Citation analysis for Insurance: Mathematics and Economics / Elsevier

Citation Profile [Updated: 2024-03-05 07:42:34]

5 Years H Index

Impact Factor (IF)

0.61

5 Years IF

0.51

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
1982			0		28	28	0		0
1983			0		25	53	0		0
1984			0		34	87	0		0
1985			0		40	127	0		0
1986			0		40	167	0		0
1987			0		28	195	0	1	0
1988			0		34	229	0	1	0
1989			0		37	266	0		0
1990	0	0.11	0.01	0	34	300	186	2	2	71		179			0		0	0.05
1991	0.06	0.1	0.01	0.02	24	324	146	4	6	71	4	173	4	1	25		0	0.05
1992	0	0.11	0	0	43	367	194	1	7	58		157			0	1	0.02	0.05
1993	0.01	0.13	0	0.01	42	409	204	2	9	67	1	172	2		0		0	0.06
1994	0.04	0.14	0.04	0.04	29	438	218	15	25	85	3	180	7		0	1	0.03	0.07
1995	0.07	0.22	0.09	0.06	28	466	271	42	67	71	5	172	11	37	88.1	1	0.04	0.1
1996	0.25	0.25	0.12	0.15	25	491	299	58	125	57	14	166	25	41	70.7		0	0.12
1997	0.19	0.24	0.15	0.17	41	532	696	78	203	53	10	167	28	65	83.3	2	0.05	0.11
1998	0.23	0.28	0.16	0.19	41	573	538	93	297	66	15	165	31	69	74.2	2	0.05	0.13
1999	0.39	0.31	0.23	0.26	51	624	635	145	442	82	32	164	42	121	83.4	8	0.16	0.15
2000	0.23	0.36	0.2	0.22	51	675	669	132	574	92	21	186	41	88	66.7	8	0.16	0.16
2001	0.26	0.38	0.24	0.25	48	723	735	172	746	102	27	209	53	108	62.8	7	0.15	0.17
2002	0.4	0.41	0.36	0.28	57	780	974	282	1029	99	40	232	66	193	68.4	15	0.26	0.21
2003	0.48	0.44	0.37	0.38	70	850	945	314	1343	105	50	248	94	188	59.9	6	0.09	0.22
2004	0.3	0.49	0.32	0.27	62	912	960	291	1634	127	38	277	76	193	66.3	9	0.15	0.22
2005	0.33	0.51	0.36	0.29	70	982	1025	355	1990	132	44	288	84	190	53.5	6	0.09	0.23
2006	0.48	0.5	0.43	0.36	72	1054	1261	454	2447	132	63	307	112	180	39.6	12	0.17	0.22
2007	0.38	0.46	0.33	0.33	63	1117	778	367	2820	142	54	331	108	166	45.2	5	0.08	0.2
2008	0.81	0.49	0.66	0.63	162	1279	1721	834	3658	135	109	337	211	431	51.7	44	0.27	0.23
2009	0.5	0.48	0.6	0.43	106	1385	1771	822	4484	225	113	429	186	317	38.6	20	0.19	0.24
2010	0.57	0.48	0.63	0.52	108	1493	1047	935	5422	268	154	473	244	439	47	26	0.24	0.21
2011	0.59	0.52	0.58	0.43	94	1587	1012	920	6342	214	126	511	221	392	42.6	14	0.15	0.24
2012	0.54	0.52	0.68	0.49	115	1702	1109	1157	7499	202	109	533	259	474	41	36	0.31	0.22
2013	0.69	0.56	0.89	0.63	142	1844	1169	1648	9147	209	145	585	370	718	43.6	31	0.22	0.24
2014	0.56	0.55	0.67	0.56	103	1947	868	1301	10448	257	144	565	318	488	37.5	29	0.28	0.23
2015	0.67	0.55	0.81	0.56	139	2086	941	1683	12131	245	164	562	316	693	41.2	32	0.23	0.23
2016	0.76	0.53	0.85	0.6	143	2229	757	1895	14026	242	185	593	358	660	34.8	23	0.16	0.21
2017	0.58	0.55	0.77	0.51	104	2333	568	1791	15817	282	163	642	327	480	26.8	24	0.23	0.21
2018	0.53	0.56	0.74	0.48	102	2435	470	1795	17612	247	131	631	303	613	34.2	25	0.25	0.24
2019	0.67	0.58	0.79	0.52	92	2527	349	1985	19600	206	138	591	307	563	28.4	20	0.22	0.23
2020	0.75	0.7	0.79	0.54	104	2631	243	2086	21686	194	146	580	311	506	24.3	27	0.26	0.33
2021	0.88	0.84	0.88	0.67	128	2759	213	2429	24115	196	172	545	365	847	34.9	52	0.41	0.31
2022	0.57	0.93	0.69	0.53	92	2851	82	1965	26080	232	133	530	283	365	18.6	14	0.15	0.28
2023	0.61	1.04	0.6	0.51	62	2913	20	1750	27830	220	135	518	262	287	16.4	16	0.26	0.28

