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: 2020-06-03 07:38:54]
5 Years H
7
Impact Factor
0.34
5 Years IF
0.23
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 0.08 0 0 0 0 0 0 0 0 0 0 0.04
1991 0 0.08 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 0.1 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 0.06
1995 0 0.2 0 0 0 0 0 0 0 0 0 0 0.08
1996 0 0.22 0 0 0 0 0 0 0 0 0 0 0.1
1997 0 0.23 0 0 0 0 0 0 0 0 0 0 0.1
1998 0 0.27 0 0 0 0 0 0 0 0 0 0 0.12
1999 0 0.29 0 0 0 0 0 0 0 0 0 0 0.14
2000 0 0.34 0 0 0 0 0 0 0 0 0 0 0.15
2001 0 0.36 0 0 0 0 0 0 0 0 0 0 0.16
2002 0 0.4 0 0 0 0 0 0 0 0 0 0 0.21
2003 0 0.41 0 0 0 0 0 0 0 0 0 0 0.2
2004 0 0.46 0 0 0 0 0 0 0 0 0 0 0.21
2005 0 0.47 0 0 0 0 0 0 0 0 0 0 0.22
2006 0 0.47 0 0 22 22 37 0 0 0 0 0 0.21
2007 0 0.42 0 0 20 42 8 0 22 22 0 0 0.19
2008 0.05 0.45 0.04 0.05 14 56 79 2 2 42 2 42 2 0 0 0.21
2009 0.03 0.44 0.04 0.05 23 79 13 3 5 34 1 56 3 0 0 0.21
2010 0.08 0.44 0.06 0.06 0 79 0 5 10 37 3 79 5 0 0 0.18
2011 0 0.46 0.14 0.16 24 103 16 14 24 23 79 13 0 0 0.21
2012 0 0.47 0.06 0.06 23 126 12 8 32 24 81 5 0 0 0.19
2013 0.06 0.53 0.11 0.1 26 152 39 16 48 47 3 84 8 0 2 0.08 0.22
2014 0.02 0.55 0.09 0.05 21 173 9 15 63 49 1 96 5 0 0 0.21
2015 0.28 0.55 0.14 0.15 17 190 11 26 89 47 13 94 14 0 1 0.06 0.21
2016 0.05 0.56 0.21 0.17 14 204 7 42 131 38 2 111 19 0 1 0.07 0.2
2017 0.23 0.58 0.16 0.15 17 221 15 35 166 31 7 101 15 0 3 0.18 0.21
2018 0.1 0.7 0.14 0.11 24 245 4 35 201 31 3 95 10 0 0 0.28
2019 0.34 0.88 0.2 0.23 24 269 1 55 256 41 14 93 21 0 2 0.08 0.33
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
12008Mortality Modelling and Forecasting: a Review of Methods. (2008). Tickle, L ; Booth, H. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:3:y:2008:i:1-2:p:3-43_00.

Full description at Econpapers || Download paper

71
22006Predictive Distributions of Outstanding Liabilities in General Insurance. (2006). Verrall, R J ; England, P D. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:1:y:2006:i:02:p:221-270_00.

Full description at Econpapers || Download paper

15
32013A scaling model for severity of operational losses using generalized additive models for location scale and shape (GAMLSS). (2013). Ganegoda, Amandha ; Evans, John. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:7:y:2013:i:01:p:61-100_00.

Full description at Econpapers || Download paper

12
42009Chain-Ladder as Maximum Likelihood Revisited. (2009). Kuang, D ; Nielsen, J P. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:4:y:2009:i:01:p:105-121_00.

Full description at Econpapers || Download paper

10
52008Individual Claim Loss Reserving Conditioned by Case Estimates. (2008). Sullivan, James ; Taylor, Greg ; McGuire, Grainne . In: Annals of Actuarial Science. RePEc:cup:anacsi:v:3:y:2008:i:1-2:p:215-256_00.

