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Risks / MDPI, Open Access Journal


0.39

Impact Factor

0.36

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
19910.1000 (%)0.04
19920.1000 (%)0.04
19930.11000 (%)0.06
19940.12000 (%)0.05
19950.2000 (%)0.07
19960.24000 (%)0.09
19970.28000 (%)0.1
19980.29000 (%)0.11
19990.33000 (%)0.14
20000.41000 (%)0.15
20010.41000 (%)0.15
20020.43000 (%)0.18
20030.45000 (%)0.19
20040.5000 (%)0.2
20050.53000 (%)0.21
20060.52000 (%)0.21
20070.46000 (%)0.18
20080.49000 (%)0.2
20090.49000 (%)0.19
20100.47000 (%)0.17
20110.54000 (%)0.21
20120.57000 (%)0.21
20130.64131310.0816004 (25%)10.080.23
20140.380.70.38263990.23431351355 (11.6%)40.150.23
20150.690.790.693170270.39539273927 (%)0.25
20160.391.110.3663133390.297572270251 (14.3%)60.10.34
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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22
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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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.

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5
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.

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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.

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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.

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3
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

3
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.

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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.

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2
102014An 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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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.

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2
122014Catastrophe 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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2
132016Multivariate 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
142015Options with Extreme Strikes. (2015). Zhu, Lingjiong . In: Risks. RePEc:gam:jrisks:v:3:y:2015:i:3:p:234-249:d:52276.

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2
152015Rationality 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.

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1
162013Gaussian 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
172014Elementary 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.

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1
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.

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1
192014Modeling 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
202013Ruin 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
212014Optimal 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.

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1
222015The 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.

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1
232014Attracting 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.

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1
242015Supervising 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.

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1
252016A 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.

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1
262014Joint 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
272013Optimal 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
282014Effectively 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
292016A 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
302014The 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

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

19
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

5
32014A 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
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
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
62013A 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

3
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

3
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:4: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
102014An 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
112016Multivariate 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
122014Catastrophe 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

2
132016Multivariate 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
142015Options 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 22:


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.

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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.

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

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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.

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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.

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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.

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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.

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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.

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

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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.

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2016On the properties of the Lambda value at risk: robustness, elicitability and consistency. (2016). Burzoni, Matteo ; Ruffo, Chiara Maria ; Peri, Ilaria . In: Papers. RePEc:arx:papers:1603.09491.

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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.

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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.

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2016RIDING WITH THE FOUR HORSEMEN AND THE MULTIVARIATE NORMAL TEMPERED STABLE MODEL. (2016). Fabozzi, Frank J ; Bianchi, Michele Leonardo ; Tassinari, Gian Luca . In: International Journal of Theoretical and Applied Finance (IJTAF). RePEc:wsi:ijtafx:v:19:y:2016:i:04:p:1650027-01-1650027-28.

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2016Model-free bounds on Value-at-Risk using partial dependence information. (2016). Lux, Thibaut ; Papapantoleon, Antonis . In: Papers. RePEc:arx:papers:1610.09734.

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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.

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

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

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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.

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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.

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

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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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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.

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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 March, 1 2017. Contact: CitEc Team