Is this page useful for you? Then, help us to keep the service working. Please have a look to our donations page ... Thanks for your help!!

British Actuarial Journal / Cambridge University Press


0.03

Impact Factor

0.02

5-Years IF

9

5-Years H index

Main indicators


Raw data


IF AIF IF5 DOC CDO CCU CIF CIT D2Y C2Y D5Y C5Y %SC CiY II AII
19900.1000 (%)0.04
19910.09000 (%)0.04
19920.1000 (%)0.04
19930.11000 (%)0.05
19940.12000 (%)0.05
19950.1940402600 (%)0.07
19960.223474174040 (%)0.09
19970.040.270.04249840.0417743743 (%)0.09
19980.020.270.012712510.0113581981 (%)0.1
19990.020.310.022815350.03105111253 (%)0.13
20000.040.40.042017370.0445521536 (%)0.15
20010.060.40.052419780.04134831336 (%)0.15
20020.420.012922620.0156441231 (%)0.18
20030.040.440.042825480.03395321285 (%)10.040.18
20040.070.490.042327780.03335741295 (%)0.2
20050.060.530.0414291120.0455131245 (%)0.21
20060.080.510.0614305170.06373731187 (%)20.140.2
20070.070.440.089314120.0422821089 (%)0.18
20080.130.470.137321310.192338811 (%)0.2
20090.470.0924345280.08416676 (%)0.19
20100.030.440.12345260.08311688 (%)0.16
20110.040.510.1323368190.058241547 (%)10.040.2
20120.090.560.0628396190.052232634 (%)0.21
20130.020.660.0429425200.053511823 (%)0.23
20140.670.0132457180.043571041 (%)0.22
20150.030.820.0212469390.086121122 (%)0.27
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:


#YearTitleCited
12002Stochastic Claims Reserving in General Insurance. (2002). England, P D ; Verrall, R J. In: British Actuarial Journal. RePEc:cup:bracjl:v:8:y:2002:i:03:p:443-518_00.

Full description at Econpapers || Download paper

38
22006Living with Mortality: Longevity Bonds and Other Mortality-Linked Securities. (2006). Blake, D ; Dowd, K. In: British Actuarial Journal. RePEc:cup:bracjl:v:12:y:2006:i:01:p:153-197_00.

Full description at Econpapers || Download paper

35
31995More on a Stochastic Asset Model for Actuarial Use. (1995). Wilkie, A D. In: British Actuarial Journal. RePEc:cup:bracjl:v:1:y:1995:i:05:p:777-964_00.

Full description at Econpapers || Download paper

20
42004The Cohort Effect: Insights and Explanations. (2004). Willets, R C. In: British Actuarial Journal. RePEc:cup:bracjl:v:10:y:2004:i:04:p:833-877_00.

Full description at Econpapers || Download paper

17
51997The Financial Theory of Defined Benefit Pension Schemes. (1997). Exley, C J ; Smith, A D. In: British Actuarial Journal. RePEc:cup:bracjl:v:3:y:1997:i:04:p:835-966_00.

Full description at Econpapers || Download paper

13
61996The Modelling of Recent Mortality Trends in United Kingdom Male Assured Lives. (1996). Renshaw, A E ; Hatzopoulos, P ; Haberman, S. In: British Actuarial Journal. RePEc:cup:bracjl:v:2:y:1996:i:02:p:449-477_00.

Full description at Econpapers || Download paper

12
72003Global Asset Liability Management. (2003). Villaverde, M ; Medova, E A ; Germano, M. In: British Actuarial Journal. RePEc:cup:bracjl:v:9:y:2003:i:01:p:137-195_00.

Full description at Econpapers || Download paper

11
82003Risk Measures and Theories of Choice. (2003). Desli, Evangelia. In: British Actuarial Journal. RePEc:cup:bracjl:v:9:y:2003:i:04:p:959-991_00.

Full description at Econpapers || Download paper

10
92002Recent Mortality Trends in the Spanish Population. (2002). Perez-Marin, A M ; Felipe, A ; Guillen, M. In: British Actuarial Journal. RePEc:cup:bracjl:v:8:y:2002:i:04:p:757-786_00.

Full description at Econpapers || Download paper

10
101998An International Comparison of Recent Trends in Population Mortality. (1998). Miller, K A ; Gwilt, P L ; MacDonald, A S. In: British Actuarial Journal. RePEc:cup:bracjl:v:4:y:1998:i:01:p:3-141_00.

