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!!

Citation Profile [Updated: 2019-09-04 10:18:12]
5 Years H
25
Impact Factor
0.56
5 Years IF
0.54
Data available in this report

[Raw data] [50 most cited papers] [50 most relevant papers] [cites used to compute IF] [Recent citations ][Frequent citing series ] [more data in EconPapers] [trace new citations] [Missing citations? Add them now] [Incorrect content? Let us know]

Main indicators
Raw Data

 

IF AIF CIF IF5 DOC CDO CIT NCI CCU D2Y C2Y D5Y C5Y SC %SC CiY II AII
1990 0 0.1 0 0 21 21 92 0 50 116 0 0 0.04
1991 0 0.1 0 0 23 44 123 0 46 119 0 0 0.04
1992 0 0.09 0 0 22 66 44 0 44 114 0 0 0.04
1993 0 0.11 0 0 20 86 121 0 45 116 0 0 0.05
1994 0 0.11 0.08 0.02 27 113 109 9 9 42 111 2 0 0 0.04
1995 0.19 0.19 0.28 0.1 16 129 52 36 45 47 9 113 11 0 1 0.06 0.07
1996 0.09 0.22 0.2 0.07 24 153 288 31 76 43 4 108 8 0 0 0.09
1997 0.13 0.26 0.17 0.11 30 183 163 32 108 40 5 109 12 0 0 0.09
1998 0.13 0.27 0.2 0.1 23 206 80 42 150 54 7 117 12 1 2.4 1 0.04 0.1
1999 0.09 0.31 0.32 0.18 26 232 85 74 224 53 5 120 21 0 0 0.13
2000 0.14 0.38 0.24 0.14 24 256 118 62 286 49 7 119 17 0 2 0.08 0.15
2001 0.1 0.39 0.2 0.16 23 279 102 55 341 50 5 127 20 0 0 0.14
2002 0.11 0.4 0.28 0.1 23 302 101 86 427 47 5 126 12 0 1 0.04 0.17
2003 0.2 0.42 0.28 0.15 31 333 139 93 520 46 9 119 18 0 2 0.06 0.18
2004 0.22 0.47 0.24 0.18 29 362 81 87 607 54 12 127 23 0 1 0.03 0.19
2005 0.12 0.51 0.23 0.15 31 393 120 90 697 60 7 130 19 1 1.1 1 0.03 0.2
2006 0.05 0.5 0.23 0.13 29 422 204 97 794 60 3 137 18 6 6.2 1 0.03 0.2
2007 0.12 0.44 0.21 0.1 24 446 183 94 888 60 7 143 14 0 0 0.17
2008 0.47 0.47 0.42 0.33 31 477 205 198 1087 53 25 144 48 0 1 0.03 0.19
2009 0.29 0.49 0.4 0.28 32 509 89 203 1290 55 16 144 41 0 0 0.19
2010 0.27 0.46 0.37 0.34 38 547 116 203 1493 63 17 147 50 1 0.5 2 0.05 0.16
2011 0.13 0.48 0.28 0.29 25 572 162 158 1651 70 9 154 44 0 6 0.24 0.19
2012 0.38 0.51 0.36 0.35 26 598 85 213 1864 63 24 150 53 0 0 0.19
2013 0.39 0.58 0.45 0.31 18 616 86 279 2144 51 20 152 47 0 7 0.39 0.2
2014 0.48 0.58 0.37 0.35 24 640 61 234 2380 44 21 139 48 0 2 0.08 0.19
2015 0.48 0.59 0.49 0.47 25 665 52 326 2706 42 20 131 61 0 5 0.2 0.19
2016 0.51 0.64 0.65 0.69 28 693 42 448 3154 49 25 118 81 3 0.7 4 0.14 0.19
2017 0.32 0.66 0.51 0.45 31 724 29 366 3520 53 17 121 55 5 1.4 6 0.19 0.2
2018 0.56 0.89 0.47 0.54 46 770 10 360 3880 59 33 126 68 0 1 0.02 0.29
IF: Impact Factor: C2Y / D2Y
AIF: Average Impact Factor for series in RePEc in year y
CIF: Cumulative impact factor
IF5: Impact Factor: C5Y / D5Y
DOC: Number of documents published in year y
CDO: Cumulative number of documents published until year y
CIT: Number of citations to papers published in year y
NCI: Number of citations in year y
CCU: Cumulative number of citations to papers published until 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: selft citations in y to articles published in y-1 plus y-2
%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
11996Premium Calculation by Transforming the Layer Premium Density. (1996). Wang, Shaun . In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:26:y:1996:i:01:p:71-92_00.

Full description at Econpapers || Download paper

173
21997Estimating the Tails of Loss Severity Distributions Using Extreme Value Theory. (1997). McNeil, Alexander J. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:27:y:1997:i:01:p:117-137_01.

Full description at Econpapers || Download paper

88
32008A Universal Pricing Framework for Guaranteed Minimum Benefits in Variable Annuities. (2008). Bauer, Daniel ; Russ, Jochen ; Kling, Alexander . In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:38:y:2008:i:02:p:621-651_01.