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	2009	Pair-copula constructions of multiple dependence. (2009). Frigessi, Arnoldo ; Aas, Kjersti ; Bakken, Henrik ; Czado, Claudia. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:44:y:2009:i:2:p:182-198. Full description at Econpapers \|\| Download paper	462
2	2009	Goodness-of-fit tests for copulas: A review and a power study. (2009). Remillard, Bruno ; Beaudoin, David ; Genest, Christian. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:44:y:2009:i:2:p:199-213. Full description at Econpapers \|\| Download paper	314
3	2002	The concept of comonotonicity in actuarial science and finance: theory. (2002). Goovaerts, Marc ; Dhaene, Jan ; Vyncke, D. ; Kaas, R. ; Denuit, M.. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:31:y:2002:i:1:p:3-33. Full description at Econpapers \|\| Download paper	258
4	2002	A Poisson log-bilinear regression approach to the construction of projected lifetables. (2002). Vermunt, Jeroen K. ; Brouhns, Natacha ; Denuit, Michel. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:31:y:2002:i:3:p:373-393. Full description at Econpapers \|\| Download paper	219
5	2002	The concept of comonotonicity in actuarial science and finance: applications. (2002). Goovaerts, Marc ; Dhaene, Jan ; Vyncke, D. ; Kaas, R. ; Denuit, M.. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:31:y:2002:i:2:p:133-161. Full description at Econpapers \|\| Download paper	217
6	1997	Axiomatic characterization of insurance prices. (1997). Panjer, Harry H. ; Young, Virginia R. ; Wang, Shaun S.. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:21:y:1997:i:2:p:173-183. Full description at Econpapers \|\| Download paper	214
7	2006	A cohort-based extension to the Lee-Carter model for mortality reduction factors. (2006). Renshaw, A. E. ; Haberman, S.. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:38:y:2006:i:3:p:556-570. Full description at Econpapers \|\| Download paper	209
8	1996	Valuation of the early-exercise price for options using simulations and nonparametric regression. (1996). Carriere, Jacques F.. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:19:y:1996:i:1:p:19-30. Full description at Econpapers \|\| Download paper	144
9	2004	Stochastic mortality in life insurance: market reserves and mortality-linked insurance contracts. (2004). Dahl, Mikkel . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:35:y:2004:i:1:p:113-136. Full description at Econpapers \|\| Download paper	141
10	2000	Fair valuation of life insurance liabilities: The impact of interest rate guarantees, surrender options, and bonus policies. (2000). JÃÆÃÂ¸rgensen, Peter ; Grosen, Anders ; Jorgensen, Peter Lochte . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:26:y:2000:i:1:p:37-57. Full description at Econpapers \|\| Download paper	136
11	2001	Mortality derivatives and the option to annuitise. (2001). Promislow, David S. ; Milevsky, Moshe A.. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:29:y:2001:i:3:p:299-318. Full description at Econpapers \|\| Download paper	131
12	2005	Affine processes for dynamic mortality and actuarial valuations. (2005). Biffis, Enrico. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:37:y:2005:i:3:p:443-468. Full description at Econpapers \|\| Download paper	131
13	1997	Controlled diffusion models for optimal dividend pay-out. (1997). Taksar, Michael ; Asmussen, Soren. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:20:y:1997:i:1:p:1-15. Full description at Econpapers \|\| Download paper	119
14	2014	Generalized quantiles as risk measures. (2014). MÃÆÃÂ¼ller, Alfred ; Muller, Alfred ; Bellini, Fabio ; Gianin, Emanuela Rosazza ; RosazzaGianin, Emanuela ; Klar, Bernhard . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:54:y:2014:i:c:p:41-48. Full description at Econpapers \|\| Download paper	111
15	2001	Optimal management under stochastic interest rates: the case of a protected defined contribution pension fund. (2001). Taillard, Gregory ; Huang, ShaoJuan ; Boulier, Jean-Francois. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:28:y:2001:i:2:p:173-189. Full description at Econpapers \|\| Download paper	104
16	2011	Mortality density forecasts: An analysis of six stochastic mortality models. (2011). Blake, David ; Cairns, Andrew J. G., ; Khalaf-Allah, Marwa ; Dowd, Kevin ; Coughlan, Guy D. ; Epstein, David. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:48:y:2011:i:3:p:355-367. Full description at Econpapers \|\| Download paper	92
17	2006	Valuation and hedging of life insurance liabilities with systematic mortality risk. (2006). Dahl, Mikkel ; Moller, Thomas. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:39:y:2006:i:2:p:193-217. Full description at Econpapers \|\| Download paper	90
18	2003	Lee-Carter mortality forecasting with age-specific enhancement. (2003). Renshaw, A. E. ; Haberman, S.. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:33:y:2003:i:2:p:255-272. Full description at Econpapers \|\| Download paper	90
19	2005	Estimating the tail-dependence coefficient: Properties and pitfalls. (2005). Frahm, Gabriel ; Schmidt, Rafael ; Junker, Markus. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:37:y:2005:i:1:p:80-100. Full description at Econpapers \|\| Download paper	90
20	1985	On convex principles of premium calculation. (1985). Gerber, Hans U. ; Deprez, Olivier. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:4:y:1985:i:3:p:179-189. Full description at Econpapers \|\| Download paper	88
21	2006	Risk measures via g-expectations. (2006). RosazzaGianin, Emanuela . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:39:y:2006:i:1:p:19-34. Full description at Econpapers \|\| Download paper	88
22	2005	Optimal investment for insurer with jump-diffusion risk process. (2005). Zhang, Lihong ; Yang, Hailiang. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:37:y:2005:i:3:p:615-634. Full description at Econpapers \|\| Download paper	86
23	2006	Financial valuation of guaranteed minimum withdrawal benefits. (2006). Milevsky, Moshe A. ; Salisbury, Thomas S.. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:38:y:2006:i:1:p:21-38. Full description at Econpapers \|\| Download paper	85
24	2006	Affine stochastic mortality. (2006). Schrager, David F.. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:38:y:2006:i:1:p:81-97. Full description at Econpapers \|\| Download paper	83
25	2009	On stochastic mortality modeling. (2009). Plat, Richard . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:45:y:2009:i:3:p:393-404. Full description at Econpapers \|\| Download paper	77
26	2011	Variable annuities: A unifying valuation approach. (2011). Millossovich, Pietro ; Olivieri, Annamaria ; Pitacco, Ermanno ; Bacinello, Anna Rita . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:49:y:2011:i:3:p:285-297. Full description at Econpapers \|\| Download paper	77
27	2003	Optimal investment strategies in the presence of a minimum guarantee. (2003). Deelstra, Griselda ; Koehl, Pierre-Francois ; Grasselli, Martino. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:33:y:2003:i:1:p:189-207. Full description at Econpapers \|\| Download paper	77
28	2000	Upper and lower bounds for sums of random variables. (2000). Goovaerts, Marc ; Dhaene, Jan ; Kaas, Rob . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:27:y:2000:i:2:p:151-168. Full description at Econpapers \|\| Download paper	75
29	2000	Optimal investment for insurers. (2000). Hipp, Christian ; Plum, Michael. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:27:y:2000:i:2:p:215-228. Full description at Econpapers \|\| Download paper	74
30	2003	Pensionmetrics 2: stochastic pension plan design during the distribution phase. (2003). Dowd, Kevin ; Blake, David ; Cairns, Andrew J. G., . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:33:y:2003:i:1:p:29-47. Full description at Econpapers \|\| Download paper	73
31	1991	Risk theory for the compound Poisson process that is perturbed by diffusion. (1991). Dufresne, Francois ; Gerber, Hans U.. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:10:y:1991:i:1:p:51-59. Full description at Econpapers \|\| Download paper	72
32	2011	Optimal time-consistent investment and reinsurance policies for mean-variance insurers. (2011). Zeng, Yan ; Li, Zhongfei. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:49:y:2011:i:1:p:145-154. Full description at Econpapers \|\| Download paper	71
33	1998	Comonotonicity, correlation order and premium principles. (1998). Dhaene, Jan. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:22:y:1998:i:3:p:235-242. Full description at Econpapers \|\| Download paper	71
34	2008	Optimal reinsurance under VaR and CTE risk measures. (2008). Weng, Chengguo ; Zhang, YI ; Tan, Ken Seng ; Cai, Jun. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:43:y:2008:i:1:p:185-196. Full description at Econpapers \|\| Download paper	71
35	1997	The joint distribution of the time of ruin, the surplus immediately before ruin, and the deficit at ruin. (1997). Gerber, Hans U. ; Shiu, Elias S. W., . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:21:y:1997:i:2:p:129-137. Full description at Econpapers \|\| Download paper	69
36	2006	Evaluating and extending the Lee-Carter model for mortality forecasting: Bootstrap confidence interval. (2006). Shapiro, Arnold F. ; Koissi, Marie-Claire ; Hognas, Goran. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:38:y:2006:i:1:p:1-20. Full description at Econpapers \|\| Download paper	66
37	2001	On the time to ruin for Erlang(2) risk processes. (2001). Hipp, Christian ; Dickson,David C. M., ; Dickson, David C. M., . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:29:y:2001:i:3:p:333-344. Full description at Econpapers \|\| Download paper	65
38	2009	To split or not to split: Capital allocation with convex risk measures. (2009). Tsanakas, Andreas. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:44:y:2009:i:2:p:268-277. Full description at Econpapers \|\| Download paper	65
39	2003	The classical risk model with a constant dividend barrier: analysis of the Gerber-Shiu discounted penalty function. (2003). Willmot, Gordon E. ; Drekic, Steve ; Lin, Sheldon X.. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:33:y:2003:i:3:p:551-566. Full description at Econpapers \|\| Download paper	65
40	2007	Optimal dividends in the dual model. (2007). Avanzi, Benjamin ; S. W. Shiu, Elias, ; Gerber, Hans U.. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:41:y:2007:i:1:p:111-123. Full description at Econpapers \|\| Download paper	64
41	2002	Optimal investment strategies and risk measures in defined contribution pension schemes. (2002). Vigna, Elena ; Haberman, Steven. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:31:y:2002:i:1:p:35-69. Full description at Econpapers \|\| Download paper	63
42	1999	Fitting bivariate loss distributions with copulas. (1999). Parsa, Rahul ; Klugman, Stuart A.. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:24:y:1999:i:1-2:p:139-148. Full description at Econpapers \|\| Download paper	62
43	2004	Optimal investment choices post-retirement in a defined contribution pension scheme. (2004). Vigna, Elena ; Haberman, Steven ; Gerrard, Russell. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:35:y:2004:i:2:p:321-342. Full description at Econpapers \|\| Download paper	62
44	2008	Weighted risk capital allocations. (2008). Furman, Edward ; Zitikis, Ricardas . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:43:y:2008:i:2:p:263-269. Full description at Econpapers \|\| Download paper	61
45	2008	Optimal proportional reinsurance and investment with multiple risky assets and no-shorting constraint. (2008). Guo, Junyi ; Bai, Lihua . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:42:y:2008:i:3:p:968-975. Full description at Econpapers \|\| Download paper	58
46	1986	The determination of life premiums: An international cross-section analysis 1970-1981. (1986). Beenstock, Michael ; Dickinson, Gerry ; Khajuria, Sajay. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:5:y:1986:i:4:p:261-270. Full description at Econpapers \|\| Download paper	58
47	1992	A Hilbert space proof of the fundamental theorem of asset pricing in finite discrete time. (1992). SCHACHERMAYER, W.. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:11:y:1992:i:4:p:249-257. Full description at Econpapers \|\| Download paper	58
48	2001	Optimal reinsurance under mean-variance premium principles. (2001). Kaluszka, Marek . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:28:y:2001:i:1:p:61-67. Full description at Econpapers \|\| Download paper	58
49	1982	Estimates for the probability of ruin with special emphasis on the possibility of large claims. (1982). VERAVERBEKE, N. ; Embrechts, P.. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:1:y:1982:i:1:p:55-72. Full description at Econpapers \|\| Download paper	57
50	2008	Weighted premium calculation principles. (2008). Furman, Edward ; Zitikis, Ricardas . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:42:y:2008:i:1:p:459-465. Full description at Econpapers \|\| Download paper	56

