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Citation Profile [Updated: 2019-09-04 10:18:12]
5 Years H
9
Impact Factor
0.11
5 Years IF
0.16
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 0 0 0 0 0 0 0 0 0.04
1991 0 0.1 0 0 0 0 0 0 0 0 0 0 0.04
1992 0 0.09 0 0 0 0 0 0 0 0 0 0 0.04
1993 0 0.11 0 0 0 0 0 0 0 0 0 0 0.05
1994 0 0.11 0 0 0 0 0 0 0 0 0 0 0.04
1995 0 0.19 0 0 0 0 0 0 0 0 0 0 0.07
1996 0 0.22 0 0 0 0 0 0 0 0 0 0 0.09
1997 0 0.26 0 0 89 89 0 0 0 0 0 0 0.09
1998 0 0.27 0 0 97 186 56 0 89 89 0 0 0.1
1999 0.01 0.31 0.02 0.01 102 288 26 7 7 186 2 186 2 0 5 0.05 0.13
2000 0.01 0.38 0.01 0.01 84 372 22 4 11 199 2 288 2 0 2 0.02 0.15
2001 0.01 0.39 0 0.01 76 448 13 2 13 186 1 372 2 0 0 0.14
2002 0.02 0.4 0.02 0.01 48 496 14 8 21 160 3 448 6 0 1 0.02 0.17
2003 0.02 0.42 0.02 0.02 52 548 25 10 31 124 3 407 10 0 0 0.18
2004 0.01 0.47 0.02 0.01 56 604 41 12 43 100 1 362 3 0 0 0.19
2005 0.04 0.51 0.01 0.02 55 659 24 7 50 108 4 316 6 0 0 0.2
2006 0.03 0.5 0.01 0.02 59 718 18 5 55 111 3 287 5 0 0 0.2
2007 0 0.44 0.01 0.01 70 788 14 4 59 114 270 3 0 0 0.17
2008 0.01 0.47 0.01 0.01 41 829 7 10 69 129 1 292 4 0 0 0.19
2009 0.01 0.49 0.02 0.01 36 865 32 15 84 111 1 281 2 0 0 0.19
2010 0.03 0.46 0.01 0.02 33 898 8 13 97 77 2 261 5 0 0 0.16
2011 0.03 0.48 0.02 0.02 33 931 30 21 118 69 2 239 4 0 5 0.15 0.19
2012 0.03 0.51 0.01 0.01 15 946 1 6 124 66 2 213 3 0 0 0.19
2013 0.02 0.58 0.01 0.01 22 968 15 4 129 48 1 158 1 0 0 0.2
2014 0.05 0.58 0.02 0.05 30 998 28 20 149 37 2 139 7 0 0 0.19
2015 0.06 0.59 0.02 0.04 23 1021 10 19 168 52 3 133 5 0 1 0.04 0.19
2016 0.04 0.64 0.03 0.02 28 1049 3 28 196 53 2 123 3 0 0 0.19
2017 0.04 0.66 0.03 0.04 35 1084 9 36 232 51 2 118 5 3 8.3 0 0.2
2018 0.11 0.89 0.09 0.16 25 1109 8 97 329 63 7 138 22 0 4 0.16 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
11998Understanding Relationships Using Copulas. (1998). Frees, Edward ; Valdez, Emiliano . In: North American Actuarial Journal. RePEc:taf:uaajxx:v:2:y:1998:i:1:p:1-25.

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25
22009A Quantitative Comparison of Stochastic Mortality Models Using Data From England and Wales and the United States. (2009). Cairns, Andrew ; Balevich, Igor ; Ong, Alen ; Epstein, David ; Coughlan, Guy ; Dowd, Kevin ; Blake, David. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:13:y:2009:i:1:p:1-35.

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20
32004Optimal Investment Strategy to Minimize the Probability of Lifetime Ruin. (2004). Young, Virginia . In: North American Actuarial Journal. RePEc:taf:uaajxx:v:8:y:2004:i:4:p:106-126.

