North American Actuarial Journal / Taylor & Francis Journals
Citation Profile [Updated: 2020-06-03 07:38:54]
5 Years H
11
Impact Factor
0.38
5 Years IF
0.32
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]
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trace new citations] [Missing
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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 | 89 | 89 | 0 | 0 | 0 | 0 | 0 | 0 | 0.1 | |||||
| 1998 | 0 | 0.27 | 0 | 0 | 97 | 186 | 82 | 0 | 89 | 89 | 0 | 0 | 0.12 | |||||
| 1999 |  0.01 |
0.29 | 0.02 | 0.01 | 102 | 288 | 28 | 7 | 7 | 186 | 2 | 186 | 2 | 0 | 5 | 0.05 | 0.14 | |
| 2000 | 0.01 |
0.34 | 0.01 | 0.01 | 84 | 372 | 30 | 4 | 11 | 199 | 2 | 288 | 2 | 0 | 2 | 0.02 | 0.15 | |
| 2001 | 0.01 |
0.36 | 0 | 0.01 | 76 | 448 | 24 | 2 | 13 | 186 | 1 | 372 | 2 | 0 | 0 | 0.16 | ||
| 2002 | 0.02 |
0.4 | 0.02 | 0.01 | 48 | 496 | 15 | 8 | 21 | 160 | 3 | 448 | 6 | 0 | 1 | 0.02 | 0.21 | |
| 2003 | 0.02 |
0.41 | 0.02 | 0.02 | 52 | 548 | 47 | 10 | 31 | 124 | 3 | 407 | 10 | 0 | 0 | 0.2 | ||
| 2004 | 0.01 |
0.46 | 0.02 | 0.01 | 56 | 604 | 49 | 13 | 44 | 100 | 1 | 362 | 4 | 1 | 7.7 | 0 | 0.21 | |
| 2005 | 0.05 |
0.47 | 0.02 | 0.02 | 55 | 659 | 38 | 10 | 54 | 108 | 5 | 316 | 7 | 0 | 0 | 0.22 | ||
| 2006 | 0.03 |
0.47 | 0.01 | 0.02 | 59 | 718 | 28 | 5 | 59 | 111 | 3 | 287 | 5 | 0 | 0 | 0.21 | ||
| 2007 | 0 | 0.42 | 0.01 | 0.01 | 70 | 788 | 25 | 4 | 63 | 114 | 270 | 3 | 0 | 0 | 0.19 | |||
| 2008 | 0.01 |
0.45 | 0.02 | 0.01 | 41 | 829 | 9 | 12 | 76 | 129 | 1 | 292 | 4 | 0 | 0 | 0.21 | ||
| 2009 | 0.02 |
0.44 | 0.03 | 0.02 | 36 | 865 | 63 | 28 | 104 | 111 | 2 | 281 | 7 | 1 | 3.6 | 0 | 0.21 | |
| 2010 | 0.05 |
0.44 | 0.02 | 0.03 | 33 | 898 | 18 | 22 | 126 | 77 | 4 | 261 | 8 | 0 | 0 | 0.18 | ||
| 2011 | 0.07 |
0.46 | 0.03 | 0.03 | 33 | 931 | 49 | 27 | 153 | 69 | 5 | 239 | 7 | 0 | 6 | 0.18 | 0.21 | |
| 2012 | 0.03 |
0.47 | 0.01 | 0.01 | 15 | 946 | 3 | 6 | 159 | 66 | 2 | 213 | 3 | 0 | 0 | 0.19 | ||
| 2013 | 0.02 |
0.53 | 0.01 | 0.01 | 22 | 968 | 19 | 4 | 164 | 48 | 1 | 158 | 1 | 0 | 0 | 0.22 | ||
| 2014 | 0.05 |
0.55 | 0.02 | 0.05 | 30 | 998 | 40 | 20 | 184 | 37 | 2 | 139 | 7 | 0 | 0 | 0.21 | ||
| 2015 | 0.06 |
0.55 | 0.02 | 0.05 | 23 | 1021 | 13 | 20 | 204 | 52 | 3 | 133 | 6 | 0 | 1 | 0.04 | 0.21 | |
| 2016 | 0.06 |
0.56 | 0.03 | 0.04 | 28 | 1049 | 5 | 34 | 238 | 53 | 3 | 123 | 5 | 0 | 0 | 0.2 | ||
| 2017 | 0.04 |
0.58 | 0.04 | 0.05 | 35 | 1084 | 18 | 43 | 281 | 51 | 2 | 118 | 6 | 9 | 20.9 | 0 | 0.21 | |
| 2018 | 0.11 |
0.7 | 0.1 | 0.16 | 25 | 1109 | 16 | 106 | 387 | 63 | 7 | 138 | 22 | 0 | 4 | 0.16 | 0.28 | |
| 2019 | 0.38 |
0.88 | 0.2 | 0.32 | 33 | 1142 | 2 | 233 | 620 | 60 | 23 | 141 | 45 | 0 | 2 | 0.06 | 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 | 1998 | Understanding Relationships Using Copulas. (1998). Frees, Edward ; Valdez, Emiliano . In: North American Actuarial Journal. RePEc:taf:uaajxx:v:2:y:1998:i:1:p:1-25. Full description at Econpapers || Download paper | 36 |
| 2 | 2009 | A Quantitative Comparison of Stochastic Mortality Models Using Data From England and Wales and the United States. (2009). Cairns, Andrew ; Balevich, Igor ; Ong, Alen ; Epstein, David ; Coughlan, Guy ; Dowd, Kevin ; Blake, David. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:13:y:2009:i:1:p:1-35. Full description at Econpapers || Download paper | 35 |
| 3 | 1998 | On the Time Value of Ruin. (1998). Gerber, Hans ; Shiu, Elias. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:2:y:1998:i:1:p:48-72. Full description at Econpapers || Download paper | 27 |
| 4 | 2004 | Optimal Investment Strategy to Minimize the Probability of Lifetime Ruin. (2004). Young, Virginia . In: North American Actuarial Journal. RePEc:taf:uaajxx:v:8:y:2004:i:4:p:106-126. Full description at Econpapers || Download paper | 18 |
| 5 | 2005 | Minimizing the Probability of Ruin When Claims Follow Brownian Motion with Drift. (2005). Promislow, David S ; Young, Virginia . In: North American Actuarial Journal. RePEc:taf:uaajxx:v:9:y:2005:i:3:p:110-128. Full description at Econpapers || Download paper | 15 |
| 6 | 2003 | Tail Conditional Expectations for Elliptical Distributions. (2003). Landsman, Zinoviy ; Valdez, Emiliano . In: North American Actuarial Journal. RePEc:taf:uaajxx:v:7:y:2003:i:4:p:55-71. Full description at Econpapers || Download paper | 15 |
