Citation analysis for Risk and Insurance / EconWPA

Risk and Insurance / EconWPA

null

Impact Factor

null

5-Years IF

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
1990		0.1			0				0		0		(%)			0.06
1991		0.09			0				0		0		(%)			0.05
1992		0.11			0				0		0		(%)			0.06
1993		0.14			0				0		0		(%)			0.07
1994		0.12		8	8				0		0		(%)			0.06
1995		0.16		3	11				8		8		(%)			0.1
1996		0.2			11				11		11		(%)			0.09
1997		0.21			11				3		11		(%)			0.09
1998		0.22			11				0		11		(%)			0.13
1999		0.28			11				0		11		(%)			0.16
2000		0.37			11				0		3		(%)			0.14
2001		0.36			11				0		0		(%)			0.17
2002		0.37		2	13	1	0.08	2	0		0		(%)			0.18
2003		0.4		16	29	3	0.1	19	2		2		1 (5.3%)	2	0.13	0.19
2004	0.06	0.42	0.06	9	38	9	0.24	9	18	1	18	1	1 (11.1%)	1	0.11	0.19
2005	0.08	0.43	0.07	19	57	5	0.09	41	25	2	27	2	4 (9.8%)	3	0.16	0.21
2006		0.45	0.02		57	1	0.02		28		46	1	(%)			0.2
2007	0.11	0.39	0.04		57	2	0.04		19	2	46	2	(%)			0.17
2008		0.39	0.07		57	4	0.07		0		44	3	(%)			0.17
2009		0.37	0.14		57	7	0.12		0		28	4	(%)			0.18
2010		0.33	0.05		57	5	0.09		0		19	1	(%)			0.15
2011		0.41			57	3	0.05		0		0		(%)			0.2
2012		0.46			57	3	0.05		0		0		(%)			0.21
2013		0.5			57	7	0.12		0		0		(%)			0.21
2014		0.54			57	6	0.11		0		0		(%)			0.26
2015		0.6			57	4	0.07		0		0		(%)			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:

