Citation analysis for North American Actuarial Journal / Taylor & Francis Journals

Citation Profile [Updated: 2022-01-09 21:43:50]

5 Years H

Impact Factor

0.35

5 Years IF

0.33

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	0.09	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	0.11	0	0	0	0	0		0	0		0			0		0	0.05
1994	0	0.12	0	0	0	0	0		0	0		0			0		0	0.06
1995	0	0.19	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	0.22	0	0	89	89	6		0	0		0			0		0	0.09
1998	0	0.26	0	0	97	186	167		0	89		89			0		0	0.12
1999	0.02	0.27	0.03	0.02	102	288	52	8	8	186	3	186	3		0	5	0.05	0.13
2000	0.01	0.32	0.01	0.01	84	372	58	4	12	199	2	288	2		0	2	0.02	0.14
2001	0.01	0.35	0.01	0.01	76	448	56	3	15	186	1	372	3		0		0	0.15
2002	0.03	0.37	0.02	0.02	48	496	29	10	25	160	4	448	8		0	1	0.02	0.19
2003	0.02	0.4	0.02	0.03	52	548	116	12	37	124	3	407	11		0	1	0.02	0.19
2004	0.01	0.44	0.02	0.01	56	604	61	15	52	100	1	362	5	1	6.7		0	0.2
2005	0.06	0.45	0.02	0.03	55	659	87	16	68	108	7	316	9		0	1	0.02	0.21
2006	0.06	0.46	0.02	0.04	59	718	69	14	82	111	7	287	11		0		0	0.2
2007	0	0.42	0.01	0.02	70	788	61	8	90	114		270	6		0		0	0.18
2008	0.01	0.44	0.02	0.02	41	829	29	19	110	129	1	292	7		0		0	0.2
2009	0.05	0.43	0.05	0.04	36	865	141	39	149	111	5	281	11	1	2.6		0	0.21
2010	0.06	0.43	0.04	0.04	33	898	36	34	184	77	5	261	11		0		0	0.18
2011	0.09	0.45	0.04	0.04	33	931	104	38	222	69	6	239	9		0	6	0.18	0.2
2012	0.03	0.45	0.02	0.02	15	946	10	22	244	66	2	213	4		0		0	0.19
2013	0.08	0.5	0.02	0.04	22	968	37	18	263	48	4	158	6		0		0	0.21
2014	0.05	0.51	0.03	0.06	30	998	95	29	292	37	2	139	8		0		0	0.2
2015	0.08	0.5	0.03	0.06	23	1021	28	35	327	52	4	133	8		0	1	0.04	0.19
2016	0.08	0.5	0.06	0.05	28	1049	14	60	387	53	4	123	6		0		0	0.18
2017	0.04	0.5	0.06	0.07	35	1084	56	63	450	51	2	118	8	9	14.3	1	0.03	0.18
2018	0.13	0.54	0.11	0.17	32	1116	43	123	573	63	8	138	23		0	5	0.16	0.21
2019	0.36	0.58	0.23	0.33	33	1149	18	268	841	67	24	148	49		0	3	0.09	0.21
2020	0.35	0.75	0.26	0.33	40	1189	6	308	1149	65	23	151	50		0	1	0.03	0.29

IF:	Impact Factor: C2Y / D2Y
AIF:	Average Impact Factor for series in RePEc in year y
CIF:	Cumulative impact factor
IF5:	Impact Factor: C5Y / D5Y
DOC:	Number of documents published in year y
CDO:	Cumulative number of documents published until year y
CIT:	Number of citations to papers published in year y
NCI:	Number of citations in year y
CCU:	Cumulative number of citations to papers published until year y
D2Y:	Number of articles published in y-1 plus y-2
C2Y:	Cites in y to articles published in y-1 plus y-2
D5Y:	Number of articles published in y-1 until y-5
C5Y:	Cites in y to articles published in y-1 until y-5
SC:	selft citations in y to articles published in y-1 plus y-2
%SC:	Percentage of selft citations in y to articles published in y-1 plus y-2
CiY:	Cites in year y to documents published in year y
II:	Immediacy Index: CiY / Documents.
AII:	Average Immediacy Index for series in RePEc in year y

