Citation analysis for Insurance: Mathematics and Economics / Elsevier

Citation Profile [Updated: 2020-06-03 07:38:54]

5 Years H

Impact Factor

0.56

5 Years IF

0.41

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	0.03	0	34	34	142	1	1	71		180			0		0	0.04
1991	0.06	0.08	0.07	0.02	25	59	122	4	5	71	4	174	4	1	25		0	0.04
1992	0	0.09	0.01	0	43	102	119	1	6	59		159			0	1	0.02	0.04
1993	0.01	0.1	0.01	0.01	42	144	151	1	7	68	1	173	1		0		0	0.05
1994	0.04	0.11	0.09	0.04	29	173	161	14	22	85	3	181	7		0	1	0.03	0.06
1995	0.07	0.2	0.2	0.06	28	201	217	40	62	71	5	173	11	37	92.5	1	0.04	0.08
1996	0.21	0.22	0.23	0.13	25	226	216	51	113	57	12	167	21	35	68.6		0	0.1
1997	0.15	0.23	0.27	0.16	41	267	522	71	184	53	8	167	26	59	83.1	2	0.05	0.1
1998	0.23	0.27	0.26	0.18	41	308	397	79	263	66	15	165	29	59	74.7	2	0.05	0.12
1999	0.34	0.29	0.34	0.22	51	359	493	122	385	82	28	164	36	105	86.1	7	0.14	0.14
2000	0.17	0.34	0.27	0.18	51	410	501	111	496	92	16	186	34	82	73.9	6	0.12	0.15
2001	0.25	0.36	0.34	0.24	48	458	565	157	653	102	26	209	50	103	65.6	7	0.15	0.16
2002	0.39	0.4	0.52	0.28	57	515	720	266	920	99	39	232	64	181	68	15	0.26	0.21
2003	0.46	0.41	0.49	0.37	70	585	716	289	1209	105	48	248	91	178	61.6	6	0.09	0.2
2004	0.28	0.46	0.4	0.26	62	647	735	261	1470	127	36	277	71	181	69.3	9	0.15	0.21
2005	0.3	0.47	0.43	0.27	70	717	743	304	1775	132	40	288	78	180	59.2	5	0.07	0.22
2006	0.42	0.47	0.51	0.34	72	789	866	401	2179	132	56	307	104	173	43.1	12	0.17	0.21
2007	0.34	0.42	0.4	0.31	63	852	560	335	2517	142	48	331	101	157	46.9	7	0.11	0.19
2008	0.81	0.45	0.77	0.61	162	1014	1226	778	3299	135	109	337	206	415	53.3	42	0.26	0.21
2009	0.45	0.44	0.66	0.4	106	1120	1180	733	4036	225	102	429	171	294	40.1	17	0.16	0.21
2010	0.51	0.44	0.67	0.47	108	1228	704	819	4858	268	138	473	220	406	49.6	19	0.18	0.18
2011	0.55	0.46	0.61	0.38	95	1323	626	802	5660	214	117	511	194	374	46.6	14	0.15	0.21
2012	0.47	0.47	0.7	0.42	115	1438	661	1000	6660	203	96	534	225	461	46.1	32	0.28	0.19
2013	0.6	0.53	0.92	0.57	142	1580	682	1461	8121	210	125	586	335	688	47.1	28	0.2	0.22
2014	0.53	0.55	0.7	0.51	104	1684	448	1184	9305	257	136	566	291	476	40.2	25	0.24	0.21
2015	0.61	0.55	0.84	0.5	139	1823	414	1536	10841	246	149	564	282	682	44.4	31	0.22	0.21
2016	0.72	0.56	0.9	0.55	145	1968	289	1778	12619	243	174	595	328	660	37.1	21	0.14	0.2
2017	0.51	0.58	0.75	0.45	104	2072	174	1549	14168	284	146	645	289	477	30.8	22	0.21	0.21
2018	0.45	0.7	0.7	0.41	103	2175	92	1515	15683	249	112	634	257	599	39.5	20	0.19	0.28
2019	0.56	0.88	0.67	0.41	92	2267	20	1528	17211	207	116	595	244	554	36.3	14	0.15	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