Full description at Econpapers || Download paper

9
62006Optimal Dividends Under a Ruin Probability Constraint. (2006). Drekic, S. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:1:y:2006:i:02:p:291-306_00.

Full description at Econpapers || Download paper

8
72013Investigating the Broken-Heart Effect: a Model for Short-Term Dependence between the Remaining Lifetimes of Joint Lives. (2013). Spreeuw, Jaap ; Owadally, Iqbal . In: Annals of Actuarial Science. RePEc:cup:anacsi:v:7:y:2013:i:02:p:236-257_00.

Full description at Econpapers || Download paper

7
82013Diversification in heavy-tailed portfolios: properties and pitfalls. (2013). Mainik, Georg ; Embrechts, Paul. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:7:y:2013:i:01:p:26-45_00.

Full description at Econpapers || Download paper

7
92011Minimizing the ruin probability through capital injections. (2011). Li, Shuanming ; Nie, Ciyu ; David, . In: Annals of Actuarial Science. RePEc:cup:anacsi:v:5:y:2011:i:02:p:195-209_00.

Full description at Econpapers || Download paper

7
102011A Trend-Change Extension of the Cairns-Blake-Dowd Model. (2011). Sweeting, P J. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:5:y:2011:i:02:p:143-162_00.

Full description at Econpapers || Download paper

6
112013Dependence modelling in multivariate claims run-off triangles. (2013). Hashorva, Enkelejd ; Merz, Michael ; Wuthrich, Mario V. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:7:y:2013:i:01:p:3-25_00.

Full description at Econpapers || Download paper

6
122006Income Inequality over the Later-Life Course: a Comparative Analysis of Seven OECD Countries. (2006). Brown, R L ; Prus, S G. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:1:y:2006:i:02:p:307-317_00.

Full description at Econpapers || Download paper

6
132015Modelling cause-of-death mortality and the impact of cause-elimination. (2015). Sherris, Michael ; Arnold, Severine ; Alai, Daniel H. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:9:y:2015:i:01:p:167-186_00.

Full description at Econpapers || Download paper

5
142012A Semi-Markov Multiple State Model for Reverse Mortgage Terminations. (2012). Ji, Min ; Li, Johnny Siu-Hang ; Hardy, Mary . In: Annals of Actuarial Science. RePEc:cup:anacsi:v:6:y:2012:i:02:p:235-257_00.

Full description at Econpapers || Download paper

5
152006Unit-Linked Life Insurance Contracts with Lapse Rates Dependent on Economic Factors. (2006). Tan, K S ; Kolkiewicz, A W. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:1:y:2006:i:01:p:49-78_00.

Full description at Econpapers || Download paper

5
162013Do not pay for a Danish interest guarantee. The law of the triple blow. (2013). Konicz, Agnieszka Karolina ; Perez-Marin, Ana M ; Nielsen, Jens Perch ; Guillen, Montserrat. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:7:y:2013:i:02:p:192-209_00.

Full description at Econpapers || Download paper

4
172017A unified approach to mortality modelling using state-space framework: characterisation, identification, estimation and forecasting. (2017). Fung, Man Chung ; Shevchenko, Pavel V ; Peters, Gareth W. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:11:y:2017:i:02:p:343-389_00.

Full description at Econpapers || Download paper

4
182009Mean Square Error of Prediction in the Bornhuetter–Ferguson Claims Reserving Method. (2009). Alai, D H ; Wuthrich, M V ; Merz, M. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:4:y:2009:i:01:p:7-31_00.

Full description at Econpapers || Download paper

4
192007Some Finite Time Ruin Problems. (2007). , . In: Annals of Actuarial Science. RePEc:cup:anacsi:v:2:y:2007:i:02:p:217-232_00.

Full description at Econpapers || Download paper

3
202014Bonus–Malus systems with Weibull distributed claim severities. (2014). Ni, Weihong ; Pantelous, Athanasios A ; Constantinescu, Corina . In: Annals of Actuarial Science. RePEc:cup:anacsi:v:8:y:2014:i:02:p:217-233_00.

