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Citation Profile [Updated: 2024-03-05 07:42:34]
5 Years H Index
30
Impact Factor (IF)
0.42
5 Years IF
0.34
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
1997 0 0.24 0.02 0 89 89 70 1 2 0 0 0 1 0.01 0.11
1998 0.02 0.28 0.02 0.02 97 186 631 4 6 89 2 89 2 0 2 0.02 0.13
1999 0.05 0.31 0.07 0.05 102 288 206 19 25 186 10 186 10 0 8 0.08 0.15
2000 0.07 0.36 0.08 0.06 84 372 364 29 54 199 13 288 18 0 5 0.06 0.16
2001 0.06 0.38 0.06 0.06 76 448 233 28 83 186 11 372 24 0 1 0.01 0.17
2002 0.09 0.41 0.11 0.1 48 496 102 53 136 160 15 448 45 0 2 0.04 0.21
2003 0.04 0.44 0.1 0.1 52 548 383 54 190 124 5 407 40 0 4 0.08 0.22
2004 0.18 0.49 0.14 0.11 57 605 198 84 274 100 18 362 39 1 1.2 0 0.22
2005 0.17 0.51 0.13 0.1 55 660 300 86 360 109 18 317 33 0 5 0.09 0.23
2006 0.18 0.5 0.15 0.14 59 719 192 105 465 112 20 288 40 0 0 0.22
2007 0.12 0.46 0.11 0.13 70 789 319 88 553 114 14 271 36 0 2 0.03 0.2
2008 0.14 0.49 0.21 0.19 41 830 84 176 730 129 18 293 57 0 0 0.23
2009 0.16 0.48 0.23 0.17 36 866 399 196 927 111 18 282 48 1 0.5 3 0.08 0.24
2010 0.22 0.48 0.21 0.21 33 899 143 189 1117 77 17 261 56 0 2 0.06 0.21
2011 0.38 0.52 0.22 0.21 33 932 289 207 1324 69 26 239 50 1 0.5 19 0.58 0.24
2012 0.27 0.52 0.24 0.26 15 947 43 228 1552 66 18 213 56 0 0 0.22
2013 0.42 0.56 0.29 0.35 22 969 74 276 1829 48 20 158 56 0 1 0.05 0.24
2014 0.19 0.55 0.2 0.34 30 999 209 201 2030 37 7 139 47 0 3 0.1 0.23
2015 0.5 0.55 0.27 0.41 23 1022 66 277 2307 52 26 133 54 0 2 0.09 0.23
2016 0.45 0.53 0.29 0.37 28 1050 40 303 2610 53 24 123 46 0 1 0.04 0.21
2017 0.24 0.55 0.23 0.32 35 1085 106 251 2862 51 12 118 38 9 3.6 3 0.09 0.21
2018 0.27 0.56 0.29 0.35 32 1117 80 326 3189 63 17 138 48 0 7 0.22 0.24
2019 0.36 0.58 0.29 0.37 33 1150 58 331 3520 67 24 148 55 0 6 0.18 0.23
2020 0.35 0.7 0.32 0.34 40 1190 47 385 3905 65 23 151 52 0 3 0.08 0.33
2021 0.34 0.84 0.39 0.39 59 1249 58 491 4396 73 25 168 65 0 36 0.61 0.31
2022 0.36 0.93 0.29 0.39 31 1280 21 377 4773 99 36 199 78 0 5 0.16 0.28
2023 0.42 1.04 0.24 0.34 42 1322 1 316 5089 90 38 195 66 0 1 0.02 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
#YearTitleCited
11998Understanding Relationships Using Copulas. (1998). Frees, Edward ; Valdez, Emiliano . In: North American Actuarial Journal. RePEc:taf:uaajxx:v:2:y:1998:i:1:p:1-25.

Full description at Econpapers || Download paper

271
21998On the Time Value of Ruin. (1998). Gerber, Hans ; Shiu, Elias. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:2:y:1998:i:1:p:48-72.

Full description at Econpapers || Download paper

251
32009A Quantitative Comparison of Stochastic Mortality Models Using Data From England and Wales and the United States. (2009). Cairns, Andrew ; Balevich, Igor ; Ong, Alen ; Epstein, David ; Coughlan, Guy ; Dowd, Kevin ; Blake, David. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:13:y:2009:i:1:p:1-35.