| 7 | 1999 | Extreme Value Theory as a Risk Management Tool. (1999). Embrechts, Paul ; Samorodnitsky, Gennady ; Resnick, Sidney. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:3:y:1999:i:2:p:30-41. Full description at Econpapers || Download paper | 13 |
| 8 | 2009 | Strategies for Dividend Distribution: A Review. (2009). Avanzi, Benjamin. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:13:y:2009:i:2:p:217-251. Full description at Econpapers || Download paper | 12 |
| 9 | 2000 | The Lee-Carter Method for Forecasting Mortality, with Various Extensions and Applications. (2000). Lee, Ronald. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:4:y:2000:i:1:p:80-91. Full description at Econpapers || Download paper | 11 |
| 10 | 2001 | A Regime-Switching Model of Long-Term Stock Returns. (2001). Hardy, Mary . In: North American Actuarial Journal. RePEc:taf:uaajxx:v:5:y:2001:i:2:p:41-53. Full description at Econpapers || Download paper | 11 |
| 11 | 2011 | Measuring Basis Risk in Longevity Hedges. (2011). Li, Johnny ; Hardy, Mary . In: North American Actuarial Journal. RePEc:taf:uaajxx:v:15:y:2011:i:2:p:177-200. Full description at Econpapers || Download paper | 11 |
| 12 | 2011 | Explaining Mortality Dynamics. (2011). Hanewald, Katja . In: North American Actuarial Journal. RePEc:taf:uaajxx:v:15:y:2011:i:2:p:290-314. Full description at Econpapers || Download paper | 11 |
| 13 | 1999 | Social Security. (1999). Myers, Robert. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:3:y:1999:i:4:p:59-63. Full description at Econpapers || Download paper | 10 |
| 14 | 2014 | Developing Equity Release Markets: Risk Analysis for Reverse Mortgages and Home Reversions. (2014). Lai, Daniela ; Sherris, Michael ; Hanewald, Katja ; Cho, Daniel ; Chen, Hua ; Alai, Daniel . In: North American Actuarial Journal. RePEc:taf:uaajxx:v:18:y:2014:i:1:p:217-241. Full description at Econpapers || Download paper | 10 |
| 15 | 2011 | Mortality Regimes and Pricing. (2011). Milidonis, Andreas ; Cox, Samuel ; Lin, Yijia. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:15:y:2011:i:2:p:266-289. Full description at Econpapers || Download paper | 8 |
| 16 | 2014 | On the Modeling and Forecasting of Socioeconomic Mortality Differentials: An Application to Deprivation and Mortality in England. (2014). Villegas, Andres ; Haberman, Steven. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:18:y:2014:i:1:p:168-193. Full description at Econpapers || Download paper | 8 |
| 17 | 2006 | On Optimal Dividend Strategies In The Compound Poisson Model. (2006). Gerber, Hans ; Shiu, Elias. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:10:y:2006:i:2:p:76-93. Full description at Econpapers || Download paper | 8 |
| 18 | 2007 | Natural Hedging of Life and Annuity Mortality Risks. (2007). Cox, Samuel ; Lin, Yijia. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:11:y:2007:i:3:p:1-15. Full description at Econpapers || Download paper | 7 |
| 19 | 1998 | Social Security. (1998). Brown, Robert. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:2:y:1998:i:2:p:1-23. Full description at Econpapers || Download paper | 7 |
| 20 | 2011 | A Gravity Model of Mortality Rates for Two Related Populations. (2011). Dowd, Kevin ; Khalaf-Allah, Marwa ; Coughlan, Guy ; Blake, David ; Cairns, Andrew . In: North American Actuarial Journal. RePEc:taf:uaajxx:v:15:y:2011:i:2:p:334-356. Full description at Econpapers || Download paper | 7 |
| 21 | 2004 | Efficient Gain and Loss Amortization and Optimal Funding in Pension Plans. (2004). Owadally, Iqbal M ; Steven, Haberman. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:8:y:2004:i:1:p:21-36. Full description at Econpapers || Download paper | 7 |
| 22 | 2009 | Weighted Pricing Functionals With Applications to Insurance. (2009). Furman, Edward ; Zitikis, Riardas. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:13:y:2009:i:4:p:483-496. Full description at Econpapers || Download paper | 7 |
| 23 | 2003 | Empirical Estimation of Risk Measures and Related Quantities. (2003). Jones, Bruce ; Zitikis, Riardas. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:7:y:2003:i:4:p:44-54. Full description at Econpapers || Download paper | 6 |
| 24 | 2005 | The Time Value of Ruin in a Sparre Andersen Model. (2005). Gerber, Hans ; Shiu, Elias. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:9:y:2005:i:2:p:49-69. Full description at Econpapers || Download paper | 6 |
