Is this page useful for you? Then, help us to keep the service working. Please have a look to our donations page ... Thanks for your help!!

Risks / MDPI, Open Access Journal

0.35

Impact Factor

0.33

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
19920.09000 (%)0.04
19930.1000 (%)0.05
19940.11000 (%)0.05
19950.2000 (%)0.07
19960.23000 (%)0.09
19970.27000 (%)0.09
19980.29000 (%)0.1
19990.32000 (%)0.13
20000.4000 (%)0.15
20010.4000 (%)0.15
20020.42000 (%)0.18
20030.44000 (%)0.19
20040.49000 (%)0.2
20050.53000 (%)0.21
20060.51000 (%)0.2
20070.45000 (%)0.18
20080.48000 (%)0.2
20090.47000 (%)0.19
20100.45000 (%)0.16
20110.52000 (%)0.2
20120.55000 (%)0.2
20130.62131310.0817004 (23.5%)10.080.22
20140.380.640.38263990.23501351356 (12%)40.150.21
20150.690.690.693170270.39739273927 (%)0.22
20160.350.850.3372142370.2617572070231 (5.9%)60.080.26
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
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

27
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. ; Zitikis, Riardas ; Vernic, Raluca . In: Risks. RePEc:gam:jrisks:v:1:y:2013:i:1:p:14-33:d:23978.

Full description at Econpapers || Download paper

8
32013A 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

6
420141980–2008: 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
52014A 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
62016Estimating 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

4
72016Estimating 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

4
82014Catastrophe 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.

Full description at Econpapers || Download paper

3
92016A Unified Pricing of Variable Annuity Guarantees under the Optimal Stochastic Control Framework. (2016). Shevchenko, Pavel V ; Luo, Xiaolin. In: Risks. RePEc:gam:jrisks:v:4:y:2016:i:3:p:22-:d:73342.

Full description at Econpapers || Download paper

3
102016Multivariate Frequency-Severity Regression Models in Insurance. (2016). Frees, Edward W ; Yang, LU ; Lee, Gee . In: Risks. RePEc:gam:jrisks:v:4:y:2016:i:1:p:4:d:64467.

Full description at Econpapers || Download paper

2
112015The Financial Stress Index: Identification of Systemic Risk Conditions. (2015). Oet, Mikhail ; Ong, Stephen J ; Dooley, John M. In: Risks. RePEc:gam:jrisks:v:3:y:2015:i:3:p:420-444:d:55870.

Full description at Econpapers || Download paper

2
122014Modeling 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
132014An 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.

Full description at Econpapers || Download paper

2
142016Multivariate Frequency-Severity Regression Models in Insurance. (2016). Yang, LU ; 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
152014Joint 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.

Full description at Econpapers || Download paper

2
162016Multivariate Frequency-Severity Regression Models in Insurance. (2016). Frees, Edward W ; Yang, LU ; Lee, Gee . In: Risks. RePEc:gam:jrisks:v:4:y:2016:i:1:p:-:d:64467.

Full description at Econpapers || Download paper

2
172015Options 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
182015Dependence 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.

Full description at Econpapers || Download paper

1
192016The Myth of Methuselah and the Uncertainty of Death: The Mortality Fan Charts. (2016). Blake, David ; Dowd, Kevin . In: Risks. RePEc:gam:jrisks:v:4:y:2016:i:3:p:21-:d:73310.

Full description at Econpapers || Download paper

1
202015Rationality Parameter for Exercising American Put. (2015). Kamille Sofie TÃ¥gholt Gad, ; Pedersen, Jesper Lund. In: Risks. RePEc:gam:jrisks:v:3:y:2015:i:2:p:103-111:d:49867.

Full description at Econpapers || Download paper

1
212016Community Analysis of Global Financial Markets. (2016). Havlin, Shlomo ; Stanley, Eugene H ; Kenett, Dror Y ; Becker, Alexander P ; Vodenska, Irena . In: Risks. RePEc:gam:jrisks:v:4:y:2016:i:2:p:13-:d:70032.

Full description at Econpapers || Download paper

1
222013Gaussian 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.

Full description at Econpapers || Download paper

1
232016A Note on Realistic Dividends in Actuarial Surplus Models. (2016). Avanzi, Benjamin ; Wong, Bernard ; Tu, Vincent . In: Risks. RePEc:gam:jrisks:v:4:y:2016:i:4:p:37-:d:80958.