Full description at Econpapers || Download paper

183
42000The Lee-Carter Method for Forecasting Mortality, with Various Extensions and Applications. (2000). Lee, Ronald. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:4:y:2000:i:1:p:80-91.

Full description at Econpapers || Download paper

118
52003Tail Conditional Expectations for Elliptical Distributions. (2003). Landsman, Zinoviy ; Valdez, Emiliano . In: North American Actuarial Journal. RePEc:taf:uaajxx:v:7:y:2003:i:4:p:55-71.

Full description at Econpapers || Download paper

117
62001A Regime-Switching Model of Long-Term Stock Returns. (2001). Hardy, Mary . In: North American Actuarial Journal. RePEc:taf:uaajxx:v:5:y:2001:i:2:p:41-53.

Full description at Econpapers || Download paper

115
71999Extreme Value Theory as a Risk Management Tool. (1999). Embrechts, Paul ; Samorodnitsky, Gennady ; Resnick, Sidney. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:3:y:1999:i:2:p:30-41.

Full description at Econpapers || Download paper

105
82009Strategies for Dividend Distribution: A Review. (2009). Avanzi, Benjamin. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:13:y:2009:i:2:p:217-251.

Full description at Econpapers || Download paper

89
92005Minimizing the Probability of Ruin When Claims Follow Brownian Motion with Drift. (2005). Promislow, David S ; Young, Virginia . In: North American Actuarial Journal. RePEc:taf:uaajxx:v:9:y:2005:i:3:p:110-128.

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87
102007Risk Classification for Claim Counts. (2007). Boucher, Jean-Philippe ; Guillen, Montserrat ; Denuit, Michel. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:11:y:2007:i:4:p:110-131.

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80
112003Economic Capital Allocation Derived from Risk Measures. (2003). Dhaene, Jan ; Kaas, Rob ; Goovaerts, Mark. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:7:y:2003:i:2:p:44-56.

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69
122011Measuring Basis Risk in Longevity Hedges. (2011). Li, Johnny ; Hardy, Mary . In: North American Actuarial Journal. RePEc:taf:uaajxx:v:15:y:2011:i:2:p:177-200.

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66
132005The Time Value of Ruin in a Sparre Andersen Model. (2005). Gerber, Hans ; Shiu, Elias. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:9:y:2005:i:2:p:49-69.

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60
142006On Optimal Dividend Strategies In The Compound Poisson Model. (2006). Gerber, Hans ; Shiu, Elias. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:10:y:2006:i:2:p:76-93.

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58
152007Natural Hedging of Life and Annuity Mortality Risks. (2007). Cox, Samuel ; Lin, Yijia. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:11:y:2007:i:3:p:1-15.

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51
161999Application of Coherent Risk Measures to Capital Requirements in Insurance. (1999). Artzner, Philippe. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:3:y:1999:i:2:p:11-25.

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49
172003Empirical Estimation of Risk Measures and Related Quantities. (2003). Jones, Bruce ; Zitikis, Riardas. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:7:y:2003:i:4:p:44-54.

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48
182011Longevity Hedging 101. (2011). Coughlan, Guy ; Dowd, Kevin ; Blake, David ; Cairns, Andrew ; Kumar, Sumit ; Ye, Yijing ; Khalaf-Allah, Marwa . In: North American Actuarial Journal. RePEc:taf:uaajxx:v:15:y:2011:i:2:p:150-176.

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47
192004Optimal Investment Strategy to Minimize the Probability of Lifetime Ruin. (2004). Young, Virginia . In: North American Actuarial Journal. RePEc:taf:uaajxx:v:8:y:2004:i:4:p:106-126.

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47
202011A Gravity Model of Mortality Rates for Two Related Populations. (2011). Dowd, Kevin ; Khalaf-Allah, Marwa ; Coughlan, Guy ; Blake, David ; Cairns, Andrew . In: North American Actuarial Journal. RePEc:taf:uaajxx:v:15:y:2011:i:2:p:334-356.

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46
212000Valuing Equity-Indexed Annuities. (2000). Tiong, Serena . In: North American Actuarial Journal. RePEc:taf:uaajxx:v:4:y:2000:i:4:p:149-163.

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40
222000Catastrophe Risk Bonds. (2000). Cox, Samuel ; Pedersen, Hal. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:4:y:2000:i:4:p:56-82.

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39
232000The Integration of the Financial Services Industry. (2000). Berger, Allen . In: North American Actuarial Journal. RePEc:taf:uaajxx:v:4:y:2000:i:3:p:25-45.