Full description at Econpapers || Download paper

6
112008Variable Annuities. (2008). Ritchie, A J ; Ledlie, M C ; Corry, D P ; Finkelstein, G S ; Su, K. In: British Actuarial Journal. RePEc:cup:bracjl:v:14:y:2008:i:02:p:327-389_00.

Full description at Econpapers || Download paper

6
122003A Stochastic Approach to Risk Management and Decision Making in Defined Benefit Pension Schemes. (2003). Haberman, S ; Fogarty, D ; Day, C ; Khorasanee, M Z ; McWhirter, M ; Nash, N ; Wright, I D ; Ngwira, B ; Yakoubov, Y. In: British Actuarial Journal. RePEc:cup:bracjl:v:9:y:2003:i:03:p:493-586_00.

Full description at Econpapers || Download paper

6
132003Reserving, Pricing and Hedging For Policies with Guaranteed Annuity Options. (2003). Yang, S ; Waters, H R ; Wilkie, A D. In: British Actuarial Journal. RePEc:cup:bracjl:v:9:y:2003:i:02:p:263-391_00.

Full description at Econpapers || Download paper

6
142001Pensions, Funding and Risk. (2001). Chapman, R J ; Speed, C A ; Gordon, T J. In: British Actuarial Journal. RePEc:cup:bracjl:v:7:y:2001:i:04:p:605-662_00.

Full description at Econpapers || Download paper

5
152011Systemic Risk in Financial Services. (2011). Booth, Philip ; Besar, D ; Pickles, J ; Chan, K K. In: British Actuarial Journal. RePEc:cup:bracjl:v:16:y:2011:i:02:p:195-300_00.

Full description at Econpapers || Download paper

5
162001Stability of Models for the Term Structure of Interest Rates with Application to German Market Data. (2001). Pritchard, D J. In: British Actuarial Journal. RePEc:cup:bracjl:v:7:y:2001:i:03:p:467-507_00.

Full description at Econpapers || Download paper

5
172004Determinants of United Kingdom General Insurance Company Performance. (2004). Shiu, Y. In: British Actuarial Journal. RePEc:cup:bracjl:v:10:y:2004:i:05:p:1079-1110_00.

Full description at Econpapers || Download paper

5
181998A Stochastic Model Underlying the Chain-Ladder Technique. (1998). Renshaw, A E ; Verrall, R J. In: British Actuarial Journal. RePEc:cup:bracjl:v:4:y:1998:i:04:p:903-923_00.

Full description at Econpapers || Download paper

4
191999A Non-Linear Stochastic Asset Model for Actuarial Use. (1999). Thomas, R G ; Whitten, S P. In: British Actuarial Journal. RePEc:cup:bracjl:v:5:y:1999:i:05:p:919-953_00.

Full description at Econpapers || Download paper

4
202004Longevity in the 21st Century. (2004). Ryan, J P ; Willets, R C ; Gallop, A P ; Leandro, P A ; MacDonald, A S ; Richards, S J ; Miller, K A ; Robjohns, N ; Waters, H R. In: British Actuarial Journal. RePEc:cup:bracjl:v:10:y:2004:i:04:p:685-832_00.

Full description at Econpapers || Download paper

4
212004Market Consistent Valuation of Life Assurance Business. (2004). Sheldon, T J ; Smith, A D. In: British Actuarial Journal. RePEc:cup:bracjl:v:10:y:2004:i:03:p:543-605_00.

Full description at Econpapers || Download paper

4
222002A Multi-State Model of Disability for the United Kingdom: Implications for Future Need for Long-Term Care for the Elderly. (2002). Rickayzen, B D. In: British Actuarial Journal. RePEc:cup:bracjl:v:8:y:2002:i:02:p:341-393_00.

Full description at Econpapers || Download paper

3
231996How Actuaries Can Use Financial Economics. (1996). Smith, A D. In: British Actuarial Journal. RePEc:cup:bracjl:v:2:y:1996:i:05:p:1057-1193_00.

Full description at Econpapers || Download paper

3
241995Pension Fund Asset Valuation and Investment. (1995). , ; Exley, C J. In: British Actuarial Journal. RePEc:cup:bracjl:v:1:y:1995:i:05:p:965-977_00.