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15
41998On the Time Value of Ruin. (1998). Gerber, Hans ; Shiu, Elias. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:2:y:1998:i:1:p:48-72.

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15
52011Explaining Mortality Dynamics. (2011). Hanewald, Katja . In: North American Actuarial Journal. RePEc:taf:uaajxx:v:15:y:2011:i:2:p:290-314.

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11
61999Extreme Value Theory as a Risk Management Tool. (1999). Embrechts, Paul ; Samorodnitsky, Gennady ; Resnick, Sidney. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:3:y:1999:i:2:p:30-41.

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11
71999Social Security. (1999). Myers, Robert. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:3:y:1999:i:4:p:59-63.

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10
82003Tail Conditional Expectations for Elliptical Distributions. (2003). Landsman, Zinoviy ; Valdez, Emiliano . In: North American Actuarial Journal. RePEc:taf:uaajxx:v:7:y:2003:i:4:p:55-71.

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10
92014Developing Equity Release Markets: Risk Analysis for Reverse Mortgages and Home Reversions. (2014). Lai, Daniela ; Sherris, Michael ; Hanewald, Katja ; Cho, Daniel ; Chen, Hua ; Alai, Daniel . In: North American Actuarial Journal. RePEc:taf:uaajxx:v:18:y:2014:i:1:p:217-241.

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9
102005Minimizing the Probability of Ruin When Claims Follow Brownian Motion with Drift. (2005). Promislow, David S ; Young, Virginia . In: North American Actuarial Journal. RePEc:taf:uaajxx:v:9:y:2005:i:3:p:110-128.

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9
112011Mortality Regimes and Pricing. (2011). Milidonis, Andreas ; Cox, Samuel ; Lin, Yijia. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:15:y:2011:i:2:p:266-289.

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8
122000The Lee-Carter Method for Forecasting Mortality, with Various Extensions and Applications. (2000). Lee, Ronald. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:4:y:2000:i:1:p:80-91.

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8
131998Social Security. (1998). Brown, Robert. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:2:y:1998:i:2:p:1-23.

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7
142004Efficient Gain and Loss Amortization and Optimal Funding in Pension Plans. (2004). Owadally, Iqbal M ; Steven, Haberman. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:8:y:2004:i:1:p:21-36.

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7
152007Natural Hedging of Life and Annuity Mortality Risks. (2007). Cox, Samuel ; Lin, Yijia. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:11:y:2007:i:3:p:1-15.

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7
162002Fair Value of Liabilities: The Financial Economics Perspective. (2002). Babbel, David ; Merrill, Craig ; Gold, Jeremy . In: North American Actuarial Journal. RePEc:taf:uaajxx:v:6:y:2002:i:1:p:12-27.

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6
172000The Integration of the Financial Services Industry. (2000). Berger, Allen . In: North American Actuarial Journal. RePEc:taf:uaajxx:v:4:y:2000:i:3:p:25-45.

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6
182003Empirical Estimation of Risk Measures and Related Quantities. (2003). Jones, Bruce ; Zitikis, Riardas. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:7:y:2003:i:4:p:44-54.

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5
192009Strategies for Dividend Distribution: A Review. (2009). Avanzi, Benjamin. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:13:y:2009:i:2:p:217-251.

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5
202013Life Insurance Purchasing to Maximize Utility of Household Consumption. (2013). Bayraktar, Erhan ; Young, Virginia . In: North American Actuarial Journal. RePEc:taf:uaajxx:v:17:y:2013:i:2:p:114-135.

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5
212011Measuring Basis Risk in Longevity Hedges. (2011). Li, Johnny ; Hardy, Mary . In: North American Actuarial Journal. RePEc:taf:uaajxx:v:15:y:2011:i:2:p:177-200.

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5
222015Multistate Actuarial Models of Functional Disability. (2015). Fong, Joelle H ; Sherris, Michael ; Shao, Adam W. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:19:y:2015:i:1:p:41-59.

