Annals of Actuarial Science / Cambridge University Press
Citation Profile [Updated: 2023-01-07 21:26:51]
5 Years H Index
10
Impact Factor (IF)
0.47
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]
[
trace new citations] [Missing
citations? Add them now]
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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 | |
| 2006 | 0 | 0.5 | 0 | 0 | 22 | 22 | 53 | 0 | 0 | 0 | 0 | 0 | 0.23 | |||||
| 2007 | 0.05 | 0.46 | 0.07 | 0.05 | 20 | 42 | 15 | 3 | 3 | 22 | 1 | 22 | 1 | 0 | 2 | 0.1 | 0.2 | |
| 2008 | 0.07 | 0.49 | 0.05 | 0.07 | 14 | 56 | 134 | 3 | 6 | 42 | 3 | 42 | 3 | 0 | 0 | 0.23 | ||
| 2009 | 0.06 | 0.47 | 0.05 | 0.07 | 23 | 79 | 18 | 4 | 10 | 34 | 2 | 56 | 4 | 0 | 0 | 0.23 | ||
| 2011 | 0 | 0.52 | 0.16 | 0.19 | 24 | 103 | 30 | 16 | 31 | 23 | 79 | 15 | 0 | 0 | 0.24 | |||
| 2012 | 0 | 0.51 | 0.08 | 0.09 | 23 | 126 | 25 | 10 | 41 | 24 | 81 | 7 | 0 | 0 | 0.22 | |||
| 2013 | 0.06 | 0.56 | 0.11 | 0.11 | 26 | 152 | 66 | 17 | 58 | 47 | 3 | 84 | 9 | 0 | 2 | 0.08 | 0.24 | |
| 2014 | 0.04 | 0.55 | 0.1 | 0.06 | 21 | 173 | 23 | 18 | 76 | 49 | 2 | 96 | 6 | 0 | 0 | 0.23 | ||
| 2015 | 0.3 | 0.55 | 0.14 | 0.16 | 17 | 190 | 23 | 27 | 103 | 47 | 14 | 94 | 15 | 0 | 1 | 0.06 | 0.23 | |
| 2016 | 0.13 | 0.53 | 0.25 | 0.21 | 14 | 204 | 10 | 51 | 154 | 38 | 5 | 111 | 23 | 0 | 1 | 0.07 | 0.21 | |
| 2017 | 0.23 | 0.55 | 0.18 | 0.15 | 17 | 221 | 35 | 40 | 194 | 31 | 7 | 101 | 15 | 0 | 3 | 0.18 | 0.21 | |
| 2018 | 0.13 | 0.57 | 0.19 | 0.17 | 24 | 245 | 24 | 46 | 240 | 31 | 4 | 95 | 16 | 0 | 1 | 0.04 | 0.24 | |
| 2019 | 0.34 | 0.6 | 0.24 | 0.26 | 24 | 269 | 24 | 64 | 304 | 41 | 14 | 93 | 24 | 0 | 1 | 0.04 | 0.24 | |
| 2020 | 0.33 | 0.73 | 0.25 | 0.24 | 23 | 292 | 26 | 73 | 377 | 48 | 16 | 96 | 23 | 0 | 4 | 0.17 | 0.34 | |
| 2021 | 0.47 | 1.02 | 0.33 | 0.32 | 29 | 321 | 14 | 107 | 484 | 47 | 22 | 102 | 33 | 0 | 6 | 0.21 | 0.38 |
| IF: | Two years Impact Factor: C2Y / D2Y |
| AIF: | Average Impact Factor for all series in RePEc in year y |
| CIF: | Cumulative impact factor |
| IF5: | Five years 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 | 2008 | Mortality Modelling and Forecasting: a Review of Methods. (2008). Tickle, L ; Booth, H. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:3:y:2008:i:1-2:p:3-43_00. Full description at Econpapers || Download paper | 114 |
| 2 | 2006 | Predictive Distributions of Outstanding Liabilities in General Insurance. (2006). Verrall, R J ; England, P D. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:1:y:2006:i:02:p:221-270_00. Full description at Econpapers || Download paper | 22 |
| 3 | 2008 | Individual Claim Loss Reserving Conditioned by Case Estimates. (2008). Sullivan, James ; Taylor, Greg ; McGuire, Grainne . In: Annals of Actuarial Science. RePEc:cup:anacsi:v:3:y:2008:i:1-2:p:215-256_00. Full description at Econpapers || Download paper | 21 |
| 4 | 2013 | Diversification in heavy-tailed portfolios: properties and pitfalls. (2013). Mainik, Georg ; Embrechts, Paul. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:7:y:2013:i:01:p:26-45_00. Full description at Econpapers || Download paper | 17 |
| 5 | 2013 | A scaling model for severity of operational losses using generalized additive models for location scale and shape (GAMLSS). (2013). Ganegoda, Amandha ; Evans, John. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:7:y:2013:i:01:p:61-100_00. Full description at Econpapers || Download paper | 15 |
| 6 | 2012 | A Semi-Markov Multiple State Model for Reverse Mortgage Terminations. (2012). Ji, Min ; Li, Johnny Siu-Hang ; Hardy, Mary . In: Annals of Actuarial Science. RePEc:cup:anacsi:v:6:y:2012:i:02:p:235-257_00. Full description at Econpapers || Download paper | 12 |
| 7 | 2009 | Chain-Ladder as Maximum Likelihood Revisited. (2009). Kuang, D ; Nielsen, J P. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:4:y:2009:i:01:p:105-121_00. Full description at Econpapers || Download paper | 12 |
| 8 | 2011 | A Trend-Change Extension of the Cairns-Blake-Dowd Model. (2011). Sweeting, P J. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:5:y:2011:i:02:p:143-162_00. Full description at Econpapers || Download paper | 11 |
| 9 | 2011 | Minimizing the ruin probability through capital injections. (2011). Li, Shuanming ; Nie, Ciyu ; David, . In: Annals of Actuarial Science. RePEc:cup:anacsi:v:5:y:2011:i:02:p:195-209_00. Full description at Econpapers || Download paper | 11 |
| 10 | 2013 | Investigating the Broken-Heart Effect: a Model for Short-Term Dependence between the Remaining Lifetimes of Joint Lives. (2013). Spreeuw, Jaap ; Owadally, Iqbal . In: Annals of Actuarial Science. RePEc:cup:anacsi:v:7:y:2013:i:02:p:236-257_00. Full description at Econpapers || Download paper | 10 |