Full description at Econpapers || Download paper

73
41981Recursive Evaluation of a Family of Compound Distributions. (1981). Panjer, Harry H. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:12:y:1981:i:01:p:22-26_00.

Full description at Econpapers || Download paper

71
51996Dependency of Risks and Stop-Loss Order. (1996). Dhaene, Jan ; Goovaerts, Marc J. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:26:y:1996:i:02:p:201-212_00.

Full description at Econpapers || Download paper

67
62007A Primer on Copulas for Count Data. (2007). Nelehova, Johanna ; Genest, Christian. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:37:y:2007:i:02:p:475-515_01.

Full description at Econpapers || Download paper

65
72006Pricing Death: Frameworks for the Valuation and Securitization of Mortality Risk. (2006). Blake, David ; Dowd, Kevin. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:36:y:2006:i:01:p:79-120_01.

Full description at Econpapers || Download paper

63
81993Distribution-free Calculation of the Standard Error of Chain Ladder Reserve Estimates. (1993). Mack, Thomas. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:23:y:1993:i:02:p:213-225_01.

Full description at Econpapers || Download paper

62
91987On the Probability and Severity of Ruin. (1987). Gerber, Hans U ; Kaas, Rob ; Goovaerts, Marc J. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:17:y:1987:i:02:p:151-163_00.

Full description at Econpapers || Download paper

53
102007Optimal Retention for a Stop-loss Reinsurance Under the VaR and CTE Risk Measures. (2007). Cai, Jun ; Tan, Ken Seng. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:37:y:2007:i:01:p:93-112_01.

Full description at Econpapers || Download paper

49
112000Some Notes on the Dynamics and Optimal Control of Stochastic Pension Fund Models in Continuous Time. (2000). Cairns, Andrew . In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:30:y:2000:i:01:p:19-55_00.

Full description at Econpapers || Download paper

47
122001Fair Pricing of Life Insurance Participating Policies with a Minimum Interest Rate Guaranteed. (2001). Bacinello, Anna Rita . In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:31:y:2001:i:02:p:275-297_00.

Full description at Econpapers || Download paper

43
132002A Universal Framework for Pricing Financial and Insurance Risks. (2002). Wang, Shaun S. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:32:y:2002:i:02:p:213-234_01.

Full description at Econpapers || Download paper

43
141989A Generalization of Automobile Insurance Rating Models: The Negative Binomial Distribution with a Regression Component. (1989). Dionne, Georges ; Vanasse, Charles . In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:19:y:1989:i:02:p:199-212_00.

Full description at Econpapers || Download paper

38
152003Common Poisson Shock Models: Applications to Insurance and Credit Risk Modelling. (2003). McNeil, Alexander J ; Lindskog, Filip. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:33:y:2003:i:02:p:209-238_01.

Full description at Econpapers || Download paper

37
162011Modelling Adult Mortality in Small Populations: The Saint Model. (2011). Jarner, Soren Fiig ; Kryger, Esben Masotti . In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:41:y:2011:i:02:p:377-418_00.

Full description at Econpapers || Download paper

35
172004Some Optimal Dividends Problems. (2004). David, ; Waters, Howard R. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:34:y:2004:i:01:p:49-74_01.

Full description at Econpapers || Download paper

33
182011Optimal Reinsurance under VaR and CVaR Risk Measures: a Simplified Approach. (2011). Chi, Yichun ; Tan, Ken Seng. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:41:y:2011:i:02:p:487-509_00.

Full description at Econpapers || Download paper

33
192011Bayesian Stochastic Mortality Modelling for Two Populations. (2011). Blake, David ; Khalaf-Allah, Marwa ; Coughlan, Guy D ; Dowd, Kevin. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:41:y:2011:i:01:p:29-59_00.

Full description at Econpapers || Download paper

33
201990Premium Calculation: Why Standard Deviation Should be Replaced by Absolute Deviation. (1990). Denneberg, Dieter . In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:20:y:1990:i:02:p:181-190_00.

Full description at Econpapers || Download paper

31
212006Tail Variance Premium with Applications for Elliptical Portfolio of Risks. (2006). Landsman, Zinoviy ; Furman, Edward. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:36:y:2006:i:02:p:433-462_01.

Full description at Econpapers || Download paper

30
221988Mathematical Fun with the Compound Binomial Process. (1988). Gerber, Hans U. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:18:y:1988:i:02:p:161-168_00.

Full description at Econpapers || Download paper

28
231998On Esscher Transforms in Discrete Finance Models. (1998). Shiryaev, Albert N ; Embrechts, Paul ; Delbaen, Freddy ; Buhlmann, Hans. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:28:y:1998:i:02:p:171-186_01.

Full description at Econpapers || Download paper

26
242010The Devil is in the Tails: Actuarial Mathematics and the Subprime Mortgage Crisis. (2010). Donnelly, Catherine ; Embrechts, Paul. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:40:y:2010:i:01:p:1-33_00.