Full description at Econpapers || Download paper

3
212016Capturing non-exchangeable dependence in multivariate loss processes with nested Archimedean Lévy copulas. (2016). Wong, Bernard ; Avanzi, Benjamin ; Tao, Jamie ; Yang, Xinda . In: Annals of Actuarial Science. RePEc:cup:anacsi:v:10:y:2016:i:01:p:87-117_00.

Full description at Econpapers || Download paper

3
222012Bayesian over-dispersed Poisson model and the Bornhuetter & Ferguson claims reserving method. (2012). England, Peter D ; Wuthrich, Mario V. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:6:y:2012:i:02:p:258-283_00.

Full description at Econpapers || Download paper

3
232018Conditional Monte Carlo for sums, with applications to insurance and finance. (2018). Asmussen, Soren. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:12:y:2018:i:02:p:455-478_00.

Full description at Econpapers || Download paper

3
242013Optimal premium pricing policy in a competitive insurance market environment. (2013). Passalidou, Eudokia ; Pantelous, Athanasios A. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:7:y:2013:i:02:p:175-191_00.

Full description at Econpapers || Download paper

3
252016Optimal reinsurance under multiple attribute decision making. (2016). Karageyik, Baak Bulut ; David, . In: Annals of Actuarial Science. RePEc:cup:anacsi:v:10:y:2016:i:01:p:65-86_00.

Full description at Econpapers || Download paper

3
262006Regression Quantile Analysis of Claim Termination Rates for Income Protection Insurance. (2006). , . In: Annals of Actuarial Science. RePEc:cup:anacsi:v:1:y:2006:i:02:p:345-357_00.

Full description at Econpapers || Download paper

3
272007Zone-Adaptive Control Strategy for a Multiperiodic Model of Risk. (2007). Malinovskii, V K. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:2:y:2007:i:02:p:349-367_00.

Full description at Econpapers || Download paper

3
282017Optimal strategies for a non-linear premium-reserve model in a competitive insurance market. (2017). Passalidou, Eudokia ; Pantelous, Athanasios A. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:11:y:2017:i:01:p:1-19_00.

Full description at Econpapers || Download paper

3
292017Application of bivariate negative binomial regression model in analysing insurance count data. (2017). Liu, Feng ; Pitt, David . In: Annals of Actuarial Science. RePEc:cup:anacsi:v:11:y:2017:i:02:p:390-411_00.

Full description at Econpapers || Download paper

2
302015Experience rating with Poisson mixtures. (2015). Buckley, Winston S ; Brown, Garfield O. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:9:y:2015:i:02:p:304-321_00.

Full description at Econpapers || Download paper

2
312017Mortality forecasting using a modified Continuous Mortality Investigation Mortality Projections Model for China I: methodology and country-level results. (2017). Browne, Bridget ; Huang, Fei. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:11:y:2017:i:01:p:20-45_00.

Full description at Econpapers || Download paper

2
322007Prediction Error of the Chain Ladder Reserving Method applied to Correlated Run-off Triangles. (2007). Merz, M ; Wuthrich, M V. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:2:y:2007:i:01:p:25-50_00.

Full description at Econpapers || Download paper

2
332014Estimation of Disability Transition Probabilities in Australia II: Implementation. (2014). Hariyanto, Evan A ; David, . In: Annals of Actuarial Science. RePEc:cup:anacsi:v:8:y:2014:i:01:p:156-175_00.

Full description at Econpapers || Download paper

2
342012Catastrophes and Insurance Stocks – A Benchmarking Approach for Measuring Efficiency. (2012). West, Jason. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:6:y:2012:i:01:p:103-136_00.

Full description at Econpapers || Download paper

2
352014Best estimate reserves and the claims development results in consecutive calendar years. (2014). Saluz, Annina ; Gisler, Alois . In: Annals of Actuarial Science. RePEc:cup:anacsi:v:8:y:2014:i:02:p:351-373_00.