Full description at Econpapers || Download paper

3
252005Risk Management in a Fair Valuation World. (2005). , . In: British Actuarial Journal. RePEc:cup:bracjl:v:11:y:2005:i:04:p:595-712_00.

Full description at Econpapers || Download paper

3
262003Ruin Theory in a Discrete Time Risk Model with Interest Income. (2003). Sun, L ; Yang, H. In: British Actuarial Journal. RePEc:cup:bracjl:v:9:y:2003:i:03:p:637-652_00.

Full description at Econpapers || Download paper

3
271995Asset Shares and their Use in the Financial Management of a With-Profits Fund. (1995). Needleman, P D ; Roff, T A. In: British Actuarial Journal. RePEc:cup:bracjl:v:1:y:1995:i:04:p:603-688_00.

Full description at Econpapers || Download paper

3
281995Pension Fund Asset Valuation and Investment. (1995). Exley, C J. In: British Actuarial Journal. RePEc:cup:bracjl:v:1:y:1995:i:03:p:471-557_00.

Full description at Econpapers || Download paper

3
292004The Measurement and Modelling of Commercial Real Estate Performance. (2004). Booth, Philip ; Marcato, G. In: British Actuarial Journal. RePEc:cup:bracjl:v:10:y:2004:i:01:p:5-61_00.

Full description at Econpapers || Download paper

2
302001Estimation in the Constant Elasticity of Variance Model. (2001). Yuen, K C ; Chu, K L ; Yang, H. In: British Actuarial Journal. RePEc:cup:bracjl:v:7:y:2001:i:02:p:275-292_00.

Full description at Econpapers || Download paper

2
312006The Importance of Year of Birth in Two-Dimensional Mortality Data. (2006). Kirkby, J G ; Currie, I D ; Richards, S J. In: British Actuarial Journal. RePEc:cup:bracjl:v:12:y:2006:i:01:p:5-38_00.

Full description at Econpapers || Download paper

2
322013Mortality and smoking prevalence: An empirical investigation in ten developed countries. (2013). Kleinow, Torsten . In: British Actuarial Journal. RePEc:cup:bracjl:v:18:y:2013:i:02:p:452-466_00.

Full description at Econpapers || Download paper

2
331999Property Investment Appraisal. (1999). Booth, Philip ; Adams, A T ; MacGregor, B D. In: British Actuarial Journal. RePEc:cup:bracjl:v:5:y:1999:i:05:p:955-982_00.

Full description at Econpapers || Download paper

2
342003Measuring and Managing the Economic Risks and Costs of With-Profits Business. (2003). Turnbull, C J ; Hibbert, A J. In: British Actuarial Journal. RePEc:cup:bracjl:v:9:y:2003:i:04:p:725-777_00.

Full description at Econpapers || Download paper

2
352008Applying Survival Models to Pensioner Mortality Data. (2008). Richards, S J. In: British Actuarial Journal. RePEc:cup:bracjl:v:14:y:2008:i:02:p:257-303_00.

Full description at Econpapers || Download paper

2
362011Developments in the Management of Annuity Business. (2011). Collinge, E J ; Zhang, F ; Smith, D W ; Little, W ; Johnson, B E ; Fulcher, P ; Browne, B A ; Telford, P G ; Nurse, J M. In: British Actuarial Journal. RePEc:cup:bracjl:v:16:y:2011:i:03:p:471-551_00.

Full description at Econpapers || Download paper

2
372004Valuation and Hedging of Limited Price Indexed Liabilities. (2004). , . In: British Actuarial Journal. RePEc:cup:bracjl:v:10:y:2004:i:03:p:627-663_00.

Full description at Econpapers || Download paper

2
382000Pensions and Low Inflation. (2000). Horsfall, N P ; Murphy, R F ; Knight, J M ; Kneller, K ; Harrison, J M. In: British Actuarial Journal. RePEc:cup:bracjl:v:6:y:2000:i:03:p:547-619_00.

Full description at Econpapers || Download paper

2
392005Current Developments in Embedded Value Reporting. (2005). Ward, M B ; Foroughi, K ; Desai, A J ; Sharp, A C ; Taverner, N H ; Maxwell, A F ; Hibbett, G J. In: British Actuarial Journal. RePEc:cup:bracjl:v:11:y:2005:i:03:p:407-479_00.

