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British Actuarial Journal / Cambridge University Press


0.05

Impact Factor

0.09

5-Years IF

10

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
19920.09000 (%)0.04
19930.1000 (%)0.05
19940.11000 (%)0.05
19950.240403000 (%)0.07
19960.030.230.03347420.0321401401 (%)0.09
19970.050.270.05249850.0519744744 (%)0.09
19980.030.290.022712520.0218582982 (%)0.1
19990.020.320.022815350.03105111253 (%)0.13
20000.040.40.042017370.0495521536 (%)0.15
20010.060.40.052419780.04164831336 (%)0.15
20020.420.022922630.0165441232 (%)0.18
20030.060.440.052825490.04435331286 (%)10.040.19
20040.070.490.052327790.03385741296 (%)0.2
20050.10.530.0614291150.0575151247 (%)0.21
20060.080.510.0714305180.06403731188 (%)20.140.2
20070.070.450.089314130.0422821089 (%)0.18
20080.130.480.157321350.11142338813 (%)0.2
20090.470.124345310.09616677 (%)0.19
20100.030.450.12345270.08311688 (%)0.16
20110.040.520.1323368210.0615241547 (%)20.090.2
20120.130.550.0828396200.053233635 (%)0.2
20130.020.620.0429425220.056511823 (%)0.22
20140.640.0232457210.054571042 (%)0.21
20150.030.690.0412469450.16121124 (%)0.22
20160.050.850.0913482430.0944212411 (%)0.26
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
12002Stochastic Claims Reserving in General Insurance. (2002). England, P D ; Verrall, R J. In: British Actuarial Journal. RePEc:cup:bracjl:v:8:y:2002:i:03:p:443-518_00.

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47
22006Living with Mortality: Longevity Bonds and Other Mortality-Linked Securities. (2006). Blake, David ; Dowd, K. In: British Actuarial Journal. RePEc:cup:bracjl:v:12:y:2006:i:01:p:153-197_00.

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37
31995More on a Stochastic Asset Model for Actuarial Use. (1995). Wilkie, A D. In: British Actuarial Journal. RePEc:cup:bracjl:v:1:y:1995:i:05:p:777-964_00.

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21
42004The Cohort Effect: Insights and Explanations. (2004). Willets, R C. In: British Actuarial Journal. RePEc:cup:bracjl:v:10:y:2004:i:04:p:833-877_00.

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20
51996The Modelling of Recent Mortality Trends in United Kingdom Male Assured Lives. (1996). Renshaw, A E ; Hatzopoulos, P ; Haberman, S. In: British Actuarial Journal. RePEc:cup:bracjl:v:2:y:1996:i:02:p:449-477_00.

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14
61997The Financial Theory of Defined Benefit Pension Schemes. (1997). Exley, C J ; Smith, A D. In: British Actuarial Journal. RePEc:cup:bracjl:v:3:y:1997:i:04:p:835-966_00.

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13
72003Global Asset Liability Management. (2003). Villaverde, M ; Medova, E A ; Germano, M. In: British Actuarial Journal. RePEc:cup:bracjl:v:9:y:2003:i:01:p:137-195_00.

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13
82003Risk Measures and Theories of Choice. (2003). Desli, Evangelia. In: British Actuarial Journal. RePEc:cup:bracjl:v:9:y:2003:i:04:p:959-991_00.

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11
92011Systemic Risk in Financial Services. (2011). Milne, Alistair ; Booth, Philip ; Besar, D ; Pickles, J ; Chan, K K. In: British Actuarial Journal. RePEc:cup:bracjl:v:16:y:2011:i:02:p:195-300_00.

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10
102002Recent Mortality Trends in the Spanish Population. (2002). Perez-Marin, A M ; Felipe, A ; Guillen, M. In: British Actuarial Journal. RePEc:cup:bracjl:v:8:y:2002:i:04:p:757-786_00.

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10
112008Variable Annuities. (2008). Ritchie, A J ; Ledlie, M C ; Corry, D P ; Finkelstein, G S ; Su, K. In: British Actuarial Journal. RePEc:cup:bracjl:v:14:y:2008:i:02:p:327-389_00.

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9
121998A Stochastic Model Underlying the Chain-Ladder Technique. (1998). Renshaw, A E ; Verrall, R J. In: British Actuarial Journal. RePEc:cup:bracjl:v:4:y:1998:i:04:p:903-923_00.