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

#	Year	Title	Cited
1	2009	Pair-copula constructions of multiple dependence. (2009). Frigessi, Arnoldo ; Aas, Kjersti ; Bakken, Henrik ; Czado, Claudia. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:44:y:2009:i:2:p:182-198. Full description at Econpapers \|\| Download paper	74
2	2014	Generalized quantiles as risk measures. (2014). MÃÆÃÂ¼ller, Alfred ; Muller, Alfred ; Bellini, Fabio ; Gianin, Emanuela Rosazza ; RosazzaGianin, Emanuela ; Klar, Bernhard . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:54:y:2014:i:c:p:41-48. Full description at Econpapers \|\| Download paper	35
3	2009	Goodness-of-fit tests for copulas: A review and a power study. (2009). Remillard, Bruno ; Beaudoin, David ; Genest, Christian. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:44:y:2009:i:2:p:199-213. Full description at Econpapers \|\| Download paper	33
4	2006	A cohort-based extension to the Lee-Carter model for mortality reduction factors. (2006). Renshaw, A. E. ; Haberman, S.. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:38:y:2006:i:3:p:556-570. Full description at Econpapers \|\| Download paper	25
5	2002	The concept of comonotonicity in actuarial science and finance: theory. (2002). Goovaerts, Marc ; Dhaene, Jan ; Vyncke, D. ; Kaas, R. ; Denuit, M.. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:31:y:2002:i:1:p:3-33. Full description at Econpapers \|\| Download paper	24
6	2002	The concept of comonotonicity in actuarial science and finance: applications. (2002). Goovaerts, Marc ; Dhaene, Jan ; Vyncke, D. ; Kaas, R. ; Denuit, M.. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:31:y:2002:i:2:p:133-161. Full description at Econpapers \|\| Download paper	24
7	1997	Axiomatic characterization of insurance prices. (1997). Panjer, Harry H. ; Young, Virginia R. ; Wang, Shaun S.. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:21:y:1997:i:2:p:173-183. Full description at Econpapers \|\| Download paper	20
8	2013	Pricing catastrophe risk bonds: A mixed approximation method. (2013). Ma, Chao-Qun. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:52:y:2013:i:2:p:243-254. Full description at Econpapers \|\| Download paper	17
9	2018	Solvency II, or how to sweep the downside risk under the carpet. (2018). Weber, Stefan. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:82:y:2018:i:c:p:191-200. Full description at Econpapers \|\| Download paper	16
10	2006	Financial valuation of guaranteed minimum withdrawal benefits. (2006). Milevsky, Moshe A. ; Salisbury, Thomas S.. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:38:y:2006:i:1:p:21-38. Full description at Econpapers \|\| Download paper	16
11	2002	A Poisson log-bilinear regression approach to the construction of projected lifetables. (2002). Vermunt, Jeroen K. ; Brouhns, Natacha ; Denuit, Michel. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:31:y:2002:i:3:p:373-393. Full description at Econpapers \|\| Download paper	15
12	2005	Estimating the tail-dependence coefficient: Properties and pitfalls. (2005). Frahm, Gabriel ; Schmidt, Rafael ; Junker, Markus. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:37:y:2005:i:1:p:80-100. Full description at Econpapers \|\| Download paper	15
13	2012	Convex order and comonotonic conditional mean risk sharing. (2012). Dhaene, Jan ; Denuit, Michel. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:51:y:2012:i:2:p:265-270. Full description at Econpapers \|\| Download paper	14
14	1996	Valuation of the early-exercise price for options using simulations and nonparametric regression. (1996). Carriere, Jacques F.. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:19:y:1996:i:1:p:19-30. Full description at Econpapers \|\| Download paper	14
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48	2008	Modelling stochastic mortality for dependent lives. (2008). Spreeuw, Jaap ; luciano, elisa ; Vigna, Elena. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:43:y:2008:i:2:p:234-244. Full description at Econpapers \|\| Download paper	8
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Citing documents used to compute impact factor: 135