| 25 | 2003 | Economic Capital Allocation Derived from Risk Measures. (2003). Dhaene, Jan ; Kaas, Rob ; Goovaerts, Mark. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:7:y:2003:i:2:p:44-56. Full description at Econpapers || Download paper | 6 |
| 26 | 2002 | Fair Value of Liabilities: The Financial Economics Perspective. (2002). Babbel, David ; Merrill, Craig ; Gold, Jeremy . In: North American Actuarial Journal. RePEc:taf:uaajxx:v:6:y:2002:i:1:p:12-27. Full description at Econpapers || Download paper | 6 |
| 27 | 2000 | The Integration of the Financial Services Industry. (2000). Berger, Allen . In: North American Actuarial Journal. RePEc:taf:uaajxx:v:4:y:2000:i:3:p:25-45. Full description at Econpapers || Download paper | 6 |
| 28 | 2010 | Modeling and Evaluating Insurance Losses Via Mixtures of Erlang Distributions. (2010). Lee, Simon ; Lin, X. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:14:y:2010:i:1:p:107-130. Full description at Econpapers || Download paper | 5 |
| 29 | 2013 | Life Insurance Purchasing to Maximize Utility of Household Consumption. (2013). Bayraktar, Erhan ; Young, Virginia . In: North American Actuarial Journal. RePEc:taf:uaajxx:v:17:y:2013:i:2:p:114-135. Full description at Econpapers || Download paper | 5 |
| 30 | 1998 | An Actuarial Index of the Right-Tail Risk. (1998). Wang, Shaun . In: North American Actuarial Journal. RePEc:taf:uaajxx:v:2:y:1998:i:2:p:88-101. Full description at Econpapers || Download paper | 5 |
| 31 | 2004 | Optimal Investment for an Insurer to Minimize Its Probability of Ruin. (2004). Liu, Chi ; Yang, Hailiang. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:8:y:2004:i:2:p:11-31. Full description at Econpapers || Download paper | 5 |
| 32 | 2005 | Credibility Using Copulas. (2005). Frees, Edward ; Wang, Ping. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:9:y:2005:i:2:p:31-48. Full description at Econpapers || Download paper | 5 |
| 33 | 2003 | Equity-Indexed Life Insurance: Pricing and Reserving Using the Principle of Equivalent Utility. (2003). Young, Virginia . In: North American Actuarial Journal. RePEc:taf:uaajxx:v:7:y:2003:i:1:p:68-86. Full description at Econpapers || Download paper | 5 |
| 34 | 2006 | Optimal and Simple, Nearly Optimal Rules for Minimizing the Probability Of Financial Ruin in Retirement. (2006). Moore, Kristen ; Young, Virginia . In: North American Actuarial Journal. RePEc:taf:uaajxx:v:10:y:2006:i:4:p:145-161. Full description at Econpapers || Download paper | 5 |
| 35 | 2004 | Social Transfers And Income Inequality In Old Age. (2004). Brown, Robert ; Prus, Steven . In: North American Actuarial Journal. RePEc:taf:uaajxx:v:8:y:2004:i:4:p:30-36. Full description at Econpapers || Download paper | 4 |
| 36 | 2005 | Real Longevity Insurance with a Deductible: Introduction to Advanced-Life Delayed Annuities (ALDA). (2005). Milevsky, Moshe . In: North American Actuarial Journal. RePEc:taf:uaajxx:v:9:y:2005:i:4:p:109-122. Full description at Econpapers || Download paper | 4 |
| 37 | 2000 | Valuing Equity-Indexed Annuities. (2000). Tiong, Serena . In: North American Actuarial Journal. RePEc:taf:uaajxx:v:4:y:2000:i:4:p:149-163. Full description at Econpapers || Download paper | 4 |
| 38 | 2015 | Multistate Actuarial Models of Functional Disability. (2015). Fong, Joelle H ; Sherris, Michael ; Shao, Adam W. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:19:y:2015:i:1:p:41-59. Full description at Econpapers || Download paper | 4 |
| 39 | 2017 | Optimal Reinsurance Under the Risk-Adjusted Value of an Insurerâs Liability and an Economic Reinsurance Premium Principle. (2017). Chi, Yichun ; Tan, Ken Seng ; Lin, Sheldon X. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:21:y:2017:i:3:p:417-432. Full description at Econpapers || Download paper | 4 |
| 40 | 2018 | Coherent Modeling and Forecasting of Mortality Patterns for Subpopulations Using Multiway Analysis of Compositions: An Application to Canadian Provinces and Territories. (2018). Bergeron-Boucher, Marie-Pier ; Gallo, Michele ; Oeppen, Jim ; Simonacci, Violetta . In: North American Actuarial Journal. RePEc:taf:uaajxx:v:22:y:2018:i:1:p:92-118. Full description at Econpapers || Download paper | 4 |