#	Year	Title	Cited
1	2009	Pair-copula constructions of multiple dependence. (2009). Frigessi, Arnoldo ; Aas, Kjersti ; Bakken, Henrik ; Czado, Claudia. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:44:y:2009:i:2:p:182-198. Full description at Econpapers \|\| Download paper	281
2	2009	Goodness-of-fit tests for copulas: A review and a power study. (2009). Remillard, Bruno ; Beaudoin, David ; Genest, Christian. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:44:y:2009:i:2:p:199-213. Full description at Econpapers \|\| Download paper	214
3	2002	The concept of comonotonicity in actuarial science and finance: theory. (2002). Goovaerts, Marc ; Dhaene, Jan ; Vyncke, D. ; Kaas, R. ; Denuit, M.. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:31:y:2002:i:1:p:3-33. Full description at Econpapers \|\| Download paper	197
4	2002	The concept of comonotonicity in actuarial science and finance: applications. (2002). Goovaerts, Marc ; Dhaene, Jan ; Vyncke, D. ; Kaas, R. ; Denuit, M.. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:31:y:2002:i:2:p:133-161. Full description at Econpapers \|\| Download paper	161
5	1997	Axiomatic characterization of insurance prices. (1997). Panjer, Harry H. ; Young, Virginia R. ; Wang, Shaun S.. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:21:y:1997:i:2:p:173-183. Full description at Econpapers \|\| Download paper	155
6	2002	A Poisson log-bilinear regression approach to the construction of projected lifetables. (2002). Vermunt, Jeroen K. ; Brouhns, Natacha ; Denuit, Michel. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:31:y:2002:i:3:p:373-393. Full description at Econpapers \|\| Download paper	140
7	2000	Fair valuation of life insurance liabilities: The impact of interest rate guarantees, surrender options, and bonus policies. (2000). JÃÂ¸rgensen, Peter ; Grosen, Anders ; Jorgensen, Peter Lochte . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:26:y:2000:i:1:p:37-57. Full description at Econpapers \|\| Download paper	118
8	2004	Stochastic mortality in life insurance: market reserves and mortality-linked insurance contracts. (2004). Dahl, Mikkel . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:35:y:2004:i:1:p:113-136. Full description at Econpapers \|\| Download paper	114
9	2006	A cohort-based extension to the Lee-Carter model for mortality reduction factors. (2006). Renshaw, A. E. ; Haberman, S.. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:38:y:2006:i:3:p:556-570. Full description at Econpapers \|\| Download paper	114
10	2001	Mortality derivatives and the option to annuitise. (2001). Promislow, David S. ; Milevsky, Moshe A.. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:29:y:2001:i:3:p:299-318. Full description at Econpapers \|\| Download paper	106
11	2005	Affine processes for dynamic mortality and actuarial valuations. (2005). Biffis, Enrico. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:37:y:2005:i:3:p:443-468. Full description at Econpapers \|\| Download paper	105
12	1996	Valuation of the early-exercise price for options using simulations and nonparametric regression. (1996). Carriere, Jacques F.. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:19:y:1996:i:1:p:19-30. Full description at Econpapers \|\| Download paper	93
13	1997	Controlled diffusion models for optimal dividend pay-out. (1997). Taksar, Michael ; Asmussen, Soren. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:20:y:1997:i:1:p:1-15. Full description at Econpapers \|\| Download paper	82
14	1985	On convex principles of premium calculation. (1985). Gerber, Hans U. ; Deprez, Olivier. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:4:y:1985:i:3:p:179-189. Full description at Econpapers \|\| Download paper	70
15	2001	Optimal management under stochastic interest rates: the case of a protected defined contribution pension fund. (2001). Taillard, Gregory ; Huang, ShaoJuan ; Boulier, Jean-Francois. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:28:y:2001:i:2:p:173-189. Full description at Econpapers \|\| Download paper	70
16	2005	Optimal investment for insurer with jump-diffusion risk process. (2005). Zhang, Lihong ; Yang, Hailiang. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:37:y:2005:i:3:p:615-634. Full description at Econpapers \|\| Download paper	69
17	2006	Valuation and hedging of life insurance liabilities with systematic mortality risk. (2006). Dahl, Mikkel ; Moller, Thomas. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:39:y:2006:i:2:p:193-217. Full description at Econpapers \|\| Download paper	68
18	2003	Lee-Carter mortality forecasting with age-specific enhancement. (2003). Renshaw, A. E. ; Haberman, S.. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:33:y:2003:i:2:p:255-272. Full description at Econpapers \|\| Download paper	67
19	2000	Upper and lower bounds for sums of random variables. (2000). Goovaerts, Marc ; Dhaene, Jan ; Kaas, Rob . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:27:y:2000:i:2:p:151-168. Full description at Econpapers \|\| Download paper	63
20	2006	Financial valuation of guaranteed minimum withdrawal benefits. (2006). Milevsky, Moshe A. ; Salisbury, Thomas S.. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:38:y:2006:i:1:p:21-38. Full description at Econpapers \|\| Download paper	62
21	2000	Optimal investment for insurers. (2000). Hipp, Christian ; Plum, Michael. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:27:y:2000:i:2:p:215-228. Full description at Econpapers \|\| Download paper	61
22	2003	Pensionmetrics 2: stochastic pension plan design during the distribution phase. (2003). Dowd, Kevin ; Blake, David ; Cairns, Andrew J. G., . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:33:y:2003:i:1:p:29-47. Full description at Econpapers \|\| Download paper	60
23	1991	Risk theory for the compound Poisson process that is perturbed by diffusion. (1991). Dufresne, Francois ; Gerber, Hans U.. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:10:y:1991:i:1:p:51-59. Full description at Econpapers \|\| Download paper	59
24	2005	Estimating the tail-dependence coefficient: Properties and pitfalls. (2005). Frahm, Gabriel ; Schmidt, Rafael ; Junker, Markus. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:37:y:2005:i:1:p:80-100. Full description at Econpapers \|\| Download paper	58
25	2006	Affine stochastic mortality. (2006). Schrager, David F.. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:38:y:2006:i:1:p:81-97. Full description at Econpapers \|\| Download paper	57
26	2011	Mortality density forecasts: An analysis of six stochastic mortality models. (2011). Blake, David ; Cairns, Andrew J. G., ; Khalaf-Allah, Marwa ; Dowd, Kevin ; Coughlan, Guy D. ; Epstein, David. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:48:y:2011:i:3:p:355-367. Full description at Econpapers \|\| Download paper	57
27	2006	Risk measures via g-expectations. (2006). RosazzaGianin, Emanuela . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:39:y:2006:i:1:p:19-34. Full description at Econpapers \|\| Download paper	57
28	1998	Comonotonicity, correlation order and premium principles. (1998). Dhaene, Jan. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:22:y:1998:i:3:p:235-242. Full description at Econpapers \|\| Download paper	55
29	2003	Optimal investment strategies in the presence of a minimum guarantee. (2003). Deelstra, Griselda ; Koehl, Pierre-Francois ; Grasselli, Martino. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:33:y:2003:i:1:p:189-207. Full description at Econpapers \|\| Download paper	55
30	2011	Variable annuities: A unifying valuation approach. (2011). Millossovich, Pietro ; Olivieri, Annamaria ; Pitacco, Ermanno ; Bacinello, Anna Rita . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:49:y:2011:i:3:p:285-297. Full description at Econpapers \|\| Download paper	55
31	2008	Optimal reinsurance under VaR and CTE risk measures. (2008). Weng, Chengguo ; Zhang, YI ; Tan, Ken Seng ; Cai, Jun. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:43:y:2008:i:1:p:185-196. Full description at Econpapers \|\| Download paper	53
32	1997	The joint distribution of the time of ruin, the surplus immediately before ruin, and the deficit at ruin. (1997). Gerber, Hans U. ; Shiu, Elias S. W., . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:21:y:1997:i:2:p:129-137. Full description at Econpapers \|\| Download paper	53
33	2001	Optimal reinsurance under mean-variance premium principles. (2001). Kaluszka, Marek . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:28:y:2001:i:1:p:61-67. Full description at Econpapers \|\| Download paper	49
34	2007	Optimal dividends in the dual model. (2007). Avanzi, Benjamin ; S. W. Shiu, Elias, ; Gerber, Hans U.. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:41:y:2007:i:1:p:111-123. Full description at Econpapers \|\| Download paper	49
35	1999	Fitting bivariate loss distributions with copulas. (1999). Parsa, Rahul ; Klugman, Stuart A.. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:24:y:1999:i:1-2:p:139-148. Full description at Econpapers \|\| Download paper	48
36	2009	On stochastic mortality modeling. (2009). Plat, Richard . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:45:y:2009:i:3:p:393-404. Full description at Econpapers \|\| Download paper	48
37	1999	A synthesis of risk measures for capital adequacy. (1999). Wirch, Julia Lynn ; Hardy, Mary R.. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:25:y:1999:i:3:p:337-347. Full description at Econpapers \|\| Download paper	47
38	2005	Bivariate option pricing using dynamic copula models. (2005). Werker, Bas ; van den Goorbergh, Rob ; Genest, Christian. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:37:y:2005:i:1:p:101-114. Full description at Econpapers \|\| Download paper	47
39	2001	On the time to ruin for Erlang(2) risk processes. (2001). Hipp, Christian ; Dickson,David C. M., ; Dickson, David C. M., . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:29:y:2001:i:3:p:333-344. Full description at Econpapers \|\| Download paper	47
40	2001	Pensionmetrics: stochastic pension plan design and value-at-risk during the accumulation phase. (2001). Dowd, Kevin ; Blake, David ; Cairns, Andrew J. G., . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:29:y:2001:i:2:p:187-215. Full description at Econpapers \|\| Download paper	46
41	2011	Optimal time-consistent investment and reinsurance policies for mean-variance insurers. (2011). Zeng, Yan ; Li, Zhongfei. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:49:y:2011:i:1:p:145-154. Full description at Econpapers \|\| Download paper	45
42	2004	Some new classes of consistent risk measures. (2004). Goovaerts, Marc ; Dhaene, Jan ; Tang, Qihe ; Kaas, Rob . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:34:y:2004:i:3:p:505-516. Full description at Econpapers \|\| Download paper	45
43	2004	Optimal investment choices post-retirement in a defined contribution pension scheme. (2004). Vigna, Elena ; Haberman, Steven ; Gerrard, Russell. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:35:y:2004:i:2:p:321-342. Full description at Econpapers \|\| Download paper	45
44	2009	Optimal reinsurance with general risk measures. (2009). Balbas, Alejandro ; Heras, Antonio . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:44:y:2009:i:3:p:374-384. Full description at Econpapers \|\| Download paper	44
45	1997	Stop-loss order for portfolios of dependent risks. (1997). MÃÂ¼ller, Alfred. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:21:y:1997:i:3:p:219-223. Full description at Econpapers \|\| Download paper	44
46	2014	Generalized quantiles as risk measures. (2014). MÃÂ¼ller, Alfred ; Muller, Alfred ; Bellini, Fabio ; Gianin, Emanuela Rosazza ; RosazzaGianin, Emanuela ; Klar, Bernhard . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:54:y:2014:i:c:p:41-48. Full description at Econpapers \|\| Download paper	44
47	2008	Coherent risk measures, coherent capital allocations and the gradient allocation principle. (2008). Buch, A. ; Dorfleitner, G.. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:42:y:2008:i:1:p:235-242. Full description at Econpapers \|\| Download paper	44
48	1995	Ruin estimates under interest force. (1995). Sundt, Bjorn ; TEUGELS, Jozef L.. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:16:y:1995:i:1:p:7-22. Full description at Econpapers \|\| Download paper	44
49	1993	Pricing equity-linked life insurance with endogenous minimum guarantees. (1993). Ortu, Fulvio ; Bacinello, Anna Rita . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:12:y:1993:i:3:p:245-257. Full description at Econpapers \|\| Download paper	44
50	2002	Optimal investment strategies and risk measures in defined contribution pension schemes. (2002). Vigna, Elena ; Haberman, Steven. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:31:y:2002:i:1:p:35-69. Full description at Econpapers \|\| Download paper	43

50 most relevant documents in this series (papers most cited in the last two years)

