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 0.08 1997 0.18 0 3 0 0.09 1998 0.2 0 0 0 0.12 1999 0.27 0 0 0 0.16 2000 0.37 0 0 0 0.19 2001 0.37 0 0 0 0.18 2002 0.4 2 1 0 0 0.19 2003 0.41 16 6 2 0 2 0.13 0.2 2004 0.06 0.46 10 10 18 1 0 2 0.2 0.22 2005 0.08 0.47 18 8 26 2 50 2 0.11 0.27 2006 0.5 0 28 0 0.27 2007 0.06 0.43 0 18 1 0 0.22 2008 0.41 0 0 0 0.22
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: 6 times.

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

(3) RePEc:wpa:wuwpri:0501003 Interest-rate risk in the Indian banking system (2005).
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:0308003 From Fault Tree to Credit Risk Assessment: An Empirical Attempt (2003).
Cited: 2 times.

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

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

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

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

(10) RePEc:wpa:wuwpri:0407002 Optimization of Risk Measures (2004).
Cited: 1 times.

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

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

(13) RePEc:wpa:wuwpri:0509001 Value-at-Risk: The Delta-normal Approach (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:0409001 Risk Management – Managing Risks, not Calculating Them (2004).
Cited: 1 times.

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

(17) RePEc:wpa:wuwpri:0407001 STRUCTURAL MODELS IN CONSUMER CREDIT (2004).
Cited: 1 times.

Recent citations received in: | 2008 | 2007 | 2006 | 2005

Recent citations received in: 2008

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

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