Full description at Econpapers || Download paper

26
251974On Additive Premium Calculation Principles. (1974). Gerber, Hans U. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:7:y:1974:i:03:p:215-222_00.

Full description at Econpapers || Download paper

26
262008Optimal Dividends in the Dual Model with Diffusion. (2008). Avanzi, Benjamin ; Gerber, Hans U. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:38:y:2008:i:02:p:653-667_01.

Full description at Econpapers || Download paper

25
271991Risk Theory with the Gamma Process. (1991). Dufresne, Franois ; Gerber, Hans U. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:21:y:1991:i:02:p:177-192_00.

Full description at Econpapers || Download paper

24
281993Prediction of Outstanding Liabilities in Non-Life Insurance. (1993). Norberg, Ragnar. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:23:y:1993:i:01:p:95-115_00.

Full description at Econpapers || Download paper

24
291999On Multivariate Panjer Recursions. (1999). Sundt, Bjorn . In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:29:y:1999:i:01:p:29-45_00.

Full description at Econpapers || Download paper

24
302013ON OPTIMAL DIVIDENDS IN THE DUAL MODEL. (2013). Bayraktar, Erhan ; Kyprianou, Andreas E ; Yamazaki, Kazutoshi. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:43:y:2013:i:03:p:359-372_00.

Full description at Econpapers || Download paper

24
311979Optimal Risk Exchanges. (1979). Buhlmann, Hans ; Jewell, William S. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:10:y:1979:i:03:p:243-262_00.

Full description at Econpapers || Download paper

23
322007The Quantitative Modeling of Operational Risk: Between G-and-H and EVT. (2007). Degen, Matthias ; Lambrigger, Dominik D ; Embrechts, Paul. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:37:y:2007:i:02:p:265-291_01.

Full description at Econpapers || Download paper

23
332011Randomized Observation Periods for the Compound Poisson Risk Model: Dividends. (2011). Albrecher, Hansjorg ; Thonhauser, Stefan. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:41:y:2011:i:02:p:645-672_00.

Full description at Econpapers || Download paper

23
342000Pricing Risk Transfer Transactions. (2000). Lane, Morton N. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:30:y:2000:i:02:p:259-293_01.

Full description at Econpapers || Download paper

23
351989Hedging by Sequential Regression: an Introduction to the Mathematics of Option Trading. (1989). Follmer, H ; Schweizer, M. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:19:y:1989:i:s1:p:29-42_00.

Full description at Econpapers || Download paper

22
362006On the Tail Behavior of Sums of Dependent Risks. (2006). Genest, Christian ; Barbe, Philippe ; Fougeres, Anne-Laure . In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:36:y:2006:i:02:p:361-373_01.

Full description at Econpapers || Download paper

21
371981Further Results on Recursive Evaluation of Compound Distributions. (1981). Sundt, Bjorn ; Jewell, William S. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:12:y:1981:i:01:p:27-39_00.

Full description at Econpapers || Download paper

20
381991Cooperative Game Theory and its Insurance Applications. (1991). Lemaire, Jean . In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:21:y:1991:i:01:p:17-40_00.

Full description at Econpapers || Download paper

19
392006A Note on the Dividends-Penalty Identity and the Optimal Dividend Barrier. (2006). Gerber, Hans U ; Yang, Hailiang ; Lin, Sheldon X. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:36:y:2006:i:02:p:489-503_01.

Full description at Econpapers || Download paper

19
401991Premium Calculation Implications of Reinsurance Without Arbitrage. (1991). Venter, Gary G. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:21:y:1991:i:02:p:223-230_00.

Full description at Econpapers || Download paper

19
411994Martingale Approach to Pricing Perpetual American Options. (1994). Gerber, Hans U. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:24:y:1994:i:02:p:195-220_00.

Full description at Econpapers || Download paper

19
421995Some Stable Algorithms in Ruin Theory and Their Applications. (1995). Egidio dos Reis, Alfredo ; David, ; Waters, Howard R. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:25:y:1995:i:02:p:153-175_00.

Full description at Econpapers || Download paper

19
432001Design of Optimal Bonus-Malus Systems With a Frequency and a Severity Component On an Individual Basis in Automobile Insurance. (2001). Vrontos, Spyridon D ; Frangos, Nicholas E. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:31:y:2001:i:01:p:1-22_00.

Full description at Econpapers || Download paper

18
441960Reciprocal Reinsurance Treaties. (1960). Borch, Karl . In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:1:y:1960:i:04:p:170-191_00.

Full description at Econpapers || Download paper

18
451990Fuzzy Insurance. (1990). Lemaire, Jean . In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:20:y:1990:i:01:p:33-55_00.

Full description at Econpapers || Download paper

17
461996On the Hedging Portfolio of Asian Options. (1996). Jacques, Michel. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:26:y:1996:i:02:p:165-183_00.