#	Year	Title	Cited
1	2009	Pair-copula constructions of multiple dependence. (2009). Frigessi, Arnoldo ; Aas, Kjersti ; Bakken, Henrik ; Czado, Claudia. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:44:y:2009:i:2:p:182-198. Full description at Econpapers \|\| Download paper	75
2	2009	Goodness-of-fit tests for copulas: A review and a power study. (2009). Remillard, Bruno ; Beaudoin, David ; Genest, Christian. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:44:y:2009:i:2:p:199-213. Full description at Econpapers \|\| Download paper	46
3	1996	Valuation of the early-exercise price for options using simulations and nonparametric regression. (1996). Carriere, Jacques F.. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:19:y:1996:i:1:p:19-30. Full description at Econpapers \|\| Download paper	30
4	2014	Generalized quantiles as risk measures. (2014). MÃÂ¼ller, Alfred ; Muller, Alfred ; Bellini, Fabio ; Gianin, Emanuela Rosazza ; RosazzaGianin, Emanuela ; Klar, Bernhard . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:54:y:2014:i:c:p:41-48. Full description at Econpapers \|\| Download paper	21
5	2002	A Poisson log-bilinear regression approach to the construction of projected lifetables. (2002). Vermunt, Jeroen K. ; Brouhns, Natacha ; Denuit, Michel. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:31:y:2002:i:3:p:373-393. Full description at Econpapers \|\| Download paper	21
6	1997	Axiomatic characterization of insurance prices. (1997). Panjer, Harry H. ; Young, Virginia R. ; Wang, Shaun S.. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:21:y:1997:i:2:p:173-183. Full description at Econpapers \|\| Download paper	20
7	2006	A cohort-based extension to the Lee-Carter model for mortality reduction factors. (2006). Renshaw, A. E. ; Haberman, S.. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:38:y:2006:i:3:p:556-570. Full description at Econpapers \|\| Download paper	19
8	2012	Modeling dependence dynamics through copulas with regime switching. (2012). Ziegelmann, Flavio Augusto ; Silva Filho, Osvaldo Candido da, ; Dueker, Michael J.. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:50:y:2012:i:3:p:346-356. Full description at Econpapers \|\| Download paper	15
9	2004	Stochastic mortality in life insurance: market reserves and mortality-linked insurance contracts. (2004). Dahl, Mikkel . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:35:y:2004:i:1:p:113-136. Full description at Econpapers \|\| Download paper	15
10	2009	On stochastic mortality modeling. (2009). Plat, Richard . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:45:y:2009:i:3:p:393-404. Full description at Econpapers \|\| Download paper	15
11	2009	To split or not to split: Capital allocation with convex risk measures. (2009). Tsanakas, Andreas. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:44:y:2009:i:2:p:268-277. Full description at Econpapers \|\| Download paper	14
12	2000	Fair valuation of life insurance liabilities: The impact of interest rate guarantees, surrender options, and bonus policies. (2000). JÃÂ¸rgensen, Peter ; Grosen, Anders ; Jorgensen, Peter Lochte . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:26:y:2000:i:1:p:37-57. Full description at Econpapers \|\| Download paper	14
13	2005	Affine processes for dynamic mortality and actuarial valuations. (2005). Biffis, Enrico. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:37:y:2005:i:3:p:443-468. Full description at Econpapers \|\| Download paper	14
14	1997	Controlled diffusion models for optimal dividend pay-out. (1997). Taksar, Michael ; Asmussen, Soren. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:20:y:1997:i:1:p:1-15. Full description at Econpapers \|\| Download paper	14
15	2005	Estimating the tail-dependence coefficient: Properties and pitfalls. (2005). Frahm, Gabriel ; Schmidt, Rafael ; Junker, Markus. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:37:y:2005:i:1:p:80-100. Full description at Econpapers \|\| Download paper	13
16	2002	The concept of comonotonicity in actuarial science and finance: applications. (2002). Goovaerts, Marc ; Dhaene, Jan ; Vyncke, D. ; Kaas, R. ; Denuit, M.. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:31:y:2002:i:2:p:133-161. Full description at Econpapers \|\| Download paper	13
17	2002	The concept of comonotonicity in actuarial science and finance: theory. (2002). Goovaerts, Marc ; Dhaene, Jan ; Vyncke, D. ; Kaas, R. ; Denuit, M.. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:31:y:2002:i:1:p:3-33. Full description at Econpapers \|\| Download paper	13
18	2006	Risk measures via g-expectations. (2006). RosazzaGianin, Emanuela . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:39:y:2006:i:1:p:19-34. Full description at Econpapers \|\| Download paper	13
19	2011	Optimal time-consistent investment and reinsurance policies for mean-variance insurers. (2011). Zeng, Yan ; Li, Zhongfei. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:49:y:2011:i:1:p:145-154. Full description at Econpapers \|\| Download paper	13
20	2004	An optimization approach to the dynamic allocation of economic capital. (2004). Laeven, Roger ; Goovaerts, Marc ; Laeven, Roger J. A., . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:35:y:2004:i:2:p:299-319. Full description at Econpapers \|\| Download paper	13
21	2011	Optimal proportional reinsurance and investment in a stock market with Ornstein-Uhlenbeck process. (2011). Guo, Junyi ; Liang, Zhibin ; Yuen, Kam Chuen. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:49:y:2011:i:2:p:207-215. Full description at Econpapers \|\| Download paper	13
22	2003	Lee-Carter mortality forecasting with age-specific enhancement. (2003). Renshaw, A. E. ; Haberman, S.. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:33:y:2003:i:2:p:255-272. Full description at Econpapers \|\| Download paper	13
23	2016	Marginal Indemnification Function formulation for optimal reinsurance. (2016). Zhuang, Sheng Chao ; Assa, Hirbod ; Tan, Ken Seng ; Weng, Chengguo. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:67:y:2016:i:c:p:65-76. Full description at Econpapers \|\| Download paper	12
24	2001	Optimal management under stochastic interest rates: the case of a protected defined contribution pension fund. (2001). Taillard, Gregory ; Huang, ShaoJuan ; Boulier, Jean-Francois. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:28:y:2001:i:2:p:173-189. Full description at Econpapers \|\| Download paper	12
25	2008	Optimal proportional reinsurance and investment with multiple risky assets and no-shorting constraint. (2008). Guo, Junyi ; Bai, Lihua . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:42:y:2008:i:3:p:968-975. Full description at Econpapers \|\| Download paper	12
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27	2013	Optimal reinsurance minimizing the distortion risk measure under general reinsurance premium principles. (2013). Yang, Jingping ; Cui, Wei ; Wu, Lan. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:53:y:2013:i:1:p:74-85. Full description at Econpapers \|\| Download paper	12
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31	2014	On optimal periodic dividend strategies in the dual model with diffusion. (2014). Avanzi, Benjamin ; Tu, Vincent ; Wong, Bernard. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:55:y:2014:i:c:p:210-224. Full description at Econpapers \|\| Download paper	11
32	2003	Optimal investment strategies in the presence of a minimum guarantee. (2003). Deelstra, Griselda ; Koehl, Pierre-Francois ; Grasselli, Martino. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:33:y:2003:i:1:p:189-207. Full description at Econpapers \|\| Download paper	11
33	2005	Optimal investment for insurer with jump-diffusion risk process. (2005). Zhang, Lihong ; Yang, Hailiang. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:37:y:2005:i:3:p:615-634. Full description at Econpapers \|\| Download paper	11
34	2011	Mortality density forecasts: An analysis of six stochastic mortality models. (2011). Blake, David ; Cairns, Andrew J. G., ; Khalaf-Allah, Marwa ; Dowd, Kevin ; Coughlan, Guy D. ; Epstein, David. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:48:y:2011:i:3:p:355-367. Full description at Econpapers \|\| Download paper	11
35	2014	Optimal reinsurance and investment with unobservable claim size and intensity. (2014). Bayraktar, Erhan ; Liang, Zhibin. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:55:y:2014:i:c:p:156-166. Full description at Econpapers \|\| Download paper	11
36	2010	On the pricing of longevity-linked securities. (2010). Bauer, Daniel ; Borger, Matthias ; Ru, Jochen . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:46:y:2010:i:1:p:139-149. Full description at Econpapers \|\| Download paper	11
37	2008	Optimal reinsurance under VaR and CTE risk measures. (2008). Weng, Chengguo ; Zhang, YI ; Tan, Ken Seng ; Cai, Jun. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:43:y:2008:i:1:p:185-196. Full description at Econpapers \|\| Download paper	11
38	2016	Robust equilibrium reinsurance-investment strategy for a meanâvariance insurer in a model with jumps. (2016). Zeng, Yan ; Gu, Ailing ; Li, Danping. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:66:y:2016:i:c:p:138-152. Full description at Econpapers \|\| Download paper	11
39	2013	Robust optimal control for an insurer with reinsurance and investment under Hestonâs stochastic volatility model. (2013). Yi, BO ; Li, Zhongfei ; Zeng, Yan ; Viens, Frederi G.. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:53:y:2013:i:3:p:601-614. Full description at Econpapers \|\| Download paper	11
40	2012	Optimal time-consistent investment and reinsurance strategies for insurers under Hestonâs SV model. (2012). Zeng, Yan ; Li, Zhongfei ; Lai, Yongzeng. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:51:y:2012:i:1:p:191-203. Full description at Econpapers \|\| Download paper	11
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42	2006	Multivariate skew-normal distributions with applications in insurance. (2006). Vernic, Raluca. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:38:y:2006:i:2:p:413-426. Full description at Econpapers \|\| Download paper	10
43	2013	Optimal excess-of-loss reinsurance and investment problem for an insurer with jumpâdiffusion risk process under the Heston model. (2013). Zhao, Yonggan ; Rong, Ximin. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:53:y:2013:i:3:p:504-514. Full description at Econpapers \|\| Download paper	10
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45	2017	Optimal investment and reinsurance for an insurer under Markov-modulated financial market. (2017). Xu, Lin ; Yao, Dingjun ; Zhang, Liming. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:74:y:2017:i:c:p:7-19. Full description at Econpapers \|\| Download paper	10
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Citing documents used to compute impact factor: 116

