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Annals of Actuarial Science / Cambridge University Press

Citation Profile [Updated: 2019-12-04 10:36:47]
5 Years H
7
Impact Factor
0.11
5 Years IF
0.12
Data available in this report

[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 CIF IF5 DOC CDO CIT NCI CCU D2Y C2Y D5Y C5Y SC %SC CiY II AII
1990 0 0.08 0 0 0 0 0 0 0 0 0 0 0.04
1991 0 0.08 0 0 0 0 0 0 0 0 0 0 0.04
1992 0 0.08 0 0 0 0 0 0 0 0 0 0 0.04
1993 0 0.1 0 0 0 0 0 0 0 0 0 0 0.05
1994 0 0.11 0 0 0 0 0 0 0 0 0 0 0.05
1995 0 0.19 0 0 0 0 0 0 0 0 0 0 0.08
1996 0 0.22 0 0 0 0 0 0 0 0 0 0 0.1
1997 0 0.22 0 0 0 0 0 0 0 0 0 0 0.09
1998 0 0.26 0 0 0 0 0 0 0 0 0 0 0.12
1999 0 0.28 0 0 0 0 0 0 0 0 0 0 0.14
2000 0 0.33 0 0 0 0 0 0 0 0 0 0 0.15
2001 0 0.36 0 0 0 0 0 0 0 0 0 0 0.15
2002 0 0.39 0 0 0 0 0 0 0 0 0 0 0.21
2003 0 0.4 0 0 0 0 0 0 0 0 0 0 0.2
2004 0 0.45 0 0 0 0 0 0 0 0 0 0 0.2
2005 0 0.46 0 0 0 0 0 0 0 0 0 0 0.22
2006 0 0.46 0 0 20 20 37 0 0 0 0 0 0.21
2007 0 0.42 0 0 17 37 7 0 20 20 0 0 0.18
2008 0.05 0.44 0.04 0.05 13 50 70 2 2 37 2 37 2 0 0 0.21
2009 0.03 0.44 0.04 0.06 20 70 9 3 5 30 1 50 3 0 0 0.21
2010 0.09 0.43 0.07 0.07 0 70 0 5 10 33 3 70 5 0 0 0.18
2011 0 0.46 0.14 0.17 22 92 14 13 23 20 70 12 0 0 0.21
2012 0 0.47 0.07 0.07 21 113 12 8 31 22 72 5 0 0 0.19
2013 0.07 0.53 0.12 0.11 24 137 33 16 47 43 3 76 8 0 2 0.08 0.22
2014 0.02 0.55 0.1 0.06 19 156 7 15 62 45 1 87 5 0 0 0.22
2015 0.28 0.56 0.15 0.15 15 171 10 25 87 43 12 86 13 0 1 0.07 0.21
2016 0.06 0.58 0.22 0.17 12 183 5 40 127 34 2 101 17 0 1 0.08 0.2
2017 0.26 0.6 0.18 0.16 15 198 13 35 162 27 7 91 15 0 3 0.2 0.22
2018 0.11 0.76 0.14 0.12 24 222 2 32 194 27 3 85 10 0 0 0.31
IF: Impact Factor: C2Y / D2Y
AIF: Average Impact Factor for series in RePEc in year y
CIF: Cumulative impact factor
IF5: Impact Factor: C5Y / D5Y
DOC: Number of documents published in year y
CDO: Cumulative number of documents published until year y
CIT: Number of citations to papers published in year y
NCI: Number of citations in year y
CCU: Cumulative number of citations to papers published until 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: selft citations 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
50 most cited documents in this series
#YearTitleCited
12008Mortality Modelling and Forecasting: a Review of Methods. (2008). Tickle, L ; Booth, H. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:3:y:2008:i:1-2:p:3-43_00.

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63
22006Predictive Distributions of Outstanding Liabilities in General Insurance. (2006). Verrall, R J ; England, P D. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:1:y:2006:i:02:p:221-270_00.

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15
32013A scaling model for severity of operational losses using generalized additive models for location scale and shape (GAMLSS). (2013). Ganegoda, Amandha ; Evans, John. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:7:y:2013:i:01:p:61-100_00.

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9
42008Individual Claim Loss Reserving Conditioned by Case Estimates. (2008). Sullivan, James ; Taylor, Greg ; McGuire, Grainne . In: Annals of Actuarial Science. RePEc:cup:anacsi:v:3:y:2008:i:1-2:p:215-256_00.

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8
52006Optimal Dividends Under a Ruin Probability Constraint. (2006). Drekic, S. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:1:y:2006:i:02:p:291-306_00.

