Citation analysis for North American Actuarial Journal / Taylor & Francis Journals

Citation Profile [Updated: 2019-12-04 10:36:47]

5 Years H

Impact Factor

0.11

5 Years IF

0.16

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	89	89	0		0	0		0			0		0	0.09
1998	0	0.26	0	0	97	186	67		0	89		89			0		0	0.12
1999	0.01	0.28	0.02	0.01	102	288	28	7	7	186	2	186	2		0	5	0.05	0.14
2000	0.01	0.33	0.01	0.01	84	372	25	4	11	199	2	288	2		0	2	0.02	0.15
2001	0.01	0.36	0	0.01	76	448	17	2	13	186	1	372	2		0		0	0.15
2002	0.02	0.39	0.02	0.01	48	496	14	8	21	160	3	448	6		0	1	0.02	0.21
2003	0.02	0.4	0.02	0.02	52	548	32	10	31	124	3	407	10		0		0	0.2
2004	0.01	0.45	0.02	0.01	56	604	44	13	44	100	1	362	4	1	7.7		0	0.2
2005	0.04	0.46	0.01	0.02	55	659	30	7	51	108	4	316	6		0		0	0.22
2006	0.03	0.46	0.01	0.02	59	718	20	5	56	111	3	287	5		0		0	0.21
2007	0	0.42	0.01	0.01	70	788	20	4	60	114		270	3		0		0	0.18
2008	0.01	0.44	0.01	0.01	41	829	7	10	70	129	1	292	4		0		0	0.21
2009	0.01	0.44	0.02	0.01	36	865	40	18	88	111	1	281	3	1	5.6		0	0.21
2010	0.03	0.43	0.02	0.02	33	898	13	15	103	77	2	261	5		0		0	0.18
2011	0.03	0.46	0.02	0.02	33	931	39	21	124	69	2	239	4		0	5	0.15	0.21
2012	0.03	0.47	0.01	0.01	15	946	2	6	130	66	2	213	3		0		0	0.19
2013	0.02	0.53	0.01	0.01	22	968	18	4	135	48	1	158	1		0		0	0.22
2014	0.05	0.55	0.02	0.05	30	998	31	20	155	37	2	139	7		0		0	0.22
2015	0.06	0.56	0.02	0.04	23	1021	11	19	174	52	3	133	5		0	1	0.04	0.21
2016	0.04	0.58	0.03	0.02	28	1049	4	28	202	53	2	123	3		0		0	0.2
2017	0.04	0.6	0.04	0.05	35	1084	12	43	245	51	2	118	6	9	20.9		0	0.22
2018	0.11	0.76	0.09	0.16	25	1109	11	98	343	63	7	138	22		0	4	0.16	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