| 41 | 2004 | Optimal Dividends. (2004). Gerber, Hans ; Shiu, Elias. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:8:y:2004:i:1:p:1-20. Full description at Econpapers || Download paper | 4 |
| 42 | 2002 | Estimating International Adverse Selection in Annuities. (2002). Mitchell, Olivia ; McCarthy, David. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:6:y:2002:i:4:p:38-54. Full description at Econpapers || Download paper | 4 |
| 43 | 2003 | Geometric Brownian Motion Models for Assets and Liabilities: From Pension Funding to Optimal Dividends. (2003). Gerber, Hans ; Shiu, Elias. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:7:y:2003:i:3:p:37-51. Full description at Econpapers || Download paper | 4 |
| 44 | 2011 | Optimal Reinsurance and Investment for a Jump Diffusion Risk Process under the CEV Model. (2011). Lin, Xiang. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:15:y:2011:i:3:p:417-431. Full description at Econpapers || Download paper | 4 |
| 45 | 2003 | Generalized Pareto Fit to the Society of Actuariesâ Large Claims Database. (2003). Cebrian, Ana ; Lambert, Philippe ; Denuit, Michel. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:7:y:2003:i:3:p:18-36. Full description at Econpapers || Download paper | 3 |
| 46 | 2011 | Predicting the Frequency and Amount of Health Care Expenditures. (2011). Frees, Edward ; Rosenberg, Marjorie ; Gao, Jie. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:15:y:2011:i:3:p:377-392. Full description at Econpapers || Download paper | 3 |
| 47 | 2004 | Some Nonlinear Threshold Autoregressive Time Series Models for Actuarial Use. (2004). Chan, Wai-Sum ; Tong, Howell ; Wong, Albert. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:8:y:2004:i:4:p:37-61. Full description at Econpapers || Download paper | 3 |
| 48 | 2014 | Keeping Some Skin in the Game: How to Start a Capital Market in Longevity Risk Transfers. (2014). Biffis, Enrico ; Blake, David. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:18:y:2014:i:1:p:14-21. Full description at Econpapers || Download paper | 3 |
| 49 | 2005 | Modeling Surrender and Lapse Rates With Economic Variables. (2005). Kim, Changki. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:9:y:2005:i:4:p:56-70. Full description at Econpapers || Download paper | 3 |
| 50 | 2018 | Regression Modeling for the Valuation of Large Variable Annuity Portfolios. (2018). Gan, Guojun ; Valdez, Emiliano A. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:22:y:2018:i:1:p:40-54. Full description at Econpapers || Download paper | 3 |
50 most relevant documents in this series (papers most cited in the last two years)
| # | Year | Title | Cited |
|---|---|---|---|
| 1 | 2009 | A Quantitative Comparison of Stochastic Mortality Models Using Data From England and Wales and the United States. (2009). Cairns, Andrew ; Balevich, Igor ; Ong, Alen ; Epstein, David ; Coughlan, Guy ; Dowd, Kevin ; Blake, David. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:13:y:2009:i:1:p:1-35. Full description at Econpapers || Download paper | 18 |
| 2 | 1998 | On the Time Value of Ruin. (1998). Gerber, Hans ; Shiu, Elias. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:2:y:1998:i:1:p:48-72. Full description at Econpapers || Download paper | 13 |
| 3 | 1998 | Understanding Relationships Using Copulas. (1998). Frees, Edward ; Valdez, Emiliano . In: North American Actuarial Journal. RePEc:taf:uaajxx:v:2:y:1998:i:1:p:1-25. Full description at Econpapers || Download paper | 12 |
| 4 | 2005 | Minimizing the Probability of Ruin When Claims Follow Brownian Motion with Drift. (2005). Promislow, David S ; Young, Virginia . In: North American Actuarial Journal. RePEc:taf:uaajxx:v:9:y:2005:i:3:p:110-128. Full description at Econpapers || Download paper | 12 |
| 5 | 2009 | Strategies for Dividend Distribution: A Review. (2009). Avanzi, Benjamin. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:13:y:2009:i:2:p:217-251. Full description at Econpapers || Download paper | 11 |
| 6 | 1999 | Extreme Value Theory as a Risk Management Tool. (1999). Embrechts, Paul ; Samorodnitsky, Gennady ; Resnick, Sidney. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:3:y:1999:i:2:p:30-41. Full description at Econpapers || Download paper | 9 |