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38
242014On the Modeling and Forecasting of Socioeconomic Mortality Differentials: An Application to Deprivation and Mortality in England. (2014). Villegas, Andres ; Haberman, Steven. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:18:y:2014:i:1:p:168-193.

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38
252011Mortality Regimes and Pricing. (2011). Milidonis, Andreas ; Cox, Samuel ; Lin, Yijia. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:15:y:2011:i:2:p:266-289.

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34
262014Developing Equity Release Markets: Risk Analysis for Reverse Mortgages and Home Reversions. (2014). Lai, Daniela ; Sherris, Michael ; Hanewald, Katja ; Cho, Daniel ; Chen, Hua ; Alai, Daniel . In: North American Actuarial Journal. RePEc:taf:uaajxx:v:18:y:2014:i:1:p:217-241.

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33
272010Modeling and Evaluating Insurance Losses Via Mixtures of Erlang Distributions. (2010). Lee, Simon ; Lin, X. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:14:y:2010:i:1:p:107-130.

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33
282000Self-Annuitization and Ruin in Retirement. (2000). Milevsky, Moshe ; Robinson, Chris. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:4:y:2000:i:4:p:112-124.

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32
291998An Actuarial Index of the Right-Tail Risk. (1998). Wang, Shaun . In: North American Actuarial Journal. RePEc:taf:uaajxx:v:2:y:1998:i:2:p:88-101.

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31
302009Weighted Pricing Functionals With Applications to Insurance. (2009). Furman, Edward ; Zitikis, Riardas. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:13:y:2009:i:4:p:483-496.

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31
312004Projecting Mortality Trends. (2004). Wong-Fupuy, Carlos ; Haberman, Steven. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:8:y:2004:i:2:p:56-83.

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29
322005Modeling Surrender and Lapse Rates With Economic Variables. (2005). Kim, Changki. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:9:y:2005:i:4:p:56-70.

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29
332011Mortality Measurement at Advanced Ages. (2011). Gavrilov, Leonid ; Gavrilova, Natalia . In: North American Actuarial Journal. RePEc:taf:uaajxx:v:15:y:2011:i:3:p:432-447.

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29
342011Explaining Mortality Dynamics. (2011). Hanewald, Katja . In: North American Actuarial Journal. RePEc:taf:uaajxx:v:15:y:2011:i:2:p:290-314.

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28
352010Backtesting Stochastic Mortality Models. (2010). Dowd, Kevin ; Khalaf-Allah, Marwa ; Epstein, David ; Coughlan, Guy ; Blake, David ; Cairns, Andrew . In: North American Actuarial Journal. RePEc:taf:uaajxx:v:14:y:2010:i:3:p:281-298.

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28
362007On the Class of Erlang Mixtures with Risk Theoretic Applications. (2007). Willmot, Gordon ; Woo, Jae-Kyung. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:11:y:2007:i:2:p:99-115.

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28
372005Credibility Using Copulas. (2005). Frees, Edward ; Wang, Ping. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:9:y:2005:i:2:p:31-48.

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26
382004Optimal Investment for an Insurer to Minimize Its Probability of Ruin. (2004). Liu, Chi ; Yang, Hailiang. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:8:y:2004:i:2:p:11-31.

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25
392001Optimal Annuitization Policies. (2001). Milevsky, Moshe Arye. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:5:y:2001:i:1:p:57-69.

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24
402014A General Procedure for Constructing Mortality Models. (2014). Hunt, Andrew ; Blake, David. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:18:y:2014:i:1:p:116-138.

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24
412003Valuation of Equity-Indexed Annuities Under Stochastic Interest Rates. (2003). Lin, Sheldon X ; Tan, Ken Seng. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:7:y:2003:i:4:p:72-91.

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24
422003Pricing Guaranteed Life Insurance Participating Policies with Annual Premiums and Surrender Option. (2003). Bacinello, Anna Rita . In: North American Actuarial Journal. RePEc:taf:uaajxx:v:7:y:2003:i:3:p:1-17.

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23
432003Equity-Indexed Life Insurance: Pricing and Reserving Using the Principle of Equivalent Utility. (2003). Young, Virginia . In: North American Actuarial Journal. RePEc:taf:uaajxx:v:7:y:2003:i:1:p:68-86.

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23
442009Pricing Annuity Guarantees Under a Regime-Switching Model. (2009). Lin, X ; Yang, Hailiang ; Tan, Ken . In: North American Actuarial Journal. RePEc:taf:uaajxx:v:13:y:2009:i:3:p:316-332.