| 11 | 2014 | A quantitative comparison of simulation strategies for mortality projection. (2014). Li, Jackie. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:8:y:2014:i:02:p:281-297_00. Full description at Econpapers || Download paper | 10 |
| 12 | 2006 | Income Inequality over the Later-Life Course: a Comparative Analysis of Seven OECD Countries. (2006). Brown, R L ; Prus, S G. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:1:y:2006:i:02:p:307-317_00. Full description at Econpapers || Download paper | 9 |
| 13 | 2019 | Multivariate credibility modelling for usage-based motor insurance pricing with behavioural data. (2019). Trufin, Julien ; Guillen, Montserrat ; Denuit, Michel. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:13:y:2019:i:02:p:378-399_00. Full description at Econpapers || Download paper | 9 |
| 14 | 2017 | A unified approach to mortality modelling using state-space framework: characterisation, identification, estimation and forecasting. (2017). Fung, Man Chung ; Shevchenko, Pavel V ; Peters, Gareth W. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:11:y:2017:i:02:p:343-389_00. Full description at Econpapers || Download paper | 8 |
| 15 | 2006 | Regression Quantile Analysis of Claim Termination Rates for Income Protection Insurance. (2006). , . In: Annals of Actuarial Science. RePEc:cup:anacsi:v:1:y:2006:i:02:p:345-357_00. Full description at Econpapers || Download paper | 8 |
| 16 | 2017 | Telematic driving profile classification in car insurance pricing. (2017). Weidner, Wiltrud ; Fabian, . In: Annals of Actuarial Science. RePEc:cup:anacsi:v:11:y:2017:i:02:p:213-236_00. Full description at Econpapers || Download paper | 8 |
| 17 | 2006 | Unit-Linked Life Insurance Contracts with Lapse Rates Dependent on Economic Factors. (2006). Tan, K S ; Kolkiewicz, A W. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:1:y:2006:i:01:p:49-78_00. Full description at Econpapers || Download paper | 7 |
| 18 | 2006 | Optimal Dividends Under a Ruin Probability Constraint. (2006). Drekic, S. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:1:y:2006:i:02:p:291-306_00. Full description at Econpapers || Download paper | 7 |
| 19 | 2013 | Dependence modelling in multivariate claims run-off triangles. (2013). Hashorva, Enkelejd ; Merz, Michael ; Wuthrich, Mario V. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:7:y:2013:i:01:p:3-25_00. Full description at Econpapers || Download paper | 7 |
| 20 | 2015 | Experience rating with Poisson mixtures. (2015). Buckley, Winston S ; Brown, Garfield O. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:9:y:2015:i:02:p:304-321_00. Full description at Econpapers || Download paper | 6 |
| 21 | 2013 | Do not pay for a Danish interest guarantee. The law of the triple blow. (2013). Konicz, Agnieszka Karolina ; Perez-Marin, Ana M ; Nielsen, Jens Perch ; Guillen, Montserrat. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:7:y:2013:i:02:p:192-209_00. Full description at Econpapers || Download paper | 6 |
| 22 | 2020 | Forecasting age distribution of death counts: an application to annuity pricing. (2020). Shang, Han Lin ; Haberman, Steven. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:14:y:2020:i:1:p:150-169_9. Full description at Econpapers || Download paper | 6 |
| 23 | 2015 | Modelling cause-of-death mortality and the impact of cause-elimination. (2015). Sherris, Michael ; Arnold, Severine ; Alai, Daniel H. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:9:y:2015:i:01:p:167-186_00. Full description at Econpapers || Download paper | 6 |
| 24 | 2013 | Optimal premium pricing policy in a competitive insurance market environment. (2013). Passalidou, Eudokia ; Pantelous, Athanasios A. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:7:y:2013:i:02:p:175-191_00. Full description at Econpapers || Download paper | 6 |
| 25 | 2018 | On age difference in joint lifetime modelling with life insurance annuity applications. (2018). Dufresne, Franois ; Toukourou, Youssouf ; Ratovomirija, Gildas ; Hashorva, Enkelejd . In: Annals of Actuarial Science. RePEc:cup:anacsi:v:12:y:2018:i:02:p:350-371_00. Full description at Econpapers || Download paper | 6 |
| 26 | 2009 | Mean Square Error of Prediction in the Bornhuetterââ¬âFerguson Claims Reserving Method. (2009). Alai, D H ; Wuthrich, M V ; Merz, M. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:4:y:2009:i:01:p:7-31_00. Full description at Econpapers || Download paper | 5 |
| 27 | 2007 | Some Finite Time Ruin Problems. (2007). , . In: Annals of Actuarial Science. RePEc:cup:anacsi:v:2:y:2007:i:02:p:217-232_00. Full description at Econpapers || Download paper | 5 |
