Citations ranking for series: Insurance: Mathematics and Economics / Elsevier

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Last updated February, 3 2014 581.217 documents processed, 14.657.417 references and 5.549.674 citations

Insurance: Mathematics and Economics / Elsevier

[Raw data] [Main indicators] [Most cited papers] [cites used to compute the impact factor] [Recent citations ][documents published in EconPapers] [Keep updated about new citations] [Missing citations? Add them now] [Incorrect content? Let us know]

Main indicators

Raw data:

	IF	AIF	DOC	CDO	CCU	CIF	CIT	D2Y	C2Y	%SC	CiY	II	AII
1990		0.08	34	34	1	0.03	67	71		0			0.04
1991	0.03	0.08	25	59	2	0.03	78	71	2	0			0.04
1992		0.08	44	103	2	0.02	68	59		0	2	0.05	0.04
1993	0.01	0.09	42	145	1	0.01	87	69	1	0			0.05
1994	0.03	0.1	29	174	13	0.07	99	86	3	0			0.04
1995	0.08	0.19	28	202	32	0.16	127	71	6	100	2	0.07	0.07
1996	0.16	0.23	25	227	45	0.2	92	57	9	77.8			0.09
1997	0.13	0.29	41	268	65	0.24	304	53	7	85.7	2	0.05	0.1
1998	0.23	0.29	41	309	61	0.2	209	66	15	86.7	1	0.02	0.11
1999	0.37	0.33	51	360	108	0.3	266	82	30	86.7	4	0.08	0.14
2000	0.21	0.42	51	411	93	0.23	262	92	19	73.7	5	0.1	0.16
2001	0.24	0.44	48	459	144	0.31	277	102	24	58.3	6	0.13	0.17
2002	0.38	0.44	57	516	237	0.46	372	99	38	73.7	13	0.23	0.19
2003	0.41	0.46	70	586	228	0.39	330	105	43	69.8	5	0.07	0.2
2004	0.35	0.53	62	648	230	0.35	327	127	44	72.7	5	0.08	0.22
2005	0.27	0.56	70	718	255	0.36	293	132	35	65.7	5	0.07	0.23
2006	0.38	0.53	72	790	295	0.37	280	132	50	48	7	0.1	0.22
2007	0.28	0.46	63	853	271	0.32	202	142	40	55	2	0.03	0.19
2008	0.68	0.49	162	1015	607	0.6	382	135	92	70.7	28	0.17	0.21
2009	0.4	0.5	106	1121	548	0.49	266	225	89	38.2	15	0.14	0.2
2010	0.44	0.46	108	1229	608	0.49	157	268	119	49.6	12	0.11	0.16
2011	0.41	0.57	95	1324	535	0.4	89	214	88	37.5	9	0.09	0.22
2012	0.44	0.66	115	1439	760	0.53	60	203	90	61.1	25	0.22	0.26

IF: Impact Factor: C2Y / D2Y
AIF: Average Impact Factor for series in RePEc in year y
DOC: Number of documents published in year y
CDO: Cumulative number of documents published until year y
CCU: Cumulative number of citations to papers published until year y
CIF: Cumulative impact factor
CIT: Number of citations to papers published 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

Most cited documents in this series:

Year	Title	Cited
2002	The concept of comonotonicity in actuarial science and finance: theory. (2002). Goovaerts, Marc ; Dhaene, Jan ; Vyncke, D. ; Kaas, R. ; Denuit, M.. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:31:y:2002:i:1:p:3-33. Full description at Econpapers \|\| Download paper	100
1997	Axiomatic characterization of insurance prices. (1997). Panjer, Harry H. ; Young, Virginia R. ; Wang, Shaun S.. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:21:y:1997:i:2:p:173-183. Full description at Econpapers \|\| Download paper	74
2002	The concept of comonotonicity in actuarial science and finance: applications. (2002). Goovaerts, Marc ; Dhaene, Jan ; Vyncke, D. ; Kaas, R. ; Denuit, M.. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:31:y:2002:i:2:p:133-161. Full description at Econpapers \|\| Download paper	74
2000	Fair valuation of life insurance liabilities: The impact of interest rate guarantees, surrender options, and bonus policies. (2000). JÃ¸rgensen, Peter ; Grosen, Anders ; Jorgensen, Peter Lochte . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:26:y:2000:i:1:p:37-57. Full description at Econpapers \|\| Download paper	56
2004	Stochastic mortality in life insurance: market reserves and mortality-linked insurance contracts. (2004). Dahl, Mikkel. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:35:y:2004:i:1:p:113-136. Full description at Econpapers \|\| Download paper	54
2009	Goodness-of-fit tests for copulas: A review and a power study. (2009). Remillard, Bruno ; Beaudoin, David ; Genest, Christian . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:44:y:2009:i:2:p:199-213. Full description at Econpapers \|\| Download paper	53
2009	Pair-copula constructions of multiple dependence. (2009). Frigessi, Arnoldo ; Aas, Kjersti ; Bakken, Henrik ; Czado, Claudia . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:44:y:2009:i:2:p:182-198. Full description at Econpapers \|\| Download paper	53
2002	A Poisson log-bilinear regression approach to the construction of projected lifetables. (2002). Vermunt, Jeroen K. ; Brouhns, Natacha ; DENUIT, Michel . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:31:y:2002:i:3:p:373-393. Full description at Econpapers \|\| Download paper	52
2000	Upper and lower bounds for sums of random variables. (2000). Goovaerts, Marc ; Dhaene, Jan ; Kaas, Rob . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:27:y:2000:i:2:p:151-168. Full description at Econpapers \|\| Download paper	41
1997	The joint distribution of the time of ruin, the surplus immediately before ruin, and the deficit at ruin. (1997). Gerber, Hans U. ; Shiu, Elias S. W., . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:21:y:1997:i:2:p:129-137. Full description at Econpapers \|\| Download paper	40
1985	On convex principles of premium calculation. (1985). Gerber, Hans U. ; Deprez, Olivier. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:4:y:1985:i:3:p:179-189. Full description at Econpapers \|\| Download paper	38
1991	Risk theory for the compound Poisson process that is perturbed by diffusion. (1991). Dufresne, Francois ; Gerber, Hans U.. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:10:y:1991:i:1:p:51-59. Full description at Econpapers \|\| Download paper	38
1999	Analysis of a defective renewal equation arising in ruin theory. (1999). Willmot, Gordon E. ; Lin, Sheldon X.. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:25:y:1999:i:1:p:63-84. Full description at Econpapers \|\| Download paper	37
1997	Stop-loss order for portfolios of dependent risks. (1997). MÃ¼ller, Alfred. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:21:y:1997:i:3:p:219-223. Full description at Econpapers \|\| Download paper	37
2005	Affine processes for dynamic mortality and actuarial valuations. (2005). Biffis, Enrico. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:37:y:2005:i:3:p:443-468. Full description at Econpapers \|\| Download paper	35
2003	Pensionmetrics 2: stochastic pension plan design during the distribution phase. (2003). Dowd, Kevin ; Blake, David ; Cairns, Andrew J. G., . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:33:y:2003:i:1:p:29-47. Full description at Econpapers \|\| Download paper	35
1995	Ruin estimates under interest force. (1995). Sundt, Bjorn ; TEUGELS, Jozef L.. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:16:y:1995:i:1:p:7-22. Full description at Econpapers \|\| Download paper	35
2001	Mortality derivatives and the option to annuitise. (2001). Promislow, David S. ; Milevsky, Moshe A.. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:29:y:2001:i:3:p:299-318. Full description at Econpapers \|\| Download paper	33
1997	Controlled diffusion models for optimal dividend pay-out. (1997). Taksar, Michael ; Asmussen, Soren . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:20:y:1997:i:1:p:1-15. Full description at Econpapers \|\| Download paper	32
1998	Comonotonicity, correlation order and premium principles. (1998). Dhaene, Jan. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:22:y:1998:i:3:p:235-242. Full description at Econpapers \|\| Download paper	31
1999	Fitting bivariate loss distributions with copulas. (1999). Parsa, Rahul ; Klugman, Stuart A.. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:24:y:1999:i:1-2:p:139-148. Full description at Econpapers \|\| Download paper	30
1982	Estimates for the probability of ruin with special emphasis on the possibility of large claims. (1982). VERAVERBEKE, N. ; Embrechts, P.. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:1:y:1982:i:1:p:55-72. Full description at Econpapers \|\| Download paper	30
2004	On ruin for the Erlang(n) risk process. (2004). Li, Shuanming ; Garrido, Jose . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:34:y:2004:i:3:p:391-408. Full description at Econpapers \|\| Download paper	30
2000	Optimal investment for insurers. (2000). Hipp, Christian ; Plum, Michael. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:27:y:2000:i:2:p:215-228. Full description at Econpapers \|\| Download paper	30
2005	Bivariate option pricing using dynamic copula models. (2005). Werker, Bas ; van den Goorbergh, Rob ; Genest, Christian . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:37:y:2005:i:1:p:101-114. Full description at Econpapers \|\| Download paper	30