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8
132003Reserving, Pricing and Hedging For Policies with Guaranteed Annuity Options. (2003). Yang, S ; Waters, H R ; Wilkie, A D. In: British Actuarial Journal. RePEc:cup:bracjl:v:9:y:2003:i:02:p:263-391_00.

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7
141998An International Comparison of Recent Trends in Population Mortality. (1998). Miller, K A ; Gwilt, P L ; MacDonald, A S. In: British Actuarial Journal. RePEc:cup:bracjl:v:4:y:1998:i:01:p:3-141_00.

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6
152003A Stochastic Approach to Risk Management and Decision Making in Defined Benefit Pension Schemes. (2003). Haberman, S ; Fogarty, D ; Day, C ; Khorasanee, M Z ; McWhirter, M ; Nash, N ; Wright, I D ; Ngwira, B ; Yakoubov, Y. In: British Actuarial Journal. RePEc:cup:bracjl:v:9:y:2003:i:03:p:493-586_00.

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6
162004Determinants of United Kingdom General Insurance Company Performance. (2004). Shiu, Y. In: British Actuarial Journal. RePEc:cup:bracjl:v:10:y:2004:i:05:p:1079-1110_00.

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6
172001Stability of Models for the Term Structure of Interest Rates with Application to German Market Data. (2001). Pritchard, D J. In: British Actuarial Journal. RePEc:cup:bracjl:v:7:y:2001:i:03:p:467-507_00.

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5
181995Pension Fund Asset Valuation and Investment. (1995). Exley, C J. In: British Actuarial Journal. RePEc:cup:bracjl:v:1:y:1995:i:03:p:471-557_00.

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5
191995Pension Fund Asset Valuation and Investment. (1995). , ; Exley, C J. In: British Actuarial Journal. RePEc:cup:bracjl:v:1:y:1995:i:05:p:965-977_00.

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5
202001Pensions, Funding and Risk. (2001). Chapman, R J ; Speed, C A ; Gordon, T J. In: British Actuarial Journal. RePEc:cup:bracjl:v:7:y:2001:i:04:p:605-662_00.

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5
211999A Non-Linear Stochastic Asset Model for Actuarial Use. (1999). Thomas, R G ; Whitten, S P. In: British Actuarial Journal. RePEc:cup:bracjl:v:5:y:1999:i:05:p:919-953_00.

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4
222005Risk Management in a Fair Valuation World. (2005). , . In: British Actuarial Journal. RePEc:cup:bracjl:v:11:y:2005:i:04:p:595-712_00.

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4
232004Longevity in the 21st Century. (2004). Ryan, J P ; Willets, R C ; Gallop, A P ; Leandro, P A ; MacDonald, A S ; Richards, S J ; Miller, K A ; Robjohns, N ; Waters, H R. In: British Actuarial Journal. RePEc:cup:bracjl:v:10:y:2004:i:04:p:685-832_00.

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4
242001Principles of the Future Education Strategy. (2001). Thornton, P N ; Goford, J ; Henderson, N S ; Grace, P H ; Goodwin, E M ; Dumbreck, N J ; Daykin, C D ; Creedon, S ; Carne, S A ; Bykerk, C D ; Bellis, C S. In: British Actuarial Journal. RePEc:cup:bracjl:v:7:y:2001:i:02:p:221-240_00.

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4
252000Pension Fund Valuations and Market Values. (2000). Adkins, D R ; Head, S J ; Spain, J G ; Johnson, I S ; Corvesor, A J ; Exley, C J ; Wise, A J ; Cule, D O. In: British Actuarial Journal. RePEc:cup:bracjl:v:6:y:2000:i:01:p:55-141_00.

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4
262011Developments in the Management of Annuity Business. (2011). Collinge, E J ; Zhang, F ; Smith, D W ; Little, W ; Johnson, B E ; Fulcher, P ; Browne, B A ; Telford, P G ; Nurse, J M. In: British Actuarial Journal. RePEc:cup:bracjl:v:16:y:2011:i:03:p:471-551_00.

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4
272004Market Consistent Valuation of Life Assurance Business. (2004). Sheldon, T J ; Smith, A D. In: British Actuarial Journal. RePEc:cup:bracjl:v:10:y:2004:i:03:p:543-605_00.