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4
232006Optimal and Simple, Nearly Optimal Rules for Minimizing the Probability Of Financial Ruin in Retirement. (2006). Moore, Kristen ; Young, Virginia . In: North American Actuarial Journal. RePEc:taf:uaajxx:v:10:y:2006:i:4:p:145-161.

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4
242004Social Transfers And Income Inequality In Old Age. (2004). Brown, Robert ; Prus, Steven . In: North American Actuarial Journal. RePEc:taf:uaajxx:v:8:y:2004:i:4:p:30-36.

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4
252005Real Longevity Insurance with a Deductible: Introduction to Advanced-Life Delayed Annuities (ALDA). (2005). Milevsky, Moshe . In: North American Actuarial Journal. RePEc:taf:uaajxx:v:9:y:2005:i:4:p:109-122.

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4
262005The Time Value of Ruin in a Sparre Andersen Model. (2005). Gerber, Hans ; Shiu, Elias. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:9:y:2005:i:2:p:49-69.

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4
272004Optimal Dividends. (2004). Gerber, Hans ; Shiu, Elias. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:8:y:2004:i:1:p:1-20.

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4
282014On the Modeling and Forecasting of Socioeconomic Mortality Differentials: An Application to Deprivation and Mortality in England. (2014). Villegas, Andres ; Haberman, Steven. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:18:y:2014:i:1:p:168-193.

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4
292006On Optimal Dividend Strategies In The Compound Poisson Model. (2006). Gerber, Hans ; Shiu, Elias. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:10:y:2006:i:2:p:76-93.

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4
301998An Actuarial Index of the Right-Tail Risk. (1998). Wang, Shaun . In: North American Actuarial Journal. RePEc:taf:uaajxx:v:2:y:1998:i:2:p:88-101.

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4
312002Estimating International Adverse Selection in Annuities. (2002). Mitchell, Olivia ; McCarthy, David. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:6:y:2002:i:4:p:38-54.

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4
322001A Regime-Switching Model of Long-Term Stock Returns. (2001). Hardy, Mary . In: North American Actuarial Journal. RePEc:taf:uaajxx:v:5:y:2001:i:2:p:41-53.

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3
332004Some Nonlinear Threshold Autoregressive Time Series Models for Actuarial Use. (2004). Chan, Wai-Sum ; Tong, Howell ; Wong, Albert. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:8:y:2004:i:4:p:37-61.

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3
342013Forecasting Mortality Trends Allowing for Cause-of-Death Mortality Dependence. (2013). Arnold, Severine ; Sherris, Michael. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:17:y:2013:i:4:p:273-282.

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3
352004Optimal Investment for an Insurer to Minimize Its Probability of Ruin. (2004). Liu, Chi ; Yang, Hailiang. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:8:y:2004:i:2:p:11-31.

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3
362014A Comparative Study of Risk Measures for Guaranteed Minimum Maturity Benefits by a PDE Method. (2014). Feng, Runhuan. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:18:y:2014:i:4:p:445-461.

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3
372011Optimal Reinsurance and Investment for a Jump Diffusion Risk Process under the CEV Model. (2011). Lin, Xiang. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:15:y:2011:i:3:p:417-431.

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3
381998Mortality Change and Forecasting. (1998). Tuljapurkar, Shripad ; Boe, Carl. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:2:y:1998:i:4:p:13-47.

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3
392003Pricing Guaranteed Life Insurance Participating Policies with Annual Premiums and Surrender Option. (2003). Bacinello, Anna Rita . In: North American Actuarial Journal. RePEc:taf:uaajxx:v:7:y:2003:i:3:p:1-17.

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3
402010Modeling and Evaluating Insurance Losses Via Mixtures of Erlang Distributions. (2010). Lee, Simon ; Lin, X. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:14:y:2010:i:1:p:107-130.

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3
412009Analysis of a Generalized Penalty Function in a Semi-Markovian Risk Model. (2009). Cheung, Eric ; Landriault, David. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:13:y:2009:i:4:p:497-513.

