EconWPA / Risk and Insurance

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

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Raw data:
IF AIF DOC CIT D2Y C2Y SC(%) CiY II AII 1996 0.18 0 11 0 0.09 1997 0.18 0 3 0 0.09 1998 0.21 0 0 0 0.13 1999 0.29 0 0 0 0.17 2000 0.39 0 0 0 0.2 2001 0.37 0 0 0 0.18 2002 0.42 2 1 0 0 0.2 2003 0.43 16 6 2 0 2 0.13 0.21 2004 0.06 0.49 10 7 18 1 0 2 0.2 0.24 2005 0.08 0.5 18 10 26 2 50 2 0.11 0.29 2006 0.53 0 28 0 0.28 2007 0.06 0.44 0 18 1 0 0.24
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:0404001 Optimization of Convex Risk Functions (2004).
Cited: 5 times.

(2) RePEc:wpa:wuwpri:0501003 Interest-rate risk in the Indian banking system (2005).
Cited: 4 times.

(3) RePEc:wpa:wuwpri:0308003 From Fault Tree to Credit Risk Assessment: An Empirical Attempt (2003).
Cited: 2 times.

(4) RePEc:wpa:wuwpri:0505001 Price risk management instruments in agricultural and other unstable markets (2005).
Cited: 2 times.

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

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

(7) RePEc:wpa:wuwpri:0409001 Risk Management – Managing Risks, not Calculating Them (2004).
Cited: 1 times.

(8) RePEc:wpa:wuwpri:0209001 An Intensity Based Non-Parametric Default Model for Residential Mortgage Portfolios (2002).
Cited: 1 times.

(9) RePEc:wpa:wuwpri:9407002 External Impacts on the Property-Liability Insurance Cycle (1994).
Cited: 1 times.

(10) RePEc:wpa:wuwpri:0311001 Performance and Risk Measurement Challenges For Hedge Funds: Empirical Considerations (2003).
Cited: 1 times.

(11) RePEc:wpa:wuwpri:0308002 How Does Systematic Risk Impact US Credit Spreads? A Copula Study (2003).
Cited: 1 times.

(12) RePEc:wpa:wuwpri:0305001 Stochastics for the worst case: distributions and risk measures for minimal returns (2003).
Cited: 1 times.

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

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

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

Recent citations received in: | 2007 | 2006 | 2005 | 2004

Recent citations received in: 2007

Recent citations received in: 2006

Recent 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

Recent citations received in: 2004

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

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

Warning!! This is still an experimental service. The results of this service should be interpreted with care, especially in research assessment exercises. The processing of documents is automatic. There still are errors and omissions in the identification of references. We are working to improve the software to increase the accuracy of the results.

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