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2023	Stochastic control with inhomogeneous regime switching: Application to consumption and investment with unemployment and reemployment. (2023). Zhao, Hui ; Rong, Ximin ; Tao, Cheng. In: Journal of Mathematical Economics. RePEc:eee:mateco:v:107:y:2023:i:c:s0304406823000423. Full description at Econpapers \|\| Download paper
2023	Optimal Retirement Choice under Age-dependent Force of Mortality. (2023). Zhu, Shihao ; Ferrari, Giorgio. In: Center for Mathematical Economics Working Papers. RePEc:bie:wpaper:683. Full description at Econpapers \|\| Download paper
2023	Striking the Balance: Life Insurance Timing and Asset Allocation in Financial Planning. (2023). Ferrari, Giorgio ; Chen, AN ; Zhu, Shihao. In: Center for Mathematical Economics Working Papers. RePEc:bie:wpaper:684. Full description at Econpapers \|\| Download paper
2023	Optimal Retirement Choice under Age-dependent Force of Mortality. (2023). Zhu, Shihao ; Ferrari, Giorgio. In: Papers. RePEc:arx:papers:2311.12169. Full description at Econpapers \|\| Download paper
2023	Striking the Balance: Life Insurance Timing and Asset Allocation in Financial Planning. (2023). Ferrari, Giorgio ; Chen, AN ; Zhu, Shihao. In: Papers. RePEc:arx:papers:2312.02943. Full description at Econpapers \|\| Download paper
2023	Bridging the first and last passage times for LÃ©vy models. (2023). Wang, Zijia ; Lkabous, Mohamed Amine ; Li, Bin ; Landriault, David. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:157:y:2023:i:c:p:308-334. Full description at Econpapers \|\| Download paper
2023	An axiomatic approach to default risk and model uncertainty in rating systems. (2023). Streicher, Jan ; Nendel, Max. In: Papers. RePEc:arx:papers:2303.08217. Full description at Econpapers \|\| Download paper
2023	A note on the induction of comonotonic additive risk measures from acceptance sets. (2023). de Oliveira, Eduardo ; Righi, Marcelo Brutti ; Moresco, Marlon Ruoso ; Santos, Samuel Solgon. In: Papers. RePEc:arx:papers:2307.04647. Full description at Econpapers \|\| Download paper
2023	How Many Inner Simulations to Compute Conditional Expectations with Least-square Monte Carlo?. (2023). Lelong, Jerome ; Lapeyre, Bernard ; Alfonsi, Aurelien. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:25:y:2023:i:3:d:10.1007_s11009-023-10038-x. Full description at Econpapers \|\| Download paper
2023	Modern Tontine with Transaction Costs. (2022). Wang, Sheng ; Liang, Zongxia ; He, Lin. In: Papers. RePEc:arx:papers:2209.09709. Full description at Econpapers \|\| Download paper
2023	Ensemble distributional forecasting for insurance loss reserving. (2022). Xian, Alan ; Wong, Bernard ; Li, Yanfeng ; Avanzi, Benjamin. In: Papers. RePEc:arx:papers:2206.08541. Full description at Econpapers \|\| Download paper
2023	Optimal scenario-dependent multivariate shortfall risk measure and its application in risk capital allocation. (2023). Ma, Tiejun ; Xu, Huifu ; Wang, Wei. In: European Journal of Operational Research. RePEc:eee:ejores:v:306:y:2023:i:1:p:322-347. Full description at Econpapers \|\| Download paper
2023	Pricing Transition Risk with a Jump-Diffusion Credit Risk Model: Evidences from the CDS market. (2023). Smaniotto, Elia ; Radi, Davide ; Livieri, Giulia. In: Papers. RePEc:arx:papers:2303.12483. Full description at Econpapers \|\| Download paper
2023	Optimal investment for defined-contribution pension plans under money illusion. (2023). Yang, Charles ; Wei, Pengyu. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:61:y:2023:i:2:d:10.1007_s11156-023-01169-w. Full description at Econpapers \|\| Download paper
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2023	Valuation of Equity Linked Securities with Guaranteed Return. (2023). Xiao, David. In: Papers. RePEc:arx:papers:2306.15026. Full description at Econpapers \|\| Download paper
2023	Valuation of Equity-Linked Death Benefits on Two Lives with Dependence. (2023). Adekambi, Franck ; Essiomle, Kokou. In: Risks. RePEc:gam:jrisks:v:11:y:2023:i:1:p:21-:d:1034151. Full description at Econpapers \|\| Download paper
2023	Randomization and the valuation of guaranteed minimum death benefits. (2023). Hieber, Peter ; Deelstra, Griselda. In: European Journal of Operational Research. RePEc:eee:ejores:v:309:y:2023:i:3:p:1218-1236. Full description at Econpapers \|\| Download paper
2023	Robust retirement and life insurance with inflation risk and model ambiguity. (2023). Yan, Tingjin ; Wong, Hoi Ying ; Park, Kyunghyun. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:110:y:2023:i:c:p:1-30. Full description at Econpapers \|\| Download paper
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2023	SentiHawkes: a sentiment-aware Hawkes point process to model service quality of public transport using Twitter data. (2023). Winter, Stephan ; Stevenson, Mark ; Naghizade, Elham ; Rahimi, Mohammad Masoud. In: Public Transport. RePEc:spr:pubtra:v:15:y:2023:i:2:d:10.1007_s12469-022-00310-7. Full description at Econpapers \|\| Download paper
2023	Optimal insurance under maxmin expected utility. (2023). Ghossoub, Mario ; Boonen, Tim J ; Birghila, Corina. In: Finance and Stochastics. RePEc:spr:finsto:v:27:y:2023:i:2:d:10.1007_s00780-023-00497-y. Full description at Econpapers \|\| Download paper
2023	Deep quantile and deep composite triplet regression. (2023). Wuthrich, Mario V ; Merz, Michael ; Fissler, Tobias. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:109:y:2023:i:c:p:94-112. Full description at Econpapers \|\| Download paper
2023	Government strategies to secure the supply of medical products in pandemic times. (2023). Nouira, Imen ; Khouja, Moutaz ; Salman, Sinan ; Hammami, Ramzi ; Alaswad, Suzan. In: European Journal of Operational Research. RePEc:eee:ejores:v:306:y:2023:i:3:p:1364-1387. Full description at Econpapers \|\| Download paper
2023	Utility-based indifference pricing of pure endowments in a Markov-modulated market model. (2023). Salterini, Benedetta ; Cretarola, Alessandra. In: Papers. RePEc:arx:papers:2301.13575. Full description at Econpapers \|\| Download paper
2023	Cyber Insurance Premium Setting for Multi-Site Companies under Risk Correlation. (2023). Naldi, Maurizio ; Mazzoccoli, Alessandro ; Mastroeni, Loretta. In: Risks. RePEc:gam:jrisks:v:11:y:2023:i:10:p:167-:d:1245787. Full description at Econpapers \|\| Download paper
2023	A Credibility Index Approach for Effective a Posteriori Ratemaking with Large Insurance Portfolios. (2022). Lin, Sheldon X ; Badescu, Andrei L ; Vanegas, Sebastian Calcetero. In: Papers. RePEc:arx:papers:2211.06568. Full description at Econpapers \|\| Download paper
2023	Bivariate Poisson credibility model and bonus-malus scale for claim and near-claim events. (2023). Denuit, Michel ; Trufin, Julien ; Simon, Pierre-Alexandre. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2023014. Full description at Econpapers \|\| Download paper
2023	Hierarchical generalized linear models, correlation and a posteriori ratemaking. (2023). Tchuenche, J M ; Diagne, M L ; Gning, Lucien. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:614:y:2023:i:c:s0378437123000894. Full description at Econpapers \|\| Download paper
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2023	New general dependence measures: construction, estimation and application to high-frequency stock returns. (2023). Leeuwenkamp, Aleksy ; Hu, Wentao. In: Papers. RePEc:arx:papers:2309.00025. Full description at Econpapers \|\| Download paper
2023	FINANCIAL RISK OPTIMISATION METHODS: A SURVEY. (2023). Chiper, Alexandra-Maria. In: Review of Economic and Business Studies. RePEc:aic:revebs:y:2023:j:31:chipera. Full description at Econpapers \|\| Download paper
2023	Optimal consumption and life insurance under shortfall aversion and a drawdown constraint. (2023). Zhang, Qinyi ; Yu, Xiang ; Li, Xun. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:108:y:2023:i:c:p:25-45. Full description at Econpapers \|\| Download paper
2023	Optimal moral-hazard-free reinsurance under extended distortion premium principles. (2023). Zou, Bin ; Xu, Zuo Quan ; Jin, Zhuo. In: Papers. RePEc:arx:papers:2304.08819. Full description at Econpapers \|\| Download paper
2023	Optimal insurance design under mean-variance preference with narrow framing. (2023). Zhang, Yiying ; Jiang, Wenjun ; Liang, Xiaoqing. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:112:y:2023:i:c:p:59-79. Full description at Econpapers \|\| Download paper
2023	Optimal insurance with mean-deviation measures. (2023). Han, Xia ; Boonen, Tim J. In: Papers. RePEc:arx:papers:2312.01813. Full description at Econpapers \|\| Download paper
2023	Reinsurance games with two reinsurers: Tree versus chain. (2023). Zou, Bin ; Young, Virginia R ; Li, Dongchen ; Cao, Jingyi. In: European Journal of Operational Research. RePEc:eee:ejores:v:310:y:2023:i:2:p:928-941. Full description at Econpapers \|\| Download paper
2023	Crude oil transportation route choices: A connectivity reliability-based approach. (2023). Yang, Dong ; Lu, Jing ; Jia, Haiying ; Wang, Shuang. In: Reliability Engineering and System Safety. RePEc:eee:reensy:v:235:y:2023:i:c:s0951832023001692. Full description at Econpapers \|\| Download paper
2023	Bowley vs. Pareto optima in reinsurance contracting. (2023). Ghossoub, Mario ; Boonen, Tim J. In: European Journal of Operational Research. RePEc:eee:ejores:v:307:y:2023:i:1:p:382-391. Full description at Econpapers \|\| Download paper
2023	Optimal Reinsurance under the Linear Combination of Risk Measures in the Presence of Reinsurance Loss Limit. (2023). Nadarajah, Saralees ; Peng, Zuoxiang ; Xiong, Qian. In: Risks. RePEc:gam:jrisks:v:11:y:2023:i:7:p:125-:d:1190801. Full description at Econpapers \|\| Download paper
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2023	From BASEL III to BASEL IV and beyond: Expected shortfall and expectile risk measures. (2023). Nedeltchev, Dragomir C ; Zaevski, Tsvetelin S. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923001618. Full description at Econpapers \|\| Download paper
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2023	Utility-based acceptability indices. (2023). , Mikl'Os ; Pitera, Marcin. In: Papers. RePEc:arx:papers:2310.02014. Full description at Econpapers \|\| Download paper
2023	Public ownership and local bank lending at the time of the Covid-19 pandemic: Evidence from Indonesia. (2023). Kusuma, Dyah Titis ; Risfandy, Tastaftiyan ; Octavio, Danes Quirira ; Susamto, Akhmad Akbar. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:80:y:2023:i:c:s0927538x23001385. Full description at Econpapers \|\| Download paper
2023	Neural networks for insurance pricing with frequency and severity data: a benchmark study from data preprocessing to technical tariff. (2023). Antonio, Katrien ; Henckaerts, Roel ; Holvoet, Freek. In: Papers. RePEc:arx:papers:2310.12671. Full description at Econpapers \|\| Download paper
2023	Cyber Insurance Risk: Reporting Delays, Third-Party Cyber Events, and Changes in Reporting Propensity -- An Analysis Using Data Breaches Published by U.S. State Attorneys General. (2023). Wong, Bernard ; Taylor, Greg ; Tan, Xingyun ; Avanzi, Benjamin. In: Papers. RePEc:arx:papers:2310.04786. Full description at Econpapers \|\| Download paper
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2023	Machine Learning with High-Cardinality Categorical Features in Actuarial Applications. (2023). Wong, Bernard ; Wang, Melantha ; Taylor, Greg ; Avanzi, Benjamin. In: Papers. RePEc:arx:papers:2301.12710. Full description at Econpapers \|\| Download paper
2023	Optimal lifetime income annuity without bequest: Single and annual premiums. (2023). Anyomi, Siegfried Kafui ; Emire, Ebenezer Fiifi. In: Finance Research Letters. RePEc:eee:finlet:v:53:y:2023:i:c:s1544612322007899. Full description at Econpapers \|\| Download paper
2023	Optimal mining in proof-of-work blockchain protocols. (2023). Mohazab, Amin ; Moya, Jorge ; Soria, Jorge. In: Finance Research Letters. RePEc:eee:finlet:v:53:y:2023:i:c:s1544612322007863. Full description at Econpapers \|\| Download paper
2023	Two-stage nested simulation of tail risk measurement: A likelihood ratio approach. (2023). Hardy, Mary R ; Feng, Mingbin ; Dang, OU. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:108:y:2023:i:c:p:1-24. Full description at Econpapers \|\| Download paper
2023	On Risk Management of Mortality and Longevity Capital Requirement: A Predictive Simulation Approach. (2023). Zhou, Kenneth Q ; Yang, Shuai. In: Risks. RePEc:gam:jrisks:v:11:y:2023:i:12:p:206-:d:1288573. Full description at Econpapers \|\| Download paper
2023	Fast calculation of Counterparty Credit exposures and associated sensitivities using fourier series expansion. (2023). Shen, Xiaoyu ; Mast, Gijs ; Fang, Fang. In: Papers. RePEc:arx:papers:2311.12575. Full description at Econpapers \|\| Download paper
2023	A risk measurement approach from risk-averse stochastic optimization of score functions. (2022). Moresco, Marlon Ruoso ; Muller, Fernanda Maria ; Righi, Marcelo Brutti. In: Papers. RePEc:arx:papers:2208.14809. Full description at Econpapers \|\| Download paper
2023	Modelling economic losses from earthquakes using regression forests: Application to parametric insurance. (2023). Liu, Yifei ; Zhang, Minghui ; Gu, Zheng. In: Economic Modelling. RePEc:eee:ecmode:v:125:y:2023:i:c:s0264999323001621. Full description at Econpapers \|\| Download paper
2023	A Stationary Mean-Field Equilibrium Model of Irreversible Investment in a Two-Regime Economy. (2023). Ferrari, Giorgio ; Basei, Matteo ; Ren'e Aid, . In: Papers. RePEc:arx:papers:2305.00541. Full description at Econpapers \|\| Download paper
2023	A Stationary Mean-Field Equilibrium Model of Irreversible Investment in a Two-Regime Economy. (2023). Ferrari, Giorgio ; Basei, Matteo ; Aid, Rene. In: Center for Mathematical Economics Working Papers. RePEc:bie:wpaper:679. Full description at Econpapers \|\| Download paper
2023	A defined benefit pension plan game with Brownian and Poisson jumps uncertainty. (2023). Lopez-Casado, Paula ; Josa-Fombellida, Ricardo. In: European Journal of Operational Research. RePEc:eee:ejores:v:310:y:2023:i:3:p:1294-1311. Full description at Econpapers \|\| Download paper
2023	Thirty years on: A review of the LeeâCarter method for forecasting mortality. (2023). Booth, Heather ; Camarda, Carlo Giovanni ; Basellini, Ugofilippo. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:3:p:1033-1049. Full description at Econpapers \|\| Download paper
2023	Set-valued intrinsic measures of systemic risk. (2023). Rudloff, Birgit ; Hlavinova, Jana ; Smirnow, Alexander. In: Papers. RePEc:arx:papers:2311.14588. Full description at Econpapers \|\| Download paper