Year	Title
2019
2019	Risk-adjusted Bowley reinsurance under distorted probabilities. (2019). Zhang, Yiying ; Phillip, Sheung Chi ; Cheung, Ka Chun . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:86:y:2019:i:c:p:64-72. Full description at Econpapers \|\| Download paper
2019	Optimal insurance under rank-dependent expected utility. (2019). Ghossoub, Mario. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:87:y:2019:i:c:p:51-66. Full description at Econpapers \|\| Download paper
2019	Budget-constrained optimal insurance with belief heterogeneity. (2019). Ghossoub, Mario. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:89:y:2019:i:c:p:79-91. Full description at Econpapers \|\| Download paper
2019	On a spectrally negative LÃ©vy risk process with periodic dividends and capital injections. (2019). Zhou, Xiaowen ; Dong, Hua. In: Statistics & Probability Letters. RePEc:eee:stapro:v:155:y:2019:i:c:16. Full description at Econpapers \|\| Download paper
2019	On modeling left-truncated loss data using mixtures of distributions. (2019). Miljkovic, Tatjana ; Blostein, Martin. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:85:y:2019:i:c:p:35-46. Full description at Econpapers \|\| Download paper
2019	Severity modeling of extreme insurance claims for tariffication. (2019). Wenzel, Jorg ; Desmettre, Sascha ; Laudage, Christian. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:88:y:2019:i:c:p:77-92. Full description at Econpapers \|\| Download paper
2019	Mortality Forecasting: How Far Back Should We Look in Time?. (2019). Ohare, Colin ; Li, Han. In: Risks. RePEc:gam:jrisks:v:7:y:2019:i:1:p:22-:d:208293. Full description at Econpapers \|\| Download paper
2019	Time-consistent investment-proportional reinsurance strategy with random coefficients for meanâvariance insurers. (2019). Wei, Jiaqin ; Wang, Rongming. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:85:y:2019:i:c:p:104-114. Full description at Econpapers \|\| Download paper
2019	Forecasting mortality rate improvements with a high-dimensional VAR. (2019). Piette, Pierrick ; Lopez, Olivier ; Guibert, Quentin. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:88:y:2019:i:c:p:255-272. Full description at Econpapers \|\| Download paper
2019	Indifference pricing of pure endowments via BSDEs under partial information. (2019). Cretarola, Alessandra ; Colaneri, Katia ; Ceci, Claudia. In: Papers. RePEc:arx:papers:1804.00223. Full description at Econpapers \|\| Download paper
2019	A Renewal Shot Noise Process with Subexponential Shot Marks. (2019). Chen, Yiqing. In: Risks. RePEc:gam:jrisks:v:7:y:2019:i:2:p:63-:d:237466. Full description at Econpapers \|\| Download paper
2019	A Continuous Differentiable Wavelet Shrinkage Function for Economic Data Denoising. (2019). He, Xuansen. In: Computational Economics. RePEc:kap:compec:v:54:y:2019:i:2:d:10.1007_s10614-018-9849-y. Full description at Econpapers \|\| Download paper
2019	Pricing and hedging equity-linked life insurance contracts beyond the classical paradigm: The principle of equivalent forward preferences. (2019). Chong, Wing Fung. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:88:y:2019:i:c:p:93-107. Full description at Econpapers \|\| Download paper
2019	Optimal initial capital induced by the optimized certainty equivalent. (2019). Nishide, Katsumasa ; Asano, Takao ; Arai, Takuji. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:85:y:2019:i:c:p:115-125. Full description at Econpapers \|\| Download paper
2019	Can asset allocation limits determine portfolio riskâreturn profiles in DC pension schemes?. (2019). Cifuentes, Arturo ; Vallado, Davi ; Pagnoncelli, Bernardo ; Gutierrez, Tomas. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:86:y:2019:i:c:p:134-144. Full description at Econpapers \|\| Download paper
2019	Analysing dynamic dependence between gold and stock returns: Evidence using stochastic and full-range tail dependence copula models. (2019). Tiwari, Aviral ; Ji, Qiang ; Ibrahim, Muazu ; Boako, Gideon. In: Finance Research Letters. RePEc:eee:finlet:v:31:y:2019:i:c:s1544612318307104. Full description at Econpapers \|\| Download paper
2019	Moment constrained optimal dividends: precommitment \& consistent planning. (2019). Lindensjo, Kristoffer ; Christensen, Soren. In: Papers. RePEc:arx:papers:1909.10749. Full description at Econpapers \|\| Download paper
2019	Model selection based on Lorenz and concentration curves, Gini indices and convex order. (2019). Trufin, Julien ; Sznajder, Dominik ; Denuit, Michel. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:89:y:2019:i:c:p:128-139. Full description at Econpapers \|\| Download paper
2019	Defined Contribution Pension Plans: Who Has Seen the Risk?. (2019). Vetzal, Kenneth R ; Forsyth, Peter A. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:12:y:2019:i:2:p:70-:d:225342. Full description at Econpapers \|\| Download paper
2019	A data-driven neural network approach to optimal asset allocation for target based defined contribution pension plans. (2019). Forsyth, Peter A ; Li, Yuying. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:86:y:2019:i:c:p:189-204. Full description at Econpapers \|\| Download paper
2019	Collective risk models with dependence. (2019). Marceau, Etienne ; Cossette, Helene ; Mtalai, Itre. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:87:y:2019:i:c:p:153-168. Full description at Econpapers \|\| Download paper
2019	A generalization of Expected Shortfall based capital allocation. (2019). Zhou, Yong ; Xun, LI. In: Statistics & Probability Letters. RePEc:eee:stapro:v:146:y:2019:i:c:p:193-199. Full description at Econpapers \|\| Download paper
2019	Stability properties of Haezendonck-Goovaerts premium principles. (2019). Xanthos, Foivos ; Munari, Cosimo ; Gao, Niushan. In: Papers. RePEc:arx:papers:1909.10735. Full description at Econpapers \|\| Download paper
2019	Affordable and adequate annuities with stable payouts: Fantasy or reality?. (2019). Linders, Daniel ; van Bilsen, Servaas . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:86:y:2019:i:c:p:19-42. Full description at Econpapers \|\| Download paper
2019	Fair dynamic valuation of insurance liabilities: Merging actuarial judgement with market- and time-consistency. (2019). Dhaene, Jan ; Chen, ZE ; Barigou, Karim. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:88:y:2019:i:c:p:19-29. Full description at Econpapers \|\| Download paper
2019	Fair valuation of insurance liability cash-flow streams in continuous time: Theory. (2019). Barigou, Karim ; Dhaene, Jan ; Delong, Ukasz. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:88:y:2019:i:c:p:196-208. Full description at Econpapers \|\| Download paper
2019	Optimal implementation delay of taxation with trade-off for L\{e}vy risk Processes. (2019). Chi, Cheng ; Wu, Xueyuan ; Wang, Wenyuan. In: Papers. RePEc:arx:papers:1910.08158. Full description at Econpapers \|\| Download paper
2019	Optimal loss-carry-forward taxation for L\{e}vy risk processes stopped at general draw-down time. (2019). Zhang, Zhimin ; Wang, Wenyuan. In: Papers. RePEc:arx:papers:1904.08029. Full description at Econpapers \|\| Download paper
2019
2019	Preservation of WSAI under default transforms and its application in allocating assets with dependent realizable returns. (2019). Li, Xiaohu. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:86:y:2019:i:c:p:84-91. Full description at Econpapers \|\| Download paper
2019	Single machine scheduling with stochastically dependent times. (2019). Wei, Wei. In: Journal of Scheduling. RePEc:spr:jsched:v:22:y:2019:i:6:d:10.1007_s10951-019-00600-2. Full description at Econpapers \|\| Download paper
2019	Statistical detection and classification of background risks affecting inputs and outputs. (2019). Zitikis, Riardas ; Gribkova, Nadezhda. In: METRON. RePEc:spr:metron:v:77:y:2019:i:1:d:10.1007_s40300-019-00148-3. Full description at Econpapers \|\| Download paper
2019	Value adjustments and dynamic hedging of reinsurance counterparty risk. (2019). Kock, Verena ; FREY, RDIGER ; Colaneri, Katia ; Ceci, Claudia. In: Papers. RePEc:arx:papers:1909.04354. Full description at Econpapers \|\| Download paper
2019	Robust equilibrium excess-of-loss reinsurance and CDS investment strategies for a meanâvariance insurer with ambiguity aversion. (2019). Zeng, Yan ; Shen, Yang ; Zhao, Hui ; Zhang, Wenjun. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:88:y:2019:i:c:p:159-180. Full description at Econpapers \|\| Download paper
2019	Robust non-zero-sum investment and reinsurance game with default risk. (2019). Wang, Ning ; Qian, Linyi ; Jin, Zhuo ; Zhang, Nan. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:84:y:2019:i:c:p:115-132. Full description at Econpapers \|\| Download paper
2019	Sovereign stress and heterogeneous monetary transmission to bank lending in the euro area. (2019). Grandi, Pietro. In: European Economic Review. RePEc:eee:eecrev:v:119:y:2019:i:c:p:251-273. Full description at Econpapers \|\| Download paper
2019	On optimal reinsurance treaties in cooperative game under heterogeneous beliefs. (2019). Hong, Hanping ; Yang, Chen ; Ren, Jiandong ; Jiang, Wenjun. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:85:y:2019:i:c:p:173-184. Full description at Econpapers \|\| Download paper
2019	Sharp asymptotics for large portfolio losses under extreme risks. (2019). Yang, Yang ; Tang, Zhaofeng. In: European Journal of Operational Research. RePEc:eee:ejores:v:276:y:2019:i:2:p:710-722. Full description at Econpapers \|\| Download paper