#	Year	Title	Cited
1	1998	Understanding Relationships Using Copulas. (1998). Frees, Edward ; Valdez, Emiliano . In: North American Actuarial Journal. RePEc:taf:uaajxx:v:2:y:1998:i:1:p:1-25. Full description at Econpapers \|\| Download paper	29
2	2009	A Quantitative Comparison of Stochastic Mortality Models Using Data From England and Wales and the United States. (2009). Cairns, Andrew ; Balevich, Igor ; Ong, Alen ; Epstein, David ; Coughlan, Guy ; Dowd, Kevin ; Blake, David. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:13:y:2009:i:1:p:1-35. Full description at Econpapers \|\| Download paper	21
3	1998	On the Time Value of Ruin. (1998). Gerber, Hans ; Shiu, Elias. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:2:y:1998:i:1:p:48-72. Full description at Econpapers \|\| Download paper	19
4	2004	Optimal Investment Strategy to Minimize the Probability of Lifetime Ruin. (2004). Young, Virginia . In: North American Actuarial Journal. RePEc:taf:uaajxx:v:8:y:2004:i:4:p:106-126. Full description at Econpapers \|\| Download paper	16
5	2005	Minimizing the Probability of Ruin When Claims Follow Brownian Motion with Drift. (2005). Promislow, David S ; Young, Virginia . In: North American Actuarial Journal. RePEc:taf:uaajxx:v:9:y:2005:i:3:p:110-128. Full description at Econpapers \|\| Download paper	13
6	1999	Extreme Value Theory as a Risk Management Tool. (1999). Embrechts, Paul ; Samorodnitsky, Gennady ; Resnick, Sidney. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:3:y:1999:i:2:p:30-41. Full description at Econpapers \|\| Download paper	13
7	2003	Tail Conditional Expectations for Elliptical Distributions. (2003). Landsman, Zinoviy ; Valdez, Emiliano . In: North American Actuarial Journal. RePEc:taf:uaajxx:v:7:y:2003:i:4:p:55-71. Full description at Econpapers \|\| Download paper	12
8	2011	Explaining Mortality Dynamics. (2011). Hanewald, Katja . In: North American Actuarial Journal. RePEc:taf:uaajxx:v:15:y:2011:i:2:p:290-314. Full description at Econpapers \|\| Download paper	11
9	1999	Social Security. (1999). Myers, Robert. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:3:y:1999:i:4:p:59-63. Full description at Econpapers \|\| Download paper	10
10	2014	Developing Equity Release Markets: Risk Analysis for Reverse Mortgages and Home Reversions. (2014). Lai, Daniela ; Sherris, Michael ; Hanewald, Katja ; Cho, Daniel ; Chen, Hua ; Alai, Daniel . In: North American Actuarial Journal. RePEc:taf:uaajxx:v:18:y:2014:i:1:p:217-241. Full description at Econpapers \|\| Download paper	9
11	2011	Mortality Regimes and Pricing. (2011). Milidonis, Andreas ; Cox, Samuel ; Lin, Yijia. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:15:y:2011:i:2:p:266-289. Full description at Econpapers \|\| Download paper	8
12	2009	Strategies for Dividend Distribution: A Review. (2009). Avanzi, Benjamin. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:13:y:2009:i:2:p:217-251. Full description at Econpapers \|\| Download paper	8
13	2011	Measuring Basis Risk in Longevity Hedges. (2011). Li, Johnny ; Hardy, Mary . In: North American Actuarial Journal. RePEc:taf:uaajxx:v:15:y:2011:i:2:p:177-200. Full description at Econpapers \|\| Download paper	8
14	2000	The Lee-Carter Method for Forecasting Mortality, with Various Extensions and Applications. (2000). Lee, Ronald. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:4:y:2000:i:1:p:80-91. Full description at Econpapers \|\| Download paper	8
15	1998	Social Security. (1998). Brown, Robert. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:2:y:1998:i:2:p:1-23. Full description at Econpapers \|\| Download paper	7
16	2007	Natural Hedging of Life and Annuity Mortality Risks. (2007). Cox, Samuel ; Lin, Yijia. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:11:y:2007:i:3:p:1-15. Full description at Econpapers \|\| Download paper	7
17	2004	Efficient Gain and Loss Amortization and Optimal Funding in Pension Plans. (2004). Owadally, Iqbal M ; Steven, Haberman. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:8:y:2004:i:1:p:21-36. Full description at Econpapers \|\| Download paper	7