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4
282008Applying Survival Models to Pensioner Mortality Data. (2008). Richards, S J. In: British Actuarial Journal. RePEc:cup:bracjl:v:14:y:2008:i:02:p:257-303_00.

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3
291995Asset Shares and their Use in the Financial Management of a With-Profits Fund. (1995). Needleman, P D ; Roff, T A. In: British Actuarial Journal. RePEc:cup:bracjl:v:1:y:1995:i:04:p:603-688_00.

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3
301996How Actuaries Can Use Financial Economics. (1996). Smith, A D. In: British Actuarial Journal. RePEc:cup:bracjl:v:2:y:1996:i:05:p:1057-1193_00.

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3
312013Mortality and smoking prevalence: An empirical investigation in ten developed countries. (2013). Kleinow, Torsten . In: British Actuarial Journal. RePEc:cup:bracjl:v:18:y:2013:i:02:p:452-466_00.

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3
322005Current Developments in Embedded Value Reporting. (2005). Ward, M B ; Foroughi, K ; Desai, A J ; Sharp, A C ; Taverner, N H ; Maxwell, A F ; Hibbett, G J. In: British Actuarial Journal. RePEc:cup:bracjl:v:11:y:2005:i:03:p:407-479_00.

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3
332002A Multi-State Model of Disability for the United Kingdom: Implications for Future Need for Long-Term Care for the Elderly. (2002). Rickayzen, B D. In: British Actuarial Journal. RePEc:cup:bracjl:v:8:y:2002:i:02:p:341-393_00.

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3
342006The Importance of Year of Birth in Two-Dimensional Mortality Data. (2006). Kirkby, J G ; Currie, I D ; Richards, S J. In: British Actuarial Journal. RePEc:cup:bracjl:v:12:y:2006:i:01:p:5-38_00.

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3
352003Ruin Theory in a Discrete Time Risk Model with Interest Income. (2003). Sun, L ; Yang, H. In: British Actuarial Journal. RePEc:cup:bracjl:v:9:y:2003:i:03:p:637-652_00.

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3
361997Modelling the Impact of Reinsurance on Financial Strength. (1997). Coutts, S M. In: British Actuarial Journal. RePEc:cup:bracjl:v:3:y:1997:i:03:p:583-653_00.

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2
372004The Measurement and Modelling of Commercial Real Estate Performance. (2004). Booth, Philip ; Marcato, G. In: British Actuarial Journal. RePEc:cup:bracjl:v:10:y:2004:i:01:p:5-61_00.

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2
382012Entity-wide risk management for pension funds. (2012). , ; Patel, C C. In: British Actuarial Journal. RePEc:cup:bracjl:v:17:y:2012:i:02:p:331-394_00.

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2
392014A Value-at-Risk framework for longevity trend risk ‐ Abstract of the London discussion. (2014). Richards, Stephen . In: British Actuarial Journal. RePEc:cup:bracjl:v:19:y:2014:i:01:p:157-167_00.

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2
402003Measuring and Managing the Economic Risks and Costs of With-Profits Business. (2003). Hibbert, A J ; Turnbull, C J. In: British Actuarial Journal. RePEc:cup:bracjl:v:9:y:2003:i:05:p:1141-1154_00.

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2
412000Pensions and Low Inflation. (2000). Horsfall, N P ; Murphy, R F ; Knight, J M ; Kneller, K ; Harrison, J M. In: British Actuarial Journal. RePEc:cup:bracjl:v:6:y:2000:i:03:p:547-619_00.

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2
421996Risk-Based Capital in General Insurance. (1996). Hooker, N D ; Hinton, P H ; Cooper, S M ; Bulmer, J R. In: British Actuarial Journal. RePEc:cup:bracjl:v:2:y:1996:i:02:p:265-323_00.

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2
432014A Value-at-Risk framework for longevity trend risk ‐ Abstract of the Edinburgh discussion. (2014). Richards, Stephen . In: British Actuarial Journal. RePEc:cup:bracjl:v:19:y:2014:i:01:p:140-156_00.

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2
442008Pricing and Risk Capital in the Equity Release Market. (2008). Hosty, G M ; Shah, M ; Murray, C A ; Groves, S J. In: British Actuarial Journal. RePEc:cup:bracjl:v:14:y:2008:i:01:p:41-91_00.

