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Citation Profile [Updated: 2023-01-07 21:26:51]
5 Years H Index
5
Impact Factor (IF)
0
5 Years IF
0
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
1994 0 0.16 0 0 8 8 0 0 0 0 0 0 0.08
1995 0 0.21 0 0 3 11 0 0 8 8 0 0 0.11
2002 0 0.52 0 0 2 13 4 0 0 0 0 0 0.29
2003 0 0.51 0.07 0 16 29 30 1 2 2 2 2 200 1 0.06 0.29
2004 0.06 0.57 0.24 0.06 9 38 13 2 11 18 1 18 1 3 150 1 0.11 0.35
2005 0.08 0.58 0.09 0.07 19 57 64 5 16 25 2 27 2 2 40 3 0.16 0.36
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
#YearTitleCited
12005Optimization of Convex Risk Functions. (2005). Shapiro, Alexander ; Ruszczynski, Andrzej. In: Risk and Insurance. RePEc:wpa:wuwpri:0404001.

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37
22005Conditional Risk Mappings. (2005). Shapiro, Alexander ; Ruszczynski, Andrzej. In: Risk and Insurance. RePEc:wpa:wuwpri:0404002.

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17
32003Credit Risk Models - Do They Deliver Their Promises? A Quantitative Assessment. (2003). Oderda, Gianluca ; Dacorogna, Michel ; Jung, Tobias . In: Risk and Insurance. RePEc:wpa:wuwpri:0306003.

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16
4Optimization of Risk Measures. (2004). Shapiro, Alexander ; Ruszczynski, Andrzej. In: Risk and Insurance. RePEc:wpa:wuwpri:0407002.

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8
52005Interest-rate risk in the Indian banking system. (2005). Shah, Ajay ; Patnaik, Ila. In: Risk and Insurance. RePEc:wpa:wuwpri:0501003.

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7
62003How Does Systematic Risk Impact US Credit Spreads? A Copula Study. (2003). Gatfaoui, Hayette. In: Risk and Insurance. RePEc:wpa:wuwpri:0308002.

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5
7Coherent Risk Measures and Upper Previsions. (2002). Pelessoni, Renato ; Vicig, Paolo. In: Risk and Insurance. RePEc:wpa:wuwpri:0201001.

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3
82003Convex Imprecise Previsions for Risk Measurement. (2003). Pelessoni, Renato ; Vicig, Paolo. In: Risk and Insurance. RePEc:wpa:wuwpri:0309001.

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3
92004Arrangement Infringement Possibility Approach: Some Economic Features of Large-Scale Events. (2004). Harin, Alexander. In: Risk and Insurance. RePEc:wpa:wuwpri:0409002.

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3
102005Price risk management instruments in agricultural and other unstable markets. (2005). BOUSSARD, Jean-Marc. In: Risk and Insurance. RePEc:wpa:wuwpri:0505001.

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3
112002An Intensity Based Non-Parametric Default Model for Residential Mortgage Portfolios. (2002). De Giorgi, Enrico. In: Risk and Insurance. RePEc:wpa:wuwpri:0209001.

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2
122005Financial Instability and Life Insurance Demand. (2005). Okura, Mahito ; KASUGA, Norihiro. In: Risk and Insurance. RePEc:wpa:wuwpri:0507002.

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2
132005A Fast Algorithm for Computing Expected Loan Portfolio Tranche Loss in the Gaussian Factor Model.. (2005). Okunev, Pavel. In: Risk and Insurance. RePEc:wpa:wuwpri:0506002.

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2
142003From Fault Tree to Credit Risk Assessment: An Empirical Attempt. (2003). Gatfaoui, Hayette. In: Risk and Insurance. RePEc:wpa:wuwpri:0308003.

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2
151995EVENT STUDY METHODOLOGY: A NEW AND STOCHASTICALLY FLEXIBLE APPROACH. (1995). CHEN, Hwei-Mei ; Brockett, Patrick L. ; Garven, James R.. In: Risk and Insurance. RePEc:wpa:wuwpri:9507001.

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1
162003Performance and Risk Measurement Challenges For Hedge Funds: Empirical Considerations. (2003). Dacorogna, Michel ; Jaeger, Lars ; Blum, Peter. In: Risk and Insurance. RePEc:wpa:wuwpri:0311001.

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1
172005Modeling the risk process in the XploRe computing environment. (2005). Weron, Rafał ; Burnecki, Krzysztof. In: Risk and Insurance. RePEc:wpa:wuwpri:0502001.

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1
182003Extreme Moves in Foreign Exchange Rates and Risk Limit Setting. (2003). Dacorogna, Michel ; Blum, Peter. In: Risk and Insurance. RePEc:wpa:wuwpri:0306004.

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1
192004STRUCTURAL MODELS IN CONSUMER CREDIT. (2004). de Andrade, Fabio ; Thomas, Lyn . In: Risk and Insurance. RePEc:wpa:wuwpri:0407001.

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1
202005Value-at-Risk: The Delta-normal Approach. (2005). Henrard, Marc. In: Risk and Insurance. RePEc:wpa:wuwpri:0509001.

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1
212003Parameter risk in the Black and Scholes model. (2003). Henrard, Marc. In: Risk and Insurance. RePEc:wpa:wuwpri:0310002.

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1
222003Dynamic Financial Analysis - Understanding Risk and Value Creation in Insurance. (2003). Dacorogna, Michel ; Blum, Peter. In: Risk and Insurance. RePEc:wpa:wuwpri:0306002.

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1
232004Risk Management – Managing Risks, not Calculating Them. (2004). Kostov, Philip ; Lingard, John . In: Risk and Insurance. RePEc:wpa:wuwpri:0409001.

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1
242003Stochastics for the worst case: distributions and risk measures for minimal returns. (2003). Mihai, Mihnea-Stefan. In: Risk and Insurance. RePEc:wpa:wuwpri:0305001.

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1
252004Value-at-Risk and Expected Shortfall for Linear Portfolios with elliptically distributed RisK Factors. (2004). . In: Risk and Insurance. RePEc:wpa:wuwpri:0403001.

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1
50 most relevant documents in this series (papers most cited in the last two years)
#YearTitleCited
12003Credit Risk Models - Do They Deliver Their Promises? A Quantitative Assessment. (2003). Oderda, Gianluca ; Dacorogna, Michel ; Jung, Tobias . In: Risk and Insurance. RePEc:wpa:wuwpri:0306003.

Full description at Econpapers || Download paper

2
Citing documents used to compute impact factor:
YearTitle
Recent citations