18	2001	A Regime-Switching Model of Long-Term Stock Returns. (2001). Hardy, Mary . In: North American Actuarial Journal. RePEc:taf:uaajxx:v:5:y:2001:i:2:p:41-53. Full description at Econpapers \|\| Download paper	6
19	2002	Fair Value of Liabilities: The Financial Economics Perspective. (2002). Babbel, David ; Merrill, Craig ; Gold, Jeremy . In: North American Actuarial Journal. RePEc:taf:uaajxx:v:6:y:2002:i:1:p:12-27. Full description at Econpapers \|\| Download paper	6
20	2003	Empirical Estimation of Risk Measures and Related Quantities. (2003). Jones, Bruce ; Zitikis, Riardas. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:7:y:2003:i:4:p:44-54. Full description at Econpapers \|\| Download paper	6
21	2000	The Integration of the Financial Services Industry. (2000). Berger, Allen . In: North American Actuarial Journal. RePEc:taf:uaajxx:v:4:y:2000:i:3:p:25-45. Full description at Econpapers \|\| Download paper	6
22	2005	The Time Value of Ruin in a Sparre Andersen Model. (2005). Gerber, Hans ; Shiu, Elias. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:9:y:2005:i:2:p:49-69. Full description at Econpapers \|\| Download paper	5
23	2013	Life Insurance Purchasing to Maximize Utility of Household Consumption. (2013). Bayraktar, Erhan ; Young, Virginia . In: North American Actuarial Journal. RePEc:taf:uaajxx:v:17:y:2013:i:2:p:114-135. Full description at Econpapers \|\| Download paper	5
24	1998	An Actuarial Index of the Right-Tail Risk. (1998). Wang, Shaun . In: North American Actuarial Journal. RePEc:taf:uaajxx:v:2:y:1998:i:2:p:88-101. Full description at Econpapers \|\| Download paper	5
25	2010	Modeling and Evaluating Insurance Losses Via Mixtures of Erlang Distributions. (2010). Lee, Simon ; Lin, X. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:14:y:2010:i:1:p:107-130. Full description at Econpapers \|\| Download paper	5
26	2006	On Optimal Dividend Strategies In The Compound Poisson Model. (2006). Gerber, Hans ; Shiu, Elias. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:10:y:2006:i:2:p:76-93. Full description at Econpapers \|\| Download paper	5
27	2014	On the Modeling and Forecasting of Socioeconomic Mortality Differentials: An Application to Deprivation and Mortality in England. (2014). Villegas, Andres ; Haberman, Steven. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:18:y:2014:i:1:p:168-193. Full description at Econpapers \|\| Download paper	5
28	2004	Optimal Dividends. (2004). Gerber, Hans ; Shiu, Elias. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:8:y:2004:i:1:p:1-20. Full description at Econpapers \|\| Download paper	4
29	2015	Multistate Actuarial Models of Functional Disability. (2015). Fong, Joelle H ; Sherris, Michael ; Shao, Adam W. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:19:y:2015:i:1:p:41-59. Full description at Econpapers \|\| Download paper	4
30	2006	Optimal and Simple, Nearly Optimal Rules for Minimizing the Probability Of Financial Ruin in Retirement. (2006). Moore, Kristen ; Young, Virginia . In: North American Actuarial Journal. RePEc:taf:uaajxx:v:10:y:2006:i:4:p:145-161. Full description at Econpapers \|\| Download paper	4
31	2011	Optimal Reinsurance and Investment for a Jump Diffusion Risk Process under the CEV Model. (2011). Lin, Xiang. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:15:y:2011:i:3:p:417-431. Full description at Econpapers \|\| Download paper	4
32	2002	Estimating International Adverse Selection in Annuities. (2002). Mitchell, Olivia ; McCarthy, David. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:6:y:2002:i:4:p:38-54. Full description at Econpapers \|\| Download paper	4
33	2009	Weighted Pricing Functionals With Applications to Insurance. (2009). Furman, Edward ; Zitikis, Riardas. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:13:y:2009:i:4:p:483-496. Full description at Econpapers \|\| Download paper	4
34	2004	Social Transfers And Income Inequality In Old Age. (2004). Brown, Robert ; Prus, Steven . In: North American Actuarial Journal. RePEc:taf:uaajxx:v:8:y:2004:i:4:p:30-36. Full description at Econpapers \|\| Download paper	4