Full description at Econpapers || Download paper

2
362011Smoothing dispersed counts with applications to mortality data. (2011). , ; Currie, I D. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:5:y:2011:i:01:p:33-52_00.

Full description at Econpapers || Download paper

2
372017Comparing the riskiness of dependent portfolios via nested L-statistics. (2017). , Ranadeera ; Brazauskas, Vytaras ; Wei, Wei. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:11:y:2017:i:02:p:237-252_00.

Full description at Econpapers || Download paper

2
382014Estimation of Disability Transition Probabilities in Australia I: Preliminary. (2014). Hariyanto, Evan A ; David, . In: Annals of Actuarial Science. RePEc:cup:anacsi:v:8:y:2014:i:01:p:131-155_00.

Full description at Econpapers || Download paper

2
392014A quantitative comparison of simulation strategies for mortality projection. (2014). Li, Jackie. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:8:y:2014:i:02:p:281-297_00.

Full description at Econpapers || Download paper

2
402015A comparison of modern investment-linked pension savings products. (2015). Steffensen, Mogens ; Linnemann, Per ; Bruhn, Kenneth . In: Annals of Actuarial Science. RePEc:cup:anacsi:v:9:y:2015:i:01:p:72-84_00.

Full description at Econpapers || Download paper

2
412019Multivariate credibility modelling for usage-based motor insurance pricing with behavioural data. (2019). Trufin, Julien ; Guillen, Montserrat ; Denuit, Michel. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:13:y:2019:i:02:p:378-399_00.

Full description at Econpapers || Download paper

1
422015Trends in disguise. (2015). Zitikis, Riardas ; Jones, Bruce L ; Brazauskas, Vytaras. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:9:y:2015:i:01:p:58-71_00.

Full description at Econpapers || Download paper

1
432016On the joint analysis of the total discounted payments to policyholders and shareholders: threshold dividend strategy. (2016). Liu, Haibo. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:10:y:2016:i:02:p:236-269_00.

Full description at Econpapers || Download paper

1
442011A Bayesian Approach to Parameter Estimation for Kernel Density Estimation via Transformations. (2011). Wu, Xueyuan ; Liu, Qing ; Pitt, David ; Zhang, Xibin. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:5:y:2011:i:02:p:181-193_00.

Full description at Econpapers || Download paper

1
452012A comparison of three different pension savings products with special emphasis on the payout phase. (2012). Jørgensen, Peter ; Linnemann, Per ; Jorgensen, Peter Lochte . In: Annals of Actuarial Science. RePEc:cup:anacsi:v:6:y:2012:i:01:p:137-152_00.

Full description at Econpapers || Download paper

1
4620191
472015Prediction uncertainties in the Cape Cod reserving method. (2015). Saluz, Annina . In: Annals of Actuarial Science. RePEc:cup:anacsi:v:9:y:2015:i:02:p:239-263_00.

Full description at Econpapers || Download paper

1
482017Yet more on a stochastic economic model: Part 3C: stochastic bridging for share yields and dividends and interest rates. (2017). Wilkie, A D ; Ahin, Ule . In: Annals of Actuarial Science. RePEc:cup:anacsi:v:11:y:2017:i:01:p:128-163_00.

Full description at Econpapers || Download paper

1
492007‘Freedom with Publicity’ — The Actuarial Profession and United Kingdom Insurance Regulation from 1844 to 1945. (2007). Booth, Philip. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:2:y:2007:i:01:p:115-145_00.

Full description at Econpapers || Download paper

1
502015Home equity release for long-term care financing: an improved market structure and pricing approach. (2015). Oberoi, Jaideep ; Andrews, Doug . In: Annals of Actuarial Science. RePEc:cup:anacsi:v:9:y:2015:i:01:p:85-107_00.

Full description at Econpapers || Download paper

1
50 most relevant documents in this series (papers most cited in the last two years)
#YearTitleCited
12008Mortality Modelling and Forecasting: a Review of Methods. (2008). Tickle, L ; Booth, H. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:3:y:2008:i:1-2:p:3-43_00.