Full description at Econpapers || Download paper

17
471984An Application of Game Theory: Cost Allocation. (1984). Lemaire, Jean . In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:14:y:1984:i:01:p:61-81_00.

Full description at Econpapers || Download paper

16
481991A Simple Parametric Model for Rating Automobile Insurance or Estimating IBNR Claims Reserves. (1991). Mack, Thomas. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:21:y:1991:i:01:p:93-109_00.

Full description at Econpapers || Download paper

16
492005The Density of the Time to Ruin in the Classical Poisson Risk Model. (2005). David, ; Willmot, Gordon E. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:35:y:2005:i:01:p:45-60_01.

Full description at Econpapers || Download paper

16
501990Estimation in the Pareto Distribution. (1990). Rytgaard, Mette . In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:20:y:1990:i:02:p:201-216_00.

Full description at Econpapers || Download paper

16
50 most relevant documents in this series (papers most cited in the last two years)
#YearTitleCited
12007A Primer on Copulas for Count Data. (2007). Nelehova, Johanna ; Genest, Christian. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:37:y:2007:i:02:p:475-515_01.

Full description at Econpapers || Download paper

24
21996Premium Calculation by Transforming the Layer Premium Density. (1996). Wang, Shaun . In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:26:y:1996:i:01:p:71-92_00.

Full description at Econpapers || Download paper

23
32008A Universal Pricing Framework for Guaranteed Minimum Benefits in Variable Annuities. (2008). Bauer, Daniel ; Russ, Jochen ; Kling, Alexander . In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:38:y:2008:i:02:p:621-651_01.

Full description at Econpapers || Download paper

21
41993Distribution-free Calculation of the Standard Error of Chain Ladder Reserve Estimates. (1993). Mack, Thomas. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:23:y:1993:i:02:p:213-225_01.

Full description at Econpapers || Download paper

20
52006Pricing Death: Frameworks for the Valuation and Securitization of Mortality Risk. (2006). Blake, David ; Dowd, Kevin. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:36:y:2006:i:01:p:79-120_01.

Full description at Econpapers || Download paper

15
62007Optimal Retention for a Stop-loss Reinsurance Under the VaR and CTE Risk Measures. (2007). Cai, Jun ; Tan, Ken Seng. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:37:y:2007:i:01:p:93-112_01.

Full description at Econpapers || Download paper

14
72011Modelling Adult Mortality in Small Populations: The Saint Model. (2011). Jarner, Soren Fiig ; Kryger, Esben Masotti . In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:41:y:2011:i:02:p:377-418_00.

Full description at Econpapers || Download paper

13
81997Estimating the Tails of Loss Severity Distributions Using Extreme Value Theory. (1997). McNeil, Alexander J. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:27:y:1997:i:01:p:117-137_01.

Full description at Econpapers || Download paper

13
92011Optimal Reinsurance under VaR and CVaR Risk Measures: a Simplified Approach. (2011). Chi, Yichun ; Tan, Ken Seng. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:41:y:2011:i:02:p:487-509_00.

Full description at Econpapers || Download paper

12
102002A Universal Framework for Pricing Financial and Insurance Risks. (2002). Wang, Shaun S. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:32:y:2002:i:02:p:213-234_01.

Full description at Econpapers || Download paper

12
112011Randomized Observation Periods for the Compound Poisson Risk Model: Dividends. (2011). Albrecher, Hansjorg ; Thonhauser, Stefan. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:41:y:2011:i:02:p:645-672_00.

Full description at Econpapers || Download paper

12
121981Recursive Evaluation of a Family of Compound Distributions. (1981). Panjer, Harry H. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:12:y:1981:i:01:p:22-26_00.

Full description at Econpapers || Download paper

12
132006Tail Variance Premium with Applications for Elliptical Portfolio of Risks. (2006). Landsman, Zinoviy ; Furman, Edward. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:36:y:2006:i:02:p:433-462_01.

Full description at Econpapers || Download paper

11
142013ON OPTIMAL DIVIDENDS IN THE DUAL MODEL. (2013). Bayraktar, Erhan ; Kyprianou, Andreas E ; Yamazaki, Kazutoshi. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:43:y:2013:i:03:p:359-372_00.

Full description at Econpapers || Download paper

10
152011Bayesian Stochastic Mortality Modelling for Two Populations. (2011). Blake, David ; Khalaf-Allah, Marwa ; Coughlan, Guy D ; Dowd, Kevin. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:41:y:2011:i:01:p:29-59_00.

Full description at Econpapers || Download paper

9
162009Risk Measures and Efficient use of Capital. (2009). Artzner, Philippe ; Delbaen, Freddy ; Koch-Medina, Pablo. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:39:y:2009:i:01:p:101-116_00.

Full description at Econpapers || Download paper

9
172017REFRACTION–REFLECTION STRATEGIES IN THE DUAL MODEL. (2017). Yamazaki, Kazutoshi ; Perez, Jose-Luis. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:47:y:2017:i:01:p:199-238_00.