2006	Valuation and hedging of life insurance liabilities with systematic mortality risk. (2006). Dahl, Mikkel ; Moller, Thomas . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:39:y:2006:i:2:p:193-217. Full description at Econpapers \|\| Download paper	29
2001	On the time to ruin for Erlang(2) risk processes. (2001). Hipp, Christian ; Dickson,David C. M., ; Dickson, David C. M., . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:29:y:2001:i:3:p:333-344. Full description at Econpapers \|\| Download paper	29
2000	The moments of the time of ruin, the surplus before ruin, and the deficit at ruin. (2000). Willmot, Gordon E. ; Lin, Sheldon X.. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:27:y:2000:i:1:p:19-44. Full description at Econpapers \|\| Download paper	28
2001	Pensionmetrics: stochastic pension plan design and value-at-risk during the accumulation phase. (2001). Dowd, Kevin ; Blake, David ; Cairns, Andrew J. G., . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:29:y:2001:i:2:p:187-215. Full description at Econpapers \|\| Download paper	27
2006	Affine stochastic mortality. (2006). Schrager, David F.. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:38:y:2006:i:1:p:81-97. Full description at Econpapers \|\| Download paper	26
1997	Reserving for maturity guarantees: Two approaches. (1997). Hardy, Mary R. ; Boyle, Phelim P.. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:21:y:1997:i:2:p:113-127. Full description at Econpapers \|\| Download paper	25
1997	On the dependency of risks in the individual life model. (1997). Goovaerts, Marc ; Dhaene, Jan. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:19:y:1997:i:3:p:243-253. Full description at Econpapers \|\| Download paper	25
1998	On the discounted penalty at ruin in a jump-diffusion and the perpetual put option. (1998). Landry, Bruno ; Gerber, Hans U.. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:22:y:1998:i:3:p:263-276. Full description at Econpapers \|\| Download paper	25
1988	The surpluses immediately before and at ruin, and the amount of the claim causing ruin. (1988). Dufresne, Francois ; Gerber, Hans U.. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:7:y:1988:i:3:p:193-199. Full description at Econpapers \|\| Download paper	24
2001	Uncertainty in mortality projections: an actuarial perspective. (2001). Olivieri, Annamaria . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:29:y:2001:i:2:p:231-245. Full description at Econpapers \|\| Download paper	24
2006	A cohort-based extension to the Lee-Carter model for mortality reduction factors. (2006). Renshaw, A. E. ; Haberman, S.. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:38:y:2006:i:3:p:556-570. Full description at Econpapers \|\| Download paper	24
2008	Actuarial risk measures for financial derivative pricing. (2008). Laeven, Roger ; Goovaerts, Marc ; Laeven, Roger J. A., . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:42:y:2008:i:2:p:540-547. Full description at Econpapers \|\| Download paper	23
2006	The compound Poisson risk model with a threshold dividend strategy. (2006). Pavlova, Kristina P. ; Lin, Sheldon X.. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:38:y:2006:i:1:p:57-80. Full description at Econpapers \|\| Download paper	23
1999	The safest dependence structure among risks. (1999). Dhaene, Jan ; DENUIT, Michel . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:25:y:1999:i:1:p:11-21. Full description at Econpapers \|\| Download paper	23
2001	Optimal management under stochastic interest rates: the case of a protected defined contribution pension fund. (2001). Taillard, Gregory ; Huang, ShaoJuan ; Boulier, Jean-Francois. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:28:y:2001:i:2:p:173-189. Full description at Econpapers \|\| Download paper	22
1999	A synthesis of risk measures for capital adequacy. (1999). Wirch, Julia Lynn ; Hardy, Mary R.. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:25:y:1999:i:3:p:337-347. Full description at Econpapers \|\| Download paper	22
1995	Equity-linked life insurance: A model with stochastic interest rates. (1995). Sandmann, Klaus ; Nielsen, Aase J.. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:16:y:1995:i:3:p:225-253. Full description at Econpapers \|\| Download paper	22
2004	Survival models in a dynamic context: a survey. (2004). Pitacco, Ermanno . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:35:y:2004:i:2:p:279-298. Full description at Econpapers \|\| Download paper	21
2004	Some new classes of consistent risk measures. (2004). Goovaerts, Marc ; Dhaene, Jan ; Tang, Qihe ; Kaas, Rob . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:34:y:2004:i:3:p:505-516. Full description at Econpapers \|\| Download paper	21
1989	Decision theoretic foundations of credibility theory. (1989). Heilmann, Wolf-Rudiger. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:8:y:1989:i:1:p:77-95. Full description at Econpapers \|\| Download paper	21
2002	Optimal investment strategies and risk measures in defined contribution pension schemes. (2002). Vigna, Elena ; Haberman, Steven . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:31:y:2002:i:1:p:35-69. Full description at Econpapers \|\| Download paper	21
1996	Actuarial bridges to dynamic hedging and option pricing. (1996). Gerber, Hans U. ; Shiu, Elias S. W., . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:18:y:1996:i:3:p:183-218. Full description at Econpapers \|\| Download paper	21
1999	Stochastic bounds on sums of dependent risks. (1999). Genest, C. ; Denuit, M. ; Marceau, E.. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:25:y:1999:i:1:p:85-104. Full description at Econpapers \|\| Download paper	20
2004	Optimal investment choices post-retirement in a defined contribution pension scheme. (2004). Vigna, Elena ; Haberman, Steven ; Gerrard, Russell. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:35:y:2004:i:2:p:321-342. Full description at Econpapers \|\| Download paper	20
2003	On the forecasting of mortality reduction factors. (2003). Renshaw, A. E. ; Haberman, S.. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:32:y:2003:i:3:p:379-401. Full description at Econpapers \|\| Download paper	20