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2
452001Estimation in the Constant Elasticity of Variance Model. (2001). Yuen, K C ; Chu, K L ; Yang, H. In: British Actuarial Journal. RePEc:cup:bracjl:v:7:y:2001:i:02:p:275-292_00.

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2
462004Valuation and Hedging of Limited Price Indexed Liabilities. (2004). , . In: British Actuarial Journal. RePEc:cup:bracjl:v:10:y:2004:i:03:p:627-663_00.

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2
472014A Value-at-Risk framework for longevity trend risk. (2014). Richards, S J ; Ritchie, G P ; Currie, I D. In: British Actuarial Journal. RePEc:cup:bracjl:v:19:y:2014:i:01:p:116-139_00.

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2
481999On Numerical Evaluation of Finite Time Survival Probabilities. (1999). , . In: British Actuarial Journal. RePEc:cup:bracjl:v:5:y:1999:i:03:p:575-584_00.

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2
492007Should Projections of Mortality Improvements be Subject to a Minimum Value?. (2007). Baxter, S D. In: British Actuarial Journal. RePEc:cup:bracjl:v:13:y:2007:i:03:p:375-464_00.

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2
502003Measuring and Managing the Economic Risks and Costs of With-Profits Business. (2003). Turnbull, C J ; Hibbert, A J. In: British Actuarial Journal. RePEc:cup:bracjl:v:9:y:2003:i:04:p:725-777_00.

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2

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


#YearTitleCited
12002Stochastic Claims Reserving in General Insurance. (2002). England, P D ; Verrall, R J. In: British Actuarial Journal. RePEc:cup:bracjl:v:8:y:2002:i:03:p:443-518_00.

Full description at Econpapers || Download paper

13
22006Living with Mortality: Longevity Bonds and Other Mortality-Linked Securities. (2006). Blake, David ; Dowd, K. In: British Actuarial Journal. RePEc:cup:bracjl:v:12:y:2006:i:01:p:153-197_00.

Full description at Econpapers || Download paper

13
32004The Cohort Effect: Insights and Explanations. (2004). Willets, R C. In: British Actuarial Journal. RePEc:cup:bracjl:v:10:y:2004:i:04:p:833-877_00.

Full description at Econpapers || Download paper

7
41998A Stochastic Model Underlying the Chain-Ladder Technique. (1998). Renshaw, A E ; Verrall, R J. In: British Actuarial Journal. RePEc:cup:bracjl:v:4:y:1998:i:04:p:903-923_00.

Full description at Econpapers || Download paper

6
52008Variable Annuities. (2008). Ritchie, A J ; Ledlie, M C ; Corry, D P ; Finkelstein, G S ; Su, K. In: British Actuarial Journal. RePEc:cup:bracjl:v:14:y:2008:i:02:p:327-389_00.

Full description at Econpapers || Download paper

5
62013Mortality and smoking prevalence: An empirical investigation in ten developed countries. (2013). Kleinow, Torsten . In: British Actuarial Journal. RePEc:cup:bracjl:v:18:y:2013:i:02:p:452-466_00.

Full description at Econpapers || Download paper

3
72011Systemic Risk in Financial Services. (2011). Milne, Alistair ; Booth, Philip ; Besar, D ; Pickles, J ; Chan, K K. In: British Actuarial Journal. RePEc:cup:bracjl:v:16:y:2011:i:02:p:195-300_00.

Full description at Econpapers || Download paper

3
82003Risk Measures and Theories of Choice. (2003). Desli, Evangelia. In: British Actuarial Journal. RePEc:cup:bracjl:v:9:y:2003:i:04:p:959-991_00.

Full description at Econpapers || Download paper

3
92002Recent Mortality Trends in the Spanish Population. (2002). Perez-Marin, A M ; Felipe, A ; Guillen, M. In: British Actuarial Journal. RePEc:cup:bracjl:v:8:y:2002:i:04:p:757-786_00.

Full description at Econpapers || Download paper

3
102003A Stochastic Approach to Risk Management and Decision Making in Defined Benefit Pension Schemes. (2003). Haberman, S ; Fogarty, D ; Day, C ; Khorasanee, M Z ; McWhirter, M ; Nash, N ; Wright, I D ; Ngwira, B ; Yakoubov, Y. In: British Actuarial Journal. RePEc:cup:bracjl:v:9:y:2003:i:03:p:493-586_00.