Full description at Econpapers || Download paper

8
181974On Additive Premium Calculation Principles. (1974). Gerber, Hans U. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:7:y:1974:i:03:p:215-222_00.

Full description at Econpapers || Download paper

7
191979Optimal Risk Exchanges. (1979). Buhlmann, Hans ; Jewell, William S. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:10:y:1979:i:03:p:243-262_00.

Full description at Econpapers || Download paper

7
202010The Devil is in the Tails: Actuarial Mathematics and the Subprime Mortgage Crisis. (2010). Donnelly, Catherine ; Embrechts, Paul. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:40:y:2010:i:01:p:1-33_00.

Full description at Econpapers || Download paper

6
212016Pricing in Reinsurance Bargaining with Comonotonic Additive Utility Functions. (2016). Zhuang, Sheng Chao ; Boonen, Tim J ; Tan, Ken Seng. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:46:y:2016:i:02:p:507-530_00.

Full description at Econpapers || Download paper

6
222003Common Poisson Shock Models: Applications to Insurance and Credit Risk Modelling. (2003). McNeil, Alexander J ; Lindskog, Filip. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:33:y:2003:i:02:p:209-238_01.

Full description at Econpapers || Download paper

6
231999On Multivariate Panjer Recursions. (1999). Sundt, Bjorn . In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:29:y:1999:i:01:p:29-45_00.

Full description at Econpapers || Download paper

6
241969The optimal reinsurance treaty. (1969). Borch, Karl . In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:5:y:1969:i:02:p:293-297_00.

Full description at Econpapers || Download paper

6
252016Equitable Retirement Income Tontines: Mixing Cohorts Without Discriminating. (2016). Milevsky, Moshe A ; Salisbury, Thomas S. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:46:y:2016:i:03:p:571-604_00.

Full description at Econpapers || Download paper

6
262010Optimal Risk Control for The Excess of Loss Reinsurance Policies. (2010). Meng, Hui ; Zhang, Xin. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:40:y:2010:i:01:p:179-197_00.

Full description at Econpapers || Download paper

6
271960Reciprocal Reinsurance Treaties. (1960). Borch, Karl . In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:1:y:1960:i:04:p:170-191_00.

Full description at Econpapers || Download paper

6
282012On the Calculation of the Solvency Capital Requirement Based on Nested Simulations. (2012). Bauer, Daniel ; Singer, Daniela ; Reuss, Andreas . In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:42:y:2012:i:02:p:453-499_00.

Full description at Econpapers || Download paper

6
292005EM Algorithm for Mixed Poisson and Other Discrete Distributions. (2005). Karlis, Dimitris. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:35:y:2005:i:01:p:3-24_01.

Full description at Econpapers || Download paper

6
302014Fundamental Definition of the Solvency Capital Requirement in Solvency II. (2014). Christiansen, Marcus C ; Niemeyer, Andreas . In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:44:y:2014:i:03:p:501-533_00.

Full description at Econpapers || Download paper

6
311996Dependency of Risks and Stop-Loss Order. (1996). Dhaene, Jan ; Goovaerts, Marc J. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:26:y:1996:i:02:p:201-212_00.

Full description at Econpapers || Download paper

6
322016Optimal Reinsurance from the Perspectives of both an Insurer and a Reinsurer. (2016). Cai, Jun ; Liu, Fangda ; Lemieux, Christiane . In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:46:y:2016:i:03:p:815-849_00.

Full description at Econpapers || Download paper

6
331993Prediction of Outstanding Liabilities in Non-Life Insurance. (1993). Norberg, Ragnar. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:23:y:1993:i:01:p:95-115_00.

Full description at Econpapers || Download paper

5
342015Competitive Equilibria with Distortion Risk Measures. (2015). Boonen, Tim J. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:45:y:2015:i:03:p:703-728_00.

Full description at Econpapers || Download paper

5
352009Model Uncertainty in Claims Reserving within Tweedies Compound Poisson Models. (2009). Shevchenko, Pavel V ; Peters, Gareth W ; Wuthrich, Mario V. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:39:y:2009:i:01:p:1-33_00.

Full description at Econpapers || Download paper

5
362012Key Q-Duration: A Framework for Hedging Longevity Risk. (2012). Luo, Ancheng ; Li, Johnny Siu-Hang. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:42:y:2012:i:02:p:413-452_00.

Full description at Econpapers || Download paper

5
372011The Impact of Stochastic Volatility on Pricing, Hedging, and Hedge Efficiency of Withdrawal Benefit Guarantees in Variable Annuities. (2011). Kling, Alexander ; Russ, Jochen ; Ruez, Frederik . In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:41:y:2011:i:02:p:511-545_00.

Full description at Econpapers || Download paper

5
382004Some Optimal Dividends Problems. (2004). David, ; Waters, Howard R. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:34:y:2004:i:01:p:49-74_01.

Full description at Econpapers || Download paper

5
392000Some Notes on the Dynamics and Optimal Control of Stochastic Pension Fund Models in Continuous Time. (2000). Cairns, Andrew . In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:30:y:2000:i:01:p:19-55_00.