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22
452003Geometric Brownian Motion Models for Assets and Liabilities: From Pension Funding to Optimal Dividends. (2003). Gerber, Hans ; Shiu, Elias. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:7:y:2003:i:3:p:37-51.

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22
462011Predicting the Frequency and Amount of Health Care Expenditures. (2011). Frees, Edward ; Rosenberg, Marjorie ; Gao, Jie. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:15:y:2011:i:3:p:377-392.

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21
472005Real Longevity Insurance with a Deductible: Introduction to Advanced-Life Delayed Annuities (ALDA). (2005). Milevsky, Moshe . In: North American Actuarial Journal. RePEc:taf:uaajxx:v:9:y:2005:i:4:p:109-122.

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21
482014Modeling Period Effects in Multi-Population Mortality Models: Applications to Solvency II. (2014). Zhou, Rui ; Tan, Ken ; Li, Johnny ; Kaufhold, Kai ; Wang, Yujiao. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:18:y:2014:i:1:p:150-167.

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21
492014The CBD Mortality Indexes: Modeling and Applications. (2014). Chan, Wai-Sum ; Li, Jackie. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:18:y:2014:i:1:p:38-58.

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20
502007Absolute Ruin Probabilities in a Jump Diffusion Risk Model with Investment. (2007). Gerber, Hans ; Yang, Hailiang. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:11:y:2007:i:3:p:159-169.

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20
50 most relevant documents in this series (papers most cited in the last two years)
#YearTitleCited
11998On the Time Value of Ruin. (1998). Gerber, Hans ; Shiu, Elias. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:2:y:1998:i:1:p:48-72.

Full description at Econpapers || Download paper

20
22009A Quantitative Comparison of Stochastic Mortality Models Using Data From England and Wales and the United States. (2009). Cairns, Andrew ; Balevich, Igor ; Ong, Alen ; Epstein, David ; Coughlan, Guy ; Dowd, Kevin ; Blake, David. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:13:y:2009:i:1:p:1-35.

Full description at Econpapers || Download paper

20
32009Strategies for Dividend Distribution: A Review. (2009). Avanzi, Benjamin. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:13:y:2009:i:2:p:217-251.

Full description at Econpapers || Download paper

18
42003Tail Conditional Expectations for Elliptical Distributions. (2003). Landsman, Zinoviy ; Valdez, Emiliano . In: North American Actuarial Journal. RePEc:taf:uaajxx:v:7:y:2003:i:4:p:55-71.

Full description at Econpapers || Download paper

18
52001A Regime-Switching Model of Long-Term Stock Returns. (2001). Hardy, Mary . In: North American Actuarial Journal. RePEc:taf:uaajxx:v:5:y:2001:i:2:p:41-53.

Full description at Econpapers || Download paper

15
61998Understanding Relationships Using Copulas. (1998). Frees, Edward ; Valdez, Emiliano . In: North American Actuarial Journal. RePEc:taf:uaajxx:v:2:y:1998:i:1:p:1-25.

Full description at Econpapers || Download paper

14
71999Extreme Value Theory as a Risk Management Tool. (1999). Embrechts, Paul ; Samorodnitsky, Gennady ; Resnick, Sidney. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:3:y:1999:i:2:p:30-41.

Full description at Econpapers || Download paper

13
82021Boosting Insights in Insurance Tariff Plans with Tree-Based Machine Learning Methods. (2021). Verbelen, Roel ; Antonio, Katrien ; Cote, Marie-Pier ; Henckaerts, Roel. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:25:y:2021:i:2:p:255-285.

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13
92005Minimizing the Probability of Ruin When Claims Follow Brownian Motion with Drift. (2005). Promislow, David S ; Young, Virginia . In: North American Actuarial Journal. RePEc:taf:uaajxx:v:9:y:2005:i:3:p:110-128.

Full description at Econpapers || Download paper

10
102000Catastrophe Risk Bonds. (2000). Cox, Samuel ; Pedersen, Hal. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:4:y:2000:i:4:p:56-82.

Full description at Econpapers || Download paper

10
111999Application of Coherent Risk Measures to Capital Requirements in Insurance. (1999). Artzner, Philippe. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:3:y:1999:i:2:p:11-25.