| 28 | 2018 | Conditional Monte Carlo for sums, with applications to insurance and finance. (2018). Asmussen, Soren. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:12:y:2018:i:02:p:455-478_00. Full description at Econpapers || Download paper | 5 |
| 29 | 2014 | Bonusââ¬âMalus systems with Weibull distributed claim severities. (2014). Ni, Weihong ; Pantelous, Athanasios A ; Constantinescu, Corina . In: Annals of Actuarial Science. RePEc:cup:anacsi:v:8:y:2014:i:02:p:217-233_00. Full description at Econpapers || Download paper | 5 |
| 30 | 2016 | Capturing non-exchangeable dependence in multivariate loss processes with nested Archimedean Lévy copulas. (2016). Wong, Bernard ; Avanzi, Benjamin ; Tao, Jamie ; Yang, Xinda . In: Annals of Actuarial Science. RePEc:cup:anacsi:v:10:y:2016:i:01:p:87-117_00. Full description at Econpapers || Download paper | 5 |
| 31 | 2013 | Actuarial Applications of Multivariate Two-Part Regression Models. (2013). Jin, Xiaoli ; Frees, Edward W ; Lin, Xiao. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:7:y:2013:i:02:p:258-287_00. Full description at Econpapers || Download paper | 5 |
| 32 | 2020 | Mortality in the US by education level. (2020). , Andrew ; Loures, Cristian Redondo. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:14:y:2020:i:2:p:384-419_8. Full description at Econpapers || Download paper | 4 |
| 33 | 2019 | Optimal proportional reinsurance with common shock dependence to minimise the probability of drawdown. (2019). Zhang, Caibin ; Liang, Zhibin. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:13:y:2019:i:02:p:268-294_00. Full description at Econpapers || Download paper | 4 |
| 34 | 2017 | Mortality forecasting using a modified Continuous Mortality Investigation Mortality Projections Model for China I: methodology and country-level results. (2017). Browne, Bridget ; Huang, Fei. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:11:y:2017:i:01:p:20-45_00. Full description at Econpapers || Download paper | 4 |
| 35 | 2020 | Variability in pension products: a comparison study between The Netherlands and Denmark. (2020). Rangvid, Jesper ; Kallestrup-Lamb, Malene ; Balter, Anne G. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:14:y:2020:i:2:p:338-357_6. Full description at Econpapers || Download paper | 4 |
| 36 | 2021 | Multivariate Hawkes process for cyber insurance. (2021). Hillairet, Caroline ; Boumezoued, Alexandre ; Bessy-Roland, Yannick. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:15:y:2021:i:1:p:14-39_2. Full description at Econpapers || Download paper | 4 |
| 37 | 2020 | CBDX: a workhorse mortality model from the Cairnsââ¬âBlakeââ¬âDowd family. (2020). Blake, David ; Dowd, Kevin. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:14:y:2020:i:2:p:445-460_10. Full description at Econpapers || Download paper | 4 |
| 38 | 2015 | Home equity release for long-term care financing: an improved market structure and pricing approach. (2015). Oberoi, Jaideep ; Andrews, Doug . In: Annals of Actuarial Science. RePEc:cup:anacsi:v:9:y:2015:i:01:p:85-107_00. Full description at Econpapers || Download paper | 4 |
| 39 | 2021 | Mortality models incorporating long memory for life table estimation: a comprehensive analysis. (2021). Chan, Jennifer ; Peters, Gareth W ; Yan, Hongxuan. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:15:y:2021:i:3:p:567-604_7. Full description at Econpapers || Download paper | 4 |
| 40 | 2017 | Optimal strategies for a non-linear premium-reserve model in a competitive insurance market. (2017). Passalidou, Eudokia ; Pantelous, Athanasios A. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:11:y:2017:i:01:p:1-19_00. Full description at Econpapers || Download paper | 4 |
| 41 | 2007 | Zone-Adaptive Control Strategy for a Multiperiodic Model of Risk. (2007). Malinovskii, V K. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:2:y:2007:i:02:p:349-367_00. Full description at Econpapers || Download paper | 4 |
| 42 | 2012 | Bayesian over-dispersed Poisson model and the Bornhuetter & Ferguson claims reserving method. (2012). England, Peter D ; Wuthrich, Mario V. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:6:y:2012:i:02:p:258-283_00. Full description at Econpapers || Download paper | 3 |
| 43 | 2016 | Optimal reinsurance under multiple attribute decision making. (2016). Karageyik, Baak Bulut ; David, . In: Annals of Actuarial Science. RePEc:cup:anacsi:v:10:y:2016:i:01:p:65-86_00. Full description at Econpapers || Download paper | 3 |