2023	Assessing the difference between integrated quantiles and integrated cumulative distribution functions. (2022). Zitikis, Ricardas ; Wei, Yunran. In: Papers. RePEc:arx:papers:2210.16880. Full description at Econpapers \|\| Download paper
2023	Risk sharing, measuring variability, and distortion riskmetrics. (2023). Wang, Ruodu ; Lin, Liyuan ; Lauzier, Jean-Gabriel. In: Papers. RePEc:arx:papers:2302.04034. Full description at Econpapers \|\| Download paper
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2023	Diversification quotients based on VaR and ES. (2023). Wang, Ruodu ; Lin, Liyuan ; Han, Xia. In: Papers. RePEc:arx:papers:2301.03517. Full description at Econpapers \|\| Download paper
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2023	Risk management for integrated power and natural gas systems against extreme weather: A coalitional insurance contract approach. (2023). Chen, Chen ; Fu, Wei ; Sun, Xiaotian ; Xie, Haipeng ; Bie, Zhaohong. In: Energy. RePEc:eee:energy:v:263:y:2023:i:pb:s0360544222026366. Full description at Econpapers \|\| Download paper
2023	Cyber loss model risk translates to premium mispricing and risk sensitivity. (2023). Jang, Jiwook ; Truck, Stefan ; Shevchenko, Pavel V ; Sofronov, Georgy ; Malavasi, Matteo ; Peters, Gareth W. In: The Geneva Papers on Risk and Insurance - Issues and Practice. RePEc:pal:gpprii:v:48:y:2023:i:2:d:10.1057_s41288-023-00285-x. Full description at Econpapers \|\| Download paper
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2023	Enhancing gradient capital allocation with orthogonal convexity scenarios. (2023). Schlutter, Sebastian ; Aigner, Philipp. In: ICIR Working Paper Series. RePEc:zbw:icirwp:4723. Full description at Econpapers \|\| Download paper
2023	Irreversible Reinsurance: Minimization of Capital Injections in Presence of a Fixed Cost. (2023). Torrente, Maria Laura ; Ferrari, Giorgio ; Federico, Salvatore. In: Center for Mathematical Economics Working Papers. RePEc:bie:wpaper:682. Full description at Econpapers \|\| Download paper
2023	Urban Flood Loss Assessment and Index Insurance Compensation Estimation by Integrating Remote Sensing and Rainfall Multi-Source Data: A Case Study of the 2021 Henan Rainstorm. (2023). Duan, Chenfei ; Hu, Wenli ; Huang, Shan ; Chen, Yijun ; Zheng, Xiazhong ; Wu, Zhixia. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:15:p:11639-:d:1204528. Full description at Econpapers \|\| Download paper
2023	Joint lifetime modeling with matrix distributions. (2023). Alaric, Muller ; Martin, Bladt ; Hansjorg, Albrecher. In: Dependence Modeling. RePEc:vrs:demode:v:11:y:2023:i:1:p:22:n:1. Full description at Econpapers \|\| Download paper
2023	A fixed point approach for computing actuarially fair Pareto optimal risk-sharing rules. (2023). Niakh, Fallou. In: Papers. RePEc:arx:papers:2303.05421. Full description at Econpapers \|\| Download paper
2023	From risk reduction to risk elimination by conditional mean risk sharing of independent losses. (2023). Robert, Christian Y ; Denuit, Michel. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:108:y:2023:i:c:p:46-59. Full description at Econpapers \|\| Download paper
2023	Managing reputational risk in the decumulation phase of a pension fund. (2023). Korn, Ralf ; Eisenberg, Julia ; Brinker, Leonie V ; Boado-Penas, Carmen M. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:109:y:2023:i:c:p:52-68. Full description at Econpapers \|\| Download paper
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2023	Robust irreversible investment strategy with ambiguity to jump and diffusion risk. (2023). Wang, Haijun ; Li, Shuang. In: International Review of Finance. RePEc:bla:irvfin:v:23:y:2023:i:3:p:645-665. Full description at Econpapers \|\| Download paper
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2023	Multivariate range Value-at-Risk and covariance risk measures for elliptical and log-elliptical distributions. (2023). Yao, Jing ; Yin, Chuancun ; Zuo, Baishuai. In: Papers. RePEc:arx:papers:2305.09097. Full description at Econpapers \|\| Download paper
2023	An innovative tool for cost control under fragmented scenarios: The container freight index microinsurance. (2023). Yang, MO ; Wang, Xuanhe ; Xiang, Zhiyuan ; Yu, Fangping ; Kuang, Haibo. In: Transportation Research Part E: Logistics and Transportation Review. RePEc:eee:transe:v:169:y:2023:i:c:s1366554522003520. Full description at Econpapers \|\| Download paper
2023	A new option for mortalityâinterest rates. (2023). Tsai, Cary Chiliang ; Lin, Tzuling. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:43:y:2023:i:2:p:273-293. Full description at Econpapers \|\| Download paper
2023	Large deviations of aggregate amount of claims in compound risk model with arbitrary dependence between claim sizes and waiting times. (2023). Liu, Xijun ; Lin, Jianan ; Gao, Qingwu. In: Statistics & Probability Letters. RePEc:eee:stapro:v:197:y:2023:i:c:s0167715223000330. Full description at Econpapers \|\| Download paper
2023	Transaction time models in multi-state life insurance. (2022). Sandqvist, Oliver Lunding ; Furrer, Christian ; Buchardt, Kristian. In: Papers. RePEc:arx:papers:2209.06902. Full description at Econpapers \|\| Download paper
2023	Statistical inference for state occupation and transition probabilities in non-Markov multi-state models subject to both random left-truncation and right-censoring. (2023). Mueller, Carina ; Beyersmann, Jan ; Allignol, Arthur ; Niessl, Alexandra. In: Econometrics and Statistics. RePEc:eee:ecosta:v:25:y:2023:i:c:p:110-124. Full description at Econpapers \|\| Download paper
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2023	Health insurance, portfolio choice, and retirement incentives. (2023). Marazzina, Daniele ; Biffis, Enrico ; Barucci, Emilio. In: European Journal of Operational Research. RePEc:eee:ejores:v:307:y:2023:i:2:p:910-921. Full description at Econpapers \|\| Download paper
2023	Portfolio choice with illiquid asset for a loss-averse pension fund investor. (2023). Zeng, Yan ; Li, Zhongfei ; Chen, Zheng. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:108:y:2023:i:c:p:60-83. Full description at Econpapers \|\| Download paper
2023	On the robustness of higher order attitudes to ambiguity framing. (2023). Cornand, Camille ; Zylbersztejn, Adam ; Rey, Beatrice ; Erazo, Maria Alejandra. In: Working Papers. RePEc:gat:wpaper:2318. Full description at Econpapers \|\| Download paper
2023	Hybrid MADM-based study of key risk factors in house-for-pension reverse mortgage lending in Taiwans banking industry. (2023). Chang, Wen-Chang ; Wang, Ying-Wei ; Tsai, Pei-Hsuan. In: Socio-Economic Planning Sciences. RePEc:eee:soceps:v:86:y:2023:i:c:s0038012122002610. Full description at Econpapers \|\| Download paper
2023	Fundamental theorem of asset pricing with acceptable risk in markets with frictions. (2023). Munari, Cosimo ; Arduca, Maria. In: Finance and Stochastics. RePEc:spr:finsto:v:27:y:2023:i:3:d:10.1007_s00780-023-00509-x. Full description at Econpapers \|\| Download paper
2023	Bias-reduced and variance-corrected asymptotic Gaussian inference about extreme expectiles. (2023). Usseglio-Carleve, Antoine ; Stupfler, Gilles ; Daouia, Abdelaati. In: TSE Working Papers. RePEc:tse:wpaper:128141. Full description at Econpapers \|\| Download paper
2023	Building up cyber resilience by better grasping cyber risk via a new algorithm for modelling heavy-tailed data. (2023). Dacorogna, Michel ; Kratz, Marie ; Debbabi, Nehla. In: European Journal of Operational Research. RePEc:eee:ejores:v:311:y:2023:i:2:p:708-729. Full description at Econpapers \|\| Download paper
2023	Conditionally Elicitable Dynamic Risk Measures for Deep Reinforcement Learning. (2022). 'Alvaro Cartea, ; Jaimungal, Sebastian ; Coache, Anthony. In: Papers. RePEc:arx:papers:2206.14666. Full description at Econpapers \|\| Download paper
2023	Regressions under Adverse Conditions. (2023). Hoga, Yannick ; Dimitriadis, Timo. In: Papers. RePEc:arx:papers:2311.13327. Full description at Econpapers \|\| Download paper
2023	Probabilistic forecast reconciliation: Properties, evaluation and score optimisation. (2023). Hyndman, Rob ; Athanasopoulos, George ; Gamakumara, Puwasala ; Panagiotelis, Anastasios. In: European Journal of Operational Research. RePEc:eee:ejores:v:306:y:2023:i:2:p:693-706. Full description at Econpapers \|\| Download paper
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2023	The Markovian Shot-noise Risk Model: A Numerical Method for Gerber-Shiu Functions. (2023). Thonhauser, Stefan ; Pojer, Simon. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:25:y:2023:i:1:d:10.1007_s11009-023-10001-w. Full description at Econpapers \|\| Download paper
2023	Optimal longevity risk transfer under asymmetric information. (2023). Schultze, Mark B ; Li, Hong ; Chen, AN. In: Economic Modelling. RePEc:eee:ecmode:v:120:y:2023:i:c:s0264999322004163. Full description at Econpapers \|\| Download paper
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2023	Pricing extreme mortality risk in the wake of the COVID-19 pandemic. (2023). Yuan, Zhongyi ; Tang, Qihe ; Liu, Haibo. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:108:y:2023:i:c:p:84-106. Full description at Econpapers \|\| Download paper
2023	Blockchain Application to Financial Market Clearing and Settlement Systems. (2023). Coutinho, Kevin ; Khairwal, Neerajkumari ; Wongthongtham, Pornpit ; Agarwal, Nipun. In: JRFM. RePEc:gam:jjrfmx:v:16:y:2023:i:10:p:452-:d:1263933. Full description at Econpapers \|\| Download paper
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2023	Finite-time expected present value of operating costs until ruin in a Cox risk model with periodic observation. (2023). Zhang, Zhimin ; Teng, YE. In: Applied Mathematics and Computation. RePEc:eee:apmaco:v:452:y:2023:i:c:s0096300323002436. Full description at Econpapers \|\| Download paper
2023	Valuation of general GMWB annuities in a low interest rate environment. (2023). Rotondi, Francesco ; Fontana, Claudio. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:112:y:2023:i:c:p:142-167. Full description at Econpapers \|\| Download paper
2023	Claim Reserving via Inverse Probability Weighting: A Micro-Level Chain-Ladder Method. (2023). Lin, Sheldon X ; Badescu, Andrei L ; Calcetero-Vanegas, Sebastian. In: Papers. RePEc:arx:papers:2307.10808. Full description at Econpapers \|\| Download paper
2023	Optimal Portfolio Projections for Skew-Elliptically Distributed Portfolio Returns. (2023). Loperfido, Nicola ; Shushi, Tomer. In: Journal of Optimization Theory and Applications. RePEc:spr:joptap:v:199:y:2023:i:1:d:10.1007_s10957-023-02252-x. Full description at Econpapers \|\| Download paper
2023	Mean survival times and retirement ages. (2023). Vaananen, Niko ; Linden, Mikael. In: MPRA Paper. RePEc:pra:mprapa:119344. Full description at Econpapers \|\| Download paper
2023	How to Price Catastrophe Bonds for Sustainable Earthquake Funding? A Systematic Review of the Pricing Framework. (2023). Ibrahim, Rose Irnawaty ; Napitupulu, Herlina. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:9:p:7705-:d:1141888. Full description at Econpapers \|\| Download paper
2023	Elicitability of Return Risk Measures. (2023). Laeven, Roger ; Bellini, Fabio ; Aygun, Mucahit. In: Papers. RePEc:arx:papers:2302.13070. Full description at Econpapers \|\| Download paper
2023	Bayesian CART models for insurance claims frequency. (2023). Taylor, Charles ; Aivaliotis, Georgios ; Ji, Lanpeng ; Zhang, Yao Jun. In: Papers. RePEc:arx:papers:2303.01923. Full description at Econpapers \|\| Download paper
2023	Modelling Motor Insurance Claim Frequency and Severity Using Gradient Boosting. (2023). Bravo, Jorge M ; Guerreiro, Gracinda R ; Clemente, Carina. In: Risks. RePEc:gam:jrisks:v:11:y:2023:i:9:p:163-:d:1238092. Full description at Econpapers \|\| Download paper
2023	Microscopic Traffic Models, Accidents, and Insurance Losses. (2022). Weber, Stefan ; Kleiber, Marcel ; Kim, Sojung. In: Papers. RePEc:arx:papers:2208.12530. Full description at Econpapers \|\| Download paper
2023	Isotonic Recalibration under a Low Signal-to-Noise Ratio. (2023). Ziegel, Johanna ; Wuthrich, Mario V. In: Papers. RePEc:arx:papers:2301.02692. Full description at Econpapers \|\| Download paper
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2023	Differential Sensitivity in Discontinuous Models. (2023). Tsanakas, Andreas ; Millossovich, Pietro ; Pesenti, Silvana M. In: Papers. RePEc:arx:papers:2310.06151. Full description at Econpapers \|\| Download paper
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2023	Hedging longevity risk in defined contribution pension schemes. (2023). Wang, Yongjie ; Ewald, Christian-Oliver ; Agarwal, Ankush. In: Computational Management Science. RePEc:spr:comgts:v:20:y:2023:i:1:d:10.1007_s10287-023-00440-8. Full description at Econpapers \|\| Download paper
2023	Multiple per-claim reinsurance based on maximizing the Lundberg exponent. (2023). Zhou, Ming ; Wei, LI ; Meng, Hui. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:112:y:2023:i:c:p:33-47. Full description at Econpapers \|\| Download paper
2023	Time-Consistent Asset Allocation for Risk Measures in a L\evy Market. (2023). Stadje, Mitja ; Fiessinger, Felix. In: Papers. RePEc:arx:papers:2305.09471. Full description at Econpapers \|\| Download paper
2023	Continuity postulates and solvability axioms in economic theory and in mathematical psychology: a consolidation of the theory of individual choice. (2023). UyanÄ±k, Metin ; Uyanik, Metin ; Khan, Ali M ; Ghosh, Aniruddha. In: Theory and Decision. RePEc:kap:theord:v:94:y:2023:i:2:d:10.1007_s11238-022-09890-z. Full description at Econpapers \|\| Download paper
2023	Antimonotonicity for Preference Axioms: The Natural Counterpart to Comonotonicity. (2023). Wang, Ruodu ; Wakker, Peter P ; Principi, Giulio. In: Papers. RePEc:arx:papers:2307.08542. Full description at Econpapers \|\| Download paper
2023	The rough Hawkes process. (2023). Scalas, Enrico ; Chen, Maggie ; Hainaut, Donatien. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2023007. Full description at Econpapers \|\| Download paper
2023	A mutually exciting rough jump diffusion for financial modelling. (2023). Hainaut, Donatien. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2023011. Full description at Econpapers \|\| Download paper
2023	Proposal for calculating regulatory capital requirements for reverse mortgages. (2023). Serna, Gregorio ; Navarro, Eliseo ; de la Fuente, Ivan. In: Socio-Economic Planning Sciences. RePEc:eee:soceps:v:88:y:2023:i:c:s0038012123001714. Full description at Econpapers \|\| Download paper