Full description at Econpapers || Download paper

5
401989A Generalization of Automobile Insurance Rating Models: The Negative Binomial Distribution with a Regression Component. (1989). Dionne, Georges ; Vanasse, Charles . In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:19:y:1989:i:02:p:199-212_00.

Full description at Econpapers || Download paper

5
412011Optimal Dividends and Capital Injections in the Dual Model with Diffusion. (2011). Avanzi, Benjamin ; Wong, Bernard ; Shen, Jonathan . In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:41:y:2011:i:02:p:611-644_00.

Full description at Econpapers || Download paper

5
421999The Standard Error of Chain Ladder Reserve Estimates: Recursive Calculation and Inclusion of a Tail Factor. (1999). Mack, Thomas. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:29:y:1999:i:02:p:361-366_01.

Full description at Econpapers || Download paper

5
432008Credibility for the Chain Ladder Reserving Method. (2008). Wuthrich, Mario V ; Gisler, Alois . In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:38:y:2008:i:02:p:565-600_01.

Full description at Econpapers || Download paper

5
441990Bayes and Empirical Bayes Estimation for the Chain Ladder Model. (1990). Verrall, R J. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:20:y:1990:i:02:p:217-243_00.

Full description at Econpapers || Download paper

5
452008Optimal Dividends in the Dual Model with Diffusion. (2008). Avanzi, Benjamin ; Gerber, Hans U. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:38:y:2008:i:02:p:653-667_01.

Full description at Econpapers || Download paper

5
462012Reinsurance Arrangements Minimizing the Risk-Adjusted Value of an Insurers Liability. (2012). Chi, Yichun. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:42:y:2012:i:02:p:529-557_00.

Full description at Econpapers || Download paper

5
472000Pricing Risk Transfer Transactions. (2000). Lane, Morton N. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:30:y:2000:i:02:p:259-293_01.

Full description at Econpapers || Download paper

5
482014State-Dependent Fees for Variable Annuity Guarantees. (2014). Hardy, Mary ; Bernard, Carole ; MacKay, Anne. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:44:y:2014:i:03:p:559-585_00.

Full description at Econpapers || Download paper

5
491991Cooperative Game Theory and its Insurance Applications. (1991). Lemaire, Jean . In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:21:y:1991:i:01:p:17-40_00.

Full description at Econpapers || Download paper

5
502014On the Optimal Dividend Problem for a Spectrally Positive Lévy Process. (2014). Wen, Yuzhen ; Zhao, Yongxia ; Yin, Chuancun. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:44:y:2014:i:03:p:635-651_00.

Full description at Econpapers || Download paper

5
Citing documents used to compute impact factor: 33
YearTitle
2018Financial Big Data Solutions for State Space Panel Regression in Interest Rate Dynamics. (2018). Toczydlowska, Dorota ; Peters, Gareth W. In: Econometrics. RePEc:gam:jecnmx:v:6:y:2018:i:3:p:34-:d:158660.

Full description at Econpapers || Download paper

2018Insurance loss coverage and demand elasticities. (2018). Hao, Mingjie ; Thomas, Guy R ; Tapadar, Pradip ; MacDonald, Angus S. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:79:y:2018:i:c:p:15-25.

Full description at Econpapers || Download paper

2018Hybrid continuous and periodic barrier strategies in the dual model: optimality and fluctuation identities. (2018). Yamazaki, Kazutoshi. In: Papers. RePEc:arx:papers:1612.02444.

Full description at Econpapers || Download paper

2018Mixed Periodic-Classical Barrier Strategies for Lévy Risk Processes. (2018). Perez, Jose-Luis ; Yamazaki, Kazutoshi. In: Risks. RePEc:gam:jrisks:v:6:y:2018:i:2:p:33-:d:139765.

Full description at Econpapers || Download paper

2018Enhancing risk management for an aging world. (2018). Mitchell, Olivia S. In: The Geneva Papers on Risk and Insurance Theory. RePEc:kap:geneva:v:43:y:2018:i:2:d:10.1057_s10713-018-0027-x.

Full description at Econpapers || Download paper

2018Enhancing risk management for an aging world. (2018). Mitchell, Olivia S. In: The Geneva Risk and Insurance Review. RePEc:pal:genrir:v:43:y:2018:i:2:d:10.1057_s10713-018-0027-x.

Full description at Econpapers || Download paper

2018Non-cooperative dynamic games for general insurance markets. (2018). Boonen, Tim J ; Wu, Renchao ; Pantelous, Athanasios A. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:78:y:2018:i:c:p:123-135.

Full description at Econpapers || Download paper

2018“The transition towards semi-autonomous vehicle insurance: the contribution of usage-based data”. (2018). Guillen, Montserrat ; Perez-Marin, Ana M. In: IREA Working Papers. RePEc:ira:wpaper:201811.