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2
422018Demography and Inflation: An International Study. (2018). Andrews, Doug ; Zhou, Chenggang ; Wirjanto, Tony ; Oberoi, Jaideep. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:22:y:2018:i:2:p:210-222.

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2
432006Toward a Unified Approach to Fitting Loss Models. (2006). Klugman, Stuart ; Rioux, Jacques. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:10:y:2006:i:1:p:63-83.

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2
442005Modeling Surrender and Lapse Rates With Economic Variables. (2005). Kim, Changki. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:9:y:2005:i:4:p:56-70.

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2
452000Catastrophe Risk Bonds. (2000). Cox, Samuel ; Pedersen, Hal. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:4:y:2000:i:4:p:56-82.

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2
462010Conditional Tail Moments of the Exponential Family and Its Related Distributions. (2010). Kim, Joseph. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:14:y:2010:i:2:p:198-216.

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2
471999Application of Coherent Risk Measures to Capital Requirements in Insurance. (1999). Artzner, Philippe. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:3:y:1999:i:2:p:11-25.

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2
482007Normalized Exponential Tilting. (2007). Wang, Shaun . In: North American Actuarial Journal. RePEc:taf:uaajxx:v:11:y:2007:i:3:p:89-99.

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2
492009Weighted Pricing Functionals With Applications to Insurance. (2009). Furman, Edward ; Zitikis, Riardas. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:13:y:2009:i:4:p:483-496.

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2
502017Variable Annuities with VIX-Linked Fee Structure under a Heston-Type Stochastic Volatility Model. (2017). Cui, Zhenyu ; MacKay, Anne ; Feng, Runhuan. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:21:y:2017:i:3:p:458-483.

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2
50 most relevant documents in this series (papers most cited in the last two years)
#YearTitleCited
12009A Quantitative Comparison of Stochastic Mortality Models Using Data From England and Wales and the United States. (2009). Cairns, Andrew ; Balevich, Igor ; Ong, Alen ; Epstein, David ; Coughlan, Guy ; Dowd, Kevin ; Blake, David. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:13:y:2009:i:1:p:1-35.

Full description at Econpapers || Download paper

16
22005Minimizing the Probability of Ruin When Claims Follow Brownian Motion with Drift. (2005). Promislow, David S ; Young, Virginia . In: North American Actuarial Journal. RePEc:taf:uaajxx:v:9:y:2005:i:3:p:110-128.

Full description at Econpapers || Download paper

9
31998On the Time Value of Ruin. (1998). Gerber, Hans ; Shiu, Elias. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:2:y:1998:i:1:p:48-72.

Full description at Econpapers || Download paper

7
41999Extreme Value Theory as a Risk Management Tool. (1999). Embrechts, Paul ; Samorodnitsky, Gennady ; Resnick, Sidney. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:3:y:1999:i:2:p:30-41.

Full description at Econpapers || Download paper

7
52014Developing Equity Release Markets: Risk Analysis for Reverse Mortgages and Home Reversions. (2014). Lai, Daniela ; Sherris, Michael ; Hanewald, Katja ; Cho, Daniel ; Chen, Hua ; Alai, Daniel . In: North American Actuarial Journal. RePEc:taf:uaajxx:v:18:y:2014:i:1:p:217-241.

Full description at Econpapers || Download paper

6
61998Understanding Relationships Using Copulas. (1998). Frees, Edward ; Valdez, Emiliano . In: North American Actuarial Journal. RePEc:taf:uaajxx:v:2:y:1998:i:1:p:1-25.

Full description at Econpapers || Download paper

6
72007Natural Hedging of Life and Annuity Mortality Risks. (2007). Cox, Samuel ; Lin, Yijia. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:11:y:2007:i:3:p:1-15.

Full description at Econpapers || Download paper

5
82011Mortality Regimes and Pricing. (2011). Milidonis, Andreas ; Cox, Samuel ; Lin, Yijia. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:15:y:2011:i:2:p:266-289.

Full description at Econpapers || Download paper

5
92011Explaining Mortality Dynamics. (2011). Hanewald, Katja . In: North American Actuarial Journal. RePEc:taf:uaajxx:v:15:y:2011:i:2:p:290-314.