#	Year	Title	Cited
1	2005	Optimization of Convex Risk Functions. (2005). Shapiro, Alexander ; Ruszczynski, Andrzej. In: Risk and Insurance. RePEc:wpa:wuwpri:0404001. Full description at Econpapers \|\| Download paper	21
2	2005	Conditional Risk Mappings. (2005). Shapiro, Alexander ; Ruszczynski, Andrzej. In: Risk and Insurance. RePEc:wpa:wuwpri:0404002. Full description at Econpapers \|\| Download paper	9
3	2003	Credit Risk Models - Do They Deliver Their Promises? A Quantitative Assessment. (2003). Oderda, Gianluca ; Dacorogna, Michel ; Jung, Tobias . In: Risk and Insurance. RePEc:wpa:wuwpri:0306003. Full description at Econpapers \|\| Download paper	8
4		Optimization of Risk Measures. (2004). Shapiro, Alexander ; Ruszczynski, Andrzej. In: Risk and Insurance. RePEc:wpa:wuwpri:0407002. Full description at Econpapers \|\| Download paper	6
5	2005	Interest-rate risk in the Indian banking system. (2005). Shah, Ajay ; Patnaik, Ila. In: Risk and Insurance. RePEc:wpa:wuwpri:0501003. Full description at Econpapers \|\| Download paper	5
6	2003	How Does Systematic Risk Impact US Credit Spreads? A Copula Study. (2003). Gatfaoui, Hayette. In: Risk and Insurance. RePEc:wpa:wuwpri:0308002. Full description at Econpapers \|\| Download paper	4
7	2005	Price risk management instruments in agricultural and other unstable markets. (2005). BOUSSARD, Jean-Marc. In: Risk and Insurance. RePEc:wpa:wuwpri:0505001. Full description at Econpapers \|\| Download paper	3
8	2005	A Fast Algorithm for Computing Expected Loan Portfolio Tranche Loss in the Gaussian Factor Model.. (2005). Okunev, Pavel. In: Risk and Insurance. RePEc:wpa:wuwpri:0506002. Full description at Econpapers \|\| Download paper	2
9	2003	From Fault Tree to Credit Risk Assessment: An Empirical Attempt. (2003). Gatfaoui, Hayette. In: Risk and Insurance. RePEc:wpa:wuwpri:0308003. Full description at Econpapers \|\| Download paper	2
10	2005	Financial Instability and Life Insurance Demand. (2005). Okura, Mahito ; KASUGA, Norihiro. In: Risk and Insurance. RePEc:wpa:wuwpri:0507002. Full description at Econpapers \|\| Download paper	2
11		Coherent Risk Measures and Upper Previsions. (2002). Pelessoni, Renato ; Vicig, Paolo. In: Risk and Insurance. RePEc:wpa:wuwpri:0201001. Full description at Econpapers \|\| Download paper	1
12	2003	Performance and Risk Measurement Challenges For Hedge Funds: Empirical Considerations. (2003). Dacorogna, Michel ; Jaeger, Lars ; Blum, Peter. In: Risk and Insurance. RePEc:wpa:wuwpri:0311001. Full description at Econpapers \|\| Download paper	1
13	2004	STRUCTURAL MODELS IN CONSUMER CREDIT. (2004). de Andrade, Fabio ; Thomas, Lyn . In: Risk and Insurance. RePEc:wpa:wuwpri:0407001. Full description at Econpapers \|\| Download paper	1
14	2003	Convex Imprecise Previsions for Risk Measurement. (2003). Pelessoni, Renato ; Vicig, Paolo. In: Risk and Insurance. RePEc:wpa:wuwpri:0309001. Full description at Econpapers \|\| Download paper	1
15	2003	Dynamic Financial Analysis - Understanding Risk and Value Creation in Insurance. (2003). Dacorogna, Michel ; Blum, Peter. In: Risk and Insurance. RePEc:wpa:wuwpri:0306002. Full description at Econpapers \|\| Download paper	1
16	2005	Value-at-Risk: The Delta-normal Approach. (2005). Henrard, Marc. In: Risk and Insurance. RePEc:wpa:wuwpri:0509001. Full description at Econpapers \|\| Download paper	1
17	2003	Stochastics for the worst case: distributions and risk measures for minimal returns. (2003). Mihai, Mihnea-Stefan. In: Risk and Insurance. RePEc:wpa:wuwpri:0305001. Full description at Econpapers \|\| Download paper	1
18	2005	Fast Computation of the Economic Capital, the Value at Risk and the Greeks of a Loan Portfolio in the Gaussian Factor Model. (2005). Okunev, Pavel. In: Risk and Insurance. RePEc:wpa:wuwpri:0507004. Full description at Econpapers \|\| Download paper	1
19	2004	Risk Management â Managing Risks, not Calculating Them. (2004). Kostov, Philip ; Lingard, John . In: Risk and Insurance. RePEc:wpa:wuwpri:0409001. Full description at Econpapers \|\| Download paper	1
20	2002	An Intensity Based Non-Parametric Default Model for Residential Mortgage Portfolios. (2002). De Giorgi, Enrico. In: Risk and Insurance. RePEc:wpa:wuwpri:0209001. Full description at Econpapers \|\| Download paper	1
21	2004	Value-at-Risk and Expected Shortfall for Linear Portfolios with elliptically distributed RisK Factors. (2004). . In: Risk and Insurance. RePEc:wpa:wuwpri:0403001. Full description at Econpapers \|\| Download paper	1
22	2003	Extreme Moves in Foreign Exchange Rates and Risk Limit Setting. (2003). Dacorogna, Michel ; Blum, Peter. In: Risk and Insurance. RePEc:wpa:wuwpri:0306004. Full description at Econpapers \|\| Download paper	1

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

#	Year	Title	Cited
1	2003	Credit Risk Models - Do They Deliver Their Promises? A Quantitative Assessment. (2003). Oderda, Gianluca ; Dacorogna, Michel ; Jung, Tobias . In: Risk and Insurance. RePEc:wpa:wuwpri:0306003. Full description at Econpapers \|\| Download paper	4
2	2005	Optimization of Convex Risk Functions. (2005). Shapiro, Alexander ; Ruszczynski, Andrzej. In: Risk and Insurance. RePEc:wpa:wuwpri:0404001. Full description at Econpapers \|\| Download paper	3
3	2005	Conditional Risk Mappings. (2005). Shapiro, Alexander ; Ruszczynski, Andrzej. In: Risk and Insurance. RePEc:wpa:wuwpri:0404002. Full description at Econpapers \|\| Download paper	2

Citing documents used to compute impact factor 0:

Year	Title

Recent citations (cites in year: CiY)

10 most frequent citing series

#		Series	Cites

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.