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8
62013Diversification in heavy-tailed portfolios: properties and pitfalls. (2013). Mainik, Georg ; Embrechts, Paul. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:7:y:2013:i:01:p:26-45_00.

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7
72011Minimizing the ruin probability through capital injections. (2011). Li, Shuanming ; Nie, Ciyu ; David, . In: Annals of Actuarial Science. RePEc:cup:anacsi:v:5:y:2011:i:02:p:195-209_00.

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7
82009Chain-Ladder as Maximum Likelihood Revisited. (2009). Kuang, D ; Nielsen, J P. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:4:y:2009:i:01:p:105-121_00.

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7
92013Investigating the Broken-Heart Effect: a Model for Short-Term Dependence between the Remaining Lifetimes of Joint Lives. (2013). Spreeuw, Jaap ; Owadally, Iqbal . In: Annals of Actuarial Science. RePEc:cup:anacsi:v:7:y:2013:i:02:p:236-257_00.

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6
102006Income Inequality over the Later-Life Course: a Comparative Analysis of Seven OECD Countries. (2006). Brown, R L ; Prus, S G. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:1:y:2006:i:02:p:307-317_00.

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6
112011A Trend-Change Extension of the Cairns-Blake-Dowd Model. (2011). Sweeting, P J. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:5:y:2011:i:02:p:143-162_00.

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5
122006Unit-Linked Life Insurance Contracts with Lapse Rates Dependent on Economic Factors. (2006). Tan, K S ; Kolkiewicz, A W. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:1:y:2006:i:01:p:49-78_00.

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5
132012A Semi-Markov Multiple State Model for Reverse Mortgage Terminations. (2012). Ji, Min ; Li, Johnny Siu-Hang ; Hardy, Mary . In: Annals of Actuarial Science. RePEc:cup:anacsi:v:6:y:2012:i:02:p:235-257_00.

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5
142013Dependence modelling in multivariate claims run-off triangles. (2013). Hashorva, Enkelejd ; Merz, Michael ; Wuthrich, Mario V. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:7:y:2013:i:01:p:3-25_00.

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5
152013Do not pay for a Danish interest guarantee. The law of the triple blow. (2013). Konicz, Agnieszka Karolina ; Perez-Marin, Ana M ; Nielsen, Jens Perch ; Guillen, Montserrat. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:7:y:2013:i:02:p:192-209_00.

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4
162015Modelling cause-of-death mortality and the impact of cause-elimination. (2015). Sherris, Michael ; Arnold, Severine ; Alai, Daniel H. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:9:y:2015:i:01:p:167-186_00.

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4
172017A unified approach to mortality modelling using state-space framework: characterisation, identification, estimation and forecasting. (2017). Fung, Man Chung ; Shevchenko, Pavel V ; Peters, Gareth W. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:11:y:2017:i:02:p:343-389_00.

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4
182012Bayesian over-dispersed Poisson model and the Bornhuetter & Ferguson claims reserving method. (2012). England, Peter D ; Wuthrich, Mario V. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:6:y:2012:i:02:p:258-283_00.

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3
192014Bonus–Malus systems with Weibull distributed claim severities. (2014). Ni, Weihong ; Pantelous, Athanasios A ; Constantinescu, Corina . In: Annals of Actuarial Science. RePEc:cup:anacsi:v:8:y:2014:i:02:p:217-233_00.

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3
202016Optimal reinsurance under multiple attribute decision making. (2016). Karageyik, Baak Bulut ; David, . In: Annals of Actuarial Science. RePEc:cup:anacsi:v:10:y:2016:i:01:p:65-86_00.

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3
212013Optimal premium pricing policy in a competitive insurance market environment. (2013). Passalidou, Eudokia ; Pantelous, Athanasios A. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:7:y:2013:i:02:p:175-191_00.

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3
222006Regression Quantile Analysis of Claim Termination Rates for Income Protection Insurance. (2006). , . In: Annals of Actuarial Science. RePEc:cup:anacsi:v:1:y:2006:i:02:p:345-357_00.

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3
232007Zone-Adaptive Control Strategy for a Multiperiodic Model of Risk. (2007). Malinovskii, V K. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:2:y:2007:i:02:p:349-367_00.

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3
242009Mean Square Error of Prediction in the Bornhuetter–Ferguson Claims Reserving Method. (2009). Alai, D H ; Wuthrich, M V ; Merz, M. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:4:y:2009:i:01:p:7-31_00.

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3
252017Optimal strategies for a non-linear premium-reserve model in a competitive insurance market. (2017). Passalidou, Eudokia ; Pantelous, Athanasios A. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:11:y:2017:i:01:p:1-19_00.