| 7 | 2003 | Tail Conditional Expectations for Elliptical Distributions. (2003). Landsman, Zinoviy ; Valdez, Emiliano . In: North American Actuarial Journal. RePEc:taf:uaajxx:v:7:y:2003:i:4:p:55-71. Full description at Econpapers || Download paper | 9 |
| 8 | 2011 | Measuring Basis Risk in Longevity Hedges. (2011). Li, Johnny ; Hardy, Mary . In: North American Actuarial Journal. RePEc:taf:uaajxx:v:15:y:2011:i:2:p:177-200. Full description at Econpapers || Download paper | 8 |
| 9 | 2014 | On the Modeling and Forecasting of Socioeconomic Mortality Differentials: An Application to Deprivation and Mortality in England. (2014). Villegas, Andres ; Haberman, Steven. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:18:y:2014:i:1:p:168-193. Full description at Econpapers || Download paper | 8 |
| 10 | 2001 | A Regime-Switching Model of Long-Term Stock Returns. (2001). Hardy, Mary . In: North American Actuarial Journal. RePEc:taf:uaajxx:v:5:y:2001:i:2:p:41-53. Full description at Econpapers || Download paper | 8 |
| 11 | 2014 | Developing Equity Release Markets: Risk Analysis for Reverse Mortgages and Home Reversions. (2014). Lai, Daniela ; Sherris, Michael ; Hanewald, Katja ; Cho, Daniel ; Chen, Hua ; Alai, Daniel . In: North American Actuarial Journal. RePEc:taf:uaajxx:v:18:y:2014:i:1:p:217-241. Full description at Econpapers || Download paper | 7 |
| 12 | 2009 | Weighted Pricing Functionals With Applications to Insurance. (2009). Furman, Edward ; Zitikis, Riardas. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:13:y:2009:i:4:p:483-496. Full description at Econpapers || Download paper | 6 |
| 13 | 2010 | Modeling and Evaluating Insurance Losses Via Mixtures of Erlang Distributions. (2010). Lee, Simon ; Lin, X. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:14:y:2010:i:1:p:107-130. Full description at Econpapers || Download paper | 5 |
| 14 | 2003 | Empirical Estimation of Risk Measures and Related Quantities. (2003). Jones, Bruce ; Zitikis, Riardas. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:7:y:2003:i:4:p:44-54. Full description at Econpapers || Download paper | 5 |
| 15 | 2004 | Optimal Investment Strategy to Minimize the Probability of Lifetime Ruin. (2004). Young, Virginia . In: North American Actuarial Journal. RePEc:taf:uaajxx:v:8:y:2004:i:4:p:106-126. Full description at Econpapers || Download paper | 5 |
| 16 | 2011 | Mortality Regimes and Pricing. (2011). Milidonis, Andreas ; Cox, Samuel ; Lin, Yijia. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:15:y:2011:i:2:p:266-289. Full description at Econpapers || Download paper | 5 |
| 17 | 1998 | An Actuarial Index of the Right-Tail Risk. (1998). Wang, Shaun . In: North American Actuarial Journal. RePEc:taf:uaajxx:v:2:y:1998:i:2:p:88-101. Full description at Econpapers || Download paper | 5 |
| 18 | 2007 | Natural Hedging of Life and Annuity Mortality Risks. (2007). Cox, Samuel ; Lin, Yijia. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:11:y:2007:i:3:p:1-15. Full description at Econpapers || Download paper | 5 |
| 19 | 2017 | Optimal Reinsurance Under the Risk-Adjusted Value of an Insurerâs Liability and an Economic Reinsurance Premium Principle. (2017). Chi, Yichun ; Tan, Ken Seng ; Lin, Sheldon X. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:21:y:2017:i:3:p:417-432. Full description at Econpapers || Download paper | 4 |
| 20 | 2004 | Optimal Investment for an Insurer to Minimize Its Probability of Ruin. (2004). Liu, Chi ; Yang, Hailiang. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:8:y:2004:i:2:p:11-31. Full description at Econpapers || Download paper | 4 |
| 21 | 2018 | Coherent Modeling and Forecasting of Mortality Patterns for Subpopulations Using Multiway Analysis of Compositions: An Application to Canadian Provinces and Territories. (2018). Bergeron-Boucher, Marie-Pier ; Gallo, Michele ; Oeppen, Jim ; Simonacci, Violetta . In: North American Actuarial Journal. RePEc:taf:uaajxx:v:22:y:2018:i:1:p:92-118. Full description at Econpapers || Download paper | 4 |
| 22 | 2005 | Credibility Using Copulas. (2005). Frees, Edward ; Wang, Ping. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:9:y:2005:i:2:p:31-48. Full description at Econpapers || Download paper | 4 |
| 23 | 2015 | Multistate Actuarial Models of Functional Disability. (2015). Fong, Joelle H ; Sherris, Michael ; Shao, Adam W. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:19:y:2015:i:1:p:41-59. Full description at Econpapers || Download paper | 4 |