Full description at Econpapers || Download paper

10
122000Valuing Equity-Indexed Annuities. (2000). Tiong, Serena . In: North American Actuarial Journal. RePEc:taf:uaajxx:v:4:y:2000:i:4:p:149-163.

Full description at Econpapers || Download paper

9
132017Variable Annuities with VIX-Linked Fee Structure under a Heston-Type Stochastic Volatility Model. (2017). Cui, Zhenyu ; MacKay, Anne ; Feng, Runhuan. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:21:y:2017:i:3:p:458-483.

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9
142014Developing Equity Release Markets: Risk Analysis for Reverse Mortgages and Home Reversions. (2014). Lai, Daniela ; Sherris, Michael ; Hanewald, Katja ; Cho, Daniel ; Chen, Hua ; Alai, Daniel . In: North American Actuarial Journal. RePEc:taf:uaajxx:v:18:y:2014:i:1:p:217-241.

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9
152012Asymptotic Analysis of Multivariate Tail Conditional Expectations. (2012). Zhu, LI ; Li, Haijun. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:16:y:2012:i:3:p:350-363.

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8
162006On Optimal Dividend Strategies In The Compound Poisson Model. (2006). Gerber, Hans ; Shiu, Elias. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:10:y:2006:i:2:p:76-93.

Full description at Econpapers || Download paper

8
172011Measuring Basis Risk in Longevity Hedges. (2011). Li, Johnny ; Hardy, Mary . In: North American Actuarial Journal. RePEc:taf:uaajxx:v:15:y:2011:i:2:p:177-200.

Full description at Econpapers || Download paper

7
182020Can Automobile Insurance Telematics Predict the Risk of Near-Miss Events?. (2020). Nielsen, Jens Perch ; Guillen, Montserrat ; Elpidorou, Valandis ; Prez-Marn, Ana M. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:24:y:2020:i:1:p:141-152.

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7
192021Extreme Data Breach Losses: An Alternative Approach to Estimating Probable Maximum Loss for Data Breach Risk. (2021). Jung, Kwangmin. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:25:y:2021:i:4:p:580-603.

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7
202010Modeling and Evaluating Insurance Losses Via Mixtures of Erlang Distributions. (2010). Lee, Simon ; Lin, X. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:14:y:2010:i:1:p:107-130.

Full description at Econpapers || Download paper

6
212000The Lee-Carter Method for Forecasting Mortality, with Various Extensions and Applications. (2000). Lee, Ronald. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:4:y:2000:i:1:p:80-91.

Full description at Econpapers || Download paper

6
222007Markov Aging Process and Phase-Type Law of Mortality. (2007). Lin, X ; Liu, Xiaoming. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:11:y:2007:i:4:p:92-109.

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6
232010A Direct Approach to the Discounted Penalty Function. (2010). Albrecher, Hansjorg ; Yang, Hailiang ; Gerber, Hans. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:14:y:2010:i:4:p:420-434.

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6
242019Cybersecurity Insurance: Modeling and Pricing. (2019). Hua, Lei ; Xu, Maochao. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:23:y:2019:i:2:p:220-249.

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6
252011Predicting the Frequency and Amount of Health Care Expenditures. (2011). Frees, Edward ; Rosenberg, Marjorie ; Gao, Jie. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:15:y:2011:i:3:p:377-392.

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5
262017Policyholder Exercise Behavior in Life Insurance: The State of Affairs. (2017). Bauer, Daniel ; Zhu, Nan ; Ulm, Eric R ; Moenig, Thorsten ; Gao, Jin . In: North American Actuarial Journal. RePEc:taf:uaajxx:v:21:y:2017:i:4:p:485-501.

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5
272005Modeling Surrender and Lapse Rates With Economic Variables. (2005). Kim, Changki. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:9:y:2005:i:4:p:56-70.

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5
282015Multistate Actuarial Models of Functional Disability. (2015). Fong, Joelle H ; Sherris, Michael ; Shao, Adam W. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:19:y:2015:i:1:p:41-59.

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292007On the Class of Erlang Mixtures with Risk Theoretic Applications. (2007). Willmot, Gordon ; Woo, Jae-Kyung. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:11:y:2007:i:2:p:99-115.

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302006On The Expected Discounted Penalty function for Lévy Risk Processes. (2006). Garrido, Jose ; Morales, Manuel. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:10:y:2006:i:4:p:196-216.

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5
312006Optimal Dividends In An Ornstein-Uhlenbeck Type Model With Credit And Debit Interest. (2006). Cai, Jun ; Yang, Hailiang ; Gerber, Hans. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:10:y:2006:i:2:p:94-108.