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3
262007Some Finite Time Ruin Problems. (2007). , . In: Annals of Actuarial Science. RePEc:cup:anacsi:v:2:y:2007:i:02:p:217-232_00.

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3
272018Conditional Monte Carlo for sums, with applications to insurance and finance. (2018). Asmussen, Soren. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:12:y:2018:i:02:p:455-478_00.

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2
282015A comparison of modern investment-linked pension savings products. (2015). Steffensen, Mogens ; Linnemann, Per ; Bruhn, Kenneth . In: Annals of Actuarial Science. RePEc:cup:anacsi:v:9:y:2015:i:01:p:72-84_00.

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2
292016Capturing non-exchangeable dependence in multivariate loss processes with nested Archimedean Lévy copulas. (2016). Wong, Bernard ; Avanzi, Benjamin ; Tao, Jamie ; Yang, Xinda . In: Annals of Actuarial Science. RePEc:cup:anacsi:v:10:y:2016:i:01:p:87-117_00.

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2
302015Experience rating with Poisson mixtures. (2015). Buckley, Winston S ; Brown, Garfield O. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:9:y:2015:i:02:p:304-321_00.

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2
312012Catastrophes and Insurance Stocks – A Benchmarking Approach for Measuring Efficiency. (2012). West, Jason. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:6:y:2012:i:01:p:103-136_00.

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2
322017Application of bivariate negative binomial regression model in analysing insurance count data. (2017). Liu, Feng ; Pitt, David . In: Annals of Actuarial Science. RePEc:cup:anacsi:v:11:y:2017:i:02:p:390-411_00.

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2
332014Estimation of Disability Transition Probabilities in Australia II: Implementation. (2014). Hariyanto, Evan A ; David, . In: Annals of Actuarial Science. RePEc:cup:anacsi:v:8:y:2014:i:01:p:156-175_00.

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2
342014Estimation of Disability Transition Probabilities in Australia I: Preliminary. (2014). Hariyanto, Evan A ; David, . In: Annals of Actuarial Science. RePEc:cup:anacsi:v:8:y:2014:i:01:p:131-155_00.

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2
352017Comparing the riskiness of dependent portfolios via nested L-statistics. (2017). , Ranadeera ; Brazauskas, Vytaras ; Wei, Wei. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:11:y:2017:i:02:p:237-252_00.

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2
362007Prediction Error of the Chain Ladder Reserving Method applied to Correlated Run-off Triangles. (2007). Merz, M ; Wuthrich, M V. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:2:y:2007:i:01:p:25-50_00.

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1
372011A Bayesian Approach to Parameter Estimation for Kernel Density Estimation via Transformations. (2011). Wu, Xueyuan ; Liu, Qing ; Pitt, David ; Zhang, Xibin. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:5:y:2011:i:02:p:181-193_00.

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1
382017Telematic driving profile classification in car insurance pricing. (2017). Weidner, Wiltrud ; Fabian, . In: Annals of Actuarial Science. RePEc:cup:anacsi:v:11:y:2017:i:02:p:213-236_00.

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1
392014Annuitisation and cross-subsidies in a two-tiered retirement saving system. (2014). Purcal, Sachi ; Avanzi, Benjamin. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:8:y:2014:i:02:p:234-252_00.

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1
402012A comparison of three different pension savings products with special emphasis on the payout phase. (2012). Jørgensen, Peter ; Linnemann, Per ; Jorgensen, Peter Lochte . In: Annals of Actuarial Science. RePEc:cup:anacsi:v:6:y:2012:i:01:p:137-152_00.

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1
412018Dynamic risk measures for stochastic asset processes from ruin theory. (2018). Shimizu, Yasutaka ; Tanaka, Shuji . In: Annals of Actuarial Science. RePEc:cup:anacsi:v:12:y:2018:i:02:p:249-268_00.

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1
422007‘Freedom with Publicity’ — The Actuarial Profession and United Kingdom Insurance Regulation from 1844 to 1945. (2007). Booth, Philip. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:2:y:2007:i:01:p:115-145_00.

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1
432015Trends in disguise. (2015). Zitikis, Riardas ; Jones, Bruce L ; Brazauskas, Vytaras. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:9:y:2015:i:01:p:58-71_00.

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1
442017A note on the optimal dividends paid in a foreign currency. (2017). Eisenberg, Julia ; Kruhner, Paul. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:11:y:2017:i:01:p:67-73_00.

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1
452011Smoothing dispersed counts with applications to mortality data. (2011). , ; Currie, I D. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:5:y:2011:i:01:p:33-52_00.