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Recent citations received in 2023

Year	Citing document
2023	Conditional mean risk sharing of independent discrete losses in large pools. (2023). Robert, Christian Y ; Denuit, Michel. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2023010. Full description at Econpapers \|\| Download paper
2023	Pairwise counter-monotonicity. (2023). Wang, Ruodu ; Lin, Liyuan ; Lauzier, Jean-Gabriel. In: Papers. RePEc:arx:papers:2302.11701. Full description at Econpapers \|\| Download paper
2023	Robust optimized certainty equivalents and quantiles for loss positions with distribution uncertainty. (2023). Tian, Dejian ; Li, Weiwei. In: Papers. RePEc:arx:papers:2304.04396. Full description at Econpapers \|\| Download paper
2023	An extended Merton problem with relaxed benchmark tracking. (2023). Yu, Xiang ; Huang, Yijie ; Bo, Lijun. In: Papers. RePEc:arx:papers:2304.10802. Full description at Econpapers \|\| Download paper
2023	Optimal Management of DC Pension Plan with Inflation Risk and Tail VaR Constraint. (2023). Yang, Dongfang ; Xu, Zuo Quan ; Mi, Hui. In: Papers. RePEc:arx:papers:2309.01936. Full description at Econpapers \|\| Download paper
2023	Optimal dividend strategies for a catastrophe insurer. (2023). Azcue, Pablo ; Albrecher, Hansjoerg ; Muler, Nora. In: Papers. RePEc:arx:papers:2311.05781. Full description at Econpapers \|\| Download paper
2023	Sensitivity of robust optimization problems under drift and volatility uncertainty. (2023). Neufeld, Ariel ; Bartl, Daniel ; Park, Kyunghyun. In: Papers. RePEc:arx:papers:2311.11248. Full description at Econpapers \|\| Download paper
2023	Regressions under Adverse Conditions. (2023). Hoga, Yannick ; Dimitriadis, Timo. In: Papers. RePEc:arx:papers:2311.13327. Full description at Econpapers \|\| Download paper
2023	Optimal insurance with mean-deviation measures. (2023). Han, Xia ; Boonen, Tim J. In: Papers. RePEc:arx:papers:2312.01813. Full description at Econpapers \|\| Download paper
2023	Striking the Balance: Life Insurance Timing and Asset Allocation in Financial Planning. (2023). Ferrari, Giorgio ; Chen, AN ; Zhu, Shihao. In: Papers. RePEc:arx:papers:2312.02943. Full description at Econpapers \|\| Download paper
2023	Irreversible Reinsurance: Minimization of Capital Injections in Presence of a Fixed Cost. (2023). Torrente, Maria Laura ; Ferrari, Giorgio ; Federico, Salvatore. In: Center for Mathematical Economics Working Papers. RePEc:bie:wpaper:682. Full description at Econpapers \|\| Download paper
2023
2023	. Full description at Econpapers \|\| Download paper
2023	On Risk Management of Mortality and Longevity Capital Requirement: A Predictive Simulation Approach. (2023). Zhou, Kenneth Q ; Yang, Shuai. In: Risks. RePEc:gam:jrisks:v:11:y:2023:i:12:p:206-:d:1288573. Full description at Econpapers \|\| Download paper
2023	Modelling Motor Insurance Claim Frequency and Severity Using Gradient Boosting. (2023). Bravo, Jorge M ; Guerreiro, Gracinda R ; Clemente, Carina. In: Risks. RePEc:gam:jrisks:v:11:y:2023:i:9:p:163-:d:1238092. Full description at Econpapers \|\| Download paper
2023	Interest rate risk of Chinese commercial banks based on the GARCH-EVT model. (2023). Shan, Zhangming ; Chen, Xin ; Boamah, Valentina ; Zhou, Biao ; Tang, Decai. In: Palgrave Communications. RePEc:pal:palcom:v:10:y:2023:i:1:d:10.1057_s41599-023-02321-6. Full description at Econpapers \|\| Download paper