35	2005	Real Longevity Insurance with a Deductible: Introduction to Advanced-Life Delayed Annuities (ALDA). (2005). Milevsky, Moshe . In: North American Actuarial Journal. RePEc:taf:uaajxx:v:9:y:2005:i:4:p:109-122. Full description at Econpapers \|\| Download paper	4
36	2004	Optimal Investment for an Insurer to Minimize Its Probability of Ruin. (2004). Liu, Chi ; Yang, Hailiang. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:8:y:2004:i:2:p:11-31. Full description at Econpapers \|\| Download paper	3
37	2003	Equity-Indexed Life Insurance: Pricing and Reserving Using the Principle of Equivalent Utility. (2003). Young, Virginia . In: North American Actuarial Journal. RePEc:taf:uaajxx:v:7:y:2003:i:1:p:68-86. Full description at Econpapers \|\| Download paper	3
38	2000	Catastrophe Risk Bonds. (2000). Cox, Samuel ; Pedersen, Hal. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:4:y:2000:i:4:p:56-82. Full description at Econpapers \|\| Download paper	3
39	2004	Further Analysis of Future Canadian Health Care Costs. (2004). Brown, Robert ; Suresh, Uma. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:8:y:2004:i:2:p:1-10. Full description at Econpapers \|\| Download paper	3
40	2003	Pricing Guaranteed Life Insurance Participating Policies with Annual Premiums and Surrender Option. (2003). Bacinello, Anna Rita . In: North American Actuarial Journal. RePEc:taf:uaajxx:v:7:y:2003:i:3:p:1-17. Full description at Econpapers \|\| Download paper	3
41	2003	Economic Capital Allocation Derived from Risk Measures. (2003). Dhaene, Jan ; Kaas, Rob ; Goovaerts, Mark. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:7:y:2003:i:2:p:44-56. Full description at Econpapers \|\| Download paper	3
42	2014	A Comparative Study of Risk Measures for Guaranteed Minimum Maturity Benefits by a PDE Method. (2014). Feng, Runhuan. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:18:y:2014:i:4:p:445-461. Full description at Econpapers \|\| Download paper	3
43	2004	Some Nonlinear Threshold Autoregressive Time Series Models for Actuarial Use. (2004). Chan, Wai-Sum ; Tong, Howell ; Wong, Albert. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:8:y:2004:i:4:p:37-61. Full description at Econpapers \|\| Download paper	3
44	1998	Mortality Change and Forecasting. (1998). Tuljapurkar, Shripad ; Boe, Carl. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:2:y:1998:i:4:p:13-47. Full description at Econpapers \|\| Download paper	3
45	2005	Modeling Surrender and Lapse Rates With Economic Variables. (2005). Kim, Changki. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:9:y:2005:i:4:p:56-70. Full description at Econpapers \|\| Download paper	3
46	2013	Forecasting Mortality Trends Allowing for Cause-of-Death Mortality Dependence. (2013). Arnold, Severine ; Sherris, Michael. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:17:y:2013:i:4:p:273-282. Full description at Econpapers \|\| Download paper	3
47	2011	The Valuation of Guaranteed Lifelong Withdrawal Benefit Options in Variable Annuity Contracts and the Impact of Mortality Risk. (2011). Piscopo, Gabriella ; Haberman, Steven. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:15:y:2011:i:1:p:59-76. Full description at Econpapers \|\| Download paper	3
48	2011	A Gravity Model of Mortality Rates for Two Related Populations. (2011). Dowd, Kevin ; Khalaf-Allah, Marwa ; Coughlan, Guy ; Blake, David ; Cairns, Andrew . In: North American Actuarial Journal. RePEc:taf:uaajxx:v:15:y:2011:i:2:p:334-356. Full description at Econpapers \|\| Download paper	3
49	2007	On the Class of Erlang Mixtures with Risk Theoretic Applications. (2007). Willmot, Gordon ; Woo, Jae-Kyung. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:11:y:2007:i:2:p:99-115. Full description at Econpapers \|\| Download paper	2
50	2018	Coherent Modeling and Forecasting of Mortality Patterns for Subpopulations Using Multiway Analysis of Compositions: An Application to Canadian Provinces and Territories. (2018). Bergeron-Boucher, Marie-Pier ; Gallo, Michele ; Oeppen, Jim ; Simonacci, Violetta . In: North American Actuarial Journal. RePEc:taf:uaajxx:v:22:y:2018:i:1:p:92-118. Full description at Econpapers \|\| Download paper	2