| 44 | 2020 | Identifiability in age/period/cohort mortality models. (2020). Blake, David ; Hunt, Andrew . In: Annals of Actuarial Science. RePEc:cup:anacsi:v:14:y:2020:i:2:p:500-536_12. Full description at Econpapers || Download paper | 3 |
| 45 | 2019 | 3 | |
| 46 | 2011 | A Natural Hedge for Equity Indexed Annuities. (2011). Boyle, Phelim P ; Bernard, Carole. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:5:y:2011:i:02:p:211-230_00. Full description at Econpapers || Download paper | 3 |
| 47 | 2017 | Comparing the riskiness of dependent portfolios via nested L-statistics. (2017). , Ranadeera ; Brazauskas, Vytaras ; Wei, Wei. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:11:y:2017:i:02:p:237-252_00. Full description at Econpapers || Download paper | 3 |
| 48 | 2012 | Computational intelligence with applications to general insurance: a review. (2012). Parodi, Pietro . In: Annals of Actuarial Science. RePEc:cup:anacsi:v:6:y:2012:i:02:p:344-380_00. Full description at Econpapers || Download paper | 3 |
| 49 | 2014 | Best estimate reserves and the claims development results in consecutive calendar years. (2014). Saluz, Annina ; Gisler, Alois . In: Annals of Actuarial Science. RePEc:cup:anacsi:v:8:y:2014:i:02:p:351-373_00. Full description at Econpapers || Download paper | 3 |
| 50 | 2019 | 3 |
50 most relevant documents in this series (papers most cited in the last two years)
| # | Year | Title | Cited |
|---|---|---|---|
| 1 | 2008 | Mortality Modelling and Forecasting: a Review of Methods. (2008). Tickle, L ; Booth, H. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:3:y:2008:i:1-2:p:3-43_00. Full description at Econpapers || Download paper | 34 |
| 2 | 2008 | Individual Claim Loss Reserving Conditioned by Case Estimates. (2008). Sullivan, James ; Taylor, Greg ; McGuire, Grainne . In: Annals of Actuarial Science. RePEc:cup:anacsi:v:3:y:2008:i:1-2:p:215-256_00. Full description at Econpapers || Download paper | 10 |
| 3 | 2019 | Multivariate credibility modelling for usage-based motor insurance pricing with behavioural data. (2019). Trufin, Julien ; Guillen, Montserrat ; Denuit, Michel. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:13:y:2019:i:02:p:378-399_00. Full description at Econpapers || Download paper | 8 |
| 4 | 2014 | A quantitative comparison of simulation strategies for mortality projection. (2014). Li, Jackie. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:8:y:2014:i:02:p:281-297_00. Full description at Econpapers || Download paper | 6 |
| 5 | 2017 | Telematic driving profile classification in car insurance pricing. (2017). Weidner, Wiltrud ; Fabian, . In: Annals of Actuarial Science. RePEc:cup:anacsi:v:11:y:2017:i:02:p:213-236_00. Full description at Econpapers || Download paper | 6 |
| 6 | 2012 | A Semi-Markov Multiple State Model for Reverse Mortgage Terminations. (2012). Ji, Min ; Li, Johnny Siu-Hang ; Hardy, Mary . In: Annals of Actuarial Science. RePEc:cup:anacsi:v:6:y:2012:i:02:p:235-257_00. Full description at Econpapers || Download paper | 6 |
| 7 | 2018 | On age difference in joint lifetime modelling with life insurance annuity applications. (2018). Dufresne, Franois ; Toukourou, Youssouf ; Ratovomirija, Gildas ; Hashorva, Enkelejd . In: Annals of Actuarial Science. RePEc:cup:anacsi:v:12:y:2018:i:02:p:350-371_00. Full description at Econpapers || Download paper | 6 |
| 8 | 2020 | Forecasting age distribution of death counts: an application to annuity pricing. (2020). Shang, Han Lin ; Haberman, Steven. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:14:y:2020:i:1:p:150-169_9. Full description at Econpapers || Download paper | 6 |
| 9 | 2006 | Predictive Distributions of Outstanding Liabilities in General Insurance. (2006). Verrall, R J ; England, P D. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:1:y:2006:i:02:p:221-270_00. Full description at Econpapers || Download paper | 5 |
| 10 | 2011 | A Trend-Change Extension of the Cairns-Blake-Dowd Model. (2011). Sweeting, P J. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:5:y:2011:i:02:p:143-162_00. Full description at Econpapers || Download paper | 5 |
| 11 | 2015 | Experience rating with Poisson mixtures. (2015). Buckley, Winston S ; Brown, Garfield O. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:9:y:2015:i:02:p:304-321_00. Full description at Econpapers || Download paper | 4 |
| 12 | 2013 | A scaling model for severity of operational losses using generalized additive models for location scale and shape (GAMLSS). (2013). Ganegoda, Amandha ; Evans, John. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:7:y:2013:i:01:p:61-100_00. Full description at Econpapers || Download paper | 4 |