Recent citations received in 2022

Year	Citing document
2022	The Gerber-Shiu discounted penalty function: From practical perspectives. (2022). Yamazaki, Kazutoshi ; Shimizu, Yasutaka ; Kawai, Reiichiro ; He, Yue. In: Papers. RePEc:arx:papers:2203.10680. Full description at Econpapers \|\| Download paper
2022	Choquet regularization for reinforcement learning. (2022). Yu, Xun ; Wang, Ruodu ; Han, Xia. In: Papers. RePEc:arx:papers:2208.08497. Full description at Econpapers \|\| Download paper
2022	mCube: Multinomial Micro-level reserving Model. (2022). Verdonck, Tim ; van Oirbeek, Robin ; Ponnet, Jolien ; Menvouta, Emmanuel Jordy. In: Papers. RePEc:arx:papers:2212.00101. Full description at Econpapers \|\| Download paper
2022	A Stackelberg reinsurance-investment game under $\alpha$-maxmin mean-variance criterion and stochastic volatility. (2022). Song, Yilun ; Liang, Zongxia ; Guan, Guohui. In: Papers. RePEc:arx:papers:2212.14327. Full description at Econpapers \|\| Download paper
2022	Equilibrium meanâvariance reinsurance and investment strategies for a general insurance company under smooth ambiguity. (2022). Hu, Xiang ; Guan, Guohui. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:63:y:2022:i:c:s1062940822001310. Full description at Econpapers \|\| Download paper
2022	Stackelberg differential game for insurance under model ambiguity. (2022). Zou, Bin ; Young, Virginia R ; Li, Dongchen ; Cao, Jingyi. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:106:y:2022:i:c:p:128-145. Full description at Econpapers \|\| Download paper
2022	Inference for the tail conditional allocation: Large sample properties, insurance risk assessment, and compound sums of concomitants. (2022). Zitikis, R ; Su, J ; Gribkova, N V. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:107:y:2022:i:c:p:199-222. Full description at Econpapers \|\| Download paper
2022	Bilateral risk sharing in a comonotone market with rank-dependent utilities. (2022). Jiang, Wenjun ; Boonen, Tim J. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:107:y:2022:i:c:p:361-378. Full description at Econpapers \|\| Download paper
2022	Asymptotic analysis of a dynamic systemic risk measure in a renewal risk model. (2022). Li, Jinzhu. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:107:y:2022:i:c:p:38-56. Full description at Econpapers \|\| Download paper
2022	. Full description at Econpapers \|\| Download paper
2022	Relief Policy and the Sustainability of COVID-19 Pandemic: Empirical Evidence from the Italian Manufacturing Industry. (2022). Ippoliti, Roberto ; Falavigna, Greta. In: Sustainability. RePEc:gam:jsusta:v:14:y:2022:i:22:p:15437-:d:978890. Full description at Econpapers \|\| Download paper
2022	Heterogeneity in cyber loss severity and its impact on cyber risk measurement. (2022). Jung, Kwangmin ; Eling, Martin. In: Risk Management. RePEc:pal:risman:v:24:y:2022:i:4:d:10.1057_s41283-022-00095-w. Full description at Econpapers \|\| Download paper
2022	Segmentation and estimation of claim severity in motor third-party liability insurance through contrast analysis. (2022). Oltesova, Tatiana ; Komara, Silvia ; Reiff, Marian ; Zelinova, Silvia. In: Equilibrium. Quarterly Journal of Economics and Economic Policy. RePEc:pes:ierequ:v:17:y:2022:i:3:p:803-842. Full description at Econpapers \|\| Download paper
2022	Entropy as Leading Indicator for Extreme Systemic Risk Events. (2022). Roman, Mihai ; Stamule, Tanase ; Lupu, Iulia. In: Journal for Economic Forecasting. RePEc:rjr:romjef:v::y:2022:i:4:p:58-73. Full description at Econpapers \|\| Download paper

Recent citations received in 2021

Year	Citing document
2021	Testing for more positive expectation dependence with application to model comparison. (2021). Verdebout, Thomas ; Trufin, Julien ; Denuit, Michel. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2021021. Full description at Econpapers \|\| Download paper
2021	Risk-sharing rules and their properties, with applications to peer-to-peer insurance. (2021). Robert, Christian Y ; Dhaene, Jan ; Denuit, Michel. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2021037. Full description at Econpapers \|\| Download paper
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	Law-invariant functionals that collapse to the mean: Beyond convexity. (2021). Munari, Cosimo ; Liebrich, Felix-Benedikt. In: Papers. RePEc:arx:papers:2106.01281. Full description at Econpapers \|\| Download paper
2021	Deep equal risk pricing of financial derivatives with non-translation invariant risk measures. (2021). Fr'ed'eric Godin, ; Carbonneau, Alexandre. In: Papers. RePEc:arx:papers:2107.11340. Full description at Econpapers \|\| Download paper
2021	Stochastic loss reserving with mixture density neural networks. (2021). Wong, Bernard ; Taylor, Greg ; Avanzi, Benjamin ; Al-Mudafer, Muhammed Taher. In: Papers. RePEc:arx:papers:2108.07924. Full description at Econpapers \|\| Download paper
2021	Multivariate self-exciting jump processes with applications to financial data. (2021). Tjostheim, Dag ; Eyjolfsson, Heidar. In: Papers. RePEc:arx:papers:2108.10176. Full description at Econpapers \|\| Download paper
2021	SINH-acceleration for B-spline projection with Option Pricing Applications. (2021). Levendorskiui, Sergei ; Boyarchenko, Svetlana ; Cui, Zhenyu ; Kirkby, Lars J. In: Papers. RePEc:arx:papers:2109.08738. Full description at Econpapers \|\| Download paper
2021	Deep Neural Network Algorithms for Parabolic PIDEs and Applications in Insurance Mathematics. (2021). Kock, Verena ; Frey, Rudiger. In: Papers. RePEc:arx:papers:2109.11403. Full description at Econpapers \|\| Download paper
2021	Deep Quantile and Deep Composite Model Regression. (2021). Wuthrich, Mario V ; Merz, Michael ; Fissler, Tobias. In: Papers. RePEc:arx:papers:2112.03075. 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	Multivariate matrix-exponential affine mixtures and their applications in risk theory. (2021). Woo, Jae-Kyung ; Peralta, Oscar. In: Papers. RePEc:arx:papers:2201.11122. Full description at Econpapers \|\| Download paper
2021	Optimal Dividends under Markov-Modulated Bankruptcy Level. (2021). Ferrari, Giorgio ; Zhu, Shihao ; Schuhmann, Patrick. In: Center for Mathematical Economics Working Papers. RePEc:bie:wpaper:657. Full description at Econpapers \|\| Download paper
2021	Risk sharing under the dominant peer?to?peer property and casualty insurance business models. (2021). Robert, Christian Y ; Denuit, Michel. In: Risk Management and Insurance Review. RePEc:bla:rmgtin:v:24:y:2021:i:2:p:181-205. Full description at Econpapers \|\| Download paper
2021	Intergenerational Actuarial Fairness when Longevity Increases: Amending the Retirement Age. (2021). Palmer, Edward ; Holzmann, Robert ; Ayuso, Mercedes ; Miguelbravo, Jorge. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9408. Full description at Econpapers \|\| Download paper
2021	A decomposition of general premium principles into risk and deviation. (2021). Schmeck, Maren Diane ; Riedel, Frank ; Nendel, Max. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:100:y:2021:i:c:p:193-209. Full description at Econpapers \|\| Download paper
2021	Stop-loss protection for a large P2P insurance pool. (2021). Robert, Christian Y ; Denuit, Michel. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:100:y:2021:i:c:p:210-233. Full description at Econpapers \|\| Download paper
2021	Concave/convex weighting and utility functions for risk: A new light on classical theorems. (2021). Yang, Jingni ; Wakker, Peter P. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:100:y:2021:i:c:p:429-435. Full description at Econpapers \|\| Download paper
2021	Addressing the life expectancy gap in pension policy. (2021). Palmer, Edward ; Holzmann, Robert ; Ayuso, Mercedes ; Bravo, Jorge M. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:99:y:2021:i:c:p:200-221. 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	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	Macro longevity risk and the choice between annuity products: Evidence from Denmark. (2021). Rangvid, Jesper ; Kallestrup-Lamb, Malene ; Balter, Anne G. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:99:y:2021:i:c:p:355-362. 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	Efronâs asymptotic monotonicity property in the Gaussian stable domain of attraction. (2021). Robert, Christian Y ; Denuit, Michel. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:186:y:2021:i:c:s0047259x21000816. Full description at Econpapers \|\| Download paper
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2021	Designing Annuities with Flexibility Opportunities in an Uncertain Mortality Scenario. (2021). Olivieri, Annamaria. In: Risks. RePEc:gam:jrisks:v:9:y:2021:i:11:p:189-:d:662618. Full description at Econpapers \|\| Download paper
2021	Mortality Forecasting with an Age-Coherent Sparse VAR Model. (2021). Li, Hong ; Shi, Yanlin. In: Risks. RePEc:gam:jrisks:v:9:y:2021:i:2:p:35-:d:494260. Full description at Econpapers \|\| Download paper
2021	Calibration of Transition Intensities for a Multistate Model: Application to Long-Term Care. (2021). Oliveira, Matilde C ; Guerreiro, Gracinda R ; Esquivel, Manuel L ; Real, Pedro Corte . In: Risks. RePEc:gam:jrisks:v:9:y:2021:i:2:p:37-:d:495746. Full description at Econpapers \|\| Download paper
2021	Immunization Strategies for Funding Multiple Inflation-Linked Retirement Income Benefits. (2021). Bravo, Jorge ; Oliveira, Luis ; Simes, Claudia. In: Risks. RePEc:gam:jrisks:v:9:y:2021:i:4:p:60-:d:524060. Full description at Econpapers \|\| Download paper
2021	Automatic Indexation of the Pension Age to Life Expectancy: When Policy Design Matters. (2021). Holzmann, Robert ; Bravo, Jorge ; Ayuso, Mercedes ; Palmer, Edward. In: Risks. RePEc:gam:jrisks:v:9:y:2021:i:5:p:96-:d:554249. Full description at Econpapers \|\| Download paper
2021	The Combined Stop-Loss and Quota-Share Reinsurance: Conditional Tail Expectation-Based Optimization from the Joint Perspective of Insurer and Reinsurer. (2021). Sari, Suci ; Hakim, Arief ; Syuhada, Khreshna. In: Risks. RePEc:gam:jrisks:v:9:y:2021:i:7:p:125-:d:587197. Full description at Econpapers \|\| Download paper
2021	Progressive Pension Formula and Life Expectancy Heterogeneity. (2021). Devolder, Pierre ; Diakite, Keivan. In: Risks. RePEc:gam:jrisks:v:9:y:2021:i:7:p:127-:d:587894. Full description at Econpapers \|\| Download paper
2021	Coherent Mortality Forecasting for Less Developed Countries. (2021). Li, Hong ; Lu, Yang ; Lyu, Pintao. In: Risks. RePEc:gam:jrisks:v:9:y:2021:i:9:p:151-:d:620762. Full description at Econpapers \|\| Download paper
2021	An explicit split point procedure in model-based trees allowing for a quick fitting of GLM trees and GLM forests. (2021). Guibert, Quentin ; Dutang, Christophe. In: Post-Print. RePEc:hal:journl:hal-03448250. Full description at Econpapers \|\| Download paper
2021	Towards Food Sovereignty: Dismantling the Capitalist Brahminic-Patriarchal Food Farming Regime. (2021). Ramdas, Sagari R. In: Development. RePEc:pal:develp:v:64:y:2021:i:3:d:10.1057_s41301-021-00307-y. Full description at Econpapers \|\| Download paper