Full description at Econpapers || Download paper

5
102011Measuring Basis Risk in Longevity Hedges. (2011). Li, Johnny ; Hardy, Mary . In: North American Actuarial Journal. RePEc:taf:uaajxx:v:15:y:2011:i:2:p:177-200.

Full description at Econpapers || Download paper

5
112003Tail Conditional Expectations for Elliptical Distributions. (2003). Landsman, Zinoviy ; Valdez, Emiliano . In: North American Actuarial Journal. RePEc:taf:uaajxx:v:7:y:2003:i:4:p:55-71.

Full description at Econpapers || Download paper

4
122003Empirical Estimation of Risk Measures and Related Quantities. (2003). Jones, Bruce ; Zitikis, Riardas. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:7:y:2003:i:4:p:44-54.

Full description at Econpapers || Download paper

4
132015Multistate Actuarial Models of Functional Disability. (2015). Fong, Joelle H ; Sherris, Michael ; Shao, Adam W. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:19:y:2015:i:1:p:41-59.

Full description at Econpapers || Download paper

4
142014On the Modeling and Forecasting of Socioeconomic Mortality Differentials: An Application to Deprivation and Mortality in England. (2014). Villegas, Andres ; Haberman, Steven. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:18:y:2014:i:1:p:168-193.

Full description at Econpapers || Download paper

4
151998An Actuarial Index of the Right-Tail Risk. (1998). Wang, Shaun . In: North American Actuarial Journal. RePEc:taf:uaajxx:v:2:y:1998:i:2:p:88-101.

Full description at Econpapers || Download paper

4
162009Strategies for Dividend Distribution: A Review. (2009). Avanzi, Benjamin. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:13:y:2009:i:2:p:217-251.

Full description at Econpapers || Download paper

4
172010Modeling and Evaluating Insurance Losses Via Mixtures of Erlang Distributions. (2010). Lee, Simon ; Lin, X. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:14:y:2010:i:1:p:107-130.

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3
182013Forecasting Mortality Trends Allowing for Cause-of-Death Mortality Dependence. (2013). Arnold, Severine ; Sherris, Michael. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:17:y:2013:i:4:p:273-282.

Full description at Econpapers || Download paper

3
192005Real Longevity Insurance with a Deductible: Introduction to Advanced-Life Delayed Annuities (ALDA). (2005). Milevsky, Moshe . In: North American Actuarial Journal. RePEc:taf:uaajxx:v:9:y:2005:i:4:p:109-122.

Full description at Econpapers || Download paper

3
202004Optimal Investment for an Insurer to Minimize Its Probability of Ruin. (2004). Liu, Chi ; Yang, Hailiang. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:8:y:2004:i:2:p:11-31.

Full description at Econpapers || Download paper

3
212001A Regime-Switching Model of Long-Term Stock Returns. (2001). Hardy, Mary . In: North American Actuarial Journal. RePEc:taf:uaajxx:v:5:y:2001:i:2:p:41-53.

Full description at Econpapers || Download paper

3
222004Optimal Investment Strategy to Minimize the Probability of Lifetime Ruin. (2004). Young, Virginia . In: North American Actuarial Journal. RePEc:taf:uaajxx:v:8:y:2004:i:4:p:106-126.

Full description at Econpapers || Download paper

3
232017Efficient Greek Calculation of Variable Annuity Portfolios for Dynamic Hedging: A Two-Level Metamodeling Approach. (2017). Gan, Guojun ; Lin, Sheldon X. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:21:y:2017:i:2:p:161-177.

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2
242014A Comparative Study of Risk Measures for Guaranteed Minimum Maturity Benefits by a PDE Method. (2014). Feng, Runhuan. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:18:y:2014:i:4:p:445-461.

Full description at Econpapers || Download paper

2
252004Optimal Dividends. (2004). Gerber, Hans ; Shiu, Elias. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:8:y:2004:i:1:p:1-20.