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1
462017Mortality forecasting using a modified Continuous Mortality Investigation Mortality Projections Model for China I: methodology and country-level results. (2017). Browne, Bridget ; Huang, Fei. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:11:y:2017:i:01:p:20-45_00.

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1
472006Multiplicative Hazard Models for Studying the Evolution of Mortality. (2006). Perez-Marin, A M ; Guillen, M ; Nielsen, J P. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:1:y:2006:i:01:p:165-177_00.

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1
482015Prediction uncertainties in the Cape Cod reserving method. (2015). Saluz, Annina . In: Annals of Actuarial Science. RePEc:cup:anacsi:v:9:y:2015:i:02:p:239-263_00.

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1
492011A Natural Hedge for Equity Indexed Annuities. (2011). Boyle, Phelim P ; Bernard, Carole. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:5:y:2011:i:02:p:211-230_00.

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1
502014Best estimate reserves and the claims development results in consecutive calendar years. (2014). Saluz, Annina ; Gisler, Alois . In: Annals of Actuarial Science. RePEc:cup:anacsi:v:8:y:2014:i:02:p:351-373_00.

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1
50 most relevant documents in this series (papers most cited in the last two years)
#YearTitleCited
12008Mortality Modelling and Forecasting: a Review of Methods. (2008). Tickle, L ; Booth, H. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:3:y:2008:i:1-2:p:3-43_00.

Full description at Econpapers || Download paper

25
22008Individual Claim Loss Reserving Conditioned by Case Estimates. (2008). Sullivan, James ; Taylor, Greg ; McGuire, Grainne . In: Annals of Actuarial Science. RePEc:cup:anacsi:v:3:y:2008:i:1-2:p:215-256_00.

Full description at Econpapers || Download paper

5
32006Predictive Distributions of Outstanding Liabilities in General Insurance. (2006). Verrall, R J ; England, P D. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:1:y:2006:i:02:p:221-270_00.

Full description at Econpapers || Download paper

5
42017A unified approach to mortality modelling using state-space framework: characterisation, identification, estimation and forecasting. (2017). Fung, Man Chung ; Shevchenko, Pavel V ; Peters, Gareth W. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:11:y:2017:i:02:p:343-389_00.

Full description at Econpapers || Download paper

4
52012A Semi-Markov Multiple State Model for Reverse Mortgage Terminations. (2012). Ji, Min ; Li, Johnny Siu-Hang ; Hardy, Mary . In: Annals of Actuarial Science. RePEc:cup:anacsi:v:6:y:2012:i:02:p:235-257_00.

Full description at Econpapers || Download paper

4
62015Modelling cause-of-death mortality and the impact of cause-elimination. (2015). Sherris, Michael ; Arnold, Severine ; Alai, Daniel H. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:9:y:2015:i:01:p:167-186_00.

Full description at Econpapers || Download paper

4
72011Minimizing the ruin probability through capital injections. (2011). Li, Shuanming ; Nie, Ciyu ; David, . In: Annals of Actuarial Science. RePEc:cup:anacsi:v:5:y:2011:i:02:p:195-209_00.

Full description at Econpapers || Download paper

4
82011A Trend-Change Extension of the Cairns-Blake-Dowd Model. (2011). Sweeting, P J. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:5:y:2011:i:02:p:143-162_00.

Full description at Econpapers || Download paper

4
92017Optimal strategies for a non-linear premium-reserve model in a competitive insurance market. (2017). Passalidou, Eudokia ; Pantelous, Athanasios A. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:11:y:2017:i:01:p:1-19_00.

Full description at Econpapers || Download paper

3
102013Diversification in heavy-tailed portfolios: properties and pitfalls. (2013). Mainik, Georg ; Embrechts, Paul. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:7:y:2013:i:01:p:26-45_00.

Full description at Econpapers || Download paper

3
112014Estimation of Disability Transition Probabilities in Australia II: Implementation. (2014). Hariyanto, Evan A ; David, . In: Annals of Actuarial Science. RePEc:cup:anacsi:v:8:y:2014:i:01:p:156-175_00.

Full description at Econpapers || Download paper

2
122006Optimal Dividends Under a Ruin Probability Constraint. (2006). Drekic, S. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:1:y:2006:i:02:p:291-306_00.

Full description at Econpapers || Download paper

2
132016Optimal reinsurance under multiple attribute decision making. (2016). Karageyik, Baak Bulut ; David, . In: Annals of Actuarial Science. RePEc:cup:anacsi:v:10:y:2016:i:01:p:65-86_00.