2019	Optimal XL-insurance under Wasserstein-type ambiguity. (2019). Ch, Georg ; Birghila, Corina. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:88:y:2019:i:c:p:30-43. Full description at Econpapers \|\| Download paper
2019	Large scale extreme risk assessment using copulas: an application to drought events under climate change for Austria. (2019). Silm, Kadri ; Balkovi, Juraj ; Hochrainer-Stigler, Stefan ; Timonina-Farkas, Anna . In: Computational Management Science. RePEc:spr:comgts:v:16:y:2019:i:4:d:10.1007_s10287-018-0339-4. Full description at Econpapers \|\| Download paper
2019	Forecasting compositional risk allocations. (2019). Boonen, Tim J ; Santolino, Miguel ; Guillen, Montserrat. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:84:y:2019:i:c:p:79-86. Full description at Econpapers \|\| Download paper
2019	Dynamic capital allocation with irreversible investments. (2019). Zanjani, George ; Ping, Xiaohu ; Kamiya, Shinichi ; Bauer, Daniel. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:85:y:2019:i:c:p:138-152. Full description at Econpapers \|\| Download paper
2019	Optimal investment for participating insurance contracts under VaR-Regulation. (2019). Stadje, Mitja ; Nguyen, Thai. In: Papers. RePEc:arx:papers:1805.09068. Full description at Econpapers \|\| Download paper
2019	Constrained non-concave utility maximization: An application to life insurance contracts with guarantees. (2019). Chen, AN ; Nguyen, Thai ; Hieber, Peter. In: European Journal of Operational Research. RePEc:eee:ejores:v:273:y:2019:i:3:p:1119-1135. Full description at Econpapers \|\| Download paper
2019	Optimal investment of DC pension plan under short-selling constraints and portfolio insurance. (2019). Zheng, Harry ; Dong, Yinghui. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:85:y:2019:i:c:p:47-59. Full description at Econpapers \|\| Download paper
2019	Special Issue âRisk, Ruin and Survival: Decision Making in Insurance and Financeâ. (2019). Zitikis, Riardas ; Sendova, Kristina ; Ren, Jiandong. In: Risks. RePEc:gam:jrisks:v:7:y:2019:i:3:p:96-:d:265178. Full description at Econpapers \|\| Download paper
2019	An interpretation of the condition for precautionary saving: the case of greater higher-order interest rate risk. (2019). Wong, Kit Pong. In: Journal of Economics. RePEc:kap:jeczfn:v:126:y:2019:i:3:d:10.1007_s00712-018-0629-x. Full description at Econpapers \|\| Download paper
2019	Optimal saving and health prevention. (2019). Menegatti, Mario ; Liu, Desu. In: Journal of Economics. RePEc:kap:jeczfn:v:128:y:2019:i:2:d:10.1007_s00712-018-00652-6. Full description at Econpapers \|\| Download paper
2019	How do changes in risk and risk aversion affect self-protection with Selden/KrepsâPorteus preferences?. (2019). Ho Yin Yick, ; Wang, Hongxia. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:88:y:2019:i:c:p:1-6. Full description at Econpapers \|\| Download paper
2019	Derivatives trading for insurers. (2019). Xue, Xiaole ; Weng, Chengguo ; Wei, Pengyu. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:84:y:2019:i:c:p:40-53. Full description at Econpapers \|\| Download paper
2019	Does the trans-regional transfer of resource-oriented enterprises generate a stress effect?. (2019). Li, Danping ; Dong, Mei ; Lai, Yongzeng ; Zhang, BO. In: Resources Policy. RePEc:eee:jrpoli:v:64:y:2019:i:c:s0301420719303009. Full description at Econpapers \|\| Download paper
2019	Continuous time model for notional defined contribution pension schemes: Liquidity and solvency. (2019). Devolder, Pierre ; Alonso-Garcia, Jennifer. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:88:y:2019:i:c:p:57-76. Full description at Econpapers \|\| Download paper
2019	How can a cause-of-death reduction be compensated for by the population heterogeneity? A dynamic approach. (2019). el Karoui, Nicole ; Arnold, Severine ; Hardy, Heloise Labit ; Kaakai, Sarah. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:89:y:2019:i:c:p:16-37. Full description at Econpapers \|\| Download paper
2019	Mortality Options: the Point of View of an Insurer. (2019). Schmidli, Hanspeter ; Schmeck, Maren Diane. In: Center for Mathematical Economics Working Papers. RePEc:bie:wpaper:616. Full description at Econpapers \|\| Download paper
2019	Optimal life-cycle consumption and investment decisions under age-dependent risk preferences. (2019). Zagst, Rudi ; Shevchenko, Pavel V ; Lichtenstern, Andreas. In: Papers. RePEc:arx:papers:1908.09976. Full description at Econpapers \|\| Download paper
2019	Redistributive Consequences of Abolishing Uniform Contribution Policies in Pension Funds. (2019). van Wijnbergen, Sweder ; Chen, Damiaan. In: DNB Working Papers. RePEc:dnb:dnbwpp:641. Full description at Econpapers \|\| Download paper
2019	Optimal investment strategies and risk-sharing arrangements for a hybrid pension plan. (2019). Lu, YI ; Wang, Suxin. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:89:y:2019:i:c:p:46-62. Full description at Econpapers \|\| Download paper
2019	Quantitative modeling of risk management strategies: Stochastic reserving and hedging of variable annuity guaranteed benefits. (2019). Yi, Bingji ; Feng, Runhuan. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:85:y:2019:i:c:p:60-73. Full description at Econpapers \|\| Download paper
2019	Hierarchical Forecasting. (2019). Hyndman, Rob ; Affan, Mohamed ; Panagiotelis, Anastasios ; Gamakumara, Puwasala ; Athanasopoulos, George. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2019-2. Full description at Econpapers \|\| Download paper
2019	A forecast reconciliation approach to cause-of-death mortality modeling. (2019). Lu, Yang ; Li, Hong ; Panagiotelis, Anastasios. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:86:y:2019:i:c:p:122-133. Full description at Econpapers \|\| Download paper
2019	Conditional tail risk measures for the skewed generalised hyperbolic family. (2019). Landsman, Zinoviy ; Ignatieva, Katja. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:86:y:2019:i:c:p:98-114. Full description at Econpapers \|\| Download paper
2019	A note on Parisian ruin under a hybrid observation scheme. (2019). Lkabous, Mohamed Amine. In: Statistics & Probability Letters. RePEc:eee:stapro:v:145:y:2019:i:c:p:147-157. Full description at Econpapers \|\| Download paper
2019	On occupation times in the red of L\evy risk models. (2019). Lkabous, Mohamed Amine ; Li, Bin ; Landriault, David. In: Papers. RePEc:arx:papers:1903.03721. Full description at Econpapers \|\| Download paper
2019	A note on Parisian ruin under a hybrid observation scheme. (2019). Lkabous, Mohamed Amine. In: Papers. RePEc:arx:papers:1907.09993. Full description at Econpapers \|\| Download paper
2019	Optimal investmentâreinsurance strategies with state dependent risk aversion and VaR constraints in correlated markets. (2019). Cai, Jun ; Bi, Junna. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:85:y:2019:i:c:p:1-14. Full description at Econpapers \|\| Download paper
2019	Estimating the discounted density of the deficit at ruin by Fourier cosine series expansion. (2019). Zhang, Zhimin ; Su, Wen ; Yang, Yang. In: Statistics & Probability Letters. RePEc:eee:stapro:v:146:y:2019:i:c:p:147-155. Full description at Econpapers \|\| Download paper
2019	Expected exponential utility maximization of insurers with a general diffusion factor model : The complete market case. (2019). Sun, Li-Hsien ; Sheu, Shuenn-Jyi ; Hata, Hiroaki. In: Papers. RePEc:arx:papers:1903.08957. Full description at Econpapers \|\| Download paper
2019	Optimal Reinsurance and Investment Strategies under Mean-Variance Criteria: Partial and Full Information. (2019). Shi, Jingtao ; Zhu, Shihao. In: Papers. RePEc:arx:papers:1906.08410. Full description at Econpapers \|\| Download paper
2019	Optimal proportional reinsurance and investment for stochastic factor models. (2019). Ceci, C ; Brachetta, M. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:87:y:2019:i:c:p:15-33. Full description at Econpapers \|\| Download paper
2019	Robust optimal investmentâreinsurance strategies for an insurer with multiple dependent risks. (2019). Kang, Zhilin ; Yao, Haixiang ; Sun, Jingyun. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:89:y:2019:i:c:p:157-170. Full description at Econpapers \|\| Download paper
2019	A hybrid stochastic differential reinsurance and investment game with bounded memory. (2019). Zhong, Feimin ; Gao, Rui ; Xiao, Helu ; Zhou, Zhongbao ; Bai, Yanfei. In: Papers. RePEc:arx:papers:1910.09834. Full description at Econpapers \|\| Download paper
2019	Stackelberg 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
2019	Nash equilibrium premium strategies for pushâpull 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
2019	Time-consistent investment and reinsurance strategies for mean-variance insurers with relative performance concerns under the Heston model. (2019). Zhang, Chengke ; Cao, Ming ; Zhu, Huainian. In: Finance Research Letters. RePEc:eee:finlet:v:30:y:2019:i:c:p:280-291. Full description at Econpapers \|\| Download paper
2019	Equilibrium recoveries in insurance markets with limited liability. (2019). Boonen, Tim J. In: Journal of Mathematical Economics. RePEc:eee:mateco:v:85:y:2019:i:c:p:38-45. Full description at Econpapers \|\| Download paper
2019	Asymptotics of multivariate conditional risk measures for Gaussian risks. (2019). Ling, Chengxiu. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:86:y:2019:i:c:p:205-215. Full description at Econpapers \|\| Download paper