| 24 | 2011 | A Gravity Model of Mortality Rates for Two Related Populations. (2011). Dowd, Kevin ; Khalaf-Allah, Marwa ; Coughlan, Guy ; Blake, David ; Cairns, Andrew . In: North American Actuarial Journal. RePEc:taf:uaajxx:v:15:y:2011:i:2:p:334-356. Full description at Econpapers || Download paper | 4 |
| 25 | 2003 | Economic Capital Allocation Derived from Risk Measures. (2003). Dhaene, Jan ; Kaas, Rob ; Goovaerts, Mark. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:7:y:2003:i:2:p:44-56. Full description at Econpapers || Download paper | 4 |
| 26 | 2006 | On Optimal Dividend Strategies In The Compound Poisson Model. (2006). Gerber, Hans ; Shiu, Elias. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:10:y:2006:i:2:p:76-93. Full description at Econpapers || Download paper | 4 |
| 27 | 2000 | The Lee-Carter Method for Forecasting Mortality, with Various Extensions and Applications. (2000). Lee, Ronald. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:4:y:2000:i:1:p:80-91. Full description at Econpapers || Download paper | 4 |
| 28 | 2007 | An Empirical Examination of Jump Risk in U.S. Equity And Bond Markets. (2007). Dunham, Lee ; Friesen, Geoffrey. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:11:y:2007:i:4:p:76-91. Full description at Econpapers || Download paper | 3 |
| 29 | 2018 | Regression Modeling for the Valuation of Large Variable Annuity Portfolios. (2018). Gan, Guojun ; Valdez, Emiliano A. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:22:y:2018:i:1:p:40-54. Full description at Econpapers || Download paper | 3 |
| 30 | 2015 | Reserving by Conditioning on Markers of Individual Claims: A Case Study Using Historical Simulation. (2015). Godecharle, Els ; Antonio, Katrien. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:19:y:2015:i:4:p:273-288. Full description at Econpapers || Download paper | 3 |
| 31 | 2011 | Optimal Reinsurance and Investment for a Jump Diffusion Risk Process under the CEV Model. (2011). Lin, Xiang. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:15:y:2011:i:3:p:417-431. Full description at Econpapers || Download paper | 3 |
| 32 | 2011 | Predicting the Frequency and Amount of Health Care Expenditures. (2011). Frees, Edward ; Rosenberg, Marjorie ; Gao, Jie. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:15:y:2011:i:3:p:377-392. Full description at Econpapers || Download paper | 3 |
| 33 | 2011 | The Valuation of Guaranteed Lifelong Withdrawal Benefit Options in Variable Annuity Contracts and the Impact of Mortality Risk. (2011). Piscopo, Gabriella ; Haberman, Steven. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:15:y:2011:i:1:p:59-76. Full description at Econpapers || Download paper | 3 |
| 34 | 2005 | Real Longevity Insurance with a Deductible: Introduction to Advanced-Life Delayed Annuities (ALDA). (2005). Milevsky, Moshe . In: North American Actuarial Journal. RePEc:taf:uaajxx:v:9:y:2005:i:4:p:109-122. Full description at Econpapers || Download paper | 3 |
| 35 | 2001 | Actuarial Modeling with MCMC and BUGs. (2001). Scollnik, David . In: North American Actuarial Journal. RePEc:taf:uaajxx:v:5:y:2001:i:2:p:96-124. Full description at Econpapers || Download paper | 3 |
| 36 | 2000 | Valuing Equity-Indexed Annuities. (2000). Tiong, Serena . In: North American Actuarial Journal. RePEc:taf:uaajxx:v:4:y:2000:i:4:p:149-163. Full description at Econpapers || Download paper | 3 |
| 37 | 2007 | On the Class of Erlang Mixtures with Risk Theoretic Applications. (2007). Willmot, Gordon ; Woo, Jae-Kyung. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:11:y:2007:i:2:p:99-115. Full description at Econpapers || Download paper | 3 |
| 38 | 2016 | Modeling Severity and Measuring Tail Risk of Norwegian Fire Claims. (2016). Brazauskas, Vytaras ; Kleefeld, Andreas . In: North American Actuarial Journal. RePEc:taf:uaajxx:v:20:y:2016:i:1:p:1-16. Full description at Econpapers || Download paper | 3 |
| 39 | 2014 | Keeping Some Skin in the Game: How to Start a Capital Market in Longevity Risk Transfers. (2014). Biffis, Enrico ; Blake, David. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:18:y:2014:i:1:p:14-21. Full description at Econpapers || Download paper | 3 |