Full description at Econpapers || Download paper

2
401997Modelling the Impact of Reinsurance on Financial Strength. (1997). Coutts, S M. In: British Actuarial Journal. RePEc:cup:bracjl:v:3:y:1997:i:03:p:583-653_00.

Full description at Econpapers || Download paper

2
411999On Numerical Evaluation of Finite Time Survival Probabilities. (1999). , . In: British Actuarial Journal. RePEc:cup:bracjl:v:5:y:1999:i:03:p:575-584_00.

Full description at Econpapers || Download paper

2
422007Should Projections of Mortality Improvements be Subject to a Minimum Value?. (2007). Baxter, S D. In: British Actuarial Journal. RePEc:cup:bracjl:v:13:y:2007:i:03:p:375-464_00.

Full description at Econpapers || Download paper

2
432003Measuring and Managing the Economic Risks and Costs of With-Profits Business. (2003). Hibbert, A J ; Turnbull, C J. In: British Actuarial Journal. RePEc:cup:bracjl:v:9:y:2003:i:05:p:1141-1154_00.

Full description at Econpapers || Download paper

2
442011Developments in the Management of Annuity Business ‐ Abstract of the London Discussion. (2011). Telford, Peter . In: British Actuarial Journal. RePEc:cup:bracjl:v:16:y:2011:i:03:p:577-599_00.

Full description at Econpapers || Download paper

1
451999The Need for Theory in Actuarial Economic Models. (1999). Verrall, R J ; Huber, P P. In: British Actuarial Journal. RePEc:cup:bracjl:v:5:y:1999:i:02:p:377-395_00.

Full description at Econpapers || Download paper

1
462014Investigating risk reporting practices in the global insurance industry. (2014). Dubey, R ; Kumar, A ; Klumpes, P. In: British Actuarial Journal. RePEc:cup:bracjl:v:19:y:2014:i:03:p:692-727_00.

Full description at Econpapers || Download paper

1
471996On the Graduation of ‘Amounts’. (1996). Hatzopoulos, P ; Renshaw, A E. In: British Actuarial Journal. RePEc:cup:bracjl:v:2:y:1996:i:01:p:185-205_00.

Full description at Econpapers || Download paper

1
482002On Valuation and Risk Management at the Interface of Insurance and Finance. (2002). Moller, T. In: British Actuarial Journal. RePEc:cup:bracjl:v:8:y:2002:i:04:p:787-827_00.

Full description at Econpapers || Download paper

1
492011What Longevity Predictors Should Be Allowed for When Valuing Pension Scheme Liabilities?. (2011). Madrigal, A M ; Baxter, S D ; Gaches, A T ; Patel, D D ; Matthews, F E. In: British Actuarial Journal. RePEc:cup:bracjl:v:16:y:2011:i:01:p:1-38_00.

Full description at Econpapers || Download paper

1
501995The Prospect of Mortality: England and Wales and the United States of America, 1962–1989. (1995). Murphy, M J. In: British Actuarial Journal. RePEc:cup:bracjl:v:1:y:1995:i:02:p:331-350_00.

Full description at Econpapers || Download paper

1

50 most relevant documents in this series (papers most cited in the last two years)


#YearTitleCited
12006Living with Mortality: Longevity Bonds and Other Mortality-Linked Securities. (2006). Blake, D ; Dowd, K. In: British Actuarial Journal. RePEc:cup:bracjl:v:12:y:2006:i:01:p:153-197_00.

Full description at Econpapers || Download paper

13
22004The Cohort Effect: Insights and Explanations. (2004). Willets, R C. In: British Actuarial Journal. RePEc:cup:bracjl:v:10:y:2004:i:04:p:833-877_00.

Full description at Econpapers || Download paper

7
32002Stochastic Claims Reserving in General Insurance. (2002). England, P D ; Verrall, R J. In: British Actuarial Journal. RePEc:cup:bracjl:v:8:y:2002:i:03:p:443-518_00.

Full description at Econpapers || Download paper

6
42003Risk Measures and Theories of Choice. (2003). Desli, Evangelia. In: British Actuarial Journal. RePEc:cup:bracjl:v:9:y:2003:i:04:p:959-991_00.

Full description at Econpapers || Download paper

5
52004Determinants of United Kingdom General Insurance Company Performance. (2004). Shiu, Y. In: British Actuarial Journal. RePEc:cup:bracjl:v:10:y:2004:i:05:p:1079-1110_00.