| 13 | 2019 | Optimal proportional reinsurance with common shock dependence to minimise the probability of drawdown. (2019). Zhang, Caibin ; Liang, Zhibin. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:13:y:2019:i:02:p:268-294_00. Full description at Econpapers || Download paper | 4 |
| 14 | 2013 | Investigating the Broken-Heart Effect: a Model for Short-Term Dependence between the Remaining Lifetimes of Joint Lives. (2013). Spreeuw, Jaap ; Owadally, Iqbal . In: Annals of Actuarial Science. RePEc:cup:anacsi:v:7:y:2013:i:02:p:236-257_00. Full description at Econpapers || Download paper | 4 |
| 15 | 2020 | Mortality in the US by education level. (2020). , Andrew ; Loures, Cristian Redondo. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:14:y:2020:i:2:p:384-419_8. Full description at Econpapers || Download paper | 4 |
| 16 | 2017 | A unified approach to mortality modelling using state-space framework: characterisation, identification, estimation and forecasting. (2017). Fung, Man Chung ; Shevchenko, Pavel V ; Peters, Gareth W. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:11:y:2017:i:02:p:343-389_00. Full description at Econpapers || Download paper | 4 |
| 17 | 2021 | Multivariate Hawkes process for cyber insurance. (2021). Hillairet, Caroline ; Boumezoued, Alexandre ; Bessy-Roland, Yannick. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:15:y:2021:i:1:p:14-39_2. Full description at Econpapers || Download paper | 4 |
| 18 | 2020 | Variability in pension products: a comparison study between The Netherlands and Denmark. (2020). Rangvid, Jesper ; Kallestrup-Lamb, Malene ; Balter, Anne G. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:14:y:2020:i:2:p:338-357_6. Full description at Econpapers || Download paper | 4 |
| 19 | 2006 | Regression Quantile Analysis of Claim Termination Rates for Income Protection Insurance. (2006). , . In: Annals of Actuarial Science. RePEc:cup:anacsi:v:1:y:2006:i:02:p:345-357_00. Full description at Econpapers || Download paper | 4 |
| 20 | 2020 | CBDX: a workhorse mortality model from the Cairnsââ¬âBlakeââ¬âDowd family. (2020). Blake, David ; Dowd, Kevin. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:14:y:2020:i:2:p:445-460_10. Full description at Econpapers || Download paper | 4 |
| 21 | 2021 | Mortality models incorporating long memory for life table estimation: a comprehensive analysis. (2021). Chan, Jennifer ; Peters, Gareth W ; Yan, Hongxuan. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:15:y:2021:i:3:p:567-604_7. Full description at Econpapers || Download paper | 4 |
| 22 | 2017 | Yet more on a stochastic economic model: Part 3B: stochastic bridging for retail prices and wages. (2017). Wilkie, A D ; Ahin, Ule . In: Annals of Actuarial Science. RePEc:cup:anacsi:v:11:y:2017:i:01:p:100-127_00. Full description at Econpapers || Download paper | 3 |
| 23 | 2016 | Capturing non-exchangeable dependence in multivariate loss processes with nested Archimedean Lévy copulas. (2016). Wong, Bernard ; Avanzi, Benjamin ; Tao, Jamie ; Yang, Xinda . In: Annals of Actuarial Science. RePEc:cup:anacsi:v:10:y:2016:i:01:p:87-117_00. Full description at Econpapers || Download paper | 3 |
| 24 | 2013 | Actuarial Applications of Multivariate Two-Part Regression Models. (2013). Jin, Xiaoli ; Frees, Edward W ; Lin, Xiao. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:7:y:2013:i:02:p:258-287_00. Full description at Econpapers || Download paper | 3 |
| 25 | 2019 | 3 | |
| 26 | 2021 | A neural network extension of the LeeâCarter model to multiple populations. (2021). Wuthrich, Mario V ; Richman, Ronald. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:15:y:2021:i:2:p:346-366_8. Full description at Econpapers || Download paper | 3 |
| 27 | 2009 | Calendar Year Effects, Claims Inflation and the Chain-Ladder Technique. (2009). Brydon, D ; Verrall, R J. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:4:y:2009:i:02:p:287-301_00. Full description at Econpapers || Download paper | 3 |
| 28 | 2020 | Identifiability in age/period/cohort mortality models. (2020). Blake, David ; Hunt, Andrew . In: Annals of Actuarial Science. RePEc:cup:anacsi:v:14:y:2020:i:2:p:500-536_12. Full description at Econpapers || Download paper | 3 |
| 29 | 2020 | Insurance ratemaking using the Exponential-Lognormal regression model. (2020). Yik, Woo Hee ; Tzougas, George ; Mustaqeem, Muhammad Waqar. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:14:y:2020:i:1:p:42-71_3. Full description at Econpapers || Download paper | 3 |
| 30 | 2019 | 3 | |
| 31 | 2020 | Constraints, the identifiability problem and the forecasting of mortality. (2020). Currie, Iain D. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:14:y:2020:i:2:p:537-566_13. Full description at Econpapers || Download paper | 2 |