Citing documents used to compute impact factor 90:

Year	Title	See
2012	Nonparametric estimation of Value-at-Risk. (2012). Guillen, Montserrat ; Bolance, Catalina ; Alemany, Ramon . In: Working Papers. RePEc:xrp:wpaper:xreap2012-19. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	GramâCharlier densities: Maximum likelihood versus the method of moments. (2012). Perote, Javier ; DEL BRIO, ESTHER. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:51:y:2012:i:3:p:531-537. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Parametric mortality improvement rate modelling and projecting. (2012). Renshaw, Arthur ; Haberman, Steven . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:50:y:2012:i:3:p:309-333. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Pricing compound Poisson processes with the FarlieâGumbelâMorgenstern dependence structure. (2012). Furman, Edward ; Marri, Fouad. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:51:y:2012:i:1:p:151-157. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Second-order properties of the HaezendonckâGoovaerts risk measure for extreme risks. (2012). Hu, Taizhong ; Mao, Tiantian . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:51:y:2012:i:2:p:333-343. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Second-order expansions of the risk concentration based on CTE. (2012). Lv, Wenhua, ; Mao, Tiantian . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:51:y:2012:i:2:p:449-456. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Tail comonotonicity: Properties, constructions, and asymptotic additivity of risk measures. (2012). Joe, Harry ; Hua, Lei . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:51:y:2012:i:2:p:492-503. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	On the interplay between distortion, mean value and HaezendonckâGoovaerts risk measures. (2012). Linders, DaniÃ«l ; Goovaerts, Marc ; Van Weert, Koen ; Tank, Fatih . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:51:y:2012:i:1:p:10-18. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Variable annuities and the option to seek risk: Why should you diversify?. (2012). Mahayni, Antje ; Schneider, Judith C.. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:9:p:2417-2428. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Optimal control of excess-of-loss reinsurance and investment for insurers under a CEV model. (2012). Gu, Ailing ; Li, Zhongfei ; Zeng, Yan ; Guo, Xianping . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:51:y:2012:i:3:p:674-684. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Are quantile risk measures suitable for risk-transfer decisions?. (2012). Centeno, Maria de Lourdes ; Guerra, Manuel. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:50:y:2012:i:3:p:446-461. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Optimal time-consistent investment and reinsurance strategies for insurers under Hestonâs SV model. (2012). Zeng, Yan ; Li, Zhongfei ; Lai, Yongzeng . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:51:y:2012:i:1:p:191-203. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	The connection between distortion risk measures and ordered weighted averaging operators. (2012). Guillen, Montserrat ; Belles-Sampera, Jaume ; Santolino, Miguel ; Merigo, Jose M.. In: IREA Working Papers. RePEc:ira:wpaper:201201. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Comparison of increasing directionally convex transformations of random vectors with a common copula. (2012). Surez-Llorens, Alfonso ; Sordo, Miguel A. ; Belzunce, Flix . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:50:y:2012:i:3:p:385-390. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	On the Lp-metric between a probability distribution and its distortion. (2012). Suarez-Llorens, Alfonso ; Lopez-Diaz, Miguel ; Sordo, Miguel A.. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:51:y:2012:i:2:p:257-264. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Comparison of risks based on the expected proportional shortfall. (2012). Belzunce, Felix ; Sordo, Miguel A. ; Ruiz, Jose M. ; Pinar, Jose F.. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:51:y:2012:i:2:p:292-302. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	The time to ruin and the number of claims until ruin for phase-type claims. (2012). Frostig, Esther ; Pitts, Susan M. ; Politis, Konstadinos . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:51:y:2012:i:1:p:19-25. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Modeling credit value adjustment with downgrade-triggered termination clause using a ruin theoretic approach. (2012). Volkmer, Hans W. ; Feng, Runhuan . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:51:y:2012:i:2:p:409-421. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Multivariate stress scenarios and solvency. (2012). McNeil, Alexander J. ; Smith, Andrew D.. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:50:y:2012:i:3:p:299-308. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Valuing equity-linked death benefits and other contingent options: A discounted density approach. (2012). Yang, Hailiang ; Shiu, Elias S. W., ; Gerber, Hans U.. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:51:y:2012:i:1:p:73-92. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	A two-tail version of the PPS distribution with application to current account balance data. (2012). Sarabia, JosÃ© MarÃa ; Prieto, Faustino ; Saez, Antonio Jose . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:21:p:5160-5171. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Stochastic comparisons of capital allocations with applications. (2012). Xu, Maochao ; Hu, Taizhong . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:50:y:2012:i:3:p:293-298. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	On allocation of upper limits and deductibles with dependent frequencies and comonotonic severities. (2012). Li, Xiaohu ; You, Yinping . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:50:y:2012:i:3:p:423-429. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Analytical calculation of risk measures for variable annuity guaranteed benefits. (2012). Volkmer, Hans W. ; Feng, Runhuan . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:51:y:2012:i:3:p:636-648. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	HaezendonckâGoovaerts risk measures and Orlicz quantiles. (2012). Gianin, Emanuela Rosazza ; Bellini, Fabio ; RosazzaGianin, Emanuela . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:51:y:2012:i:1:p:107-114. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Minimal cost of a Brownian risk without ruin. (2012). Taksar, Michael ; Luo, Shangzhen . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:51:y:2012:i:3:p:685-693. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	LÃ©vy risk model with two-sided jumps and a barrier dividend strategy. (2012). YANG, Xuewei ; Bo, Lijun ; TANG, DAN ; Wang, Yongjin ; Song, Renming . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:50:y:2012:i:2:p:280-291. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Maximizing the utility of consumption with commutable life annuities. (2012). Wang, Ting ; Young, Virginia R.. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:51:y:2012:i:2:p:352-369. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Some mixing properties of conditionally independent processes. (2012). Loisel, StÃ©phane ; Kacem, Manel ; Maume-Deschamps, Veronique . In: Working Papers. RePEc:hal:wpaper:hal-00670649. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Why ruin theory should be of interest for insurance practitioners and risk managers nowadays. (2012). Loisel, StÃ©phane ; Hans-U. Gerber, . In: Post-Print. RePEc:hal:journl:hal-00746231. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	An adaptive premium policy with a Bayesian motivation in the classical risk model. (2012). Lemieux, Christiane ; Willmot, Gordon E. ; Landriault, David . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:51:y:2012:i:2:p:370-378. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Markov modulation of a two-sided reflected Brownian motion with application to fluid queues. (2012). DaAuria, Bernardo ; Kella, Offer . In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:122:y:2012:i:4:p:1566-1581. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Multistate models in health insurance. (2012). Christiansen, Marcus . In: AStA Advances in Statistical Analysis. RePEc:spr:alstar:v:96:y:2012:i:2:p:155-186. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	On the analysis of a general class of dependent risk processes. (2012). Willmot, Gordon E. ; Woo, Jae-Kyung . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:51:y:2012:i:1:p:134-141. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Comparison of increasing directionally convex transformations of random vectors with a common copula. (2012). Surez-Llorens, Alfonso ; Sordo, Miguel A. ; Belzunce, Flix . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:50:y:2012:i:3:p:385-390. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	The connection between distortion risk measures and ordered weighted averaging operators. (2012). Guillen, Montserrat ; Belles-Sampera, Jaume ; Santolino, Miguel ; Merigo, Jose M.. In: IREA Working Papers. RePEc:ira:wpaper:201201. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Stochastic comparisons of capital allocations with applications. (2012). Xu, Maochao ; Hu, Taizhong . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:50:y:2012:i:3:p:293-298. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Are quantile risk measures suitable for risk-transfer decisions?. (2012). Centeno, Maria de Lourdes ; Guerra, Manuel. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:50:y:2012:i:3:p:446-461. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	On the interplay between distortion, mean value and HaezendonckâGoovaerts risk measures. (2012). Linders, DaniÃ«l ; Goovaerts, Marc ; Van Weert, Koen ; Tank, Fatih . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:51:y:2012:i:1:p:10-18. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Tail distortion risk and its asymptotic analysis. (2012). Li, Haijun ; Zhu, Li. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:51:y:2012:i:1:p:115-121. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Dynamic hedging of conditional value-at-risk. (2012). Melnikov, Alexander ; Smirnov, Ivan . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:51:y:2012:i:1:p:182-190. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Convex order and comonotonic conditional mean risk sharing. (2012). Dhaene, Jan ; DENUIT, Michel . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:51:y:2012:i:2:p:265-270. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Multivariate longitudinal modeling of insurance company expenses. (2012). Shi, Peng . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:51:y:2012:i:1:p:204-215. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Optimal reinsurance and dividend for a diffusion model with capital injection: Variance premium principle. (2012). Zhou, Ming ; Yuen, Kam C.. In: Economic Modelling. RePEc:eee:ecmode:v:29:y:2012:i:2:p:198-207. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Horizontal inequity under a dual income tax system: principles and measurement. (2012). Bo, Erlend ; Thoresen, Thor ; Lambert, Peter . In: International Tax and Public Finance. RePEc:kap:itaxpf:v:19:y:2012:i:5:p:625-640. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	LÃ©vy risk model with two-sided jumps and a barrier dividend strategy. (2012). YANG, Xuewei ; Bo, Lijun ; TANG, DAN ; Wang, Yongjin ; Song, Renming . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:50:y:2012:i:2:p:280-291. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Convex order approximations in the case of cash flows of mixed signs. (2012). Dhaene, Jan ; Vanmaele, Michele ; Goovaerts, Marc ; Van Weert, Koen . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:51:y:2012:i:2:p:249-256. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	A maximum-entropy approach to the linear credibility formula. (2012). Hatami, Hamid ; Payandeh Najafabadi, Amir T., . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:51:y:2012:i:1:p:216-221. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	The optimal meanâvariance investment strategy under value-at-risk constraints. (2012). Ye, Jun ; Li, Tiantian . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:51:y:2012:i:2:p:344-351. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	On the valuation of reverse mortgages with regular tenure payments. (2012). Wang, Chou-Wen ; Lee, Yung-Tsung ; Huang, Hong-Chih . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:51:y:2012:i:2:p:430-441. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Ruin probabilities of a bidimensional risk model with investment. (2012). Wang, Wensheng ; Zhang, Yuanyuan . In: Statistics & Probability Letters. RePEc:eee:stapro:v:82:y:2012:i:1:p:130-138. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Asymptotic distributions of the overshoot and undershoots for the LÃ©vy insurance risk process in the CramÃ©r and convolution equivalent cases. (2012). van Schaik, Kees ; Maller, Ross A. ; Griffin, Philip S.. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:51:y:2012:i:2:p:382-392. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	A Copula Based Bayesian Approach for Paid-Incurred Claims Models for Non-Life Insurance Reserving. (2012). Kohn, Robert ; Alice X. D. Dong, ; Peters, Gareth W.. In: Papers. RePEc:arx:papers:1210.3849. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Heavy-Tailed Features and Empirical Analysis of the Limit Order Book Volume Profiles in Futures Markets. (2012). Peters, Gareth W. ; Dunsmuir, William ; Richards, Kylie-Anne . In: Papers. RePEc:arx:papers:1210.7215. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Value-at-Risk stressÃ©e chaotique dâun portefeuille bancaire. (2012). Moussa, Alfred Mbairadjim ; Hennani, Rachida ; Terraza, Michel ; Kamdem, Jules Sadefo . In: Working Papers. RePEc:lam:wpaper:12-23. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Fuzzy risk adjusted performance measures: application to Hedge funds. (2012). SADEFO KAMDEM, Jules ; Moussa, Alfred Mbairadjim ; Terraza, Michel . In: Working Papers. RePEc:lam:wpaper:12-24. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Fuzzy risk adjusted performance measures: Application to hedge funds. (2012). SADEFO KAMDEM, Jules ; Terraza, M. ; Moussa, Mbairadjim A.. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:51:y:2012:i:3:p:702-712. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Parameter estimation of a Levy copula of a discretely observed bivariate compound Poisson process with an application to operational risk modelling. (2012). van Velsen, J. L.. In: Papers. RePEc:arx:papers:1212.0092. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Multidimensional LeeâCarter model with switching mortality processes. (2012). Hainaut, Donatien . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:50:y:2012:i:2:p:236-246. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Dynamic Functional Data Analysis with Nonparametric State Space Models.. (2012). Laurini, MÃ¡rcio. In: IBMEC RJ Economics Discussion Papers. RePEc:ibr:dpaper:2012-01. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Models of the yield curve and the curvature of the implied forward rate function. (2012). Yallup, Peter J.. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:1:p:121-135. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Optimal investment strategies for the HARA utility under the constant elasticity of variance model. (2012). Jung, Eun Ju ; Kim, Jai Heui . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:51:y:2012:i:3:p:667-673. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Optimal control of excess-of-loss reinsurance and investment for insurers under a CEV model. (2012). Gu, Ailing ; Li, Zhongfei ; Zeng, Yan ; Guo, Xianping . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:51:y:2012:i:3:p:674-684. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Accounting for non-annuitization. (2012). Pashchenko, Svetlana. In: MPRA Paper. RePEc:pra:mprapa:42792. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Too Risk Averse to Purchase Insurance? A Theoretical Glance at the Annuity Puzzle. (2012). Bommier, Antoine ; Le Grand, Franois ; Legrand, Franois . In: CER-ETH Economics working paper series. RePEc:eth:wpswif:12-157. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	What Makes Annuitization More Appealing?. (2012). Madrian, Brigitte ; Laibson, David ; Choi, James ; Zeldes, Stephen P. ; Beshears, John . In: NBER Working Papers. RePEc:nbr:nberwo:18575. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Pricing Variable Annuity Guarantees in a Local Volatility framework. (2012). RayÃ©e, GrÃ©gory ; Gr'egory Ray'ee, ; Deelstra, Griselda . In: Papers. RePEc:arx:papers:1204.0453. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Analytical calculation of risk measures for variable annuity guaranteed benefits. (2012). Volkmer, Hans W. ; Feng, Runhuan . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:51:y:2012:i:3:p:636-648. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	The Herd Behavior Index: A new measure for the implied degree of co-movement in stock markets. (2012). Linders, DaniÃ«l ; Dhaene, Jan ; Schoutens, Wim ; Vyncke, David . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:50:y:2012:i:3:p:357-370. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Second-order expansions of the risk concentration based on CTE. (2012). Lv, Wenhua, ; Mao, Tiantian . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:51:y:2012:i:2:p:449-456. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Pricing compound Poisson processes with the FarlieâGumbelâMorgenstern dependence structure. (2012). Furman, Edward ; Marri, Fouad. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:51:y:2012:i:1:p:151-157. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Dividends and reinsurance under a penalty for ruin. (2012). Young, Virginia R. ; Liang, Zhibin . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:50:y:2012:i:3:p:437-445. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	From Smile Asymptotics to Market Risk Measures. (2012). Sircar, Ronnie ; Sturm, Stephan . In: Papers. RePEc:arx:papers:1107.4632. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Risk minimizing of derivatives via dynamic g-expectation and related topics. (2012). Wang, Tianxiao . In: Papers. RePEc:arx:papers:1208.2068. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Time-Consistent and Market-Consistent Evaluations (Revised version of CentER DP 2011-063). (2012). Pelsser, Antoon ; Stadje, M. A.. In: Discussion Paper. RePEc:dgr:kubcen:2012086. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Variable annuities and the option to seek risk: Why should you diversify?. (2012). Mahayni, Antje ; Schneider, Judith C.. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:9:p:2417-2428. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Valuing equity-linked death benefits and other contingent options: A discounted density approach. (2012). Yang, Hailiang ; Shiu, Elias S. W., ; Gerber, Hans U.. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:51:y:2012:i:1:p:73-92. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Parametric mortality improvement rate modelling and projecting. (2012). Renshaw, Arthur ; Haberman, Steven . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:50:y:2012:i:3:p:309-333. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Keeping Some Skin in the Game: How to Start a Capital Market in Longevity Risk Transfers. (2012). Blake, David ; Biffs, Enrico . In: MPRA Paper. RePEc:pra:mprapa:44680. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	On multiply monotone distributions, continuous or discrete, with applications. (2012). . In: Working Papers. RePEc:hal:wpaper:hal-00750562. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Asymptotic results for renewal risk models with risky investments. (2012). Constantinescu, Corina ; Albrecher, Hansjoerg ; Thomann, Enrique. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:122:y:2012:i:11:p:3767-3789. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	The time to ruin and the number of claims until ruin for phase-type claims. (2012). Frostig, Esther ; Pitts, Susan M. ; Politis, Konstadinos . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:51:y:2012:i:1:p:19-25. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Modeling credit value adjustment with downgrade-triggered termination clause using a ruin theoretic approach. (2012). Volkmer, Hans W. ; Feng, Runhuan . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:51:y:2012:i:2:p:409-421. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Optimal retirement consumption with a stochastic force of mortality. (2012). Huang, Huaxiong ; Salisbury, Thomas S. ; Milevsky, Moshe A.. In: Papers. RePEc:arx:papers:1205.2295. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Solvency Capital, Pricing and Capitalization Strategies of Life Annuity Providers. (2012). Hanewald, Katja ; Sherris, Michael ; Nirmalendran, Maathumai . In: Working Papers. RePEc:asb:wpaper:201213. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Optimal retirement consumption with a stochastic force of mortality. (2012). Huang, Huaxiong ; Salisbury, Thomas S. ; Milevsky, Moshe A.. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:51:y:2012:i:2:p:282-291. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	The near-extreme density of intraday log-returns. (2012). Chakraborti, Anirban ; Millot, Nicolas ; Politi, Mauro . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:1:p:147-155. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	DeltaâGamma hedging of mortality and interest rate risk. (2012). Regis, Luca ; luciano, elisa ; Vigna, Elena . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:50:y:2012:i:3:p:402-412. Full description at Econpapers \|\| Download paper	[Citation Analysis]