Full description at Econpapers || Download paper

21
22008Individual Claim Loss Reserving Conditioned by Case Estimates. (2008). Sullivan, James ; Taylor, Greg ; McGuire, Grainne . In: Annals of Actuarial Science. RePEc:cup:anacsi:v:3:y:2008:i:1-2:p:215-256_00.

Full description at Econpapers || Download paper

6
32009Chain-Ladder as Maximum Likelihood Revisited. (2009). Kuang, D ; Nielsen, J P. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:4:y:2009:i:01:p:105-121_00.

Full description at Econpapers || Download paper

5
42011Minimizing the ruin probability through capital injections. (2011). Li, Shuanming ; Nie, Ciyu ; David, . In: Annals of Actuarial Science. RePEc:cup:anacsi:v:5:y:2011:i:02:p:195-209_00.

Full description at Econpapers || Download paper

4
52006Predictive Distributions of Outstanding Liabilities in General Insurance. (2006). Verrall, R J ; England, P D. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:1:y:2006:i:02:p:221-270_00.

Full description at Econpapers || Download paper

3
62018Conditional Monte Carlo for sums, with applications to insurance and finance. (2018). Asmussen, Soren. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:12:y:2018:i:02:p:455-478_00.

Full description at Econpapers || Download paper

3
72017Optimal strategies for a non-linear premium-reserve model in a competitive insurance market. (2017). Passalidou, Eudokia ; Pantelous, Athanasios A. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:11:y:2017:i:01:p:1-19_00.

Full description at Econpapers || Download paper

3
82013Diversification in heavy-tailed portfolios: properties and pitfalls. (2013). Mainik, Georg ; Embrechts, Paul. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:7:y:2013:i:01:p:26-45_00.

Full description at Econpapers || Download paper

3
92011A Trend-Change Extension of the Cairns-Blake-Dowd Model. (2011). Sweeting, P J. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:5:y:2011:i:02:p:143-162_00.

Full description at Econpapers || Download paper

3
102016Capturing non-exchangeable dependence in multivariate loss processes with nested Archimedean Lévy copulas. (2016). Wong, Bernard ; Avanzi, Benjamin ; Tao, Jamie ; Yang, Xinda . In: Annals of Actuarial Science. RePEc:cup:anacsi:v:10:y:2016:i:01:p:87-117_00.

Full description at Econpapers || Download paper

3
112015Modelling cause-of-death mortality and the impact of cause-elimination. (2015). Sherris, Michael ; Arnold, Severine ; Alai, Daniel H. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:9:y:2015:i:01:p:167-186_00.

Full description at Econpapers || Download paper

3
122011Smoothing dispersed counts with applications to mortality data. (2011). , ; Currie, I D. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:5:y:2011:i:01:p:33-52_00.

Full description at Econpapers || Download paper

2
132014Estimation of Disability Transition Probabilities in Australia I: Preliminary. (2014). Hariyanto, Evan A ; David, . In: Annals of Actuarial Science. RePEc:cup:anacsi:v:8:y:2014:i:01:p:131-155_00.

Full description at Econpapers || Download paper

2
142007Prediction Error of the Chain Ladder Reserving Method applied to Correlated Run-off Triangles. (2007). Merz, M ; Wuthrich, M V. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:2:y:2007:i:01:p:25-50_00.

Full description at Econpapers || Download paper

2
152017A unified approach to mortality modelling using state-space framework: characterisation, identification, estimation and forecasting. (2017). Fung, Man Chung ; Shevchenko, Pavel V ; Peters, Gareth W. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:11:y:2017:i:02:p:343-389_00.

Full description at Econpapers || Download paper

2
162013A scaling model for severity of operational losses using generalized additive models for location scale and shape (GAMLSS). (2013). Ganegoda, Amandha ; Evans, John. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:7:y:2013:i:01:p:61-100_00.