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

#	Year	Title	Cited
1	2009	A Quantitative Comparison of Stochastic Mortality Models Using Data From England and Wales and the United States. (2009). Cairns, Andrew ; Balevich, Igor ; Ong, Alen ; Epstein, David ; Coughlan, Guy ; Dowd, Kevin ; Blake, David. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:13:y:2009:i:1:p:1-35. Full description at Econpapers \|\| Download paper	17
2	2005	Minimizing the Probability of Ruin When Claims Follow Brownian Motion with Drift. (2005). Promislow, David S ; Young, Virginia . In: North American Actuarial Journal. RePEc:taf:uaajxx:v:9:y:2005:i:3:p:110-128. Full description at Econpapers \|\| Download paper	13
3	1998	On the Time Value of Ruin. (1998). Gerber, Hans ; Shiu, Elias. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:2:y:1998:i:1:p:48-72. Full description at Econpapers \|\| Download paper	11
4	1998	Understanding Relationships Using Copulas. (1998). Frees, Edward ; Valdez, Emiliano . In: North American Actuarial Journal. RePEc:taf:uaajxx:v:2:y:1998:i:1:p:1-25. Full description at Econpapers \|\| Download paper	9
5	1999	Extreme Value Theory as a Risk Management Tool. (1999). Embrechts, Paul ; Samorodnitsky, Gennady ; Resnick, Sidney. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:3:y:1999:i:2:p:30-41. Full description at Econpapers \|\| Download paper	9
6	2011	Measuring Basis Risk in Longevity Hedges. (2011). Li, Johnny ; Hardy, Mary . In: North American Actuarial Journal. RePEc:taf:uaajxx:v:15:y:2011:i:2:p:177-200. Full description at Econpapers \|\| Download paper	8
7	2009	Strategies for Dividend Distribution: A Review. (2009). Avanzi, Benjamin. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:13:y:2009:i:2:p:217-251. Full description at Econpapers \|\| Download paper	7
8	2003	Tail Conditional Expectations for Elliptical Distributions. (2003). Landsman, Zinoviy ; Valdez, Emiliano . In: North American Actuarial Journal. RePEc:taf:uaajxx:v:7:y:2003:i:4:p:55-71. Full description at Econpapers \|\| Download paper	6
9	2014	Developing Equity Release Markets: Risk Analysis for Reverse Mortgages and Home Reversions. (2014). Lai, Daniela ; Sherris, Michael ; Hanewald, Katja ; Cho, Daniel ; Chen, Hua ; Alai, Daniel . In: North American Actuarial Journal. RePEc:taf:uaajxx:v:18:y:2014:i:1:p:217-241. Full description at Econpapers \|\| Download paper	6
10	2010	Modeling and Evaluating Insurance Losses Via Mixtures of Erlang Distributions. (2010). Lee, Simon ; Lin, X. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:14:y:2010:i:1:p:107-130. Full description at Econpapers \|\| Download paper	5
11	2007	Natural Hedging of Life and Annuity Mortality Risks. (2007). Cox, Samuel ; Lin, Yijia. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:11:y:2007:i:3:p:1-15. Full description at Econpapers \|\| Download paper	5
12	2011	Mortality Regimes and Pricing. (2011). Milidonis, Andreas ; Cox, Samuel ; Lin, Yijia. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:15:y:2011:i:2:p:266-289. Full description at Econpapers \|\| Download paper	5
13	2001	A Regime-Switching Model of Long-Term Stock Returns. (2001). Hardy, Mary . In: North American Actuarial Journal. RePEc:taf:uaajxx:v:5:y:2001:i:2:p:41-53. Full description at Econpapers \|\| Download paper	5
14	2011	Explaining Mortality Dynamics. (2011). Hanewald, Katja . In: North American Actuarial Journal. RePEc:taf:uaajxx:v:15:y:2011:i:2:p:290-314. Full description at Econpapers \|\| Download paper	5
15	2003	Empirical Estimation of Risk Measures and Related Quantities. (2003). Jones, Bruce ; Zitikis, Riardas. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:7:y:2003:i:4:p:44-54. Full description at Econpapers \|\| Download paper	5
16	2014	On the Modeling and Forecasting of Socioeconomic Mortality Differentials: An Application to Deprivation and Mortality in England. (2014). Villegas, Andres ; Haberman, Steven. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:18:y:2014:i:1:p:168-193. Full description at Econpapers \|\| Download paper	5
17	1998	An Actuarial Index of the Right-Tail Risk. (1998). Wang, Shaun . In: North American Actuarial Journal. RePEc:taf:uaajxx:v:2:y:1998:i:2:p:88-101. Full description at Econpapers \|\| Download paper	5
