EconWPA / Risk and Insurance

Raw citation data, Impact Factor, Immediacy Index, Published documents, Citations received, , Most cited papers , Latest citations and documents published in this series in EconPapers.

Raw data:
IF AIF DOC CIT D2Y C2Y SC(%) CiY II AII 1996 0.16 0 11 0 0.07 1997 0.17 0 3 0 0.09 1998 0.19 0 0 0 0.12 1999 0.29 0 0 0 0.19 2000 0.39 0 0 0 0.2 2001 0.34 0 0 0 0.18 2002 0.39 2 0 0 0 0.2 2003 0.41 16 2 2 0 1 0.06 0.21 2004 0.47 10 6 18 0 4 0.4 0.25 2005 0.08 0.45 18 7 26 2 50 2 0.11 0.29
IF: Impact Factor: C2Y / D2Y AIF: Average Impact Factor for series in RePEc in year y DOC: Number of documents published in year y CIT: Number of citations to the series in 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 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 IdI: Immediacy Index: CiY / Documents.   AII: Average Immediacy Index for series in RePEc in year y
Impact Factor:
Immediacy Index:
Documents published:
Citations received:

Most cited documents in this series:

(1) RePEc:wpa:wuwpri:0501003 Interest-rate risk in the Indian banking system (2005).
Cited: 3 times.

(2) RePEc:wpa:wuwpri:0404001 Optimization of Convex Risk Functions (2004).
Cited: 3 times.

(3) RePEc:wpa:wuwpri:0403001 Value-at-Risk and Expected Shortfall for Linear Portfolios with elliptically distributed RisK Factors (2004).
Cited: 3 times.

(4) RePEc:wpa:wuwpri:0506002 A Fast Algorithm for Computing Expected Loan Portfolio Tranche Loss in the Gaussian Factor Model. (2005).
Cited: 2 times.

(5) RePEc:wpa:wuwpri:0306002 Dynamic Financial Analysis - Understanding Risk and Value Creation in Insurance (2003).
Cited: 1 times.

(6) RePEc:wpa:wuwpri:0509001 Value-at-Risk: The Delta-normal Approach (2005).
Cited: 1 times.

(7) RePEc:wpa:wuwpri:0308003 From Fault Tree to Credit Risk Assessment: An Empirical Attempt (2003).
Cited: 1 times.

(8) RePEc:wpa:wuwpri:0404002 Conditional Risk Mappings (2005).
Cited: 1 times.

Latest citations received in: | 2005 | 2004 | 2003 | 2002

Latest citations received in: 2005

(1) RePEc:wpa:wuwpfi:0506015 Using Hermite Expansions for Fast and Arbitrarily Accurate Computation of the Expected Loss of a Loan Portfolio Tranche in the Gaussian Factor Model (2005). EconWPA / Finance

(2) RePEc:wpa:wuwpri:0507004 Fast Computation of the Economic Capital, the Value at Risk and the Greeks of a Loan Portfolio in the Gaussian Factor Model (2005). EconWPA / Risk and Insurance

Latest citations received in: 2004

(1) RePEc:wpa:wuwpge:0403003 VaR and ES for linear Portfolis with mixture of elliptically distributed Risk Factors. (2004). EconWPA / GE, Growth, Math methods

(2) RePEc:wpa:wuwpge:0403004 VaR and ES for linear Portfolios with mixture of elliptically distributed Risk Factors. (2004). EconWPA / GE, Growth, Math methods

(3) RePEc:wpa:wuwpri:0406001 VaR and ES for Linear Portfolios with mixture of Generalized Laplace Distributed Risk Factors (2004). EconWPA / Risk and Insurance

(4) RePEc:wpa:wuwpri:0407002 Optimization of Risk Measures (2004). EconWPA / Risk and Insurance

Latest citations received in: 2003

(1) RePEc:wpa:wuwpri:0311001 Performance and Risk Measurement Challenges For Hedge Funds: Empirical Considerations (2003). EconWPA / Risk and Insurance

Latest citations received in: 2002

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Source data used to compute the impact factor of RePEc series.