Full description at Econpapers || Download paper

2
262010Conditional Tail Moments of the Exponential Family and Its Related Distributions. (2010). Kim, Joseph. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:14:y:2010:i:2:p:198-216.

Full description at Econpapers || Download paper

2
272007Normalized Exponential Tilting. (2007). Wang, Shaun . In: North American Actuarial Journal. RePEc:taf:uaajxx:v:11:y:2007:i:3:p:89-99.

Full description at Econpapers || Download paper

2
282003Economic Capital Allocation Derived from Risk Measures. (2003). Dhaene, Jan ; Kaas, Rob ; Goovaerts, Mark. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:7:y:2003:i:2:p:44-56.

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2
292009Weighted Pricing Functionals With Applications to Insurance. (2009). Furman, Edward ; Zitikis, Riardas. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:13:y:2009:i:4:p:483-496.

Full description at Econpapers || Download paper

2
302018Demography and Inflation: An International Study. (2018). Andrews, Doug ; Zhou, Chenggang ; Wirjanto, Tony ; Oberoi, Jaideep. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:22:y:2018:i:2:p:210-222.

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2
312011The Valuation of Guaranteed Lifelong Withdrawal Benefit Options in Variable Annuity Contracts and the Impact of Mortality Risk. (2011). Piscopo, Gabriella ; Haberman, Steven. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:15:y:2011:i:1:p:59-76.

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322011Optimal Reinsurance and Investment for a Jump Diffusion Risk Process under the CEV Model. (2011). Lin, Xiang. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:15:y:2011:i:3:p:417-431.

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332006Toward a Unified Approach to Fitting Loss Models. (2006). Klugman, Stuart ; Rioux, Jacques. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:10:y:2006:i:1:p:63-83.

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342015Causes-of-Death Mortality: What Do We Know on Their Dependence?. (2015). Arnold, Severine ; Sherris, Michael. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:19:y:2015:i:2:p:116-128.

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352002Estimating International Adverse Selection in Annuities. (2002). Mitchell, Olivia ; McCarthy, David. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:6:y:2002:i:4:p:38-54.

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362000The Lee-Carter Method for Forecasting Mortality, with Various Extensions and Applications. (2000). Lee, Ronald. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:4:y:2000:i:1:p:80-91.

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372018Regression Modeling for the Valuation of Large Variable Annuity Portfolios. (2018). Gan, Guojun ; Valdez, Emiliano A. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:22:y:2018:i:1:p:40-54.

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382011Mortality-Indexed Annuities Managing Longevity Risk Via Product Design. (2011). Richter, Andreas ; Weber, Frederik . In: North American Actuarial Journal. RePEc:taf:uaajxx:v:15:y:2011:i:2:p:212-236.

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392006On Optimal Dividend Strategies In The Compound Poisson Model. (2006). Gerber, Hans ; Shiu, Elias. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:10:y:2006:i:2:p:76-93.

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402014Keeping Some Skin in the Game: How to Start a Capital Market in Longevity Risk Transfers. (2014). Biffis, Enrico ; Blake, David. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:18:y:2014:i:1:p:14-21.

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412017Variable Annuities with VIX-Linked Fee Structure under a Heston-Type Stochastic Volatility Model. (2017). Cui, Zhenyu ; MacKay, Anne ; Feng, Runhuan. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:21:y:2017:i:3:p:458-483.

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422001Actuarial Modeling with MCMC and BUGs. (2001). Scollnik, David . In: North American Actuarial Journal. RePEc:taf:uaajxx:v:5:y:2001:i:2:p:96-124.

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432006Modeling Disability in Long-Term Care Insurance. (2006). Pritchard, D J. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:10:y:2006:i:4:p:48-75.

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442011A Gravity Model of Mortality Rates for Two Related Populations. (2011). Dowd, Kevin ; Khalaf-Allah, Marwa ; Coughlan, Guy ; Blake, David ; Cairns, Andrew . In: North American Actuarial Journal. RePEc:taf:uaajxx:v:15:y:2011:i:2:p:334-356.