18	2004	Optimal Investment Strategy to Minimize the Probability of Lifetime Ruin. (2004). Young, Virginia . In: North American Actuarial Journal. RePEc:taf:uaajxx:v:8:y:2004:i:4:p:106-126. Full description at Econpapers \|\| Download paper	4
19	2009	Weighted Pricing Functionals With Applications to Insurance. (2009). Furman, Edward ; Zitikis, Riardas. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:13:y:2009:i:4:p:483-496. Full description at Econpapers \|\| Download paper	4
20	2015	Multistate Actuarial Models of Functional Disability. (2015). Fong, Joelle H ; Sherris, Michael ; Shao, Adam W. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:19:y:2015:i:1:p:41-59. Full description at Econpapers \|\| Download paper	4
21	2013	Forecasting Mortality Trends Allowing for Cause-of-Death Mortality Dependence. (2013). Arnold, Severine ; Sherris, Michael. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:17:y:2013:i:4:p:273-282. Full description at Econpapers \|\| Download paper	3
22	2003	Economic Capital Allocation Derived from Risk Measures. (2003). Dhaene, Jan ; Kaas, Rob ; Goovaerts, Mark. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:7:y:2003:i:2:p:44-56. Full description at Econpapers \|\| Download paper	3
23	2011	The Valuation of Guaranteed Lifelong Withdrawal Benefit Options in Variable Annuity Contracts and the Impact of Mortality Risk. (2011). Piscopo, Gabriella ; Haberman, Steven. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:15:y:2011:i:1:p:59-76. Full description at Econpapers \|\| Download paper	3
24	2011	A Gravity Model of Mortality Rates for Two Related Populations. (2011). Dowd, Kevin ; Khalaf-Allah, Marwa ; Coughlan, Guy ; Blake, David ; Cairns, Andrew . In: North American Actuarial Journal. RePEc:taf:uaajxx:v:15:y:2011:i:2:p:334-356. Full description at Econpapers \|\| Download paper	3
25	2005	Real Longevity Insurance with a Deductible: Introduction to Advanced-Life Delayed Annuities (ALDA). (2005). Milevsky, Moshe . In: North American Actuarial Journal. RePEc:taf:uaajxx:v:9:y:2005:i:4:p:109-122. Full description at Econpapers \|\| Download paper	3
26	2006	On Optimal Dividend Strategies In The Compound Poisson Model. (2006). Gerber, Hans ; Shiu, Elias. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:10:y:2006:i:2:p:76-93. Full description at Econpapers \|\| Download paper	3
27	2011	Optimal Reinsurance and Investment for a Jump Diffusion Risk Process under the CEV Model. (2011). Lin, Xiang. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:15:y:2011:i:3:p:417-431. Full description at Econpapers \|\| Download paper	3
28	2004	Optimal Investment for an Insurer to Minimize Its Probability of Ruin. (2004). Liu, Chi ; Yang, Hailiang. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:8:y:2004:i:2:p:11-31. Full description at Econpapers \|\| Download paper	3
29	2015	Causes-of-Death Mortality: What Do We Know on Their Dependence?. (2015). Arnold, Severine ; Sherris, Michael. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:19:y:2015:i:2:p:116-128. Full description at Econpapers \|\| Download paper	2
30	2007	Markov Aging Process and Phase-Type Law of Mortality. (2007). Lin, X ; Liu, Xiaoming. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:11:y:2007:i:4:p:92-109. Full description at Econpapers \|\| Download paper	2
31	2013	Double Chain Ladder and Bornhuetter-Ferguson. (2013). Martinez-Miranda, Maria ; Verrall, Richard ; Nielsen, Jens. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:17:y:2013:i:2:p:101-113. Full description at Econpapers \|\| Download paper	2
32	2011	Mortality-Indexed Annuities Managing Longevity Risk Via Product Design. (2011). Richter, Andreas ; Weber, Frederik . In: North American Actuarial Journal. RePEc:taf:uaajxx:v:15:y:2011:i:2:p:212-236. Full description at Econpapers \|\| Download paper	2
33	2010	Conditional Tail Moments of the Exponential Family and Its Related Distributions. (2010). Kim, Joseph. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:14:y:2010:i:2:p:198-216. Full description at Econpapers \|\| Download paper	2