Cites in year: CiY

Recent citations received in: 2012

Year	Title	See
2012	Risk minimizing of derivatives via dynamic g-expectation and related topics. (2012). Wang, Tianxiao . In: Papers. RePEc:arx:papers:1208.2068. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Smooth Nonparametric Bernstein Vine Copulas. (2012). Weiss, Gregor ; Scheffer, Marcus . In: Papers. RePEc:arx:papers:1210.2043. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Solvency assessment within the ORSA framework: issues and quantitative methodologies. (2012). Vedani, Julien ; Devineau, Laurent . In: Papers. RePEc:arx:papers:1210.6000. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	A Generalization of the Aumann-Shapley Value for Risk Capital Allocation Problems. (2012). Norde, Henk ; De Waegenaere, Anja ; De Waegenaere , A. M. B., ; Boonen, T. J. ; De Waegenaere, A. M. B., . In: Discussion Paper. RePEc:dgr:kubcen:2012091. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	On the interplay between distortion, mean value and HaezendonckâGoovaerts risk measures. (2012). Linders, DaniÃ«l ; Goovaerts, Marc ; Van Weert, Koen ; Tank, Fatih . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:51:y:2012:i:1:p:10-18. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	HaezendonckâGoovaerts risk measures and Orlicz quantiles. (2012). Gianin, Emanuela Rosazza ; Bellini, Fabio ; RosazzaGianin, Emanuela . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:51:y:2012:i:1:p:107-114. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	On the Lp-metric between a probability distribution and its distortion. (2012). Suarez-Llorens, Alfonso ; Lopez-Diaz, Miguel ; Sordo, Miguel A.. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:51:y:2012:i:2:p:257-264. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Optimal reinsurance under variance related premium principles. (2012). Chi, Yichun. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:51:y:2012:i:2:p:310-321. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Second-order properties of the HaezendonckâGoovaerts risk measure for extreme risks. (2012). Hu, Taizhong ; Mao, Tiantian . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:51:y:2012:i:2:p:333-343. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Maximizing the utility of consumption with commutable life annuities. (2012). Wang, Ting ; Young, Virginia R.. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:51:y:2012:i:2:p:352-369. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	A note on weighted premium calculation principles. (2012). Laeven, Roger ; Okolewski, A. ; Kaluszka, M. ; Laeven, R. J. A., . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:51:y:2012:i:2:p:379-381. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Optimal insurance under multiple sources of risk with positive dependence. (2012). Zhang, JianYu ; Lu, ZhiYi ; Meng, LiLi ; Liu, LePing . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:51:y:2012:i:2:p:462-471. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Skew mixture models for loss distributions: A Bayesian approach. (2012). Maruotti, Antonello ; Bernardi, Mauro ; Petrella, Lea . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:51:y:2012:i:3:p:617-623. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Quantifying credit and market risk under Solvency II: Standard approach versus internal model. (2012). Martin, Michael ; Gatzert, Nadine . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:51:y:2012:i:3:p:649-666. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Optimal control of excess-of-loss reinsurance and investment for insurers under a CEV model. (2012). Gu, Ailing ; Li, Zhongfei ; Zeng, Yan ; Guo, Xianping . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:51:y:2012:i:3:p:674-684. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Isotonicity properties of generalized quantiles. (2012). Bellini, Fabio . In: Statistics & Probability Letters. RePEc:eee:stapro:v:82:y:2012:i:11:p:2017-2024. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Sequential maximum likelihood estimation for reflected generalized OrnsteinâUhlenbeck processes. (2012). YANG, Xuewei ; Bo, Lijun. In: Statistics & Probability Letters. RePEc:eee:stapro:v:82:y:2012:i:7:p:1374-1382. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Solvency assessment within the ORSA framework: issues and quantitative methodologies. (2012). Vedani, Julien ; Devineau, Laurent . In: Working Papers. RePEc:hal:wpaper:hal-00744351. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Dominances on fuzzy variables based on credibility measure. (2012). SADEFO KAMDEM, Jules ; Tassak, Christian ; FONO, LOUIS AIME . In: Working Papers. RePEc:hal:wpaper:hal-00796215. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Single and cross-generation natural hedging of longevity and financial risk. (2012). Regis, Luca ; luciano, elisa ; Vigna, Elena . In: ICER Working Papers. RePEc:icr:wpicer:04-2012. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Demographic risk transfer: is it worth for annuity providers?. (2012). Regis, Luca ; luciano, elisa. In: ICER Working Papers. RePEc:icr:wpicer:11-2012. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	The connection between distortion risk measures and ordered weighted averaging operators. (2012). Guillen, Montserrat ; Belles-Sampera, Jaume ; Santolino, Miguel ; Merigo, Jose M.. In: IREA Working Papers. RePEc:ira:wpaper:201201. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Skew mixture models for loss distributions: a Bayesian approach. (2012). Maruotti, Antonello ; Bernardi, Mauro ; Lea, Petrella . In: MPRA Paper. RePEc:pra:mprapa:39826. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Risk measures for Skew Normal mixtures. (2012). Bernardi, Mauro. In: MPRA Paper. RePEc:pra:mprapa:39828. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Nonparametric estimation of Value-at-Risk. (2012). Guillen, Montserrat ; Bolance, Catalina ; Alemany, Ramon . In: Working Papers. RePEc:xrp:wpaper:xreap2012-19. Full description at Econpapers \|\| Download paper	[Citation Analysis]

Recent citations received in: 2011

Year	Title	See
2011	Individual Post-Retirement Longevity Risk Management Under Systematic Mortality Risk. (2011). Piggott, John ; Hanewald, Katja ; Sherris, Michael . In: Working Papers. RePEc:asb:wpaper:201113. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Point and interval forecasts of mortality rates and life expectancy: A comparison of ten principal component methods. (2011). Shang, Han Lin ; Hyndman, Rob ; Booth, Heather . In: Demographic Research. RePEc:dem:demres:v:25:y:2011:i:5. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Progress in Medicine, Limits to Life and Forecasting Mortality. (2011). Favero, Carlo ; Giacoletti, Marco . In: Working Papers. RePEc:igi:igierp:406. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Longevity risk and capital markets: The 2009-2010 update. (2011). Blake, David ; Cox, Samuel ; MacMinn, Richard ; Brockett, Patrick . In: MPRA Paper. RePEc:pra:mprapa:28868. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Longevity hedge effectiveness: a decomposition. (2011). Blake, David ; Cairns, Andrew ; Dowd, Kevin ; Coughlan, Guy . In: MPRA Paper. RePEc:pra:mprapa:34236. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Longevity risks and capital markets: The 2010-2011 update. (2011). Blake, David ; Courbage, Christophe ; MacMinn, Richard ; Sherris, Michael . In: MPRA Paper. RePEc:pra:mprapa:34279. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	A gravity model of mortality rates for two related populations. (2011). Blake, David ; Cairns, Andrew ; Khalaf-Allah, Marwa ; Dowd, Kevin ; Coughlan, Guy . In: MPRA Paper. RePEc:pra:mprapa:35738. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	The cost of counterparty risk and collateralization in longevity swaps. (2011). Blake, David ; Sun, Ariel ; Pitotti, Lorenzo ; Biffis, Enrico . In: MPRA Paper. RePEc:pra:mprapa:35740. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011		[Citation Analysis]

