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  Updated Jun, 1 2012 364.619 documents processed, 8.178.370 references and 3.213.942 citations

 

  
 

Insurance: Mathematics and Economics / Elsevier Science Economics Articles Archive

Raw citation data, Main indicators, Most cited papers , cites used to compute the impact factor (2010), 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
19900.0934127100.04
19910.0925137100.05
19920.08442159020.050.04
19930.010.09421569100.05
19940.030.1291886300.05
19950.12284171010.040.06
19960.040.16251757200.08
19970.21415853010.020.08
19980.020.224150661010.020.09
19990.060.28515782500.13
20000.040.37517692400.16
20010.080.3848631028040.080.16
20020.080.4157124998070.120.2
20030.140.43709810515010.010.2
20040.080.49629312710010.020.22
20050.140.52706313218030.040.24
20060.130.5725813217070.10.23
20070.090.42633214213020.030.19
20080.130.4316288135170120.070.21
20090.160.431065022537060.060.19
20100.10.361082226826010.010.15
 
 
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

 

Main indicators

Most cited documents in this series:
YearTitleCited
2002The concept of comonotonicity in actuarial science and finance: theory
RePEc:eee:insuma:v:31:y:2002:i:1:p:3-33 [Citation Analysis]		47
2002The concept of comonotonicity in actuarial science and finance: applications
RePEc:eee:insuma:v:31:y:2002:i:2:p:133-161 [Citation Analysis]		33
1997Axiomatic characterization of insurance prices
RePEc:eee:insuma:v:21:y:1997:i:2:p:173-183 [Citation Analysis]		26
2000Upper and lower bounds for sums of random variables
RePEc:eee:insuma:v:27:y:2000:i:2:p:151-168 [Citation Analysis]		25
2003Pensionmetrics 2: stochastic pension plan design during the distribution phase
RePEc:eee:insuma:v:33:y:2003:i:1:p:29-47 [Citation Analysis]		22
2002A Poisson log-bilinear regression approach to the construction of projected lifetables
RePEc:eee:insuma:v:31:y:2002:i:3:p:373-393 [Citation Analysis]		16
2000Fair valuation of life insurance liabilities: The impact of interest rate guarantees, surrender options, and bonus policies
RePEc:eee:insuma:v:26:y:2000:i:1:p:37-57 [Citation Analysis]		16
2002Optimal investment strategies and risk measures in defined contribution pension schemes
RePEc:eee:insuma:v:31:y:2002:i:1:p:35-69 [Citation Analysis]		15
1995Insurance pricing and increased limits ratemaking by proportional hazards transforms
RePEc:eee:insuma:v:17:y:1995:i:1:p:43-54 [Citation Analysis]		14
2004Some new classes of consistent risk measures
RePEc:eee:insuma:v:34:y:2004:i:3:p:505-516 [Citation Analysis]		14
2009Goodness-of-fit tests for copulas: A review and a power study
RePEc:eee:insuma:v:44:y:2009:i:2:p:199-213 [Citation Analysis]		14
2001Pensionmetrics: stochastic pension plan design and value-at-risk during the accumulation phase
RePEc:eee:insuma:v:29:y:2001:i:2:p:187-215 [Citation Analysis]		14
2002Optimal portfolio and background risk: an exact and an approximated solution
RePEc:eee:insuma:v:31:y:2002:i:2:p:249-265 [Citation Analysis]		13
2005Bivariate option pricing using dynamic copula models
RePEc:eee:insuma:v:37:y:2005:i:1:p:101-114 [Citation Analysis]		12
2004Stochastic mortality in life insurance: market reserves and mortality-linked insurance contracts
RePEc:eee:insuma:v:35:y:2004:i:1:p:113-136 [Citation Analysis]		12
2008The role of longevity bonds in optimal portfolios
RePEc:eee:insuma:v:42:y:2008:i:1:p:343-358 [Citation Analysis]		12
2002Insurance premia consistent with the market
RePEc:eee:insuma:v:31:y:2002:i:2:p:267-284 [Citation Analysis]		12
1985On convex principles of premium calculation
RePEc:eee:insuma:v:4:y:1985:i:3:p:179-189 [Citation Analysis]		11
1989Decision theoretic foundations of credibility theory
RePEc:eee:insuma:v:8:y:1989:i:1:p:77-95 [Citation Analysis]		10
1999Fitting bivariate loss distributions with copulas
RePEc:eee:insuma:v:24:y:1999:i:1-2:p:139-148 [Citation Analysis]		10