Full description at Econpapers || Download paper

2
142013Optimal premium pricing policy in a competitive insurance market environment. (2013). Passalidou, Eudokia ; Pantelous, Athanasios A. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:7:y:2013:i:02:p:175-191_00.

Full description at Econpapers || Download paper

2
152012Catastrophes and Insurance Stocks – A Benchmarking Approach for Measuring Efficiency. (2012). West, Jason. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:6:y:2012:i:01:p:103-136_00.

Full description at Econpapers || Download paper

2
162018Conditional Monte Carlo for sums, with applications to insurance and finance. (2018). Asmussen, Soren. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:12:y:2018:i:02:p:455-478_00.

Full description at Econpapers || Download paper

2
172017Application of bivariate negative binomial regression model in analysing insurance count data. (2017). Liu, Feng ; Pitt, David . In: Annals of Actuarial Science. RePEc:cup:anacsi:v:11:y:2017:i:02:p:390-411_00.

Full description at Econpapers || Download paper

2
182014Bonus–Malus systems with Weibull distributed claim severities. (2014). Ni, Weihong ; Pantelous, Athanasios A ; Constantinescu, Corina . In: Annals of Actuarial Science. RePEc:cup:anacsi:v:8:y:2014:i:02:p:217-233_00.

Full description at Econpapers || Download paper

2
192014Estimation of Disability Transition Probabilities in Australia I: Preliminary. (2014). Hariyanto, Evan A ; David, . In: Annals of Actuarial Science. RePEc:cup:anacsi:v:8:y:2014:i:01:p:131-155_00.

Full description at Econpapers || Download paper

2
202009Chain-Ladder as Maximum Likelihood Revisited. (2009). Kuang, D ; Nielsen, J P. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:4:y:2009:i:01:p:105-121_00.

Full description at Econpapers || Download paper

2
212016Capturing non-exchangeable dependence in multivariate loss processes with nested Archimedean Lévy copulas. (2016). Wong, Bernard ; Avanzi, Benjamin ; Tao, Jamie ; Yang, Xinda . In: Annals of Actuarial Science. RePEc:cup:anacsi:v:10:y:2016:i:01:p:87-117_00.

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2
222015Experience rating with Poisson mixtures. (2015). Buckley, Winston S ; Brown, Garfield O. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:9:y:2015:i:02:p:304-321_00.

Full description at Econpapers || Download paper

2
232017Comparing the riskiness of dependent portfolios via nested L-statistics. (2017). , Ranadeera ; Brazauskas, Vytaras ; Wei, Wei. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:11:y:2017:i:02:p:237-252_00.

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2
Citing documents used to compute impact factor: 3
YearTitle
2018Joint moments of the total discounted gains and losses in the renewal risk model with two-sided jumps. (2018). , Eric ; Willmot, Gordon E ; Liu, Haibo. In: Applied Mathematics and Computation. RePEc:eee:apmaco:v:331:y:2018:i:c:p:358-377.

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2018Non-cooperative dynamic games for general insurance markets. (2018). Boonen, Tim J ; Wu, Renchao ; Pantelous, Athanasios A. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:78:y:2018:i:c:p:123-135.

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2018A comparative study of pricing approaches for longevity instruments. (2018). Leung, Melvern ; Ohare, Colin ; Fung, Man Chung. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:82:y:2018:i:c:p:95-116.

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Recent citations
Recent citations received in 2018
YearCiting document

Recent citations received in 2017
YearCiting document
2017Cohort effects in mortality modelling: a Bayesian state-space approach. (2017). Shevchenko, Pavel V ; Peters, Gareth W ; Fung, Man Chung. In: Papers. RePEc:arx:papers:1703.08282.

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2017Actuarial Applications and Estimation of Extended CreditRisk+. (2017). Hirz, Jonas ; Shevchenko, Pavel V ; Schmock, Uwe . In: Risks. RePEc:gam:jrisks:v:5:y:2017:i:2:p:23-:d:94636.

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2017Optimal dividends in the dual risk model under a stochastic interest rate. (2017). Cheng, Zailei. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:04:y:2017:i:01:n:s2424786317500104.

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Recent citations received in 2016
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2016Optimal Retention Level for Infinite Time Horizons under MADM. (2016). Karageyik, Baak Bulut ; Ahin, Ule . In: Risks. RePEc:gam:jrisks:v:5:y:2016:i:1:p:1-:d:86201.

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Recent citations received in 2015
YearCiting document
2015The Impact of Guarantees on the Performance of Pension Saving Schemes: Insights from the Literature. (2015). Bohnert, Alexander. In: Risks. RePEc:gam:jrisks:v:3:y:2015:i:4:p:515-542:d:59200.

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