Recent citations received in 2020

Year	Citing document
2020	Life-Care Tontines. (2020). Lucas, Nathalie ; Hieber, Peter. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2020026. Full description at Econpapers \|\| Download paper
2020	Optimal periodic dividend strategies for spectrally negative L\evy processes with fixed transaction costs. (2020). Wong, Bernard ; Lau, Hayden ; Avanzi, Benjamin. In: Papers. RePEc:arx:papers:2004.01838. Full description at Econpapers \|\| Download paper
2020	Parisian excursion with capital injection for draw-down reflected Levy insurance risk process. (2020). Zhou, Xiaowen ; Zhao, Xianghua ; Wang, Wenyuan ; Surya, Budhi. In: Papers. RePEc:arx:papers:2005.09214. Full description at Econpapers \|\| Download paper
2020	Risk Modelling on Liquidations with L\{e}vy Processes. (2020). Chen, Ping ; Zhang, Aili ; Wang, Wenyuan ; Li, Shuanming. In: Papers. RePEc:arx:papers:2007.01426. 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	Optimal ratcheting of dividends in a Brownian risk model. (2020). Azcue, Pablo ; Albrecher, Hansjoerg ; Muler, Nora. In: Papers. RePEc:arx:papers:2012.10632. Full description at Econpapers \|\| Download paper
2020	The participation puzzle with reference-dependent expected utility preferences. (2020). Neilson, William ; Liu, Liqun ; Wang, Jianli. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:93:y:2020:i:c:p:278-287. Full description at Econpapers \|\| Download paper
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
2020	Liquidation risk in insurance under contemporary regulatory frameworks. (2020). Zhu, Jinxia ; Tang, Qihe ; Liu, Haibo. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:93:y:2020:i:c:p:36-49. Full description at Econpapers \|\| Download paper
2020	Equilibrium in natural catastrophe insurance market under disaster-resistant technologies, financial innovations and government interventions. (2020). Wu, Yang-Che. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:95:y:2020:i:c:p:116-128. Full description at Econpapers \|\| Download paper
2020	Risk aggregation in non-life insurance: Standard models vs. internal models. (2020). Jung, Kwangmin ; Eling, Martin. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:95:y:2020:i:c:p:183-198. Full description at Econpapers \|\| Download paper
2020	Integrated evaluation as a precedence of economic security management insurance market. (2020). Poita, Iryna O ; Kalinichenko, Olena O ; Nikolaienko, Serhii M ; Vikarchuk, Olga I. In: RIVISTA DI STUDI SULLA SOSTENIBILITA'. RePEc:fan:rissri:v:html10.3280/riss2020-002-s1012. Full description at Econpapers \|\| Download paper
2020	An Optimal Phase Arrangement of Distribution Transformers under Risk Assessment. (2020). Tsai, Ming-Tang ; Yang, Chung-Yuen ; Tu, Chia-Sheng. In: Energies. RePEc:gam:jeners:v:13:y:2020:i:21:p:5852-:d:442275. Full description at Econpapers \|\| Download paper
2020	Portfolio Theory in Solving the Problem Structural Choice. (2020). Sukharev, Oleg S. In: JRFM. RePEc:gam:jjrfmx:v:13:y:2020:i:9:p:195-:d:407294. Full description at Econpapers \|\| Download paper
2020	. Full description at Econpapers \|\| Download paper
2020	. Full description at Econpapers \|\| Download paper
2020	Quantile Credibility Models with Common Effects. (2020). Yang, Zhixin ; Wen, Limin ; Wang, Wei ; Yuan, Quan. In: Risks. RePEc:gam:jrisks:v:8:y:2020:i:4:p:100-:d:419448. Full description at Econpapers \|\| Download paper
2020	Machine Learning in P&C Insurance: A Review for Pricing and Reserving. (2020). Lamontagne, Luc ; Cossette, Helene ; Blier-Wong, Christopher ; Marceau, Etienne. In: Risks. RePEc:gam:jrisks:v:9:y:2020:i:1:p:4-:d:467315. Full description at Econpapers \|\| Download paper
2020	Short-Term Exuberance and long-term stability: A simultaneous optimization of stock return predictions for short and long horizons. (2020). Mousavi, Parastoo ; Kyriakou, Ioannis ; Scholz, Michael ; Nielsen, Jens Perch. In: Graz Economics Papers. RePEc:grz:wpaper:2020-20. Full description at Econpapers \|\| Download paper
2020	Optimal prevention of large risks with two types of claims. (2020). Loisel, StÃÂ©phane ; Gauchon, Romain ; Trufin, Julien ; Rulliere, Jean-Louis. In: Post-Print. RePEc:hal:journl:hal-02314914. Full description at Econpapers \|\| Download paper
2020	Self-insurance and Non-concave Distortion Risk Measures. (2020). Bensalem, Sarah. In: Working Papers. RePEc:hal:wpaper:hal-02936349. Full description at Econpapers \|\| Download paper
2020	A probabilistic projection of beneficiaries of long-term care insurance in Germany by severity of disability. (2020). Wilke, Christina B ; Hess, Moritz ; Vanella, Patrizio. In: Quality & Quantity: International Journal of Methodology. RePEc:spr:qualqt:v:54:y:2020:i:3:d:10.1007_s11135-020-00968-w. Full description at Econpapers \|\| Download paper

10 most frequent citing series

#	Series	H	Cites
1	Insurance: Mathematics and Economics / Elsevier	55	2568
2	Papers / arXiv.org	87	1719
3	Risks / MDPI	17	662
4			616
5	Methodology and Computing in Applied Probability / Springer	15	350
6	European Journal of Operational Research / Elsevier	130	347
7	LIDAM Discussion Papers ISBA / UniversitÃ© catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA)	12	164
8	Applied Mathematics and Computation / Elsevier	29	140
9	Working Papers / HAL	59	123
10	The North American Journal of Economics and Finance / Elsevier	45	120
11	Statistics & Probability Letters / Elsevier	34	117