Full description at Econpapers || Download paper

1
242014Elementary 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

1
252015Production Flexibility and Hedging. (2015). Santugini, Marc ; Dionne, Georges. In: Risks. RePEc:gam:jrisks:v:3:y:2015:i:4:p:543-552:d:59972.

Full description at Econpapers || Download paper

1
262016Spouses’ Dependence across Generations and Pricing Impact on Reversionary Annuities. (2016). Spreeuw, Jaap ; luciano, elisa ; Vigna, Elena . In: Risks. RePEc:gam:jrisks:v:4:y:2016:i:2:p:16-:d:70862.

Full description at Econpapers || Download paper

1
272014Modeling 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.

Full description at Econpapers || Download paper

1
282013Ruin 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.

Full description at Econpapers || Download paper

1
292016The Wasserstein Metric and Robustness in Risk Management. (2016). Kiesel, Rdiger ; Zheng, Jinsong ; Stahl, Gerhard ; Rhlicke, Robin . In: Risks. RePEc:gam:jrisks:v:4:y:2016:i:3:p:32-:d:77044.

Full description at Econpapers || Download paper

1
302014Optimal Consumption and Investment with Labor Income and European/American Capital Guarantee. (2014). Kronborg, Morten Tolver . In: Risks. RePEc:gam:jrisks:v:2:y:2014:i:2:p:171-194:d:36188.

Full description at Econpapers || Download paper

1
312016On the Capital Allocation Problem for a New Coherent Risk Measure in Collective Risk Theory. (2016). Assa, Hirbod ; Firouzi, Hassan Omidi ; Morales, Manuel . In: Risks. RePEc:gam:jrisks:v:4:y:2016:i:3:p:30-:d:76031.

Full description at Econpapers || Download paper

1
322014Attracting Health Insurance Buyers through Selective Contracting: Results of a Discrete-Choice Experiment among Users of Hospital Services in the Netherlands. (2014). Pavlova, Milena ; Bergrath, Evelien ; Groot, Wim . In: Risks. RePEc:gam:jrisks:v:2:y:2014:i:2:p:146-170:d:35124.

Full description at Econpapers || Download paper

1
332015Supervising System Stress in Multiple Markets. (2015). Oet, Mikhail ; Ong, Stephen J ; Gramlich, Dieter ; Janosko, Amanda C ; Dooley, John M. In: Risks. RePEc:gam:jrisks:v:3:y:2015:i:3:p:365-389:d:55737.

Full description at Econpapers || Download paper

1
342016Bayesian Option Pricing Framework with Stochastic Volatility for FX Data. (2016). Wang, Ying ; Wong, Hoi Ying ; Boris, Sai Tsang . In: Risks. RePEc:gam:jrisks:v:4:y:2016:i:4:p:51-:d:85320.

Full description at Econpapers || Download paper

1
352013Optimal 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

1
362014Effectively 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

1
372016Community Analysis of Global Financial Markets. (2016). Havlin, Shlomo ; Stanley, Eugene H ; Kenett, Dror Y ; Becker, Alexander P ; Vodenska, Irena . In: Risks. RePEc:gam:jrisks:v:4:y:2016:i:2:p:13:d:70032.

Full description at Econpapers || Download paper

1
382016A Note on Upper Tail Behavior of Liouville Copulas. (2016). Hua, Lei . In: Risks. RePEc:gam:jrisks:v:4:y:2016:i:4:p:40-:d:82313.

Full description at Econpapers || Download paper

1
392014The 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.

Full description at Econpapers || Download paper

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

24
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. ; Zitikis, Riardas ; Vernic, Raluca . In: Risks. RePEc:gam:jrisks:v:1:y:2013:i:1:p:14-33:d:23978.

Full description at Econpapers || Download paper

5
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
42013A 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

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

4
62014A 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
72016Estimating 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

4
82016A Unified Pricing of Variable Annuity Guarantees under the Optimal Stochastic Control Framework. (2016). Shevchenko, Pavel V ; Luo, Xiaolin. In: Risks. RePEc:gam:jrisks:v:4:y:2016:i:3:p:22-:d:73342.

Full description at Econpapers || Download paper

3
92014Catastrophe 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.

Full description at Econpapers || Download paper

3
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
112014Modeling 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
122015The Financial Stress Index: Identification of Systemic Risk Conditions. (2015). Oet, Mikhail ; Ong, Stephen J ; Dooley, John M. In: Risks. RePEc:gam:jrisks:v:3:y:2015:i:3:p:420-444:d:55870.