50 most cited documents in this series

#	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	73
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	66
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	64
4	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	36
5	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	35
6	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	34
7	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	31
8	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	26
9	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	25
10	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	22
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	20
12	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	20
13	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	19
14	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	18
15	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	18
16	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	16
17	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	16
18	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	16
19	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	15
20	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	13
21	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	12
22	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	12
23	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	11
24	2014	A General Procedure for Constructing Mortality Models. (2014). Hunt, Andrew ; Blake, David. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:18:y:2014:i:1:p:116-138. Full description at Econpapers \|\| Download paper	11
25	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
26	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	10
27	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	10
28	2000	Catastrophe Risk Bonds. (2000). Cox, Samuel ; Pedersen, Hal. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:4:y:2000:i:4:p:56-82. Full description at Econpapers \|\| Download paper	10
29	2014	The CBD Mortality Indexes: Modeling and Applications. (2014). Chan, Wai-Sum ; Li, Jackie. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:18:y:2014:i:1:p:38-58. Full description at Econpapers \|\| Download paper	9
30	1999	Application of Coherent Risk Measures to Capital Requirements in Insurance. (1999). Artzner, Philippe. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:3:y:1999:i:2:p:11-25. Full description at Econpapers \|\| Download paper	9
31	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	9
32	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	8
33	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	8
34	2009	Pricing Annuity Guarantees Under a Regime-Switching Model. (2009). Lin, X ; Yang, Hailiang ; Tan, Ken . In: North American Actuarial Journal. RePEc:taf:uaajxx:v:13:y:2009:i:3:p:316-332. Full description at Econpapers \|\| Download paper	8
35	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	8
36	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	8
37	2011	Actuarial Applications of Epidemiological Models. (2011). Feng, Runhuan ; Garrido, Jose. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:15:y:2011:i:1:p:112-136. Full description at Econpapers \|\| Download paper	8
38	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	8
39	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	7
40	2018	Delta Boosting Machine with Application to General Insurance. (2018). Simon, ; Lin, Sheldon . In: North American Actuarial Journal. RePEc:taf:uaajxx:v:22:y:2018:i:3:p:405-425. Full description at Econpapers \|\| Download paper	7
41	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
42	2013	Research and Reality: A Literature Review on Drawing Down Retirement Financial Savings. (2013). MacDonald, Bonnie-Jeanne ; Hardy, Mary ; Brown, Robert ; Morrison, Richard ; Jones, Bruce . In: North American Actuarial Journal. RePEc:taf:uaajxx:v:17:y:2013:i:3:p:181-215. Full description at Econpapers \|\| Download paper	7
43	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	7
44	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
45	2003	Generalized Pareto Fit to the Society of ActuariesÃ¢â¬â¢ 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	7
46	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	7
47	2014	A Bayesian Multivariate Risk-Neutral Method for Pricing Reverse Mortgages. (2014). Kogure, Atsuyuki ; Kamiya, Shinichi ; Li, Jackie. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:18:y:2014:i:1:p:242-257. Full description at Econpapers \|\| Download paper	7
48	2014	Modeling Period Effects in Multi-Population Mortality Models: Applications to Solvency II. (2014). Zhou, Rui ; Tan, Ken ; Li, Johnny ; Kaufhold, Kai ; Wang, Yujiao. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:18:y:2014:i:1:p:150-167. Full description at Econpapers \|\| Download paper	6
49	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	6
50	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	6