| 40 | 2011 | Explaining Mortality Dynamics. (2011). Hanewald, Katja . In: North American Actuarial Journal. RePEc:taf:uaajxx:v:15:y:2011:i:2:p:290-314. Full description at Econpapers || Download paper | 3 |
| 41 | 2003 | Generalized Pareto Fit to the Society of Actuariesâ Large Claims Database. (2003). Cebrian, Ana ; Lambert, Philippe ; Denuit, Michel. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:7:y:2003:i:3:p:18-36. Full description at Econpapers || Download paper | 3 |
| 42 | 2008 | Prediction Error of the Multivariate Chain Ladder Reserving Method. (2008). Merz, Michael ; Wuthrich, Mario. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:12:y:2008:i:2:p:175-197. Full description at Econpapers || Download paper | 3 |
| 43 | 2013 | Double Chain Ladder and Bornhuetter-Ferguson. (2013). Martinez-Miranda, Maria ; Verrall, Richard ; Nielsen, Jens. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:17:y:2013:i:2:p:101-113. Full description at Econpapers || Download paper | 3 |
| 44 | 2003 | Equity-Indexed Life Insurance: Pricing and Reserving Using the Principle of Equivalent Utility. (2003). Young, Virginia . In: North American Actuarial Journal. RePEc:taf:uaajxx:v:7:y:2003:i:1:p:68-86. Full description at Econpapers || Download paper | 3 |
| 45 | 2013 | Forecasting Mortality Trends Allowing for Cause-of-Death Mortality Dependence. (2013). Arnold, Severine ; Sherris, Michael. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:17:y:2013:i:4:p:273-282. Full description at Econpapers || Download paper | 3 |
| 46 | 2006 | Toward a Unified Approach to Fitting Loss Models. (2006). Klugman, Stuart ; Rioux, Jacques. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:10:y:2006:i:1:p:63-83. Full description at Econpapers || Download paper | 2 |
| 47 | 2010 | Conditional Tail Moments of the Exponential Family and Its Related Distributions. (2010). Kim, Joseph. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:14:y:2010:i:2:p:198-216. Full description at Econpapers || Download paper | 2 |
| 48 | 2010 | Pricing Asian Options and Equity-Indexed Annuities with Regime Switching by the Trinomial Tree Method. (2010). Yuen, Fei ; Yang, Hailiang. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:14:y:2010:i:2:p:256-272. Full description at Econpapers || Download paper | 2 |
| 49 | 2003 | Multivariate Credibility for Aggregate Loss Models. (2003). Frees, Edward. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:7:y:2003:i:1:p:13-37. Full description at Econpapers || Download paper | 2 |
| 50 | 2017 | Efficient Greek Calculation of Variable Annuity Portfolios for Dynamic Hedging: A Two-Level Metamodeling Approach. (2017). Gan, Guojun ; Lin, Sheldon X. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:21:y:2017:i:2:p:161-177. Full description at Econpapers || Download paper | 2 |
Citing documents used to
compute impact factor: 23
| Year | Title | |
|---|---|---|
| 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 | The price of demography. (2019). Piselli, Paolo ; Gomellini, Matteo ; Amidei, Federico Barbiellini . In: MPRA Paper. RePEc:pra:mprapa:94435. 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 | 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 | Predicting Motor Insurance Claims Using Telematics DataâXGBoost versus Logistic Regression. (2019). Alcaiz, Manuela ; Guillen, Montserrat ; Pesantez-Narvaez, Jessica. In: Risks. RePEc:gam:jrisks:v:7:y:2019:i:2:p:70-:d:241617. Full description at Econpapers || Download paper | |
| 2019 | How much is optimal reinsurance degraded by error?. (2019). Bolviken, Erik ; Wang, Yinzhi. In: Papers. RePEc:arx:papers:1912.04175. Full description at Econpapers || Download paper | |
| 2019 | Optimal reinsurance for risk over surplus ratios. (2019). Wang, Yinzhi ; Bolviken, Erik . In: Papers. RePEc:arx:papers:1912.04086. Full description at Econpapers || Download paper | |
| 2019 | On randomized reinsurance contracts. (2019). Albrecher, Hansjorg ; Cani, Arian. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:84:y:2019:i:c:p:67-78. 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 | 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 | Assessing Guaranteed Minimum Income Benefits and Rationality of Exercising Reset Options in Variable. (2019). Ocejo, Adriana ; Jones, Riley. In: Papers. RePEc:arx:papers:1911.06123. Full description at Econpapers || Download paper | |