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322018The Annuity Puzzle and an Outline of Its Solution. (2018). Oguledo, Victor I ; Ramsay, Colin M. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:22:y:2018:i:4:p:623-645.

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332003Valuation of Equity-Indexed Annuities Under Stochastic Interest Rates. (2003). Lin, Sheldon X ; Tan, Ken Seng. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:7:y:2003:i:4:p:72-91.

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342018Potential “Savings” of Medicare: The Analysis of Medicare Advantage and Accountable Care Organizations. (2018). Brockett, Patrick L ; Yang, Charles C ; Golden, Linda L. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:22:y:2018:i:3:p:458-472.

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4
352021Price Index Insurances in the Agriculture Markets. (2021). Wang, Meng ; Assa, Hirbod. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:25:y:2021:i:2:p:286-311.

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4
362005Real Longevity Insurance with a Deductible: Introduction to Advanced-Life Delayed Annuities (ALDA). (2005). Milevsky, Moshe . In: North American Actuarial Journal. RePEc:taf:uaajxx:v:9:y:2005:i:4:p:109-122.

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372000Why Men Die Younger. (2000). Kalben, Barbara. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:4:y:2000:i:4:p:83-111.

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382014On the Modeling and Forecasting of Socioeconomic Mortality Differentials: An Application to Deprivation and Mortality in England. (2014). Villegas, Andres ; Haberman, Steven. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:18:y:2014:i:1:p:168-193.

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392017A Flexible Bayesian Nonparametric Model for Predicting Future Insurance Claims. (2017). Hong, Liang ; Martin, Ryan. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:21:y:2017:i:2:p:228-241.

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402018CEO Overconfidence and Earnings Management: Evidence from Property-Liability Insurers Loss Reserves. (2018). Berry-Stolzle, Thomas R ; Xu, Jianren ; Eastman, Evan M. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:22:y:2018:i:3:p:380-404.

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412011Mortality Regimes and Pricing. (2011). Milidonis, Andreas ; Cox, Samuel ; Lin, Yijia. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:15:y:2011:i:2:p:266-289.

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422009Weighted Pricing Functionals With Applications to Insurance. (2009). Furman, Edward ; Zitikis, Riardas. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:13:y:2009:i:4:p:483-496.

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432011Markovian Approaches to Joint-Life Mortality. (2011). Ji, Min ; Li, Johnny Siu-Hang ; Hardy, Mary . In: North American Actuarial Journal. RePEc:taf:uaajxx:v:15:y:2011:i:3:p:357-376.

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442014A General Procedure for Constructing Mortality Models. (2014). Hunt, Andrew ; Blake, David. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:18:y:2014:i:1:p:116-138.

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452003Economic Capital Allocation Derived from Risk Measures. (2003). Dhaene, Jan ; Kaas, Rob ; Goovaerts, Mark. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:7:y:2003:i:2:p:44-56.

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462017An Efficiency-Based Approach to Determining Potential Cost Savings and Profit Targets for Health Insurers: The Case of Obamacare Health Insurance CO-OPs. (2017). Yang, Charles C ; Wen, Min-Ming . In: North American Actuarial Journal. RePEc:taf:uaajxx:v:21:y:2017:i:2:p:305-321.

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472014Health Care Reform, Efficiency of Health Insurers, and Optimal Health Insurance Markets. (2014). Yang, Charles C. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:18:y:2014:i:4:p:478-500.

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482021A Reconciliation of the Top-Down and Bottom-Up Approaches to Risk Capital Allocations: Proportional Allocations Revisited. (2021). Su, Jianxi ; Kye, Yisub ; Furman, Edward. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:25:y:2021:i:3:p:395-416.

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492021A Multi-population Approach to Forecasting All-Cause Mortality Using Cause-of-Death Mortality Data. (2021). Melenberg, Bertrand ; de Waegenaere, Anja ; Lyu, Pintao. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:25:y:2021:i:s1:p:s421-s456.

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502009On the Joint Distributions of the Time to Ruin, the Surplus Prior to Ruin, and the Deficit at Ruin in the Classical Risk Model. (2009). Landriault, David ; Willmot, Gordon. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:13:y:2009:i:2:p:252-270.