2019
2019	Optimal investment and benefit payment strategy under loss aversion for target benefit pension plans. (2019). Wang, Suxin ; Zhao, Hui ; Rong, Ximin. In: Applied Mathematics and Computation. RePEc:eee:apmaco:v:346:y:2019:i:c:p:205-218. Full description at Econpapers \|\| Download paper
2019	A fuzzy bi-level method for modeling age-specific migration. (2019). Basak, Melek ; Demirel, Duygun Fatih. In: Socio-Economic Planning Sciences. RePEc:eee:soceps:v:68:y:2019:i:c:s003801211830051x. Full description at Econpapers \|\| Download paper
2019	Stochastic Stackelberg differential reinsurance games under time-inconsistent meanâvariance framework. (2019). Shen, Yang ; Chen, LV. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:88:y:2019:i:c:p:120-137. Full description at Econpapers \|\| Download paper
2019	Cyber bonds and their pricing models. (2019). Solovjovs, Sergejs ; Smagulov, Daulet ; Markov, Alexander ; Kolesnikov, Oleg. In: Papers. RePEc:arx:papers:1911.06698. Full description at Econpapers \|\| Download paper
2019	Energy Commodities: A Review of Optimal Hedging Strategies. (2019). HALKOS, GEORGE ; Tsirivis, Apostolos S. In: Energies. RePEc:gam:jeners:v:12:y:2019:i:20:p:3979-:d:278200. Full description at Econpapers \|\| Download paper
2019	Fraud risk assessment within blockchain transactions. (2019). Goffard, Pierre-Olivier. In: Working Papers. RePEc:hal:wpaper:hal-01716687. Full description at Econpapers \|\| Download paper
2019	The move towards riskier pensions: The importance of mortality. (2019). Rangvid, Jesper ; Kallestrup-Lamb, Malene ; Balter, Anne G. In: CREATES Research Papers. RePEc:aah:create:2019-22. Full description at Econpapers \|\| Download paper
2019	The impact of the choice of life table statistics when forecasting mortality. (2019). Vaupel, James W ; Oeppen, Jim ; Kjargaard, Soren ; Bergeron-Boucher, Marie-Pier. In: Demographic Research. RePEc:dem:demres:v:41:y:2019:i:43. Full description at Econpapers \|\| Download paper
2019	The valuation of no-negative equity guarantees and equity release mortgages. (2019). Fry, John ; Blake, David ; Buckner, Dean ; Dowd, Kevin. In: Economics Letters. RePEc:eee:ecolet:v:184:y:2019:i:c:s0165176519303349. Full description at Econpapers \|\| Download paper
2019	Systemic Risk: Conditional Distortion Risk Measures. (2019). Laeven, Roger ; Dhaene, Jan ; Zhang, Yiying. In: Papers. RePEc:arx:papers:1901.04689. Full description at Econpapers \|\| Download paper
2019	On a family of risk measures based on largest claims. (2019). Sordo, M A ; Pigueiras, G ; Castao-Martinez, A. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:86:y:2019:i:c:p:92-97. Full description at Econpapers \|\| Download paper
2019	DERIVING ROBUST BAYESIAN PREMIUMS UNDER BANDS OF PRIOR DISTRIBUTIONS WITH APPLICATIONS. (2019). Gomez-Deniz, E ; Suarez-Llorens, A ; Sordo, M A ; Sanchez-Sanchez, M. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:49:y:2019:i:01:p:147-168_00. Full description at Econpapers \|\| Download paper
2019	On the role of dependence in residual lifetimes. (2019). Pellerey, Franco ; Longobardi, Maria . In: Statistics & Probability Letters. RePEc:eee:stapro:v:153:y:2019:i:c:p:56-64. Full description at Econpapers \|\| Download paper
2019
2019	Pricing of Longevity Derivatives and Cost of Capital. (2019). Zeddouk, Fadoua ; Devolder, Pierre. In: Risks. RePEc:gam:jrisks:v:7:y:2019:i:2:p:41-:d:222838. Full description at Econpapers \|\| Download paper
2019	The Impact of Jumps on American Option Pricing: The S&P 100 Options Case. (2019). Schlogl, Erik ; Nikitopoulos-Sklibosios, Christina ; Taruvinga, Blessing ; Kang, Boda. In: Research Paper Series. RePEc:uts:rpaper:397. Full description at Econpapers \|\| Download paper
2019	Variable annuities with a threshold fee: valuation, numerical implementation and comparative static analysis. (2019). Zoccolan, Ivan ; Bacinello, Anna Rita . In: Decisions in Economics and Finance. RePEc:spr:decfin:v:42:y:2019:i:1:d:10.1007_s10203-019-00255-w. Full description at Econpapers \|\| Download paper
2019	Robust optimal reinsurance and investment strategies for an AAI with multiple risks. (2019). Liang, Zongxia ; Guan, Guohui. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:89:y:2019:i:c:p:63-78. Full description at Econpapers \|\| Download paper
2019	Risk Management of Pension Fund: A Model for Salary Evolution. (2019). Petroni, Filippo ; Lika, Ada ; D'Amico, Guglielmo. In: International Journal of Financial Studies. RePEc:gam:jijfss:v:7:y:2019:i:3:p:44-:d:259293. Full description at Econpapers \|\| Download paper
2019	Research on long-term care insurance: status quo and directions for future research. (2019). Ghavibazoo, Omid ; Eling, Martin. In: The Geneva Papers on Risk and Insurance - Issues and Practice. RePEc:pal:gpprii:v:44:y:2019:i:2:d:10.1057_s41288-018-00114-6. Full description at Econpapers \|\| Download paper
2019	Long-term care insurance research and trajectory. (2019). Costa-i-Font, Joan ; Wagner, Joel ; Courbage, Christophe ; Costa-Font, Joan ; costa -Font, Joan . In: The Geneva Papers on Risk and Insurance - Issues and Practice. RePEc:pal:gpprii:v:44:y:2019:i:2:d:10.1057_s41288-019-00122-0. Full description at Econpapers \|\| Download paper
2019	A market-consistent framework for the fair evaluation of insurance contracts under Solvency II. (2019). Ghilarducci, Alessandro ; Fusai, Gianluca ; Casalini, Riccardo ; Gambaro, Anna Maria. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:42:y:2019:i:1:d:10.1007_s10203-019-00242-1. Full description at Econpapers \|\| Download paper
2019	Stochastic 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
2019	Asymmetric clusters and outliers: Mixtures of multivariate contaminated shifted asymmetric Laplace distributions. (2019). Browne, Ryan P ; McNicholas, Paul D ; Punzo, Antonio ; Morris, Katherine . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:132:y:2019:i:c:p:145-166. Full description at Econpapers \|\| Download paper
2019	CEO Overconfidence and Shadow-Banking Life Insurer Performance Under Government Purchases of Distressed Assets. (2019). Huang, Fu-Wei ; Yao, Wenyu ; Lin, Jyh-Horng ; Chen, Shi. In: Risks. RePEc:gam:jrisks:v:7:y:2019:i:1:p:28-:d:211106. Full description at Econpapers \|\| Download paper
2019	The efficiency effects of life settlement on the life insurance market. (2019). Hong, Jimin ; Seog, Hun S. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:56:y:2019:i:c:p:395-412. Full description at Econpapers \|\| Download paper
2019	Multivariate Systemic Optimal Risk Transfer Equilibrium. (2019). Frittelli, Marco ; Doldi, Alessandro. In: Papers. RePEc:arx:papers:1912.12226. Full description at Econpapers \|\| Download paper
2019	Systemic Optimal Risk Transfer Equilibrium. (2019). Meyer-Brandis, Thilo ; Frittelli, Marco ; Fouque, Jean-Pierre ; Doldi, Alessandro ; Biagini, Francesca. In: Papers. RePEc:arx:papers:1907.04257. Full description at Econpapers \|\| Download paper
2019	On the distribution of classic and some exotic ruin times. (2019). Xu, DI ; Shi, Tianxiang ; Li, Bin ; Landriault, David. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:89:y:2019:i:c:p:38-45. Full description at Econpapers \|\| Download paper
2019	Equivalent distortion risk measures on moment spaces. (2019). Vanduffel, Steven ; Cornilly, Dries. In: Statistics & Probability Letters. RePEc:eee:stapro:v:146:y:2019:i:c:p:187-192. Full description at Econpapers \|\| Download paper
2019	Analysis of risk bounds in partially specified additive factor models. (2019). Ruschendorf, L. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:86:y:2019:i:c:p:115-121. Full description at Econpapers \|\| Download paper
2019	Portfolio Optimization with Expectile and Omega Functions. (2019). Uryasev, Stan ; Wagner, Alexander . In: Papers. RePEc:arx:papers:1910.14005. Full description at Econpapers \|\| Download paper
2019	Continuous-time optimal reinsurance strategy with nontrivial curved structures. (2019). Siu, Tak Kuen ; Liao, PU ; Meng, Hui. In: Applied Mathematics and Computation. RePEc:eee:apmaco:v:363:y:2019:i:c:38. Full description at Econpapers \|\| Download paper
2019	Optimal Dividend Distribution Under Drawdown and Ratcheting Constraints on Dividend Rates. (2019). Bayraktar, Erhan ; Young, Virginia R ; Angoshtari, Bahman . In: Papers. RePEc:arx:papers:1806.07499. Full description at Econpapers \|\| Download paper
2019	Optimal ratcheting of dividends in insurance. (2019). Muler, Nora ; Azcue, Pablo ; Albrecher, Hansjoerg. In: Papers. RePEc:arx:papers:1910.06910. Full description at Econpapers \|\| Download paper
2019	Extreme-aggregation measures in the RDEU model. (2019). Hu, Taizhong ; Chen, Ouxiang. In: Statistics & Probability Letters. RePEc:eee:stapro:v:148:y:2019:i:c:p:155-163. Full description at Econpapers \|\| Download paper
2019	A general framework for time-changed Markov processes and applications. (2019). Cui, Zhenyu ; Nguyen, Duy ; Kirkby, Lars J. In: European Journal of Operational Research. RePEc:eee:ejores:v:273:y:2019:i:2:p:785-800. Full description at Econpapers \|\| Download paper
2019	Valuation and analysis on complex equity indexed annuities. (2019). Tsai, Chenghsien ; Hsieh, Ming-Hua ; Chiu, Yu-Fen. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:57:y:2019:i:c:s0927538x19301039. Full description at Econpapers \|\| Download paper