Full description at Econpapers || Download paper

2
132016Multivariate Frequency-Severity Regression Models in Insurance. (2016). Frees, Edward W ; Yang, LU ; Lee, Gee . In: Risks. RePEc:gam:jrisks:v:4:y:2016:i:1:p:4:d:64467.

Full description at Econpapers || Download paper

2
142016Multivariate Frequency-Severity Regression Models in Insurance. (2016). Frees, Edward W ; Yang, LU ; Lee, Gee . In: Risks. RePEc:gam:jrisks:v:4:y:2016:i:1:p:-:d:64467.

Full description at Econpapers || Download paper

2
152016Multivariate Frequency-Severity Regression Models in Insurance. (2016). Yang, LU ; 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
162014Joint 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.

Full description at Econpapers || Download paper

2
172014An 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.

Full description at Econpapers || Download paper

2

Citing documents used to compute impact factor 20:

YearTitle
2016Evaluating measures of adverse financial conditions. (2016). Oet, Mikhail V ; Sarlin, Peter ; Gramlich, Dieter . In: Journal of Financial Stability. RePEc:eee:finsta:v:27:y:2016:i:c:p:234-249.

Full description at Econpapers || Download paper

2016Discrete sums of geometric Brownian motions, annuities and Asian options. (2016). Zhu, Lingjiong ; Pirjol, Dan. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:70:y:2016:i:c:p:19-37.

Full description at Econpapers || Download paper

2016Discrete Sums of Geometric Brownian Motions, Annuities and Asian Options. (2016). Pirjol, Dan ; Zhu, Lingjiong. In: Papers. RePEc:arx:papers:1609.07558.

Full description at Econpapers || Download paper

2016Scenario aggregation method for portfolio expectile optimization. (2016). Edgars, Jakobsons . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:33:y:2016:i:1-2:p:51-65:n:4.

Full description at Econpapers || Download paper

2016Ruin Probabilities with Dependence on the Number of Claims within a Fixed Time Window. (2016). Constantinescu, Corina ; Palmowski, Zbigniew ; Ni, Weihong ; Dai, Suhang . In: Risks. RePEc:gam:jrisks:v:4:y:2016:i:2:p:17-:d:72026.

Full description at Econpapers || Download paper

2016Optimal Premium as a Function of the Deductible: Customer Analysis and Portfolio Characteristics. (2016). Thogersen, Julie . In: Risks. RePEc:gam:jrisks:v:4:y:2016:i:4:p:42-:d:82430.

Full description at Econpapers || Download paper

2016LPPLS bubble indicators over two centuries of the S&P 500 index. (2016). Yetkiner, Ibrahim ; Ozdemir, Zeynel ; GUPTA, RANGAN ; Balcilar, Mehmet ; Zhang, Qunzhi ; Sornette, Didier . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:458:y:2016:i:c:p:126-139.

Full description at Econpapers || Download paper

2016Take it to the limit: Innovative CVaR applications to extreme credit risk measurement. (2016). Powell, Robert ; Allen, David ; Singh, A K. In: European Journal of Operational Research. RePEc:eee:ejores:v:249:y:2016:i:2:p:465-475.

Full description at Econpapers || Download paper

2016Unexpected shortfalls of Expected Shortfall: Extreme default profiles and regulatory arbitrage. (2016). Koch-Medina, Pablo ; Munari, Cosimo . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:62:y:2016:i:c:p:141-151.

Full description at Econpapers || Download paper

2016Risk measures with the CxLS property. (2016). Delbaen, Freddy ; Ziegel, Johanna F ; Bignozzi, Valeria ; Bellini, Fabio . In: Finance and Stochastics. RePEc:spr:finsto:v:20:y:2016:i:2:d:10.1007_s00780-015-0279-6.

Full description at Econpapers || Download paper

2016Quantifying market risk with Value-at-Risk or Expected Shortfall? – Consequences for capital requirements and model risk. (2016). Kellner, Ralf ; Rosch, Daniel . In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:68:y:2016:i:c:p:45-63.

Full description at Econpapers || Download paper

2016Of quantiles and expectiles: consistent scoring functions, Choquet representations and forecast rankings. (2016). Ehm, Werner ; Kruger, Fabian ; Jordan, Alexander ; Gneiting, Tilmann . In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:78:y:2016:i:3:p:505-562.