Full description at Econpapers || Download paper

3
62002Recent Mortality Trends in the Spanish Population. (2002). Perez-Marin, A M ; Felipe, A ; Guillen, M. In: British Actuarial Journal. RePEc:cup:bracjl:v:8:y:2002:i:04:p:757-786_00.

Full description at Econpapers || Download paper

3
72003A Stochastic Approach to Risk Management and Decision Making in Defined Benefit Pension Schemes. (2003). Haberman, S ; Fogarty, D ; Day, C ; Khorasanee, M Z ; McWhirter, M ; Nash, N ; Wright, I D ; Ngwira, B ; Yakoubov, Y. In: British Actuarial Journal. RePEc:cup:bracjl:v:9:y:2003:i:03:p:493-586_00.

Full description at Econpapers || Download paper

3
82008Variable Annuities. (2008). Ritchie, A J ; Ledlie, M C ; Corry, D P ; Finkelstein, G S ; Su, K. In: British Actuarial Journal. RePEc:cup:bracjl:v:14:y:2008:i:02:p:327-389_00.

Full description at Econpapers || Download paper

3
92001Pensions, Funding and Risk. (2001). Chapman, R J ; Speed, C A ; Gordon, T J. In: British Actuarial Journal. RePEc:cup:bracjl:v:7:y:2001:i:04:p:605-662_00.

Full description at Econpapers || Download paper

3
102001Stability of Models for the Term Structure of Interest Rates with Application to German Market Data. (2001). Pritchard, D J. In: British Actuarial Journal. RePEc:cup:bracjl:v:7:y:2001:i:03:p:467-507_00.

Full description at Econpapers || Download paper

3
111997Modelling the Impact of Reinsurance on Financial Strength. (1997). Coutts, S M. In: British Actuarial Journal. RePEc:cup:bracjl:v:3:y:1997:i:03:p:583-653_00.

Full description at Econpapers || Download paper

2
121997The Financial Theory of Defined Benefit Pension Schemes. (1997). Exley, C J ; Smith, A D. In: British Actuarial Journal. RePEc:cup:bracjl:v:3:y:1997:i:04:p:835-966_00.

Full description at Econpapers || Download paper

2
131998A Stochastic Model Underlying the Chain-Ladder Technique. (1998). Renshaw, A E ; Verrall, R J. In: British Actuarial Journal. RePEc:cup:bracjl:v:4:y:1998:i:04:p:903-923_00.

Full description at Econpapers || Download paper

2
142003Global Asset Liability Management. (2003). Villaverde, M ; Medova, E A ; Germano, M. In: British Actuarial Journal. RePEc:cup:bracjl:v:9:y:2003:i:01:p:137-195_00.

Full description at Econpapers || Download paper

2
152011Systemic Risk in Financial Services. (2011). Booth, Philip ; Besar, D ; Pickles, J ; Chan, K K. In: British Actuarial Journal. RePEc:cup:bracjl:v:16:y:2011:i:02:p:195-300_00.

Full description at Econpapers || Download paper

2
162013Mortality and smoking prevalence: An empirical investigation in ten developed countries. (2013). Kleinow, Torsten . In: British Actuarial Journal. RePEc:cup:bracjl:v:18:y:2013:i:02:p:452-466_00.

Full description at Econpapers || Download paper

2
172002A Multi-State Model of Disability for the United Kingdom: Implications for Future Need for Long-Term Care for the Elderly. (2002). Rickayzen, B D. In: British Actuarial Journal. RePEc:cup:bracjl:v:8:y:2002:i:02:p:341-393_00.

Full description at Econpapers || Download paper

2

Citing documents used to compute impact factor 2:


YearTitle
2015Using bootstrapping to incorporate model error for risk-neutral pricing of longevity risk. (2015). Yang, Bowen ; Balasooriya, Uditha ; Li, Jackie . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:62:y:2015:i:c:p:16-27.

Full description at Econpapers || Download paper

2015A common age effect model for the mortality of multiple populations. (2015). Kleinow, Torsten . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:63:y:2015:i:c:p:147-152.

Full description at Econpapers || Download paper

Recent citations (cites in year: CiY)


Recent citations received in 2014

YearCiting document

Recent citations received in 2013

YearCiting document

Recent citations received in 2012

YearCiting document

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.

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated December, 1 2016. Contact: CitEc Team