Recent citations

Recent citations received in 2019

Year	Citing document
2019	Optimal excess-of-loss reinsurance for stochastic factor risk models. (2019). Ceci, Claudia ; Brachetta, Matteo. In: Papers. RePEc:arx:papers:1904.05422. Full description at Econpapers \|\| Download paper
2019	A hybrid stochastic differential reinsurance and investment game with bounded memory. (2019). Zhong, Feimin ; Gao, Rui ; Xiao, Helu ; Zhou, Zhongbao ; Bai, Yanfei. In: Papers. RePEc:arx:papers:1910.09834. Full description at Econpapers \|\| Download paper
2019	Optimal robust insurance with a finite uncertainty set. (2019). Hu, Junlei ; Asimit, Alexandru V ; Xie, Yuantao. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:87:y:2019:i:c:p:67-81. Full description at Econpapers \|\| Download paper
2019	Fair valuation of insurance liability cash-flow streams in continuous time: Theory. (2019). Barigou, Karim ; Dhaene, Jan ; Delong, Ukasz. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:88:y:2019:i:c:p:196-208. Full description at Econpapers \|\| Download paper
2019	On the existence of a representative reinsurer under heterogeneous beliefs. (2019). Ghossoub, Mario ; Boonen, Tim J. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:88:y:2019:i:c:p:209-225. Full description at Econpapers \|\| Download paper
2019	Stochastic differential reinsurance games with capital injections. (2019). Qian, Linyi ; Jin, Zhuo ; Zhang, Nan ; Fan, Kun . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:88:y:2019:i:c:p:7-18. Full description at Econpapers \|\| Download paper
2019	Explicit moments for a class of micro-models in non-life insurance. (2019). Wahl, Felix. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:89:y:2019:i:c:p:140-156. Full description at Econpapers \|\| Download paper
2019	Stochastic utilities with subsistence and satiation: Optimal life insurance purchase, consumption and investment. (2019). Ye, Jinchun. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:89:y:2019:i:c:p:193-212. Full description at Econpapers \|\| Download paper
2019	Optimal investment strategies and risk-sharing arrangements for a hybrid pension plan. (2019). Lu, YI ; Wang, Suxin. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:89:y:2019:i:c:p:46-62. Full description at Econpapers \|\| Download paper
2019	Does the trans-regional transfer of resource-oriented enterprises generate a stress effect?. (2019). Li, Danping ; Dong, Mei ; Lai, Yongzeng ; Zhang, BO. In: Resources Policy. RePEc:eee:jrpoli:v:64:y:2019:i:c:s0301420719303009. Full description at Econpapers \|\| Download paper
2019	Optimal Excess-of-Loss Reinsurance for Stochastic Factor Risk Models. (2019). Ceci, Claudia ; Brachetta, Matteo. In: Risks. RePEc:gam:jrisks:v:7:y:2019:i:2:p:48-:d:227464. Full description at Econpapers \|\| Download paper
2019	Does the pension systemâs income statement really matter? A proposal for an NDC scheme with disability and minimum pension benefits. (2019). Vidal-Melia, Carlos ; Ventura-Marco, Manuel ; Garvey, Anne M. In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1922. Full description at Econpapers \|\| Download paper

Recent citations received in 2018

Year	Citing document
2018	Probability measure-valued polynomial diffusions. (2018). Svaluto-Ferro, Sara ; Larsson, Martin ; Cuchiero, Christa. In: Papers. RePEc:arx:papers:1807.03229. Full description at Econpapers \|\| Download paper
2018	. Full description at Econpapers \|\| Download paper
2018	Waiting for Godot: the Failure of SMEs in the Italian Manufacturing Industry to Grow. (2018). Autore, Quarto ; Secondo, Universita Cattolicaauthor-Name. In: DISCE - Quaderni del Dipartimento di Scienze Economiche e Sociali. RePEc:ctc:serie2:dises132. Full description at Econpapers \|\| Download paper
2018	A two-decrement model for the valuation and risk measurement of a guaranteed annuity option. (2018). Zhao, Yixing ; GAO, Huan ; Mamon, Rogemar. In: Econometrics and Statistics. RePEc:eee:ecosta:v:8:y:2018:i:c:p:231-249. Full description at Econpapers \|\| Download paper
2018	Upper bounds for strictly concave distortion risk measures on moment spaces. (2018). Cornilly, D ; Vanduffel, S ; Ruschendorf, L. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:82:y:2018:i:c:p:141-151. Full description at Econpapers \|\| Download paper
2018	Poissonian potential measures for LÃ©vy risk models. (2018). Landriault, David ; Xu, DI ; Li, Bin. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:82:y:2018:i:c:p:152-166. Full description at Econpapers \|\| Download paper
2018	Non-parametric inference of transition probabilities based on AalenâJohansen integral estimators for acyclic multi-state models: application to LTC insurance. (2018). Guibert, Quentin ; Planchet, Frederic. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:82:y:2018:i:c:p:21-36. Full description at Econpapers \|\| Download paper
2018	Time-consistent proportional reinsurance and investment strategies under ambiguous environment. (2018). Guan, Guohui ; Feng, Jian ; Liang, Zongxia . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:83:y:2018:i:c:p:122-133. Full description at Econpapers \|\| Download paper
2018	Euler allocations in the presence of non-linear reinsurance: Comment on Major (2018). (2018). Pesenti, Silvana M ; Millossovich, Pietro ; Tsanakas, Andreas. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:83:y:2018:i:c:p:29-31. Full description at Econpapers \|\| Download paper
2018	Gini estimation under infinite variance. (2018). Fontanari, Andrea ; Cirillo, Pasquale ; Taleb, Nassim Nicholas. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:502:y:2018:i:c:p:256-269. Full description at Econpapers \|\| Download paper
2018	Why Insurers Are Wrong about Adverse Selection. (2018). Thomas, Guy R. In: Laws. RePEc:gam:jlawss:v:7:y:2018:i:2:p:13-:d:141165. Full description at Econpapers \|\| Download paper
2018	Company Value with Ruin Constraint in Lundberg Models. (2018). Hipp, Christian. In: Risks. RePEc:gam:jrisks:v:6:y:2018:i:3:p:73-:d:159090. Full description at Econpapers \|\| Download paper
2018	On a Multiplicative Multivariate Gamma Distribution with Applications in Insurance. (2018). Semenikhine, Vadim ; Su, Jianxi ; Furman, Edward. In: Risks. RePEc:gam:jrisks:v:6:y:2018:i:3:p:79-:d:163347. Full description at Econpapers \|\| Download paper
2018	On the Evaluation of the Distribution of a General Multivariate Collective Model: Recursions versus Fast Fourier Transform. (2018). Vernic, Raluca. In: Risks. RePEc:gam:jrisks:v:6:y:2018:i:3:p:87-:d:165887. Full description at Econpapers \|\| Download paper
2018	Some Results on Measures of Interaction between Paired Risks. (2018). Fang, Rui ; Li, Xiaohu. In: Risks. RePEc:gam:jrisks:v:6:y:2018:i:3:p:88-:d:166067. Full description at Econpapers \|\| Download paper
2018	A Quantum-Type Approach to Non-Life Insurance Risk Modelling. (2018). Lefevre, Claude ; Utev, Sergey ; Tamturk, Muhsin ; Loisel, Stephane. In: Risks. RePEc:gam:jrisks:v:6:y:2018:i:3:p:99-:d:169842. Full description at Econpapers \|\| Download paper
2018
2018
2018	Risk management with multiple VaR constraints. (2018). Chen, AN ; Stadje, Mitja ; Nguyen, Thai. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:88:y:2018:i:2:d:10.1007_s00186-018-0637-1. Full description at Econpapers \|\| Download paper