Full description at Econpapers || Download paper

2016What health plans do people prefer? The trade-off between premium and provider choice. (2016). de Wit, Ardine G ; Determann, Domino ; Lambooij, Mattijs S ; de Bekker-Grob, Esther W ; Hayen, Arthur P ; Varkevisser, Marco ; Schut, Frederik T. In: Social Science & Medicine. RePEc:eee:socmed:v:165:y:2016:i:c:p:10-18.

Full description at Econpapers || Download paper

2016The Impact of Mandatory Savings on Life Cycle Consumption and Portfolio Choice. (2016). Pan, Wei-Ting . In: PhD Thesis. RePEc:uts:finphd:32.

Full description at Econpapers || Download paper

2016Applications of central limit theorems for equity-linked insurance. (2016). Shimizu, Yasutaka ; Feng, Runhuan . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:69:y:2016:i:c:p:138-148.

Full description at Econpapers || Download paper

2016A micro-level claim count model with overdispersion and reporting delays. (2016). Avanzi, Benjamin ; Yang, Xinda ; Wong, Bernard . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:71:y:2016:i:c:p:1-14.

Full description at Econpapers || Download paper

2016Model-independent superhedging under portfolio constraints. (2016). Huang, Yu-Jui ; Fahim, Arash . In: Finance and Stochastics. RePEc:spr:finsto:v:20:y:2016:i:1:p:51-81.

Full description at Econpapers || Download paper

2016No-arbitrage and hedging with liquid American options. (2016). Bayraktar, Erhan ; Zhou, Zhou . In: Papers. RePEc:arx:papers:1605.01327.

Full description at Econpapers || Download paper

2016Model-independent superhedging under portfolio constraints. (2016). Fahim, Arash ; Huang, Yu-Jui . In: Finance and Stochastics. RePEc:spr:finsto:v:20:y:2016:i:1:d:10.1007_s00780-015-0284-9.

Full description at Econpapers || Download paper

2016Bregman superquantiles. Estimation methods and applications. (2016). , Labopin-Richard . In: Dependence Modeling. RePEc:vrs:demode:v:4:y:2016:i:1:p:33:n:4.

Full description at Econpapers || Download paper

Recent citations (cites in year: CiY)

Recent citations received in 2016
YearCiting document
2016Should the advanced measurement approach be replaced with the standardized measurement approach for operational risk?. (2016). Peters, Gareth W ; Chapelle, Ariane ; Hassani, Bertrand ; Shevchenko, Pavel V. In: Papers. RePEc:arx:papers:1607.02319.

Full description at Econpapers || Download paper

2016Bivariate credibility bonus–malus premiums distinguishing between two types of claims. (2016). Gomez-Deniz, E. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:70:y:2016:i:c:p:117-124.

Full description at Econpapers || Download paper

2016Generalized linear models for dependent frequency and severity of insurance claims. (2016). Genest, C ; Garrido, J ; Schulz, J. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:70:y:2016:i:c:p:205-215.

Full description at Econpapers || Download paper

2016Incorporation of Stochastic Policyholder Behavior in Analytical Pricing of GMABs and GMDBs. (2016). Escobar Anel, Marcos ; Ramsauer, Franz ; Krayzler, Mikhail ; Saunders, David ; Zagst, Rudi . In: Risks. RePEc:gam:jrisks:v:4:y:2016:i:4:p:41-:d:82367.

Full description at Econpapers || Download paper

2016Should the advanced measurement approach be replaced with the standardized measurement approach for operational risk?. (2016). Peters, Gareth ; Chapelle, Ariane ; Hassani, Bertrand ; Shevchenko, Pavel . In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers). RePEc:hal:cesptp:halshs-01391091.

Full description at Econpapers || Download paper

2016Should the advanced measurement approach be replaced with the standardized measurement approach for operational risk?. (2016). Hassani, Bertrand K ; Peters, Gareth W ; Shevchenko, Pavel V ; Chapelle, Ariane. In: Documents de travail du Centre d'Economie de la Sorbonne. RePEc:mse:cesdoc:16065.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2014Risk 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

2014Simulation analysis of ruin capital in Sparre Andersen’s model of risk. (2014). Kosova, Ksenia O. ; Malinovskii, Vsevolod K.. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:59:y:2014:i:c:p:184-193.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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, 1st 2017. Contact: CitEc Team