Recent citations received in: 2010

Year	Title	See
2010	A structural analysis of the health expenditures and portfolio choices of retired agents. (2010). St-Amour, Pascal ; Pelgrin, Florian ; Hugonnier, Julien . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1029. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2010	How Deep is the Annuity Market Participation Puzzle?. (2010). Michaelides, Alexander ; Inkmann, Joachim ; Lopes, Paula . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:7940. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2010	Excess Based Allocation of Risk Capital. (2010). Norde, Henk ; De Waegenaere, Anja ; De Waegenaere , A. M. B., ; van Gulick, G. ; De Waegenaere, A. M. B., . In: Discussion Paper. RePEc:dgr:kubcen:2010123. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2010	Characterizing a comonotonic random vector by the distribution of the sum of its components. (2010). Cheung, Ka Chun . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:47:y:2010:i:2:p:130-136. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2010	Pricing longevity risk with the parametric bootstrap: A maximum entropy approach. (2010). Li, Johnny Siu-Hang . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:47:y:2010:i:2:p:176-186. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2010	Evaluating the goodness of fit of stochastic mortality models. (2010). Blake, David ; Cairns, Andrew J. G., ; Khalaf-Allah, Marwa ; Dowd, Kevin ; Coughlan, Guy D. ; Epstein, David . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:47:y:2010:i:3:p:255-265. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2010	Decision principles derived from risk measures. (2010). Laeven, Roger ; Laeven, Roger J. A., ; Kaas, Rob ; Goovaerts, Marc J.. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:47:y:2010:i:3:p:294-302. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2010	On the robustness of longevity risk pricing. (2010). Zhang, Lihong ; Chen, Bingzheng ; Zhao, Lin . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:47:y:2010:i:3:p:358-373. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2010	Longevity Risk. (2010). De Waegenaere, Anja ; Stevens, Ralph ; Melenberg, Bertrand. In: De Economist. RePEc:kap:decono:v:158:y:2010:i:2:p:151-192. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2010	. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2010	Longevity risk.. (2010). De Waegenaere, Anja ; Stevens, R. ; Melenberg, B. ; De Waegenaere, A. M. B., ; De Waegenaere , A. M. B., . In: Open Access publications from Tilburg University. RePEc:ner:tilbur:urn:nbn:nl:ui:12-4578387. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2010	Accounting for non-annuitization. (2010). Pashchenko, Svetlana. In: 2010 Meeting Papers. RePEc:red:sed010:563. Full description at Econpapers \|\| Download paper	[Citation Analysis]

Recent citations received in: 2009

Year	Title	See
2009	Long Memory and Tail dependence in Trading Volume and Volatility. (2009). Santucci de Magistris, Paolo ; Rossi, Eduardo. In: CREATES Research Papers. RePEc:aah:create:2009-30. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2009	Implementing Loss Distribution Approach for Operational Risk. (2009). Shevchenko, Pavel V.. In: Papers. RePEc:arx:papers:0904.1805. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2009	Compatibility between pricing rules and risk measures: The CCVaR. (2009). Balbas, Alejandro . In: Business Economics Working Papers. RePEc:cte:wbrepe:wb090201. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2009	Dependence structure of risk factors and diversification effects. (2009). Zou, Chen . In: DNB Working Papers. RePEc:dnb:dnbwpp:219. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2009	Worst VaR scenarios with given marginals and measures of association. (2009). Laeven, Roger ; Laeven, Roger J. A., ; Nelsen, Roger B. ; Kaas, Rob . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:44:y:2009:i:2:p:146-158. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2009	Estimating copula densities through wavelets. (2009). Genest, Christian ; Tribouley, Karine ; Masiello, Esterina . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:44:y:2009:i:2:p:170-181. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2009	Applications of conditional comonotonicity to some optimization problems. (2009). Cheung, Ka Chun . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:45:y:2009:i:1:p:89-93. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2009	Estimating copula densities, using model selection techniques. (2009). Kallenberg, Wilbert C. M., . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:45:y:2009:i:2:p:209-223. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2009	Correlation order, merging and diversification. (2009). Dhaene, Jan ; Vanduffel, Steven ; DENUIT, Michel . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:45:y:2009:i:3:p:325-332. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2009	Analysis of the Gerber-Shiu function and dividend barrier problems for a risk process with two classes of claims. (2009). Papaioannou, Apostolos D. ; Chadjiconstantinidis, Stathis . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:45:y:2009:i:3:p:470-484. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2009	A quantile-copula approach to conditional density estimation. (2009). Faugeras, Olivier. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:100:y:2009:i:9:p:2083-2099. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2009	The distribution of total dividend payments in a Sparre Andersen model. (2009). Li, Shuanming ; Lu, Yi. In: Statistics & Probability Letters. RePEc:eee:stapro:v:79:y:2009:i:9:p:1246-1251. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2009	Models for Risk Aggregation and Sensitivity Analysis: An Application to Bank Economic Capital. (2009). Inanoglu, Hulusi ; Jacobs, Michael . In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:2:y:2009:i:1:p:118-189:d:28366. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2009	A Discrete Model for Patent Valuation. (2009). Ventura, Marco ; Cerqueti, Roy. In: ISAE Working Papers. RePEc:isa:wpaper:120. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2009	Detection of Structural Breaks in Copula Models. (2009). Brodsky, Boris ; Safaryan, Irina ; Penikas, Henry . In: Applied Econometrics. RePEc:ris:apltrx:0038. Full description at Econpapers \|\| Download paper	[Citation Analysis]

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