| 2019 | Insurance ratemaking using the Exponential-Lognormal regression model. (2019). Mustaqeem, Muhammad Waqar ; Yik, Woo Hee ; Tzougas, George. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:101729. Full description at Econpapers || Download paper | |
| 2019 | The negative binomial-inverse Gaussian regression model with an application to insurance ratemaking. (2019). Lim, J M ; Hoon, W L ; Tzougas, G. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:101728. 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 | Randomization tests of copula symmetry. (2019). Beare, Brendan ; Seo, Juwon. In: Papers. RePEc:arx:papers:1911.05307. Full description at Econpapers || Download paper | |
| 2019 | Risk-Control Strategies. (2019). Hachem, Saeb ; Gaillardetz, Patrice. In: Papers. RePEc:arx:papers:1908.02228. 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 | A generalized reserving model: bridging the gap between pricing and individual reserving. (2019). Antonio, Katrien ; Crevecoeur, Jonas. In: Papers. RePEc:arx:papers:1910.12692. Full description at Econpapers || Download paper | |
| 2019 | A dependent frequencyâseverity approach to modeling longitudinal insurance claims. (2019). Shi, Peng ; Lee, Gee Y. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:87:y:2019:i:c:p:115-129. Full description at Econpapers || Download paper | |
| 2019 | Longevity forecasting by socio-economic groups using compositional data analysis. (2019). Kallestrup-Lamb, Malene ; Oeppen, Jim ; Boucher, Marie-Pier Bergeron ; Ergemen, Yunus Emre ; Kjargaard, Soren. In: CREATES Research Papers. RePEc:aah:create:2019-08. Full description at Econpapers || Download paper | |
| 2019 | Coherent modeling of mortality patterns for age-specific subgroups. (2019). Russolillo, Maria ; Haberman, Steven ; Giordano, Giuseppe . In: Decisions in Economics and Finance. RePEc:spr:decfin:v:42:y:2019:i:1:d:10.1007_s10203-019-00245-y. Full description at Econpapers || Download paper | |
| 2019 | Detecting Public Social Spending Patterns in Italy Using a Three-Way Relative Variation Approach. (2019). Gallo, Michele ; Simonacci, Violetta. In: Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement. RePEc:spr:soinre:v:146:y:2019:i:1:d:10.1007_s11205-018-1894-3. 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 |
Recent citations
Recent citations received in 2019
| Year | Citing document | |
|---|---|---|
| 2019 | A class of mixture of experts models for general insurance: Theoretical developments. (2019). Lin, Sheldon X ; Badescu, Andrei L ; Fung, Tsz Chai. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:89:y:2019:i:c:p:111-127. Full description at Econpapers || Download paper | |
| 2019 | Beyond the highest life expectancy: construction of proxy upper and lower life expectancy bounds. (2019). Liu, Jia. In: Journal of Population Research. RePEc:spr:joprea:v:36:y:2019:i:2:d:10.1007_s12546-019-09221-0. Full description at Econpapers || Download paper |
Recent citations received in 2018
| Year | Citing document | |
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| 2018 | Performance of Farm Level Vs Area Level Crop Insurance. (2018). Awondo, Sebastain ; Datta, G. In: 2018 Conference, July 28-August 2, 2018, Vancouver, British Columbia. RePEc:ags:iaae18:277265. Full description at Econpapers || Download paper | |
| 2018 | Inflation and Population Age Structure: The Case of Emerging Economies. (2018). Antonova, Darya ; Vymyatnina, Yulia . In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:77:y:2018:i:4:p:3-25. Full description at Econpapers || Download paper | |
| 2018 | Valuation of Large Variable Annuity Portfolios Using Linear Models with Interactions. (2018). Gan, Guojun. In: Risks. RePEc:gam:jrisks:v:6:y:2018:i:3:p:71-:d:157549. Full description at Econpapers || Download paper | |
| 2018 | Using Neural Networks to Price and Hedge Variable Annuity Guarantees. (2018). Doyle, Daniel ; Groendyke, Chris . In: Risks. RePEc:gam:jrisks:v:7:y:2018:i:1:p:1-:d:192723. Full description at Econpapers || Download paper |
Recent citations received in 2017
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Recent citations received in 2016
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10 most frequent citing series