Full description at Econpapers || Download paper

3
112011Developments in the Management of Annuity Business. (2011). Collinge, E J ; Zhang, F ; Smith, D W ; Little, W ; Johnson, B E ; Fulcher, P ; Browne, B A ; Telford, P G ; Nurse, J M. In: British Actuarial Journal. RePEc:cup:bracjl:v:16:y:2011:i:03:p:471-551_00.

Full description at Econpapers || Download paper

3
122004Determinants of United Kingdom General Insurance Company Performance. (2004). Shiu, Y. In: British Actuarial Journal. RePEc:cup:bracjl:v:10:y:2004:i:05:p:1079-1110_00.

Full description at Econpapers || Download paper

3
132014A Value-at-Risk framework for longevity trend risk. (2014). Richards, S J ; Ritchie, G P ; Currie, I D. In: British Actuarial Journal. RePEc:cup:bracjl:v:19:y:2014:i:01:p:116-139_00.

Full description at Econpapers || Download paper

2
142014A Value-at-Risk framework for longevity trend risk ‐ Abstract of the London discussion. (2014). Richards, Stephen . In: British Actuarial Journal. RePEc:cup:bracjl:v:19:y:2014:i:01:p:157-167_00.

Full description at Econpapers || Download paper

2
152014A Value-at-Risk framework for longevity trend risk ‐ Abstract of the Edinburgh discussion. (2014). Richards, Stephen . In: British Actuarial Journal. RePEc:cup:bracjl:v:19:y:2014:i:01:p:140-156_00.

Full description at Econpapers || Download paper

2
162001Principles of the Future Education Strategy. (2001). Thornton, P N ; Goford, J ; Henderson, N S ; Grace, P H ; Goodwin, E M ; Dumbreck, N J ; Daykin, C D ; Creedon, S ; Carne, S A ; Bykerk, C D ; Bellis, C S. In: British Actuarial Journal. RePEc:cup:bracjl:v:7:y:2001:i:02:p:221-240_00.

Full description at Econpapers || Download paper

2
172012Entity-wide risk management for pension funds. (2012). , ; Patel, C C. In: British Actuarial Journal. RePEc:cup:bracjl:v:17:y:2012:i:02:p:331-394_00.

Full description at Econpapers || Download paper

2
182003Global Asset Liability Management. (2003). Villaverde, M ; Medova, E A ; Germano, M. In: British Actuarial Journal. RePEc:cup:bracjl:v:9:y:2003:i:01:p:137-195_00.

Full description at Econpapers || Download paper

2
191997Modelling the Impact of Reinsurance on Financial Strength. (1997). Coutts, S M. In: British Actuarial Journal. RePEc:cup:bracjl:v:3:y:1997:i:03:p:583-653_00.

Full description at Econpapers || Download paper

2
202008Pricing and Risk Capital in the Equity Release Market. (2008). Hosty, G M ; Shah, M ; Murray, C A ; Groves, S J. In: British Actuarial Journal. RePEc:cup:bracjl:v:14:y:2008:i:01:p:41-91_00.

Full description at Econpapers || Download paper

2
212001Pensions, Funding and Risk. (2001). Chapman, R J ; Speed, C A ; Gordon, T J. In: British Actuarial Journal. RePEc:cup:bracjl:v:7:y:2001:i:04:p:605-662_00.

Full description at Econpapers || Download paper

2
222002A Multi-State Model of Disability for the United Kingdom: Implications for Future Need for Long-Term Care for the Elderly. (2002). Rickayzen, B D. In: British Actuarial Journal. RePEc:cup:bracjl:v:8:y:2002:i:02:p:341-393_00.

Full description at Econpapers || Download paper

2

Citing documents used to compute impact factor 2:


YearTitle
2016It’s all in the hidden states: A longevity hedging strategy with an explicit measure of population basis risk. (2016). Liu, Yanxin . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:70:y:2016:i:c:p:301-319.

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2016The nature and determinants of disclosure practices in the insurance industry: Evidence from European insurers. (2016). Porzio, Claudio ; Malafronte, Irma ; Starita, Maria Grazia . In: International Review of Financial Analysis. RePEc:eee:finana:v:45:y:2016:i:c:p:367-382.

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Recent citations (cites in year: CiY)


Recent citations received in 2014

YearCiting document

Recent citations received in 2013

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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, 1st 2017. Contact: CitEc Team