34	2017	Efficient Greek Calculation of Variable Annuity Portfolios for Dynamic Hedging: A Two-Level Metamodeling Approach. (2017). Gan, Guojun ; Lin, Sheldon X. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:21:y:2017:i:2:p:161-177. Full description at Econpapers \|\| Download paper	2
35	2000	The Lee-Carter Method for Forecasting Mortality, with Various Extensions and Applications. (2000). Lee, Ronald. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:4:y:2000:i:1:p:80-91. Full description at Econpapers \|\| Download paper	2
36	2004	Some Nonlinear Threshold Autoregressive Time Series Models for Actuarial Use. (2004). Chan, Wai-Sum ; Tong, Howell ; Wong, Albert. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:8:y:2004:i:4:p:37-61. Full description at Econpapers \|\| Download paper	2
37	2013	Asymptotic Analysis of the Loss Given Default in the Presence of Multivariate Regular Variation. (2013). Tang, Qihe ; Yuan, Zhongyi. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:17:y:2013:i:3:p:253-271. Full description at Econpapers \|\| Download paper	2
38	2012	Equilibrium Pricing of General Insurance Policies. (2012). Emms, Paul . In: North American Actuarial Journal. RePEc:taf:uaajxx:v:16:y:2012:i:3:p:323-349. Full description at Econpapers \|\| Download paper	2
39	2018	Regression Modeling for the Valuation of Large Variable Annuity Portfolios. (2018). Gan, Guojun ; Valdez, Emiliano A. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:22:y:2018:i:1:p:40-54. Full description at Econpapers \|\| Download paper	2
40	2004	Optimal Dividends. (2004). Gerber, Hans ; Shiu, Elias. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:8:y:2004:i:1:p:1-20. Full description at Econpapers \|\| Download paper	2
41	2018	Coherent Modeling and Forecasting of Mortality Patterns for Subpopulations Using Multiway Analysis of Compositions: An Application to Canadian Provinces and Territories. (2018). Bergeron-Boucher, Marie-Pier ; Gallo, Michele ; Oeppen, Jim ; Simonacci, Violetta . In: North American Actuarial Journal. RePEc:taf:uaajxx:v:22:y:2018:i:1:p:92-118. Full description at Econpapers \|\| Download paper	2
42	2015	Reserving by Conditioning on Markers of Individual Claims: A Case Study Using Historical Simulation. (2015). Godecharle, Els ; Antonio, Katrien. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:19:y:2015:i:4:p:273-288. Full description at Econpapers \|\| Download paper	2
43	2018	Demography and Inflation: An International Study. (2018). Andrews, Doug ; Zhou, Chenggang ; Wirjanto, Tony ; Oberoi, Jaideep. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:22:y:2018:i:2:p:210-222. Full description at Econpapers \|\| Download paper	2
44	2000	Catastrophe Risk Bonds. (2000). Cox, Samuel ; Pedersen, Hal. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:4:y:2000:i:4:p:56-82. Full description at Econpapers \|\| Download paper	2
45	2006	Modeling Disability in Long-Term Care Insurance. (2006). Pritchard, D J. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:10:y:2006:i:4:p:48-75. Full description at Econpapers \|\| Download paper	2
46	1998	âOn the Time Value of Ruinâ, Hans U. Gerber and Elias S.W. Shiu, January 1998. (1998). Pafumi, Gerard. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:2:y:1998:i:1:p:75-76. Full description at Econpapers \|\| Download paper	2
47	2014	A General Procedure for Constructing Mortality Models. (2014). Hunt, Andrew ; Blake, David. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:18:y:2014:i:1:p:116-138. Full description at Econpapers \|\| Download paper	2
48	2014	Sharing Longevity Risk: Why Governments Should Issue Longevity Bonds. (2014). Blake, David ; Cairns, Andrew ; Boardman, Tom . In: North American Actuarial Journal. RePEc:taf:uaajxx:v:18:y:2014:i:1:p:258-277. Full description at Econpapers \|\| Download paper	2
49	2009	Pricing Annuity Guarantees Under a Regime-Switching Model. (2009). Lin, X ; Yang, Hailiang ; Tan, Ken . In: North American Actuarial Journal. RePEc:taf:uaajxx:v:13:y:2009:i:3:p:316-332. Full description at Econpapers \|\| Download paper	2
50	2001	Actuarial Modeling with MCMC and BUGs. (2001). Scollnik, David . In: North American Actuarial Journal. RePEc:taf:uaajxx:v:5:y:2001:i:2:p:96-124. Full description at Econpapers \|\| Download paper	2