| 32 | 2018 | A plan of capital injections based on the claims frequency. (2018). Xu, Ran ; Yang, Hailiang ; Han, Xixuan ; Woo, Jae-Kyung. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:12:y:2018:i:02:p:296-325_00. Full description at Econpapers || Download paper | 2 |
| 33 | 2017 | Yet more on a stochastic economic model: Part 3C: stochastic bridging for share yields and dividends and interest rates. (2017). Wilkie, A D ; Ahin, Ule . In: Annals of Actuarial Science. RePEc:cup:anacsi:v:11:y:2017:i:01:p:128-163_00. Full description at Econpapers || Download paper | 2 |
| 34 | 2017 | A note on the optimal dividends paid in a foreign currency. (2017). Eisenberg, Julia ; Kruhner, Paul. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:11:y:2017:i:01:p:67-73_00. Full description at Econpapers || Download paper | 2 |
| 35 | 2020 | Estimation of conditional mean squared error of prediction for claims reserving. (2020). Lindskog, Filip ; Lindholm, Mathias ; Wahl, Felix. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:14:y:2020:i:1:p:93-128_6. Full description at Econpapers || Download paper | 2 |
| 36 | 2015 | Home equity release for long-term care financing: an improved market structure and pricing approach. (2015). Oberoi, Jaideep ; Andrews, Doug . In: Annals of Actuarial Science. RePEc:cup:anacsi:v:9:y:2015:i:01:p:85-107_00. Full description at Econpapers || Download paper | 2 |
| 37 | 2011 | Yet More on a Stochastic Economic Model: Part 1: Updating and Refitting, 1995 to 2009. (2011). Kleinow, Torsten ; Ahin, Ule ; Wilkie, A D. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:5:y:2011:i:01:p:53-99_00. Full description at Econpapers || Download paper | 2 |
| 38 | 2019 | 2 | |
| 39 | 2020 | Longevity trend risk over limited time horizons. (2020). Ritchie, Gavin P ; Kleinow, Torsten ; Currie, Iain D ; Richards, Stephen J. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:14:y:2020:i:2:p:262-277_2. Full description at Econpapers || Download paper | 2 |
| 40 | 2018 | Ruin problems in Markov-modulated risk models. (2018). David, ; Qazvini, Marjan. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:12:y:2018:i:01:p:23-48_00. Full description at Econpapers || Download paper | 2 |
| 41 | 2019 | Methods for generating coherent distortion risk measures. (2019). Sepanski, Jungsywan. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:13:y:2019:i:02:p:400-416_00. Full description at Econpapers || Download paper | 2 |
| 42 | 2011 | A Natural Hedge for Equity Indexed Annuities. (2011). Boyle, Phelim P ; Bernard, Carole. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:5:y:2011:i:02:p:211-230_00. Full description at Econpapers || Download paper | 2 |
| 43 | 2021 | Home and Motor insurance joined at a household level using multivariate credibility. (2021). Trufin, Julien ; Denuit, Michel ; Pechon, Florian. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:15:y:2021:i:1:p:82-114_5. Full description at Econpapers || Download paper | 2 |
| 44 | 2017 | Mortality forecasting using a modified Continuous Mortality Investigation Mortality Projections Model for China I: methodology and country-level results. (2017). Browne, Bridget ; Huang, Fei. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:11:y:2017:i:01:p:20-45_00. Full description at Econpapers || Download paper | 2 |
| 45 | 2014 | Best estimate reserves and the claims development results in consecutive calendar years. (2014). Saluz, Annina ; Gisler, Alois . In: Annals of Actuarial Science. RePEc:cup:anacsi:v:8:y:2014:i:02:p:351-373_00. Full description at Econpapers || Download paper | 2 |
| 46 | 2014 | Bonusââ¬âMalus systems with Weibull distributed claim severities. (2014). Ni, Weihong ; Pantelous, Athanasios A ; Constantinescu, Corina . In: Annals of Actuarial Science. RePEc:cup:anacsi:v:8:y:2014:i:02:p:217-233_00. Full description at Econpapers || Download paper | 2 |
| 47 | 2011 | Minimizing the ruin probability through capital injections. (2011). Li, Shuanming ; Nie, Ciyu ; David, . In: Annals of Actuarial Science. RePEc:cup:anacsi:v:5:y:2011:i:02:p:195-209_00. Full description at Econpapers || Download paper | 2 |
| 48 | 2018 | Conditional Monte Carlo for sums, with applications to insurance and finance. (2018). Asmussen, Soren. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:12:y:2018:i:02:p:455-478_00. Full description at Econpapers || Download paper | 2 |