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452013Research and Reality: A Literature Review on Drawing Down Retirement Financial Savings. (2013). MacDonald, Bonnie-Jeanne ; Hardy, Mary ; Brown, Robert ; Morrison, Richard ; Jones, Bruce . In: North American Actuarial Journal. RePEc:taf:uaajxx:v:17:y:2013:i:3:p:181-215.

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462004Some Nonlinear Threshold Autoregressive Time Series Models for Actuarial Use. (2004). Chan, Wai-Sum ; Tong, Howell ; Wong, Albert. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:8:y:2004:i:4:p:37-61.

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472014Sharing Longevity Risk: Why Governments Should Issue Longevity Bonds. (2014). Blake, David ; Cairns, Andrew ; Boardman, Tom . In: North American Actuarial Journal. RePEc:taf:uaajxx:v:18:y:2014:i:1:p:258-277.

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482013Asymptotic Analysis of the Loss Given Default in the Presence of Multivariate Regular Variation. (2013). Tang, Qihe ; Yuan, Zhongyi. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:17:y:2013:i:3:p:253-271.

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Citing documents used to compute impact factor: 7
YearTitle
2018The Impact of Management Fees on the Pricing of Variable Annuity Guarantees. (2018). Sun, Jin ; Fung, Man Chung ; Shevchenko, Pavel V. In: Risks. RePEc:gam:jrisks:v:6:y:2018:i:3:p:103-:d:170856.

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2018Estimating loss reserves using hierarchical Bayesian Gaussian process regression with input warping. (2018). Lally, Nathan ; Hartman, Brian. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:82:y:2018:i:c:p:124-140.

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2018Insurance choice under third degree stochastic dominance. (2018). Chi, Yichun. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:83:y:2018:i:c:p:198-205.

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2018Valuation of Large Variable Annuity Portfolios Using Linear Models with Interactions. (2018). Gan, Guojun. In: Risks. RePEc:gam:jrisks:v:6:y:2018:i:3:p:71-:d:157549.

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2018Using Neural Networks to Price and Hedge Variable Annuity Guarantees. (2018). Doyle, Daniel ; Groendyke, Chris . In: Risks. RePEc:gam:jrisks:v:7:y:2018:i:1:p:1-:d:192723.

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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.

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2018Operational Choices for Risk Aggregation in Insurance: PSDization and SCR Sensitivity. (2018). Milhaud, Xavier ; Saillard, Clement ; Poncelet, Victorien. In: Risks. RePEc:gam:jrisks:v:6:y:2018:i:2:p:36-:d:141009.

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Recent citations
Recent citations received in 2018

YearCiting document
2018Performance of Farm Level Vs Area Level Crop Insurance. (2018). Awondo, S ; Datta, G. In: 2018 Conference, July 28-August 2, 2018, Vancouver, British Columbia. RePEc:ags:iaae18:277265.

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2018Inflation and Population Age Structure: The Case of Emerging Economies. (2018). Antonova, Darya ; Vymyatnina, Yulia . In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:77:y:2018:i:4:p:3-25.

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2018Valuation of Large Variable Annuity Portfolios Using Linear Models with Interactions. (2018). Gan, Guojun. In: Risks. RePEc:gam:jrisks:v:6:y:2018:i:3:p:71-:d:157549.

Full description at Econpapers || Download paper

2018Using Neural Networks to Price and Hedge Variable Annuity Guarantees. (2018). Doyle, Daniel ; Groendyke, Chris . In: Risks. RePEc:gam:jrisks:v:7:y:2018:i:1:p:1-:d:192723.

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Recent citations received in 2017

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Recent citations received in 2016

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Recent citations received in 2015

YearCiting document
2015Why ‘Optimal’ Payment for Healthcare Providers Can Never Be Optimal Under Community Rating. (2015). Frech, Harry ; Zweifel, Peter. In: University of California at Santa Barbara, Economics Working Paper Series. RePEc:cdl:ucsbec:qt37b9q0k3.

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