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	41
2	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	32
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	30
4	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	26
5	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	23
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	22
7	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	21
8	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	21
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	19
10	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	16
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	12
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	12
13	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	12
14	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	10
15	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	9
16	2014	A General Procedure for Constructing Mortality Models. (2014). Hunt, Andrew ; Blake, David. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:18:y:2014:i:1:p:116-138. Full description at Econpapers \|\| Download paper	9
17	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	9
18	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	8
19	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	8
20	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	8
21	2014	The CBD Mortality Indexes: Modeling and Applications. (2014). Chan, Wai-Sum ; Li, Jackie. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:18:y:2014:i:1:p:38-58. Full description at Econpapers \|\| Download paper	7
22	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	7
23	2011	Actuarial Applications of Epidemiological Models. (2011). Feng, Runhuan ; Garrido, Jose. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:15:y:2011:i:1:p:112-136. Full description at Econpapers \|\| Download paper	7
24	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	7
25	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	7
26	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	7
27	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	7
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	6
29	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	6
30	2013	Research and Reality: A Literature Review on Drawing Down Retirement Financial Savings. (2013). MacDonald, Bonnie-Jeanne ; Hardy, Mary ; Brown, Robert ; Morrison, Richard ; Jones, Bruce . In: North American Actuarial Journal. RePEc:taf:uaajxx:v:17:y:2013:i:3:p:181-215. Full description at Econpapers \|\| Download paper	6
31	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	6
32	2009	Pricing Annuity Guarantees Under a Regime-Switching Model. (2009). Lin, X ; Yang, Hailiang ; Tan, Ken . In: North American Actuarial Journal. RePEc:taf:uaajxx:v:13:y:2009:i:3:p:316-332. Full description at Econpapers \|\| Download paper	6
33	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	6
34	2000	Catastrophe Risk Bonds. (2000). Cox, Samuel ; Pedersen, Hal. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:4:y:2000:i:4:p:56-82. Full description at Econpapers \|\| Download paper	6
35	2014	A Bayesian Multivariate Risk-Neutral Method for Pricing Reverse Mortgages. (2014). Kogure, Atsuyuki ; Kamiya, Shinichi ; Li, Jackie. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:18:y:2014:i:1:p:242-257. Full description at Econpapers \|\| Download paper	6
36	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	6
37	2018	Delta Boosting Machine with Application to General Insurance. (2018). Simon, ; Lin, Sheldon . In: North American Actuarial Journal. RePEc:taf:uaajxx:v:22:y:2018:i:3:p:405-425. Full description at Econpapers \|\| Download paper	6
38	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	5
39	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	5
40	1999	Application of Coherent Risk Measures to Capital Requirements in Insurance. (1999). Artzner, Philippe. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:3:y:1999:i:2:p:11-25. Full description at Econpapers \|\| Download paper	5
41	2017	Extreme Value Analysis of Mortality at the Oldest Ages: A Case Study Based on Individual Ages at Death. (2017). Gbari, Samuel ; Denuit, Michel ; Dal, Luc ; Poulain, Michel . In: North American Actuarial Journal. RePEc:taf:uaajxx:v:21:y:2017:i:3:p:397-416. Full description at Econpapers \|\| Download paper	5
42	2011	Mortality-Indexed Annuities Managing Longevity Risk Via Product Design. (2011). Richter, Andreas ; Weber, Frederik . In: North American Actuarial Journal. RePEc:taf:uaajxx:v:15:y:2011:i:2:p:212-236. Full description at Econpapers \|\| Download paper	5
43	2006	Pareto Tail Index Estimation Revisited. (2006). Finkelstein, Mark ; Veeh, Jerry Alan ; Tucker, Howard G. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:10:y:2006:i:1:p:1-10. Full description at Econpapers \|\| Download paper	5
44	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
45	2017	Policyholder Exercise Behavior in Life Insurance: The State of Affairs. (2017). Bauer, Daniel ; Zhu, Nan ; Ulm, Eric R ; Moenig, Thorsten ; Gao, Jin . In: North American Actuarial Journal. RePEc:taf:uaajxx:v:21:y:2017:i:4:p:485-501. Full description at Econpapers \|\| Download paper	5
46	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	5
47	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
48	2014	Modeling Period Effects in Multi-Population Mortality Models: Applications to Solvency II. (2014). Zhou, Rui ; Tan, Ken ; Li, Johnny ; Kaufhold, Kai ; Wang, Yujiao. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:18:y:2014:i:1:p:150-167. Full description at Econpapers \|\| Download paper	5
49	2014	Measuring the Impact of Longevity Risk on Pension Systems: The Case of Italy. (2014). Bisetti, Emilio ; Favero, Carlo. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:18:y:2014:i:1:p:87-103. Full description at Econpapers \|\| Download paper	4
50	2014	Modeling and Pricing Longevity Derivatives Using Stochastic Mortality Rates and the Esscher Transform. (2014). Chuang, Shuo-Li ; Brockett, Patrick. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:18:y:2014:i:1:p:22-37. Full description at Econpapers \|\| Download paper	4