Full description at Econpapers || Download paper

2018Unravelling the predictive power of telematics data in car insurance pricing. (2018). Verbelen, Roel ; Claeskens, Gerda ; Antonio, Katrien. In: Journal of the Royal Statistical Society Series C. RePEc:bla:jorssc:v:67:y:2018:i:5:p:1275-1304.

Full description at Econpapers || Download paper

2018
2018Robust reinsurance contracts with uncertainty about jump risk. (2018). Hu, Duni ; Wang, Hailong ; Chen, Shou. In: European Journal of Operational Research. RePEc:eee:ejores:v:266:y:2018:i:3:p:1175-1188.

Full description at Econpapers || Download paper

2018Insurance with multiple insurers: A game-theoretic approach. (2018). Asimit, Vali ; Boonen, Tim J. In: European Journal of Operational Research. RePEc:eee:ejores:v:267:y:2018:i:2:p:778-790.

Full description at Econpapers || Download paper

2018On the Bail-Out Optimal Dividend Problem. (2018). , ; Yu, Xiang ; Yamazaki, Kazutoshi. In: Papers. RePEc:arx:papers:1709.06348.

Full description at Econpapers || Download paper

2018Spectrally negative Lévy processes with Parisian reflection below and classical reflection above. (2018). Avram, Florin ; Yamazaki, Kazutoshi ; Perez, Jose-Luis. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:128:y:2018:i:1:p:255-290.

Full description at Econpapers || Download paper

2018On the refracted–reflected spectrally negative Lévy processes. (2018). Perez, Jose-Luis ; Yamazaki, Kazutoshi. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:128:y:2018:i:1:p:306-331.

Full description at Econpapers || Download paper

2018On the Bail-Out Optimal Dividend Problem. (2018). Perez, Jose-Luis ; Yu, Xiang ; Yamazaki, Kazutoshi. In: Journal of Optimization Theory and Applications. RePEc:spr:joptap:v:179:y:2018:i:2:d:10.1007_s10957-018-1340-3.

Full description at Econpapers || Download paper

2018Optimality of multi-refraction control strategies in the dual model. (2018). Czarna, Irmina ; Yamazaki, Kazutoshi ; Perez, Jose-Luis. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:83:y:2018:i:c:p:148-160.

Full description at Econpapers || Download paper

2018Optimal risk allocation in reinsurance networks. (2018). Bauerle, Nicole ; Glauner, Alexander. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:82:y:2018:i:c:p:37-47.

Full description at Econpapers || Download paper

2018Longevity Risk Management and the Development of a Value-Based Longevity Index. (2018). Chang, Yang ; Sherris, Michael. In: Risks. RePEc:gam:jrisks:v:6:y:2018:i:1:p:10-:d:131400.

Full description at Econpapers || Download paper

2018A comparative study of pricing approaches for longevity instruments. (2018). Leung, Melvern ; Ohare, Colin ; Fung, Man Chung. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:82:y:2018:i:c:p:95-116.

Full description at Econpapers || Download paper

2018Bayesian nonparametric regression models for modeling and predicting healthcare claims. (2018). Richardson, Robert ; Hartman, Brian. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:83:y:2018:i:c:p:1-8.

Full description at Econpapers || Download paper

2018Financial Risk Measurement and Prediction Modelling for Sustainable Development of Business Entities Using Regression Analysis. (2018). Valaskova, Katarina ; Adamko, Peter ; Svabova, Lucia ; Kliestik, Tomas. In: Sustainability. RePEc:gam:jsusta:v:10:y:2018:i:7:p:2144-:d:154028.

Full description at Econpapers || Download paper

2018Credibility Methods for Individual Life Insurance. (2018). Gong, Yikai ; Provencher, Matthew ; Moore, Kristen ; Milazzo, Maria ; Li, Zhuangdi. In: Risks. RePEc:gam:jrisks:v:6:y:2018:i:4:p:144-:d:189754.

Full description at Econpapers || Download paper

2018Long-term care models and dependence probability tables by acuity level: New empirical evidence from Switzerland. (2018). Fuino, Michel ; Wagner, Joel. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:81:y:2018:i:c:p:51-70.

Full description at Econpapers || Download paper

2018Representation Results for Law Invariant Recursive Dynamic Deviation Measures and Risk Sharing. (2018). Stadje, Mitja. In: Papers. RePEc:arx:papers:1811.09615.

Full description at Econpapers || Download paper

2018Trends in the Quantiles of the Life Table Survivorship Function. (2018). Chuliá, Helena ; Guillen, Montserrat ; Uribe, Jorge M. In: European Journal of Population. RePEc:spr:eurpop:v:34:y:2018:i:5:d:10.1007_s10680-017-9460-2.

Full description at Econpapers || Download paper

2018Using Taiwan National Health Insurance Database to model cancer incidence and mortality rates. (2018). Yue, Jack C ; Su, Wei-Ping ; Leong, Yin-Yee ; Wang, Hsin-Chung. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:78:y:2018:i:c:p:316-324.

