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Last updated December, 3 2015 760.408 documents processed, 20.499.313 references and 8.066.571 citations

Risk and Insurance / EconWPA

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Impact Factor

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5-Years IF

5

5-Years H index

[Raw data] [50 most cited papers] [50 most relevant papers] [cites used to compute IF] [Recent citations ][Frequent citing series ]
[more data in EconPapers] [trace new citations] [Missing citations? Add them now] [Incorrect content? Let us know]

Main indicators

Raw data

IF AIF IF5 DOC CDO CCU CIF CIT D2Y C2Y D5Y C5Y %SC CiY II AII
19900.08000 (%)0.05
19910.08000 (%)0.05
19920.09000 (%)0.05
19930.1000 (%)0.05
19940.118800 (%)0.05
19950.1531188 (%)0.1
19960.19111111 (%)0.09
19970.211311 (%)0.08
19980.2111011 (%)0.12
19990.2711011 (%)0.15
20000.361103 (%)0.14
20010.361100 (%)0.17
20020.3721310.08200 (%)0.18
20030.39162930.118221 (5.6%)20.130.18
20040.060.410.0693890.2491811811 (11.1%)10.110.18
20050.080.430.07195750.09412522724 (9.8%)30.160.22
20060.450.025710.0228461 (%)0.19
20070.110.380.045720.04192462 (%)0.17
20080.380.075740.070443 (%)0.17
20090.350.115760.110283 (%)0.17
20100.320.055750.090191 (%)0.15
20110.415730.0500 (%)0.2
20120.465730.0500 (%)0.21
20130.495770.1200 (%)0.22
20140.565760.1100 (%)0.3
 
IF: Impact Factor: C2Y / D2Y
AIF: Average Impact Factor for series in RePEc in year y
IF5: Impact Factor: C5Y / D5Y
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
D5Y: Number of articles published in y-1 until y-5
C5Y: Cites in y to articles published in y-1 until y-5
%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

 

50 most cited documents in this series:

[Click on heading to sort table]

YearTitleCited
2005Optimization of Convex Risk Functions. (2005). . In: Risk and Insurance. RePEc:wpa:wuwpri:0404001.

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22
2005Conditional Risk Mappings. (2005). . In: Risk and Insurance. RePEc:wpa:wuwpri:0404002.

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10
2003Credit Risk Models - Do They Deliver Their Promises? A Quantitative Assessment. (2003). Jung, Tobias . In: Risk and Insurance. RePEc:wpa:wuwpri:0306003.

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7
Optimization of Risk Measures. (2004). . In: Risk and Insurance. RePEc:wpa:wuwpri:0407002.

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6
2005Interest-rate risk in the Indian banking system. (2005). . In: Risk and Insurance. RePEc:wpa:wuwpri:0501003.

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5
2003How Does Systematic Risk Impact US Credit Spreads? A Copula Study. (2003). . In: Risk and Insurance. RePEc:wpa:wuwpri:0308002.

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4
2005Price risk management instruments in agricultural and other unstable markets. (2005). . In: Risk and Insurance. RePEc:wpa:wuwpri:0505001.

Full description at Econpapers || Download paper

3
2005A Fast Algorithm for Computing Expected Loan Portfolio Tranche Loss in the Gaussian Factor Model.. (2005). . In: Risk and Insurance. RePEc:wpa:wuwpri:0506002.

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2
2003From Fault Tree to Credit Risk Assessment: An Empirical Attempt. (2003). . In: Risk and Insurance. RePEc:wpa:wuwpri:0308003.

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2
2005Financial Instability and Life Insurance Demand. (2005). . In: Risk and Insurance. RePEc:wpa:wuwpri:0507002.

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2
Coherent Risk Measures and Upper Previsions. (2002). Vicig, Paolo. In: Risk and Insurance. RePEc:wpa:wuwpri:0201001.

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1
2003Performance and Risk Measurement Challenges For Hedge Funds: Empirical Considerations. (2003). Jaeger, Lars ; Blum, Peter. In: Risk and Insurance. RePEc:wpa:wuwpri:0311001.

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1
2004STRUCTURAL MODELS IN CONSUMER CREDIT. (2004). Thomas, Lyn . In: Risk and Insurance. RePEc:wpa:wuwpri:0407001.

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1
2003Convex Imprecise Previsions for Risk Measurement. (2003). Vicig, Paolo. In: Risk and Insurance. RePEc:wpa:wuwpri:0309001.

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1
2003Dynamic Financial Analysis - Understanding Risk and Value Creation in Insurance. (2003). Blum, Peter. In: Risk and Insurance. RePEc:wpa:wuwpri:0306002.

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1
2003Stochastics for the worst case: distributions and risk measures for minimal returns. (2003). . In: Risk and Insurance. RePEc:wpa:wuwpri:0305001.

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1
2005Value-at-Risk: The Delta-normal Approach. (2005). . In: Risk and Insurance. RePEc:wpa:wuwpri:0509001.

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1
2004Risk Management – Managing Risks, not Calculating Them. (2004). Lingard, John . In: Risk and Insurance. RePEc:wpa:wuwpri:0409001.

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1
2002An Intensity Based Non-Parametric Default Model for Residential Mortgage Portfolios. (2002). . In: Risk and Insurance. RePEc:wpa:wuwpri:0209001.

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

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1
2003Extreme Moves in Foreign Exchange Rates and Risk Limit Setting. (2003). Blum, Peter. In: Risk and Insurance. RePEc:wpa:wuwpri:0306004.

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1

50 most relevant documents in this series:

Papers most cited in the last two years. [Click on heading to sort table]

YearTitleCited
2005Optimization of Convex Risk Functions. (2005). . In: Risk and Insurance. RePEc:wpa:wuwpri:0404001.

Full description at Econpapers || Download paper

7
2005Conditional Risk Mappings. (2005). . In: Risk and Insurance. RePEc:wpa:wuwpri:0404002.

Full description at Econpapers || Download paper

4
2003Credit Risk Models - Do They Deliver Their Promises? A Quantitative Assessment. (2003). Jung, Tobias . In: Risk and Insurance. RePEc:wpa:wuwpri:0306003.

Full description at Econpapers || Download paper

3

Citing documents used to compute impact factor 0:

[Click on heading to sort table]

YearTitleSee

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.