Full description at Econpapers || Download paper

2
172014Estimation of Disability Transition Probabilities in Australia II: Implementation. (2014). Hariyanto, Evan A ; David, . In: Annals of Actuarial Science. RePEc:cup:anacsi:v:8:y:2014:i:01:p:156-175_00.

Full description at Econpapers || Download paper

2
182017Comparing the riskiness of dependent portfolios via nested L-statistics. (2017). , Ranadeera ; Brazauskas, Vytaras ; Wei, Wei. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:11:y:2017:i:02:p:237-252_00.

Full description at Econpapers || Download paper

2
192017Application of bivariate negative binomial regression model in analysing insurance count data. (2017). Liu, Feng ; Pitt, David . In: Annals of Actuarial Science. RePEc:cup:anacsi:v:11:y:2017:i:02:p:390-411_00.

Full description at Econpapers || Download paper

2
202012A Semi-Markov Multiple State Model for Reverse Mortgage Terminations. (2012). Ji, Min ; Li, Johnny Siu-Hang ; Hardy, Mary . In: Annals of Actuarial Science. RePEc:cup:anacsi:v:6:y:2012:i:02:p:235-257_00.

Full description at Econpapers || Download paper

2
212013Optimal premium pricing policy in a competitive insurance market environment. (2013). Passalidou, Eudokia ; Pantelous, Athanasios A. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:7:y:2013:i:02:p:175-191_00.

Full description at Econpapers || Download paper

2
222009Mean Square Error of Prediction in the Bornhuetter–Ferguson Claims Reserving Method. (2009). Alai, D H ; Wuthrich, M V ; Merz, M. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:4:y:2009:i:01:p:7-31_00.

Full description at Econpapers || Download paper

2
232017Mortality forecasting using a modified Continuous Mortality Investigation Mortality Projections Model for China I: methodology and country-level results. (2017). Browne, Bridget ; Huang, Fei. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:11:y:2017:i:01:p:20-45_00.

Full description at Econpapers || Download paper

2
242006Optimal Dividends Under a Ruin Probability Constraint. (2006). Drekic, S. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:1:y:2006:i:02:p:291-306_00.

Full description at Econpapers || Download paper

2
252013Dependence modelling in multivariate claims run-off triangles. (2013). Hashorva, Enkelejd ; Merz, Michael ; Wuthrich, Mario V. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:7:y:2013:i:01:p:3-25_00.

Full description at Econpapers || Download paper

2
Citing documents used to compute impact factor: 14
YearTitle
2019Stochastic ordering of Gini indexes for multivariate elliptical random variables. (2019). Yin, Chuancun. In: Papers. RePEc:arx:papers:1908.01943.

Full description at Econpapers || Download paper

2019Stochastic ordering of Gini indexes for multivariate elliptical risks. (2019). Kim, Jeongsim. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:88:y:2019:i:c:p:151-158.

Full description at Econpapers || Download paper

2019Stackelberg Equilibrium Premium Strategies for Push-Pull Competition in a Non-Life Insurance Market with Product Differentiation. (2019). Thogersen, Julie ; Christensen, Bent Jesper ; Asmussen, Soren. In: Risks. RePEc:gam:jrisks:v:7:y:2019:i:2:p:49-:d:227500.

Full description at Econpapers || Download paper

2019Nash equilibrium premium strategies for push–pull competition in a frictional non-life insurance market. (2019). Christensen, Bent Jesper ; Asmussen, Soren ; Thogersen, Julie. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:87:y:2019:i:c:p:92-100.

Full description at Econpapers || Download paper

2019Credible Regression Approaches to Forecast Mortality for Populations with Limited Data. (2019). Pitselis, Georgios ; Bozikas, Apostolos. In: Risks. RePEc:gam:jrisks:v:7:y:2019:i:1:p:27-:d:209273.

Full description at Econpapers || Download paper

2019Smooth constrained mortality forecasting. (2019). Camarda, Carlo Giovanni. In: Demographic Research. RePEc:dem:demres:v:41:y:2019:i:38.