1995Equity-linked life insurance: A model with stochastic interest rates
RePEc:eee:insuma:v:16:y:1995:i:3:p:225-253 [Citation Analysis]		10
2011Mortality density forecasts: An analysis of six stochastic mortality models
RePEc:eee:insuma:v:48:y:2011:i:3:p:355-367 [Citation Analysis]		10
2001Mortality derivatives and the option to annuitise
RePEc:eee:insuma:v:29:y:2001:i:3:p:299-318 [Citation Analysis]		9
1998Ordering risks: Expected utility theory versus Yaaris dual theory of risk
RePEc:eee:insuma:v:22:y:1998:i:2:p:145-161 [Citation Analysis]		9
2002Optimal asset allocation in life annuities: a note
RePEc:eee:insuma:v:30:y:2002:i:2:p:199-209 [Citation Analysis]		9
2004Survival models in a dynamic context: a survey
RePEc:eee:insuma:v:35:y:2004:i:2:p:279-298 [Citation Analysis]		9
1997Reserving for maturity guarantees: Two approaches
RePEc:eee:insuma:v:21:y:1997:i:2:p:113-127 [Citation Analysis]		8
2004Optimal investment choices post-retirement in a defined contribution pension scheme
RePEc:eee:insuma:v:35:y:2004:i:2:p:321-342 [Citation Analysis]		8
2000An easy computable upper bound for the price of an arithmetic Asian option
RePEc:eee:insuma:v:26:y:2000:i:2-3:p:175-183 [Citation Analysis]		8
2004An optimization approach to the dynamic allocation of economic capital
RePEc:eee:insuma:v:35:y:2004:i:2:p:299-319 [Citation Analysis]		8
2009Pair-copula constructions of multiple dependence
RePEc:eee:insuma:v:44:y:2009:i:2:p:182-198 [Citation Analysis]		8
2006A cohort-based extension to the Lee-Carter model for mortality reduction factors
RePEc:eee:insuma:v:38:y:2006:i:3:p:556-570 [Citation Analysis]		8
1998Pension schemes as options on pension fund assets: implications for pension fund management
RePEc:eee:insuma:v:23:y:1998:i:3:p:263-286 [Citation Analysis]		8
2004Optimal pension management in a stochastic framework
RePEc:eee:insuma:v:34:y:2004:i:1:p:79-95 [Citation Analysis]		7
2004Another look at the Picard-Lefevre formula for finite-time ruin probabilities
RePEc:eee:insuma:v:35:y:2004:i:2:p:187-203 [Citation Analysis]		7
2003Choquet pricing and equilibrium
RePEc:eee:insuma:v:32:y:2003:i:3:p:359-370 [Citation Analysis]		7
1991Risk theory for the compound Poisson process that is perturbed by diffusion
RePEc:eee:insuma:v:10:y:1991:i:1:p:51-59 [Citation Analysis]		7
2003Optimal investment strategies in the presence of a minimum guarantee
RePEc:eee:insuma:v:33:y:2003:i:1:p:189-207 [Citation Analysis]		7
1992A Hilbert space proof of the fundamental theorem of asset pricing in finite discrete time
RePEc:eee:insuma:v:11:y:1992:i:4:p:249-257 [Citation Analysis]		7
1998Comonotonicity, correlation order and premium principles
RePEc:eee:insuma:v:22:y:1998:i:3:p:235-242 [Citation Analysis]		7
2005Affine processes for dynamic mortality and actuarial valuations
RePEc:eee:insuma:v:37:y:2005:i:3:p:443-468 [Citation Analysis]		7
1995Ruin estimates under interest force
RePEc:eee:insuma:v:16:y:1995:i:1:p:7-22 [Citation Analysis]		6
2000Optimal investment for insurers
RePEc:eee:insuma:v:27:y:2000:i:2:p:215-228 [Citation Analysis]		6
2003On the forecasting of mortality reduction factors
RePEc:eee:insuma:v:32:y:2003:i:3:p:379-401 [Citation Analysis]		6
2002Copula convergence theorems for tail events
RePEc:eee:insuma:v:30:y:2002:i:3:p:405-420 [Citation Analysis]		6
2008Longevity risk in portfolios of pension annuities
RePEc:eee:insuma:v:42:y:2008:i:2:p:505-519 [Citation Analysis]		6
2003High volatility, thick tails and extreme value theory in value-at-risk estimation
RePEc:eee:insuma:v:33:y:2003:i:2:p:337-356 [Citation Analysis]		6
2001An improved finite-time ruin probability formula and its Mathematica implementation
RePEc:eee:insuma:v:29:y:2001:i:3:p:375-386 [Citation Analysis]		6
2006Consistent risk measures for portfolio vectors
RePEc:eee:insuma:v:38:y:2006:i:2:p:289-297 [Citation Analysis]		6
2003Lee-Carter mortality forecasting with age-specific enhancement
RePEc:eee:insuma:v:33:y:2003:i:2:p:255-272 [Citation Analysis]		6