| 49 | 2013 | Optimal premium pricing policy in a competitive insurance market environment. (2013). Passalidou, Eudokia ; Pantelous, Athanasios A. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:7:y:2013:i:02:p:175-191_00. Full description at Econpapers || Download paper | 2 |
| 50 | 2013 | Dependence modelling in multivariate claims run-off triangles. (2013). Hashorva, Enkelejd ; Merz, Michael ; Wuthrich, Mario V. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:7:y:2013:i:01:p:3-25_00. Full description at Econpapers || Download paper | 2 |
Citing documents used to
compute impact factor: 22
| Year | Title | |
|---|---|---|
| 2021 | Optimal Reinsurance and Investment under Common Shock Dependence Between Financial and Actuarial Markets. (2021). Ceci, Claudia ; Cretarola, Alessandra ; Colaneri, Katia. In: Papers. RePEc:arx:papers:2105.07524. Full description at Econpapers || Download paper | |
| 2021 | Minimal Expected Time in Drawdown through Investment for an Insurance Diffusion Model. (2021). Brinker, Leonie Violetta. In: Risks. RePEc:gam:jrisks:v:9:y:2021:i:1:p:17-:d:475828. Full description at Econpapers || Download paper | |
| 2021 | Discrete-Time Risk Models with Claim Correlated Premiums in a Markovian Environment. (2021). Wu, Xueyuan ; Osatakul, Dhiti. In: Risks. RePEc:gam:jrisks:v:9:y:2021:i:1:p:26-:d:479949. Full description at Econpapers || Download paper | |
| 2021 | The Measures of Accuracy of Claim Frequency Credibility Predictor. (2021). Do, Tomasz ; Wolny-Dominiak, Alicja. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:21:p:11959-:d:667712. Full description at Econpapers || Download paper | |
| 2021 | Bivariate mixed Poisson regression models with varying dispersion. (2021). di Cerchiara, Alice Pignatelli ; Tzougas, George. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:114327. Full description at Econpapers || Download paper | |
| 2021 | An expectation-maximization algorithm for the exponential-generalized inverse Gaussian regression model with varying dispersion and shape for modelling the aggregate claim amount. (2021). Jeong, Himchan ; Tzougas, George. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:108210. Full description at Econpapers || Download paper | |
| 2021 | The multivariate mixed Negative Binomial regression model with an application to insurance a posteriori ratemaking. (2021). di Cerchiara, Alice Pignatelli ; Tzougas, George. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:101:y:2021:i:pb:p:602-625. Full description at Econpapers || Download paper | |
| 2021 | An Expectation-Maximization Algorithm for the Exponential-Generalized Inverse Gaussian Regression Model with Varying Dispersion and Shape for Modelling the Aggregate Claim Amount. (2021). Jeong, Himchan ; Tzougas, George. In: Risks. RePEc:gam:jrisks:v:9:y:2021:i:1:p:19-:d:477237. Full description at Econpapers || Download paper | |
| 2021 | Can a regulatory risk measure induce profit-maximizing risk capital allocations? The case of conditional tail expectation. (2021). Su, Jianxi ; Furman, Edward ; Mohammed, Nawaf. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:101:y:2021:i:pb:p:425-436. Full description at Econpapers || Download paper | |
| 2021 | A combined analysis of hedge effectiveness and capital efficiency in longevity hedging. (2021). Russ, Jochen ; Freimann, Arne ; Borger, Matthias . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:99:y:2021:i:c:p:309-326. Full description at Econpapers || Download paper | |
| 2021 | Longevity risk and capital markets: The 2019-20 update. (2021). , Andrew ; Blake, David. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:99:y:2021:i:c:p:395-439. Full description at Econpapers || Download paper | |
| 2021 | Linking retirement age to life expectancy does not lessen the demographic implications of unequal lifespans. (2021). Kjargaard, Soren ; Kallestrup-Lamb, Malene ; Alvarez, Jesus-Adrian. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:99:y:2021:i:c:p:363-375. Full description at Econpapers || Download paper | |
| 2021 | Telemedicine is an important aspect of healthcare services amid COVID?19 outbreak: Its barriers in Bangladesh and strategies to overcome. (2021). Ahmed, Shakil ; Sunna, Tachlima Chowdhury ; Chowdhury, Saifur Rahman. In: International Journal of Health Planning and Management. RePEc:bla:ijhplm:v:36:y:2021:i:1:p:4-12. Full description at Econpapers || Download paper | |
| 2021 | Cause of death specific cohort effects in U.S. mortality. (2021). , Andrew ; Loures, Cristian Redondo. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:99:y:2021:i:c:p:190-199. Full description at Econpapers || Download paper | |
| 2021 | The Great Divide: Education, Despair and Death. (2021). Deaton, Angus ; Case, Anne. In: NBER Working Papers. RePEc:nbr:nberwo:29241. Full description at Econpapers || Download paper | |