Full description at Econpapers || Download paper

2019A Stochastic Investment Model for South African Use. (2019). Levitan, Shaun ; Csahin, Csule. In: Papers. RePEc:arx:papers:1912.12113.

Full description at Econpapers || Download paper

2019Convolutional Neural Network Classification of Telematics Car Driving Data. (2019). Gao, Guangyuan ; Wuthrich, Mario V. In: Risks. RePEc:gam:jrisks:v:7:y:2019:i:1:p:6-:d:196466.

Full description at Econpapers || Download paper

2019Monte Carlo estimation of the density of the sum of dependent random variables. (2019). Botev, Zdravko I ; Salomone, Robert ; Laub, Patrick J. In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:161:y:2019:i:c:p:23-31.

Full description at Econpapers || Download paper

2019Fast and accurate computation of the distribution of sums of dependent log-normals. (2019). MacKinlay, Daniel ; Salomone, Robert ; Botev, Zdravko I. In: Annals of Operations Research. RePEc:spr:annopr:v:280:y:2019:i:1:d:10.1007_s10479-019-03161-x.

Full description at Econpapers || Download paper

2019Asymptotically Normal Estimators of the Ruin Probability for Lévy Insurance Surplus from Discrete Samples. (2019). Shimizu, Yasutaka ; Zhang, Zhimin. In: Risks. RePEc:gam:jrisks:v:7:y:2019:i:2:p:37-:d:219722.

Full description at Econpapers || Download paper

2019What are the actual costs of cyber risk events?. (2019). Eling, Martin ; Wirfs, Jan. In: European Journal of Operational Research. RePEc:eee:ejores:v:272:y:2019:i:3:p:1109-1119.

Full description at Econpapers || Download paper

2019On the Validation of Claims with Excess Zeros in Liability Insurance: A Comparative Study. (2019). Qazvini, Marjan. In: Risks. RePEc:gam:jrisks:v:7:y:2019:i:3:p:71-:d:244533.

Full description at Econpapers || Download paper

2019Hospital Proximity and Mortality in Australia. (2019). Leung, Andrew . In: Risks. RePEc:gam:jrisks:v:7:y:2019:i:3:p:81-:d:249184.

Full description at Econpapers || Download paper

Recent citations
Recent citations received in 2019

YearCiting document
2019A Stochastic Investment Model for South African Use. (2019). Levitan, Shaun ; Csahin, Csule. In: Papers. RePEc:arx:papers:1912.12113.

Full description at Econpapers || Download paper

2019Evaluation of driving risk at different speeds. (2019). Yang, Hanfang ; Wuthrich, Mario V ; Gao, Guangyuan. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:88:y:2019:i:c:p:108-119.

Full description at Econpapers || Download paper

Recent citations received in 2018

YearCiting document

Recent citations received in 2017

YearCiting document
2017Cohort effects in mortality modelling: a Bayesian state-space approach. (2017). Shevchenko, Pavel V ; Peters, Gareth W ; Fung, Man Chung. In: Papers. RePEc:arx:papers:1703.08282.

Full description at Econpapers || Download paper

2017Actuarial Applications and Estimation of Extended CreditRisk+. (2017). Hirz, Jonas ; Shevchenko, Pavel V ; Schmock, Uwe . In: Risks. RePEc:gam:jrisks:v:5:y:2017:i:2:p:23-:d:94636.

Full description at Econpapers || Download paper

2017Optimal dividends in the dual risk model under a stochastic interest rate. (2017). Cheng, Zailei. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:04:y:2017:i:01:n:s2424786317500104.

Full description at Econpapers || Download paper

Recent citations received in 2016

YearCiting document
2016Optimal Retention Level for Infinite Time Horizons under MADM. (2016). Karageyik, Baak Bulut ; Ahin, Ule . In: Risks. RePEc:gam:jrisks:v:5:y:2016:i:1:p:1-:d:86201.

Full description at Econpapers || Download paper