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  Updated February, 5 2013 465.484 documents processed, 11.198.332 references and 4.512.497 citations

 

 
 

Risk and Insurance / EconWPA

Raw citation data, Main indicators, Most cited papers , cites used to compute the impact factor (2011), 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
19900.090000.04
19910.10000.05
19920.090000.05
19930.10000.05
19940.1280000.04
19950.1730800.09
19960.201100.09
19970.210300.09
19980.220000.13
19990.290000.15
20000.40000.15
20010.380000.18
20020.4122000.2
20030.4416142020.130.2
20040.060.4695181010.110.2
20050.080.461932252030.160.25
20060.4902800.22
20070.110.42019200.19
20080.430000.19
20090.40000.19
20100.330000.16
20110.50000.27
 
 
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
II: Immediacy Index: CiY / Documents.
AII: Average Immediacy Index for series in RePEc in year y

 

Main indicators

Most cited documents in this series:
YearTitleCited
2005Optimization of Convex Risk Functions
RePEc:wpa:wuwpri:0404001 [Citation Analysis]
18
2005Interest-rate risk in the Indian banking system
RePEc:wpa:wuwpri:0501003 [Citation Analysis]
5
2003Credit Risk Models - Do They Deliver Their Promises? A Quantitative Assessment
RePEc:wpa:wuwpri:0306003 [Citation Analysis]
4
2005Conditional Risk Mappings
RePEc:wpa:wuwpri:0404002 [Citation Analysis]
4
2003How Does Systematic Risk Impact US Credit Spreads? A Copula Study
RePEc:wpa:wuwpri:0308002 [Citation Analysis]
3
2004Optimization of Risk Measures
RePEc:wpa:wuwpri:0407002 [Citation Analysis]
2
2005A Fast Algorithm for Computing Expected Loan Portfolio Tranche Loss in the Gaussian Factor Model.
RePEc:wpa:wuwpri:0506002 [Citation Analysis]
2
2005Price risk management instruments in agricultural and other unstable markets
RePEc:wpa:wuwpri:0505001 [Citation Analysis]
2
2003From Fault Tree to Credit Risk Assessment: An Empirical Attempt
RePEc:wpa:wuwpri:0308003 [Citation Analysis]
2

repec:wpa:wuwpri:0201001 [Citation Analysis]
1
2003Performance and Risk Measurement Challenges For Hedge Funds: Empirical Considerations
RePEc:wpa:wuwpri:0311001 [Citation Analysis]
1
2004STRUCTURAL MODELS IN CONSUMER CREDIT
RePEc:wpa:wuwpri:0407001 [Citation Analysis]
1
2003Convex Imprecise Previsions for Risk Measurement
RePEc:wpa:wuwpri:0309001 [Citation Analysis]
1
2003Dynamic Financial Analysis - Understanding Risk and Value Creation in Insurance
RePEc:wpa:wuwpri:0306002 [Citation Analysis]
1
2005Value-at-Risk: The Delta-normal Approach
RePEc:wpa:wuwpri:0509001 [Citation Analysis]
1
2003Stochastics for the worst case: distributions and risk measures for minimal returns
RePEc:wpa:wuwpri:0305001 [Citation Analysis]
1
2005Fast Computation of the Economic Capital, the Value at Risk and the Greeks of a Loan Portfolio in the Gaussian Factor Model
RePEc:wpa:wuwpri:0507004 [Citation Analysis]
1
2004Risk Management – Managing Risks, not Calculating Them
RePEc:wpa:wuwpri:0409001 [Citation Analysis]
1
2002An Intensity Based Non-Parametric Default Model for Residential Mortgage Portfolios
RePEc:wpa:wuwpri:0209001 [Citation Analysis]
1
2004Value-at-Risk and Expected Shortfall for Linear Portfolios with elliptically distributed RisK Factors
RePEc:wpa:wuwpri:0403001 [Citation Analysis]
1
2005Financial Instability and Life Insurance Demand
RePEc:wpa:wuwpri:0507002 [Citation Analysis]
1
2003Extreme Moves in Foreign Exchange Rates and Risk Limit Setting
RePEc:wpa:wuwpri:0306004 [Citation Analysis]
1

Citing documents used to compute impact factor 0:
YearTitleSee

Cites in year: CiY

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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