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Risks / MDPI, Open Access Journal


0.15

Impact Factor

0.2

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
19980.28000 (%)0.1
19990.32000 (%)0.13
20000.4000 (%)0.15
20010.4000 (%)0.15
20020.41000 (%)0.18
20030.44000 (%)0.19
20040.48000 (%)0.2
20050.53000 (%)0.21
20060.51000 (%)0.2
20070.45000 (%)0.18
20080.47000 (%)0.19
20090.47000 (%)0.19
20100.45000 (%)0.16
20110.51000 (%)0.2
20120.54000 (%)0.2
20130.62131310.0819005 (26.3%)10.080.22
20140.380.630.38263990.23521351357 (13.5%)40.150.21
20150.690.660.693170270.39839273927 (%)0.21
20160.350.80.3372142370.2617572070231 (5.9%)60.080.24
20170.151.10.262204370.18610315142292 (33.3%)60.10.31
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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28
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.

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9
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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7
42016Estimating 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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4
520141980–2008: 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
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.

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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.

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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.

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3
102016Multivariate 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.

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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.

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2
122014An 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
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:-:d:64467.

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2
142014Modeling 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
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.

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2
162015Options 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
172016Multivariate 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.

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2
182015Risk Classification Efficiency and the Insurance Market Regulation. (2015). porrini, donatella. In: Risks. RePEc:gam:jrisks:v:3:y:2015:i:4:p:445-454:d:56474.

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1
192017Optimal Reinsurance Policies under the VaR Risk Measure When the Interests of Both the Cedent and the Reinsurer Are Taken into Account. (2017). Jiang, Wenjun ; Zitikis, Riardas ; Ren, Jiandong . In: Risks. RePEc:gam:jrisks:v:5:y:2017:i:1:p:11-:d:89417.

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1
202013Gaussian 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
212016On 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.

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1
222014Demand of Insurance under the Cost-of-Capital Premium Calculation Principle. (2014). Wuthrich, Mario V. ; Merz, Michael . In: Risks. RePEc:gam:jrisks:v:2:y:2014:i:2:p:226-248:d:37193.

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1
2320171
242014Modeling 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
252016Bayesian 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.

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1
262013Ruin 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
272014Optimal 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
2820171
292015Supervising 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
302016Community 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.

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1
312016A 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.

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1
322015Dependence 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
332016The 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.

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1
342014Attracting 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
3520171
362016Community 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.

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1
372016A 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
382014The 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
392015Production Flexibility and Hedging. (2015). Santugini, Marc ; Dionne, Georges. In: Risks. RePEc:gam:jrisks:v:3:y:2015:i:4:p:543-552:d:59972.

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1
402013Optimal 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
412016Spouses’ 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.

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1
422014Effectively 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
432017Multivariate Functional Time Series Forecasting: Application to Age-Specific Mortality Rates. (2017). Shang, Han Lin ; Gao, Yuan . In: Risks. RePEc:gam:jrisks:v:5:y:2017:i:2:p:21-:d:94105.

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1
442015Rationality 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
452016The 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.

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1
462014Elementary 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
4720171

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

15
22016Estimating 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
32016Estimating 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
42016A 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
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

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
72013Evaluating 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

3
82015The 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
92016Multivariate 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
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
112016Multivariate 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
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
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.

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2

Citing documents used to compute impact factor 15:


YearTitle
2017The joint mortality of couples in continuous time. (2017). Jevti, P ; Hurd, T R. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:75:y:2017:i:c:p:90-97.

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2017Uncertainty and Risk Analysis of Pakistans Regional Trade: Fan Chart Approach.. (2017). Jawaid, Syed Tehseen . In: Journal of Management Sciences. RePEc:gei:journl:v:4:y:2017:i:1:p:75-101.

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2017An analysis of the literature on systemic financial risk: A survey. (2017). Silva, Walmir ; Sobreiro, Vinicius Amorim ; Kimura, Herbert . In: Journal of Financial Stability. RePEc:eee:finsta:v:28:y:2017:i:c:p:91-114.

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2017VIX Forecast Under Different Volatility Specifications. (2017). Wang, Ying ; Wong, Hoi Ying . In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:24:y:2017:i:2:d:10.1007_s10690-017-9227-0.

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2017On optimal joint reflective and refractive dividend strategies in spectrally positive Lévy models. (2017). Wong, Bernard ; Avanzi, Benjamin ; Perez, Jose-Luis ; Yamazaki, Kazutoshi . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:72:y:2017:i:c:p:148-162.

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2017Extremal attractors of Liouville copulas. (2017). Belzile, Leo R ; Nelehova, Johanna G. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:160:y:2017:i:c:p:68-92.

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2017Robust and Pareto optimality of insurance contracts. (2017). Asimit, Alexandru V ; Kim, Eun-Seok ; Hu, Junlei ; Chun, KA ; Bignozzi, Valeria. In: European Journal of Operational Research. RePEc:eee:ejores:v:262:y:2017:i:2:p:720-732.

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2017Valuation of variable annuities with Guaranteed Minimum Withdrawal Benefit under stochastic interest rate. (2017). Shevchenko, Pavel V ; Luo, Xiaolin. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:76:y:2017:i:c:p:104-117.

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2017A note on the impact of management fees on the pricing of variable annuity guarantees. (2017). Sun, Jin ; Fung, Man Chung ; Shevchenko, Pavel V. In: Papers. RePEc:arx:papers:1705.03787.

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2017Dynamic Quantile Function Models. (2017). Ye, Wilson ; Sisson, Scott A ; Gerlach, Richard H ; Peters, Gareth W. In: Papers. RePEc:arx:papers:1707.02587.

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2017Capital Allocation in the Insurance Sector. (2017). Balog, Dóra. In: Financial and Economic Review. RePEc:mnb:finrev:v:16:y:2017:i:3:p:74-97.

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2017A possible methodology for determining the initial margin. (2017). Váradi, Kata ; Beli, Marcell . In: Financial and Economic Review. RePEc:mnb:finrev:v:16:y:2017:i:2:p:119-147.

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2017Computing stable numerical solutions for multidimensional American option pricing problems: a semi-discretization approach. (2017). Soleymani, Fazlollah ; Egorova, Vera ; Company, Rafael . In: Papers. RePEc:arx:papers:1701.08545.

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2017The use of nonlinear hedging strategies by US oil producers: Motivations and implications. (2017). Dionne, Georges ; Gueyie, Jean-Pierre ; Mnasri, Mohamed . In: Energy Economics. RePEc:eee:eneeco:v:63:y:2017:i:c:p:348-364.

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2017

Recent citations (cites in year: CiY)


Recent citations received in 2017

YearCiting document
2017
2017
2017
2017
2017
2017

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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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 January, 12 2018. Contact: CitEc Team