Full description at Econpapers || Download paper

2018A Unique Bond: Twin Bereavement and Lifespan Associations of Identical and Fraternal Twins. (2018). van den Berg, Gerard J ; Drepper, Bettina. In: IZA Discussion Papers. RePEc:iza:izadps:dp11448.

Full description at Econpapers || Download paper

2018Actuarial accounting for a notional defined contribution scheme combining retirement and longterm care benefits. (2018). VIDAL-MELIA, CARLOS ; Perez-Salamero, Juan Manuel ; Ventura-Marco, Manuel. In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1816.

Full description at Econpapers || Download paper

2018Social Insurance Accounting for a Notional Defined Contribution Scheme Combining Retirement and Long-Term Care Benefits. (2018). VIDAL-MELIA, CARLOS ; Perez-Salamero, Juan Manuel ; Ventura-Marco, Manuel. In: Sustainability. RePEc:gam:jsusta:v:10:y:2018:i:8:p:2832-:d:162929.

Full description at Econpapers || Download paper

2018Banach Contraction Principle and ruin probabilities in regime-switching models. (2018). Gajek, Lesaw ; Rud, Marcin . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:80:y:2018:i:c:p:45-53.

Full description at Econpapers || Download paper

2018Continuity inequalities for multidimensional renewal risk models. (2018). Gordienko, E ; Vazquez-Ortega, P. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:82:y:2018:i:c:p:48-54.

Full description at Econpapers || Download paper

2018
Recent citations
Recent citations received in 2018

YearCiting document
2018Choice of Benchmark When Forecasting Long-term Stock Returns. (2018). Kyriakou, Ioannis ; Scholz, Michael ; Nielsen, Jens Perch ; Mousavi, Parastoo. In: Graz Economics Papers. RePEc:grz:wpaper:2018-08.

Full description at Econpapers || Download paper

Recent citations received in 2017

YearCiting document
2017Phase-type Approximation of the Gerber-Shiu Function. (2017). Yamazaki, Kazutoshi. In: Papers. RePEc:arx:papers:1701.02798.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2017Multiple risk factor dependence structures: Copulas and related properties. (2017). Su, Jianxi ; Furman, Edward. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:74:y:2017:i:c:p:109-121.

Full description at Econpapers || Download paper

2017Multiple risk factor dependence structures: Distributional properties. (2017). Su, Jianxi ; Furman, Edward. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:76:y:2017:i:c:p:56-68.

Full description at Econpapers || Download paper

2017Pareto-optimal reinsurance arrangements under general model settings. (2017). Cai, Jun ; Wang, Ruodu ; Liu, Haiyan. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:77:y:2017:i:c:p:24-37.

Full description at Econpapers || Download paper

2017Optimal two-stage pricing strategies from the seller’s perspective under the uncertainty of buyer’s decisions. (2017). Egozcue, Martin ; Zitikis, Riardas ; Wu, Jiang. In: Journal of Statistical Distributions and Applications. RePEc:spr:jstada:v:4:y:2017:i:1:d:10.1186_s40488-017-0067-2.

Full description at Econpapers || Download paper

Recent citations received in 2016

YearCiting document
2016Modelling Socio-Economic Differences in the Mortality of Danish Males Using a New Affluence Index. (2016). Blake, David ; Kallestrup-Lamb, Malene ; Dowd, Kevin. In: CREATES Research Papers. RePEc:aah:create:2016-14.

Full description at Econpapers || Download paper

2016Optimal mix between pay-as-you-go and funding for DC pension schemes in an overlapping generations model. (2016). Alonso-Garcia, J ; Devolder, P. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:70:y:2016:i:c:p:224-236.

Full description at Econpapers || Download paper

2016Stochastic loss reserving with dependence: A flexible multivariate Tweedie approach. (2016). Avanzi, Benjamin ; Wong, Bernard ; Vu, Phuong Anh ; Taylor, Greg. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:71:y:2016:i:c:p:63-78.

Full description at Econpapers || Download paper

Recent citations received in 2015

YearCiting document
2015Multivariate Stop loss Mixed Erlang Reinsurance risk: Aggregation, Capital allocation and Default risk. (2015). Ratovomirija, Gildas . In: Papers. RePEc:arx:papers:1501.07297.

Full description at Econpapers || Download paper

2015On two families of bivariate distributions with exponential marginals: Aggregation and capital allocation. (2015). Cossette, Helene ; Perreault, Samuel ; Marceau, Etienne. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:64:y:2015:i:c:p:214-224.

Full description at Econpapers || Download paper

2015Optimal retirement income tontines. (2015). Milevsky, Moshe A ; Salisbury, Thomas S. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:64:y:2015:i:c:p:91-105.

Full description at Econpapers || Download paper

2015A note on order statistics in the mixed Erlang case. (2015). Landriault, David ; Willmot, Gordon E ; Moutanabbir, Khouzeima. In: Statistics & Probability Letters. RePEc:eee:stapro:v:106:y:2015:i:c:p:13-18.

Full description at Econpapers || Download paper