Recent citations received in 2017

Year	Citing document
2017	Parameter uncertainty and reserve risk under Solvency II. (2017). Frohlich, Andreas ; Weng, Annegret . In: Papers. RePEc:arx:papers:1612.03066. Full description at Econpapers \|\| Download paper
2017	Risk-Minimizing Hedging of Counterparty Risk. (2017). Ceci, Claudia ; Capponi, Agostino ; Bo, Lijun. In: Papers. RePEc:arx:papers:1709.01115. Full description at Econpapers \|\| Download paper
2017	Optimal investment-consumption and life insurance selection problem under inflation. A BSDE approach. (2017). Kufakunesu, Rodwell ; Guambe, Calisto. In: Papers. RePEc:arx:papers:1711.01760. Full description at Econpapers \|\| Download paper
2017	Forecasting of a Hierarchical Functional Time Series on Example of Macromodel for Day and Night Air Pollution in Silesia Region: A Critical Overview. (2017). Rydlewski, Jerzy P ; Mielczarek, Dominik ; Kosiorowski, Daniel. In: Papers. RePEc:arx:papers:1712.03797. Full description at Econpapers \|\| Download paper
2017	Redistributive Consequences of Abolishing Uniform Contribution Policies in Pension Funds. (2017). van Wijnbergen, Sweder ; Chen, Damiaan. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12497. Full description at Econpapers \|\| Download paper
2017	The compound Poisson risk model under a mixed dividend strategy. (2017). Zhang, Zhimin. In: Applied Mathematics and Computation. RePEc:eee:apmaco:v:315:y:2017:i:c:p:1-12. Full description at Econpapers \|\| Download paper
2017	Parisian ruin for a refracted LÃ©vy process. (2017). Lkabous, Mohamed Amine ; Renaud, Jean-Franois ; Czarna, Irmina. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:74:y:2017:i:c:p:153-163. Full description at Econpapers \|\| Download paper
2017	Equity-linked annuity pricing with cliquet-style guarantees in regime-switching and stochastic volatility models with jumps. (2017). Cui, Zhenyu ; Nguyen, Duy ; Kirkby, Lars J. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:74:y:2017:i:c:p:46-62. Full description at Econpapers \|\| Download paper
2017	A general approach to full-range tail dependence copulas. (2017). Su, Jianxi ; Hua, Lei. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:77:y:2017:i:c:p:49-64. Full description at Econpapers \|\| Download paper
2017	Interplay of subexponential and dependent insurance and financial risks. (2017). Chen, Yiqing. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:77:y:2017:i:c:p:78-83. Full description at Econpapers \|\| Download paper
2017	The composite iteration algorithm for finding efficient and financially fair risk-sharing rules. (2017). Schumacher, Johannes ; Pazdera, Jaroslav. In: Journal of Mathematical Economics. RePEc:eee:mateco:v:72:y:2017:i:c:p:122-133. Full description at Econpapers \|\| Download paper
2017	The Solvency II Standard Formula, Linear Geometry, and Diversification. (2017). Paulusch, Joachim. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:10:y:2017:i:2:p:11-:d:98991. Full description at Econpapers \|\| Download paper
2017	Intelligent Decision Support in ProportionalâStop-Loss Reinsurance Using Multiple Attribute Decision-Making (MADM). (2017). Xuan, Shirley Jie ; Poh, Kim Leng. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:10:y:2017:i:4:p:22-:d:120649. Full description at Econpapers \|\| Download paper
2017	Asymptotic Estimates for the One-Year Ruin Probability under Risky Investments. (2017). Liu, Jing ; Zhang, Huan. In: Risks. RePEc:gam:jrisks:v:5:y:2017:i:2:p:28-:d:97825. Full description at Econpapers \|\| Download paper
2017	Actuarial Geometry. (2017). Mildenhall, Stephen J. In: Risks. RePEc:gam:jrisks:v:5:y:2017:i:2:p:31-:d:101685. Full description at Econpapers \|\| Download paper
2017	Valuation of Non-Life Liabilities from Claims Triangles. (2017). Lindholm, Mathias ; Wahl, Felix ; Lindskog, Filip. In: Risks. RePEc:gam:jrisks:v:5:y:2017:i:3:p:39-:d:105172. Full description at Econpapers \|\| Download paper
2017	Assessment of Policy Changes to Means-Tested Age Pension Using the Expected Utility Model: Implication for Decisions in Retirement. (2017). Andreasson, Johan G ; Shevchenko, Pavel V. In: Risks. RePEc:gam:jrisks:v:5:y:2017:i:3:p:47-:d:111425. Full description at Econpapers \|\| Download paper
2017	Bayesian Modelling, Monte Carlo Sampling and Capital Allocation of Insurance Risks. (2017). Targino, Rodrigo ; Wuthrich, Mario V ; Peters, Gareth W. In: Risks. RePEc:gam:jrisks:v:5:y:2017:i:4:p:53-:d:112832. Full description at Econpapers \|\| Download paper
2017	Optimal Initial Capital Induced by the Optimized Certainty Equivalent. (2017). Nishide, Katsumasa ; Arai, Takuji ; Asano, Takao. In: KIER Working Papers. RePEc:kyo:wpaper:981. Full description at Econpapers \|\| Download paper
2017	Rising interest rates, lapse risk, and the stability of life insurers. (2017). GrÃÂ¼ndl, Helmut ; Kubitza, Christian ; Grundl, Helmut ; Berdin, Elia. In: ICIR Working Paper Series. RePEc:zbw:icirwp:2917. Full description at Econpapers \|\| Download paper

Recent citations received in 2016

Year	Citing document
2016	Some Mathematical Aspects of Price Optimisation. (2016). Bai, Y ; Tamraz, M ; Ratovomirija, G ; Hashorva, E. In: Papers. RePEc:arx:papers:1605.05814. Full description at Econpapers \|\| Download paper
2016	Efficient Valuation of SCR via a Neural Network Approach. (2016). Hejazi, Seyed Amir ; Jackson, Kenneth R. In: Papers. RePEc:arx:papers:1610.01946. Full description at Econpapers \|\| Download paper
2016	Multiple risk factor dependence structures: Copulas and related properties. (2016). Furman, Edward ; Su, Jianxi. In: Papers. RePEc:arx:papers:1610.02126. Full description at Econpapers \|\| Download paper
2016	VaR as the CVaR sensitivity : applications in risk optimization. (2016). Balbs, Raquel . In: INDEM - Working Paper Business Economic Series. RePEc:cte:idrepe:id-16-01. Full description at Econpapers \|\| Download paper
2016	Alpha-robust mean-variance reinsurance-investment strategy. (2016). Li, Bin ; Xiong, Dewen. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:70:y:2016:i:c:p:101-123. Full description at Econpapers \|\| Download paper
2016	Optimal investment and reinsurance strategies for insurers with generalized meanâvariance premium principle and no-short selling. (2016). Zhang, Xin ; Zeng, Yan ; Meng, Hui. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:67:y:2016:i:c:p:125-132. Full description at Econpapers \|\| Download paper
2016	The role of a representative reinsurer in optimal reinsurance. (2016). Zhuang, Sheng Chao ; Boonen, Tim J ; Tan, Ken Seng. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:70:y:2016:i:c:p:196-204. Full description at Econpapers \|\| Download paper
2016	A micro-level claim count model with overdispersion and reporting delays. (2016). Avanzi, Benjamin ; Yang, Xinda ; Wong, Bernard. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:71:y:2016:i:c:p:1-14. Full description at Econpapers \|\| Download paper
2016	Uniform asymptotics for a multi-dimensional time-dependent risk model with multivariate regularly varying claims and stochastic return. (2016). Li, Jinzhu. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:71:y:2016:i:c:p:195-204. Full description at Econpapers \|\| Download paper
2016	Constrained investmentâreinsurance optimization with regime switching under variance premium principle. (2016). Shen, Yang ; Wang, Wei ; Qian, Linyi ; Chen, LV. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:71:y:2016:i:c:p:253-267. Full description at Econpapers \|\| Download paper
2016	A pair of optimal reinsuranceâinvestment strategies in the two-sided exit framework. (2016). Li, Danping ; Landriault, David. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:71:y:2016:i:c:p:284-294. Full description at Econpapers \|\| Download paper
2016	Issues with the SmithâWilson method. (2016). Lindholm, Mathias ; Lagers, Andreas . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:71:y:2016:i:c:p:93-102. Full description at Econpapers \|\| Download paper
2016	Understanding Reporting Delay in General Insurance. (2016). Wthrich, Mario V. In: Risks. RePEc:gam:jrisks:v:4:y:2016:i:3:p:25-:d:73548. Full description at Econpapers \|\| Download paper
2016	Optimal Reinsurance with Heterogeneous Reference Probabilities. (2016). Boonen, Tim J. In: Risks. RePEc:gam:jrisks:v:4:y:2016:i:3:p:26-:d:73448. Full description at Econpapers \|\| Download paper
2016	Deflation Risk and Implications for Life Insurers. (2016). Begin, Jean-Franois . In: Risks. RePEc:gam:jrisks:v:4:y:2016:i:4:p:46-:d:84409. Full description at Econpapers \|\| Download paper
2016	How Does Reinsurance Create Value to an Insurer? A Cost-Benefit Analysis Incorporating Default Risk. (2016). Lo, Ambrose . In: Risks. RePEc:gam:jrisks:v:4:y:2016:i:4:p:48-:d:85331. Full description at Econpapers \|\| Download paper
2016	Smooth investment. (2016). Bruhn, Kenneth ; Steffensen, Mogens ; Jensen, Ninna Reitzel . In: Annals of Finance. RePEc:kap:annfin:v:12:y:2016:i:3:d:10.1007_s10436-016-0283-7. Full description at Econpapers \|\| Download paper
2016	Multivariate extreme value statistics for risk assessment. (2016). He, Yi. In: Other publications TiSEM. RePEc:tiu:tiutis:119cc8b9-5198-41d6-a648-f72501cd4229. Full description at Econpapers \|\| Download paper
2016	NOTE ON THE SMITHâWILSON INTEREST RATE CURVE. (2016). Gach, Florian. In: International Journal of Theoretical and Applied Finance (IJTAF). RePEc:wsi:ijtafx:v:19:y:2016:i:07:n:s0219024916500394. Full description at Econpapers \|\| Download paper

10 most frequent citing series

#	Series	H	Cites
1	Insurance: Mathematics and Economics / Elsevier	44	3030
2	Papers / arXiv.org	54	1142
3	Risks / MDPI, Open Access Journal	8	557
4	European Journal of Operational Research / Elsevier	91	212
5	Statistics & Probability Letters / Elsevier	26	185
6	Journal of Risk & Insurance / The American Risk and Insurance Association	33	125
7	Post-Print / HAL	104	106
8	Working Papers / HAL	32	101
9	Economic Modelling / Elsevier	58	95
10	Applied Mathematics and Computation / Elsevier	15	90
11	Annals of Operations Research / Springer	31	79