Citing documents used to compute impact factor: 23

Year	Title
2020	Asymmetric information in secondary insurance markets: Evidence from the life settlements market. (2020). Bauer, Daniel ; Zhu, Nan ; Russ, Jochen. In: Quantitative Economics. RePEc:wly:quante:v:11:y:2020:i:3:p:1143-1175. Full description at Econpapers \|\| Download paper
2020	Calibrating Gompertz in reverse: What is your longevity-risk-adjusted global age?. (2020). Milevsky, Moshe A. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:92:y:2020:i:c:p:147-161. Full description at Econpapers \|\| Download paper
2020	Pareto-optimal insurance contracts with premium budget and minimum charge constraints. (2020). Hu, Junlei ; Chong, Wing Fung ; Cheung, Ka Chun ; Asimit, Alexandru V. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:95:y:2020:i:c:p:17-27. Full description at Econpapers \|\| Download paper
2020	Delta Boosting Implementation of Negative Binomial Regression in Actuarial Pricing. (2020). Ck, Simon. In: Risks. RePEc:gam:jrisks:v:8:y:2020:i:1:p:19-:d:322684. Full description at Econpapers \|\| Download paper
2020	Machine Learning in P&C Insurance: A Review for Pricing and Reserving. (2020). Marceau, Etienne ; Lamontagne, Luc ; Cossette, Helene ; Blier-Wong, Christopher. In: Risks. RePEc:gam:jrisks:v:9:y:2020:i:1:p:4-:d:467315. Full description at Econpapers \|\| Download paper
2020	Regression based reserving models and partial information. (2020). Verrall, Richard ; Lindholm, Mathias. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:94:y:2020:i:c:p:109-124. Full description at Econpapers \|\| Download paper
2020	An EM algorithm for fitting a new class of mixed exponential regression models with varying dispersion. (2020). Karlis, Dimitris ; Tzougas, George. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:104027. Full description at Econpapers \|\| Download paper
2020	EM estimation for the Poisson-Inverse Gamma regression model with varying dispersion: an application to insurance ratemaking. (2020). Tzougas, George. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:106539. Full description at Econpapers \|\| Download paper
2020	Risk Loadings in Classification Ratemaking. (2020). Meng, Shengwang ; Li, Zhengxiao ; Yang, Liang. In: Papers. RePEc:arx:papers:2002.01798. Full description at Econpapers \|\| Download paper
2020	A more meaningful parameterization of the LeeâCarter model. (2020). Xu, Jianhui ; Tickle, Leonie ; de Jong, Piet. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:94:y:2020:i:c:p:1-8. Full description at Econpapers \|\| Download paper
2020	On Three Standard Results in the Theory of Insurance Demand. (2020). Liang, Hong. In: Asia-Pacific Journal of Risk and Insurance. RePEc:bpj:apjrin:v:14:y:2020:i:1:p:10:n:6. Full description at Econpapers \|\| Download paper
2020	Dynamic structural percolation model of loss distribution for cyber risk of small and medium-sized enterprises for tree-based LAN topology. (2020). Lanchier, Nicolas ; Jevti, Petar. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:91:y:2020:i:c:p:209-223. Full description at Econpapers \|\| Download paper
2020	Deep neural network for optimal retirement consumption in defined contribution pension system. (2020). Langren, Nicolas ; Chen, Wen. In: Papers. RePEc:arx:papers:2007.09911. Full description at Econpapers \|\| Download paper
2020	A Stochastic Control Approach to Defined Contribution Plan Decumulation: The Nastiest, Hardest Problem in Finance. (2020). Forsyth, Peter A. In: Papers. RePEc:arx:papers:2008.06598. Full description at Econpapers \|\| Download paper
2020	Deep neural network for optimal retirement consumption in defined contribution pension system. (2020). Langrene, Nicolas ; Chen, Wen. In: Working Papers. RePEc:hal:wpaper:hal-02909818. Full description at Econpapers \|\| Download paper
2020	Optimal dynamic asset allocation for DC plan accumulation/decumulation: Ambition-CVAR. (2020). Forsyth, Peter A. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:93:y:2020:i:c:p:230-245. Full description at Econpapers \|\| Download paper
2020	Modeling frequency and severity of claims with the zero-inflated generalized cluster-weighted models. (2020). Miljkovic, Tatjana ; McNicholas, Paul D ; Jevti, Petar ; Poua, Nikola. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:94:y:2020:i:c:p:79-93. Full description at Econpapers \|\| Download paper
2020	Fast and efficient nested simulation for large variable annuity portfolios: A surrogate modeling approach. (2020). Yang, Shuai ; Lin, Sheldon X. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:91:y:2020:i:c:p:85-103. Full description at Econpapers \|\| Download paper
2020	Efficient willow tree method for variable annuities valuation and risk managementÃ¢Ëâ . (2020). Sevic, Zeljko ; Xu, Wei ; Dong, Bing. In: International Review of Financial Analysis. RePEc:eee:finana:v:68:y:2020:i:c:s1057521919305149. Full description at Econpapers \|\| Download paper
2020	Longevity forecasting by socioÃ¢â¬Âeconomic groups using compositional data analysis. (2020). Kallestruplamb, Malene ; Oeppen, Jim ; Bergeronboucher, Mariepier ; Ergemen, Yunus Emre ; Kjargaard, Sren. In: Journal of the Royal Statistical Society Series A. RePEc:bla:jorssa:v:183:y:2020:i:3:p:1167-1187. Full description at Econpapers \|\| Download paper
2020	Child mortality levels and trends: A new compositional approach. (2020). Foguet, Agusti Perez ; Ezbakhe, Fatine ; Perezfoguet, Agusti. In: Demographic Research. RePEc:dem:demres:v:43:y:2020:i:43. Full description at Econpapers \|\| Download paper
2020	Relationships between best-practice and greatest possible life expectancies. (2020). Souza, Filipe Costa . In: European Journal of Ageing. RePEc:spr:eujoag:v:17:y:2020:i:3:d:10.1007_s10433-019-00549-3. Full description at Econpapers \|\| Download paper
2020	Conditional tail expectation decomposition and conditional mean risk sharing for dependent and conditionally independent risks. (2020). Robert, Christian Y ; Denuit, Michel. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2020018. Full description at Econpapers \|\| Download paper