Citing documents used to compute impact factor 26:
YearTitleSee
2010On optimal portfolio diversification with respect to extreme risks
RePEc:spr:finsto:v:14:y:2010:i:4:p:593-623		[Citation Analysis]
2010Modeling Multivariate Distributions with Continuous Margins Using the copula R Package
RePEc:jss:jstsof:34:i09		[Citation Analysis]
2010A Goodness-of-fit Test for Copulas
RePEc:crd:wpaper:10002		[Citation Analysis]
2010Asset Pair-Copula Selection with Downside Risk Minimization
RePEc:com:wpaper:037		[Citation Analysis]
2010Financial Applications of Copula-Models
RePEc:nea:journl:y:2010:i:7:p:24-44		[Citation Analysis]
2010CAPM and APT-like models with risk measures.
RePEc:ner:carlos:info:hdl:10016/12945		[Citation Analysis]
2010Minimizing measures of risk by saddle point conditions.
RePEc:ner:carlos:info:hdl:10016/12974		[Citation Analysis]
2010Asymptotic behavior of the finite-time expected time-integrated negative part of some risk processes and optimal reserve allocation
RePEc:hal:journl:hal-00372525		[Citation Analysis]
2010On the impossibility of fair risk allocation
RePEc:pra:mprapa:26515		[Citation Analysis]
2010Optimal prepayment and default rules for mortgage-backed securities
RePEc:spr:decfin:v:33:y:2010:i:1:p:23-47		[Citation Analysis]
2010Note on new prospects on vines
RePEc:hal:cesptp:halshs-00471362		[Citation Analysis]
2010Prediction of the economic cost of individual long-term care in the Spanish population
RePEc:xrp:wpaper:xreap2010-08		[Citation Analysis]
2010Prediction of the economic cost of individual long-term care in the Spanish population
RePEc:ira:wpaper:201011		[Citation Analysis]
2010Longevity Risk
RePEc:kap:decono:v:158:y:2010:i:2:p:151-192		[Citation Analysis]
2010Securitization of Longevity and Mortality Risk
RePEc:fau:fauart:v:60:y:2010:i:6:p:545-560		[Citation Analysis]
2010Stochastic Mortality, Subjective Survival Expectations, and Individual Saving Behavior
RePEc:hum:wpaper:sfb649dp2010-040		[Citation Analysis]
2010Financial Applications of Copula-Models
RePEc:nea:journl:y:2010:i:7:p:24-44		[Citation Analysis]
2010Partial equilibria with convex capital requirements: existence, uniqueness and stability
RePEc:kap:annfin:v:6:y:2010:i:1:p:107-135		[Citation Analysis]
2010Are all Credit Default Swap Databases Equal?
RePEc:nbr:nberwo:16590		[Citation Analysis]
2010Are all Credit Default Swap databases equal?
RePEc:cte:wbrepe:wb104621		[Citation Analysis]
2010An introduction to parametric and non-parametric models for bivariate positive insurance claim severity distributions
RePEc:xrp:wpaper:xreap2010-03		[Citation Analysis]
2010Sharing longevity risk: Why governments should issue longevity bonds
RePEc:pra:mprapa:34184		[Citation Analysis]
2010Asymptotic behavior of the finite-time expected time-integrated negative part of some risk processes and optimal reserve allocation
RePEc:hal:journl:hal-00372525		[Citation Analysis]
2010Multivariate copulas with quadratic sections in one variable
RePEc:spr:metrik:v:72:y:2010:i:3:p:331-349		[Citation Analysis]
2010A comparison of ten principal component methods for forecasting mortality rates
RePEc:msh:ebswps:2010-8		[Citation Analysis]
2010CAPM and APT-like models with risk measures.
RePEc:ner:carlos:info:hdl:10016/12945		[Citation Analysis]