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Citing documents used to compute impact factor: 38
YearTitle
2023Managed care or carefully managed? Management of underwriting profitability by health insurers. (2023). Sirmans, Tice E ; Eastman, Evan M ; Born, Patricia H. In: The Geneva Papers on Risk and Insurance - Issues and Practice. RePEc:pal:gpprii:v:48:y:2023:i:1:d:10.1057_s41288-021-00239-1.

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2023A 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.

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2023Machine 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.

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2023Modelling 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.

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2023.

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2023Machine Learning in Forecasting Motor Insurance Claims. (2023). Zaganidis, Emmanouil ; Papadimitriou, Theophilos ; Gogas, Periklis ; Poufinas, Thomas. In: Risks. RePEc:gam:jrisks:v:11:y:2023:i:9:p:164-:d:1242230.

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2023.

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2023Neural 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.

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2023An 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.

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2023.

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2023Cyber 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.

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2023Censoring heavy-tail count distributions for parameter estimation with an application to stable distributions. (2023). Pratelli, Luca ; Pisani, Caterina ; Marcheselli, Marzia ; di Noia, Antonio. In: Statistics & Probability Letters. RePEc:eee:stapro:v:202:y:2023:i:c:s016771522300127x.

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2023Cyber Loss Model Risk Translates to Premium Mispricing and Risk Sensitivity. (2022). Peters, Gareth W ; Jang, Jiwook ; Truck, Stefan ; Sofronov, Georgy ; Shevchenko, Pavel V ; Malavasi, Matteo. In: Papers. RePEc:arx:papers:2202.10588.

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2023Cyber 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.

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2023Modelling maximum cyber incident losses of German organisations: an empirical study and modified extreme value distribution approach. (2023). Teuteberg, Frank ; Raschke, Mathias ; Skarczinski, Bennet. In: The Geneva Papers on Risk and Insurance - Issues and Practice. RePEc:pal:gpprii:v:48:y:2023:i:2:d:10.1057_s41288-023-00293-x.

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2023On an Optimal Stopping Problem with a Discontinuous Reward. (2023). Vachon, Marie-Claude ; MacKay, Anne. In: Papers. RePEc:arx:papers:2311.03538.

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2023Using particle swarm optimization and genetic algorithms for optimal control of non-linear fractional-order chaotic system of cancer cells. (2023). Hejazi, Reza S ; Mohammadi, Shaban. In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:206:y:2023:i:c:p:538-560.

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2023On 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.

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2023.

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2023Optimal 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.

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2023Endowment contingency funds for mutual aid and public financing. (2023). Robert, Christian Y ; Denuit, Michel. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2023009.

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2023Conditional mean risk sharing of losses at occurrence time in the compound Poisson surplus model. (2023). Robert, Christian Y ; Denuit, Michel. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:112:y:2023:i:c:p:23-32.

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2023Pricing 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.

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2023A parsimonious neural network approach to solve portfolio optimization problems without using dynamic programming. (2023). Li, Yuying ; Forsyth, Peter A ; van Staden, Pieter M. In: Papers. RePEc:arx:papers:2303.08968.

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2023Machine Learning and Hamilton-Jacobi-Bellman Equation for Optimal Decumulation: a Comparison Study. (2023). Li, Yuying ; Forsyth, Peter A ; Shirazi, Mohammad ; Chen, Marc. In: Papers. RePEc:arx:papers:2306.10582.

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2023Do InsurTech startups disrupt the insurance industry?. (2023). , Vincent. In: Finance Research Letters. RePEc:eee:finlet:v:57:y:2023:i:c:s1544612323005925.

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2023Claim 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.

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2023Weather Conditions and Telematics Panel Data in Monthly Motor Insurance Claim Frequency Models. (2023). Aguer, Giselle ; Gamez, Lorena Rey ; Perez-Marin, Ana M ; Guillen, Montserrat ; Torra, Jan Reig. In: Risks. RePEc:gam:jrisks:v:11:y:2023:i:3:p:57-:d:1092483.

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2023Bivariate 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.

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2023Should Selection of the Optimum Stochastic Mortality Model Be Based on the Original or the Logarithmic Scale of the Mortality Rate?. (2023). Santolino, Miguel. In: Risks. RePEc:gam:jrisks:v:11:y:2023:i:10:p:170-:d:1250189.

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2023Thirty years on: A review of the Lee–Carter 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.

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2023A Cox model for gradually disappearing events. (2022). Dassios, Angelos ; Zhao, Hongbiao ; Qu, Yan ; Jang, Jiwook. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:112754.