Citing documents used to compute impact factor: 7

Year	Title
2018	The Impact of Management Fees on the Pricing of Variable Annuity Guarantees. (2018). Sun, Jin ; Fung, Man Chung ; Shevchenko, Pavel V. In: Risks. RePEc:gam:jrisks:v:6:y:2018:i:3:p:103-:d:170856. Full description at Econpapers \|\| Download paper
2018	Estimating loss reserves using hierarchical Bayesian Gaussian process regression with input warping. (2018). Lally, Nathan ; Hartman, Brian. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:82:y:2018:i:c:p:124-140. Full description at Econpapers \|\| Download paper
2018	Insurance choice under third degree stochastic dominance. (2018). Chi, Yichun. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:83:y:2018:i:c:p:198-205. Full description at Econpapers \|\| Download paper
2018	Valuation of Large Variable Annuity Portfolios Using Linear Models with Interactions. (2018). Gan, Guojun. In: Risks. RePEc:gam:jrisks:v:6:y:2018:i:3:p:71-:d:157549. Full description at Econpapers \|\| Download paper
2018	Using Neural Networks to Price and Hedge Variable Annuity Guarantees. (2018). Doyle, Daniel ; Groendyke, Chris . In: Risks. RePEc:gam:jrisks:v:7:y:2018:i:1:p:1-:d:192723. Full description at Econpapers \|\| Download paper
2018	Bayesian nonparametric regression models for modeling and predicting healthcare claims. (2018). Richardson, Robert ; Hartman, Brian. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:83:y:2018:i:c:p:1-8. Full description at Econpapers \|\| Download paper
2018	Operational Choices for Risk Aggregation in Insurance: PSDization and SCR Sensitivity. (2018). Milhaud, Xavier ; Saillard, Clement ; Poncelet, Victorien. In: Risks. RePEc:gam:jrisks:v:6:y:2018:i:2:p:36-:d:141009. Full description at Econpapers \|\| Download paper

Recent citations

Recent citations received in 2018

Year	Citing document
2018	Performance of Farm Level Vs Area Level Crop Insurance. (2018). Awondo, Sebastain ; Datta, G. In: 2018 Conference, July 28-August 2, 2018, Vancouver, British Columbia. RePEc:ags:iaae18:277265. Full description at Econpapers \|\| Download paper
2018	Inflation and Population Age Structure: The Case of Emerging Economies. (2018). Antonova, Darya ; Vymyatnina, Yulia . In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:77:y:2018:i:4:p:3-25. Full description at Econpapers \|\| Download paper
2018	Valuation of Large Variable Annuity Portfolios Using Linear Models with Interactions. (2018). Gan, Guojun. In: Risks. RePEc:gam:jrisks:v:6:y:2018:i:3:p:71-:d:157549. Full description at Econpapers \|\| Download paper
2018	Using Neural Networks to Price and Hedge Variable Annuity Guarantees. (2018). Doyle, Daniel ; Groendyke, Chris . In: Risks. RePEc:gam:jrisks:v:7:y:2018:i:1:p:1-:d:192723. Full description at Econpapers \|\| Download paper

Recent citations received in 2017

Year	Citing document

Recent citations received in 2016

Year	Citing document

Recent citations received in 2015

Year	Citing document
2015	Why Ã¢â¬ËOptimalÃ¢â¬â¢ Payment for Healthcare Providers Can Never Be Optimal Under Community Rating. (2015). Frech, Harry ; Zweifel, Peter. In: University of California at Santa Barbara, Economics Working Paper Series. RePEc:cdl:ucsbec:qt37b9q0k3. Full description at Econpapers \|\| Download paper

10 most frequent citing series

#	Series	H	Cites
1	Insurance: Mathematics and Economics / Elsevier	43	111
2	Risks / MDPI, Open Access Journal	7	71
3	Papers / arXiv.org	51	36
4	The Geneva Papers on Risk and Insurance - Issues and Practice / Palgrave Macmillan	14	10
5	North American Actuarial Journal / Taylor & Francis Journals	9	9
6	Quantitative Finance / Taylor & Francis Journals	43	6
7	CREATES Research Papers / Department of Economics and Business Economics, Aarhus University	22	5
8	LSE Research Online Documents on Economics / London School of Economics and Political Science, LSE Library	69	5
9	Statistics & Probability Letters / Elsevier	25	5
10	MPRA Paper / University Library of Munich, Germany	87	4
11	The Geneva Risk and Insurance Review / Palgrave Macmillan	14	4