Papers. RePEc:arx:papers:1607.04136.

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2015Extreme negative dependence and risk aggregation. (2015). Wang, Bin . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:136:y:2015:i:c:p:12-25.

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2015Reducing model risk via positive and negative dependence assumptions. (2015). Puccetti, Giovanni ; Bignozzi, Valeria ; Ruschendorf, Ludger . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:61:y:2015:i:c:p:17-26.

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2015Elicitable distortion risk measures: A concise proof. (2015). Ziegel, Johanna F. ; Wang, Ruodu . In: Statistics & Probability Letters. RePEc:eee:stapro:v:100:y:2015:i:c:p:172-175.

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2015Studying mixability with supermodular aggregating functions. (2015). Puccetti, Giovanni ; Bignozzi, Valeria . In: Statistics & Probability Letters. RePEc:eee:stapro:v:100:y:2015:i:c:p:48-55.

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2015Deviations of convex and coherent entropic risk measures. (2015). Yan, Jun . In: Statistics & Probability Letters. RePEc:eee:stapro:v:100:y:2015:i:c:p:56-66.

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2015On aggregation sets and lower-convex sets. (2015). Wang, Ruodu ; Mao, Tiantian . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:138:y:2015:i:c:p:170-181.

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2015Dependence Uncertainty Bounds for the Expectile of a Portfolio. (2015). Vanduffel, Steven ; Jakobsons, Edgars . In: Risks. RePEc:gam:jrisks:v:3:y:2015:i:4:p:599-623:d:60385.

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2015Aggregation-robustness and model uncertainty of regulatory risk measures. (2015). Wang, Ruodu ; Embrechts, Paul . In: Finance and Stochastics. RePEc:spr:finsto:v:19:y:2015:i:4:p:763-790.

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2015A new approach to assessing model risk in high dimensions. (2015). Bernard, Carole ; Vanduffel, Steven . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:58:y:2015:i:c:p:166-178.

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2015Model Risk in Financial Markets:From Financial Engineering to Risk Management. (2015). . In: World Scientific Books. RePEc:wsi:wsbook:9524.

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2015A risk model with renewal shot-noise Cox process. (2015). Jang, Jiwook ; Zhao, Hongbiao . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:65:y:2015:i:c:p:55-65.

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2015Asymptotic results for conditional measures of association of a random sum. (2015). Asimit, Alexandru V. ; Chen, Yiqing . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:60:y:2015:i:c:p:11-18.

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2015Multi-Objective Stochastic Optimization Programs for a Non-Life Insurance Company under Solvency Constraints. (2015). Kaucic, Massimiliano ; Daris, Roberto . In: Risks. RePEc:gam:jrisks:v:3:y:2015:i:3:p:390-419:d:55820.

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2015Robust Fundamental Theorem for Continuous Processes. (2015). Bouchard, Bruno ; Biagini, Sara ; Nutz, Marcel ; Kardaras, Constantinos . In: Papers. RePEc:arx:papers:1410.4962.

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2015On the forward rate concept in multi-state life insurance. (2015). Niemeyer, Andreas ; Christiansen, Marcus . In: Finance and Stochastics. RePEc:spr:finsto:v:19:y:2015:i:2:p:295-327.

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2015Functional characterizations of bivariate weak SAI with an application. (2015). You, Yinping ; Li, Xiaohu . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:64:y:2015:i:c:p:225-231.

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2015Sequential Monte Carlo Samplers for capital allocation under copula-dependent risk models. (2015). Targino, Rodrigo ; Peters, Gareth W. ; Shevchenko, Pavel V.. In: Papers. RePEc:arx:papers:1410.1101.

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2015Sequential Monte Carlo Samplers for capital allocation under copula-dependent risk models. (2015). Targino, Rodrigo ; Peters, Gareth W. ; Shevchenko, Pavel V.. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:61:y:2015:i:c:p:206-226.

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2015Multi-Objective Stochastic Optimization Programs for a Non-Life Insurance Company under Solvency Constraints. (2015). Kaucic, Massimiliano ; Daris, Roberto . In: Risks. RePEc:gam:jrisks:v:3:y:2015:i:3:p:390-419:d:55820.

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2015On the time value of Parisian ruin in (dual) renewal risk processes with exponential jumps. (2015). , Jeff . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:65:y:2015:i:c:p:280-290.

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2015Occupation times in the MAP risk model. (2015). Landriault, David ; Shi, Tianxiang . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:60:y:2015:i:c:p:75-82.

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Recent citations (cites in year: CiY)

Recent citations received in 2015
YearCiting document

Recent citations received in 2014
YearCiting document
2014Distortion Risk Measures and Elicitability. (2014). Ziegel, Johanna F. ; Wang, Ruodu . In: Papers. RePEc:arx:papers:1405.3769.

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2014Risk measures with the CxLS property. (2014). Bellini, Fabio ; Bignozzi, Valeria ; Ziegel, Johanna F. ; Delbaen, Freddy . In: Papers. RePEc:arx:papers:1411.0426.

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2014Measuring Risk When Expected Losses Are Unbounded. (2014). Balbas, Alejandro ; Garrido, Jose ; Blanco, Ivan . In: Risks. RePEc:gam:jrisks:v:2:y:2014:i:4:p:411-424:d:40875.

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Recent citations received in 2013
YearCiting document
2013Simple risk measure calculations for sums of positive random variables. (2013). Sarabia, José María ; Prieto, Faustino ; Guillen, Montserrat. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:53:y:2013:i:1:p:273-280.

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10 most frequent citing series

#SeriesCites

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.

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated December, 1 2016. Contact: CitEc Team