Recent citations

Recent citations received in 2020

Year	Citing document
2020	Incorporating crossed classification credibility into the LeeÃ¢â¬âCarter model for multi-population mortality data. (2020). Pitselis, Georgios ; Bozikas, Apostolos. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:93:y:2020:i:c:p:353-368. Full description at Econpapers \|\| Download paper

Recent citations received in 2019

Year	Citing document
2019	Size-biased risk measures of compound sums. (2019). Denuit, Michel. In: IBSA Discussion Papers (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvad:2019009. Full description at Econpapers \|\| Download paper
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
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
2018	Predictive analytics of insurance claims using multivariate decision trees. (2018). Emiliano, Valdez ; Zhiyu, Quan. In: Dependence Modeling. RePEc:vrs:demode:v:6:y:2018:i:1:p:377-407:n:22. Full description at Econpapers \|\| Download paper

Recent citations received in 2017

Year	Citing document
2017	Limits to Human Life Span Through Extreme Value Theory. (2017). Einmahl, John ; de Haan, L. F. M., . In: Other publications TiSEM. RePEc:tiu:tiutis:46b8d3f3-34c3-4936-90ee-8dc4e7086ce6. Full description at Econpapers \|\| Download paper

10 most frequent citing series

#	Series	H	Cites
1	Insurance: Mathematics and Economics / Elsevier	48	350
2	Papers / arXiv.org	65	130
3	Risks / MDPI	11	124
4	Methodology and Computing in Applied Probability / Springer	5	38
5			37
6	LIDAM Discussion Papers ISBA / UniversitÃ© catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA)	6	22
7	Journal of Population Research / Springer	3	17
8	Dependence Modeling / De Gruyter	4	16
9	Post-Print / HAL	124	16
10	Working Papers / HAL	39	13
11	Asia-Pacific Journal of Risk and Insurance / De Gruyter	7	13