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2023Including individual Customer Lifetime Value and competing risks in tree-based lapse management strategy. (2023). Olympio, Anani Ayodele ; Milhaud, Xavier ; Valla, Mathias. In: Working Papers. RePEc:hal:wpaper:hal-03903047.

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2023Including individual Customer Lifetime Value and competing risks in tree-based lapse management strategies. (2023). Olympio, Anani Ayodele ; Milhaud, Xavier ; Valla, Mathias. In: Post-Print. RePEc:hal:journl:hal-03903047.

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2023Partial Information Breeds Systemic Risk. (2023). Sun, Li-Hsien ; Huang, Yu-Jui. In: Papers. RePEc:arx:papers:2312.04045.

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2023Deep 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.

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2023Hedging 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.

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2023The Impact of Medical Insurance Payment Policy Reform on Medical Cost and Medical Burden in China. (2023). Chen, Zhensheng ; Gan, Xiaoqing ; Lu, Qianhong. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:3:p:1836-:d:1039671.

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Recent citations
Recent citations received in 2023

YearCiting document
2023Measuring Discrete Risks on Infinite Domains: Theoretical Foundations, Conditional Five Number Summaries, and Data Analyses. (2023). Zitikis, Ricardas ; Brazauskas, Vytaras ; Yu, Daoping. In: Papers. RePEc:arx:papers:2304.02723.

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Recent citations received in 2022

YearCiting document
2022Dynamic conditional mean risk sharing in the compound Poisson surplus model. (2022). Robert, Christian Y ; Denuit, Michel. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2022034.

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2022Optimal performance of a tontine overlay subject to withdrawal constraints. (2022). Westmacott, G ; Vetzal, Kenneth R ; Forsyth, Peter A. In: Papers. RePEc:arx:papers:2211.10509.

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2022Using a realist lens to understand the Victorian Family Preservation and Reunification Response in the first year of implementation — Towards a better understanding of practice. (2022). Skouteris, Helen ; Miller, Robyn ; Carolan, Erin ; Halfpenny, Nick ; Savaglio, Melissa ; Blewitt, Claire ; Morris, Heather. In: Children and Youth Services Review. RePEc:eee:cysrev:v:143:y:2022:i:c:s0190740922002997.

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2022Maximum weighted likelihood estimator for robust heavy-tail modelling of finite mixture models. (2022). Fung, Tsz Chai. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:107:y:2022:i:c:p:180-198.

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2022The gender reveal: The effect of sons on young fathers’ criminal behavior and labor market activities. (2022). Kirchmaier, Tom ; Diegmann, Andre ; Dasgupta, Kabir ; Plum, Alexander. In: Labour Economics. RePEc:eee:labeco:v:78:y:2022:i:c:s0927537122001142.

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Recent citations received in 2021

YearCiting document
2021Joint Models for Cause-of-Death Mortality in Multiple Populations. (2021). Ludkovski, Mike ; Huynh, Nhan. In: Papers. RePEc:arx:papers:2111.06631.

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2021Deep Quantile and Deep Composite Model Regression. (2021). Wuthrich, Mario V ; Merz, Michael ; Fissler, Tobias. In: Papers. RePEc:arx:papers:2112.03075.

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2021Multivariate matrix-exponential affine mixtures and their applications in risk theory. (2021). Woo, Jae-Kyung ; Peralta, Oscar. In: Papers. RePEc:arx:papers:2201.11122.

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2021Intergenerational 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.

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2021Addressing 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.

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2021A 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.

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2021Longevity 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.

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2021Pooling mortality risk in Eurozone state pension liabilities: An application of a Bayesian coherent multi-population cohort-based mortality model. (2021). Wang, Po-Lin ; McCarthy, David G. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:99:y:2021:i:c:p:459-485.

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2021Automatic 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.

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Recent citations received in 2020

YearCiting document
2020Ultimate behavior of conditional mean risk sharing for independent compound Panjer-Katz sums with gamma and Pareto severities. (2020). Robert, C Y ; Denuit, M. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2020014.

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2020Will genetic test results be monetized in life insurance?. (2020). Thomas, Guy R ; Tapadar, Pradip ; MacDonald, Angus S ; Kleinow, Torsten ; Haariz, Oytun. In: Risk Management and Insurance Review. RePEc:bla:rmgtin:v:23:y:2020:i:4:p:379-399.

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2020Incorporating crossed classification credibility into the Lee–Carter 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.

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