Cites in year: CiY

Recent citations received in: 2010

YearTitleSee
2010Longevity Risk
RePEc:kap:decono:v:158:y:2010:i:2:p:151-192		[Citation Analysis]

Recent citations received in: 2009

YearTitleSee
2009Long Memory and Tail dependence in Trading Volume and Volatility
RePEc:aah:create:2009-30		[Citation Analysis]
2009Implementing Loss Distribution Approach for Operational Risk
RePEc:arx:papers:0904.1805		[Citation Analysis]
2009Compatibility between pricing rules and risk measures: The CCVaR
RePEc:cte:wbrepe:wb090201		[Citation Analysis]
2009Dependence structure of risk factors and diversification effects
RePEc:dnb:dnbwpp:219		[Citation Analysis]
2009A Discrete Model for Patent Valuation
RePEc:isa:wpaper:120		[Citation Analysis]
2009Detection of Structural Breaks in Copula Models
RePEc:ris:apltrx:0038		[Citation Analysis]

Recent citations received in: 2008

YearTitleSee
2008Valuation of Mortality Risk via the Instantaneous Sharpe Ratio: Applications to Life Annuities
RePEc:arx:papers:0802.3250		[Citation Analysis]
2008Ruin models with investment income
RePEc:arx:papers:0806.4125		[Citation Analysis]
2008Pricing and Hedging Asian Basket Spread Options
RePEc:eca:wpaper:2008_004		[Citation Analysis]
2008Free Cash-Flow, Issuance Costs and Stock Price Volatility
RePEc:ide:wpaper:7179		[Citation Analysis]
2008Market Valuation, Pension Fund Policy and Contribution Volatility
RePEc:kap:decono:v:156:y:2008:i:1:p:73-93		[Citation Analysis]
2008Asset Allocation and Location over the Life Cycle with Survival-Contingent Payouts
RePEc:mrr:papers:wp177		[Citation Analysis]
2008Deferred Annuities and Strategic Asset Allocation
RePEc:mrr:papers:wp178		[Citation Analysis]
2008Asset Allocation and Location over the Life Cycle with Survival-Contingent Payouts
RePEc:nbr:nberwo:14055		[Citation Analysis]
2008Managing Contribution and Capital Market Risk in a Funded Public Defined Benefit Plan: Impact of CVaR Cost Constraints
RePEc:nbr:nberwo:14332		[Citation Analysis]
2008Turning pension plans into pension planes: What investment strategy designers of defined contribution pension plans can learn from commercial aircraft designers
RePEc:pra:mprapa:33749		[Citation Analysis]
2008Delay is not the answer: waiting time in health care & income redistribution
RePEc:ubs:wpaper:0801		[Citation Analysis]
2008A priori ratemaking using bivariate poisson regression models
RePEc:xrp:wpaper:xreap2008-09		[Citation Analysis]

Recent citations received in: 2007

YearTitleSee
2007Assessing Investment and Longevity Risks within Immediate Annuities
RePEc:lmu:msmdpa:1982		[Citation Analysis]
2007Optimal Numeraires for Risk Measures
RePEc:uts:rpaper:187		[Citation Analysis]

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.
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