| 2021 | . Full description at Econpapers || Download paper | |
| 2021 | Dispersion modelling of outstanding claims with double Poisson regression models. (2021). Shi, Yanlin ; Meng, Shengwang ; Gao, Guangyuan. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:101:y:2021:i:pb:p:572-586. Full description at Econpapers || Download paper | |
| 2021 | Nonparametric Estimation of Extreme Quantiles with an Application to Longevity Risk. (2021). Guillen, Montserrat ; Bolance, Catalina. In: Risks. RePEc:gam:jrisks:v:9:y:2021:i:4:p:77-:d:536622. Full description at Econpapers || Download paper | |
| 2021 | What Can We Learn from the Functional Clustering of Mortality Data? An Application to the Human Mortality Database. (2021). Mazzuco, Stefano ; Leger, Ainhoa-Elena. In: European Journal of Population. RePEc:spr:eurpop:v:37:y:2021:i:4:d:10.1007_s10680-021-09588-y. Full description at Econpapers || Download paper | |
| 2021 | . Full description at Econpapers || Download paper | |
| 2021 | Variable annuities: Market incompleteness and policyholder behavior. (2021). Moenig, Thorsten. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:99:y:2021:i:c:p:63-78. Full description at Econpapers || Download paper | |
| 2021 | A Stochastic Investment Model for South African Use. (2019). Levitan, Shaun ; Csahin, Csule. In: Papers. RePEc:arx:papers:1912.12113. Full description at Econpapers || Download paper |
Recent citations
Recent citations received in 2021
| Year | Citing document | |
|---|---|---|
| 2021 | Joint Models for Cause-of-Death Mortality in Multiple Populations. (2021). Ludkovski, Mike ; Huynh, Nhan. In: Papers. RePEc:arx:papers:2111.06631. Full description at Econpapers || Download paper | |
| 2021 | Time-consistent mean-variance reinsurance-investment problem with long-range dependent mortality rate. (2021). Wong, Hoi Ying ; Chiu, Mei Choi ; Wang, Ling. In: Papers. RePEc:arx:papers:2112.06602. Full description at Econpapers || Download paper | |
| 2021 | Infinitely stochastic micro reserving. (2021). Peta, Michal ; Okhrin, Ostap ; MacIak, Matu. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:100:y:2021:i:c:p:30-58. Full description at Econpapers || Download paper | |
| 2021 | Time-consistent longevity hedging with long-range dependence. (2021). Wong, Hoi Ying ; Wang, Ling. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:99:y:2021:i:c:p:25-41. Full description at Econpapers || Download paper | |
| 2021 | On the Identification, Evaluation and Treatment of Risks in Smart Homes: A Systematic Literature Review. (2021). Roschmann, Angela Zeier ; Wagner, Joel ; Iten, Raphael. In: Risks. RePEc:gam:jrisks:v:9:y:2021:i:6:p:113-:d:570813. Full description at Econpapers || Download paper | |
| 2021 | Infection rate models for COVID-19: Model risk and public health news sentiment exposure adjustments. (2021). Shevchenko, Pavel V ; Peters, Gareth W ; Yan, Hongxuan ; Chalkiadakis, Ioannis. In: PLOS ONE. RePEc:plo:pone00:0253381. Full description at Econpapers || Download paper |
Recent citations received in 2020
| Year | Citing document | |
|---|---|---|
| 2020 | Linking retirement age to life expectancy does not lessen the demographic implications of unequal lifespans. (2020). Kallestrup-Lamb, Malene ; Alvarez, Jesus-Adrian ; Kjargaard, Soren. In: CREATES Research Papers. RePEc:aah:create:2020-17. Full description at Econpapers || Download paper | |
| 2020 | An age-at-death distribution approach to forecast cohort mortality. (2020). Kjargaard, Soren ; Basellini, Ugofilippo ; Camarda, Carlo Giovanni. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:91:y:2020:i:c:p:129-143. 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 | . Full description at Econpapers || Download paper |
Recent citations received in 2019
| Year | Citing document | |
|---|---|---|
| 2019 | Evaluation of driving risk at different speeds. (2019). Yang, Hanfang ; Wuthrich, Mario V ; Gao, Guangyuan. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:88:y:2019:i:c:p:108-119. Full description at Econpapers || Download paper |
Recent citations received in 2018
| Year | Citing document | |
|---|---|---|
| 2018 | FaRis at ICA 2018 - Contributions to the International Congress of Actuaries 2018 in Berlin. Beitra?ge von FaRis Mitgliedern zum Weltkongress der Aktuare vom 4. bis zum 8. Juni 2018 in Berlin. (2018). Heep-Altiner, Maria ; Goecke, Oskar ; Schmidt, Jan-Philipp ; Schiegl, Magda ; Knobloch, Ralf. In: Forschung am ivwKöln. RePEc:zbw:thkivw:52018. Full description at Econpapers || Download paper |
10 most frequent citing series