[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]
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 | 0.09 | 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 | 0.06 | |||||
1995 | 0 | 0.2 | 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 | 0.23 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.1 | |||||
1998 | 0 | 0.27 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.12 | |||||
1999 | 0 | 0.29 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.14 | |||||
2000 | 0 | 0.34 | 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 | 0.16 | |||||
2002 | 0 | 0.4 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.21 | |||||
2003 | 0 | 0.41 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.2 | |||||
2004 | 0 | 0.46 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.21 | |||||
2005 | 0 | 0.47 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.22 | |||||
2006 | 0 | 0.47 | 0 | 0 | 22 | 22 | 37 | 0 | 0 | 0 | 0 | 0 | 0.21 | |||||
2007 | 0 | 0.42 | 0 | 0 | 20 | 42 | 8 | 0 | 22 | 22 | 0 | 0 | 0.19 | |||||
2008 | 0.05 | 0.45 | 0.04 | 0.05 | 14 | 56 | 79 | 2 | 2 | 42 | 2 | 42 | 2 | 0 | 0 | 0.21 | ||
2009 | 0.03 | 0.44 | 0.04 | 0.05 | 23 | 79 | 13 | 3 | 5 | 34 | 1 | 56 | 3 | 0 | 0 | 0.21 | ||
2010 | 0.08 | 0.44 | 0.06 | 0.06 | 0 | 79 | 0 | 5 | 10 | 37 | 3 | 79 | 5 | 0 | 0 | 0.18 | ||
2011 | 0 | 0.46 | 0.14 | 0.16 | 24 | 103 | 16 | 14 | 24 | 23 | 79 | 13 | 0 | 0 | 0.21 | |||
2012 | 0 | 0.47 | 0.06 | 0.06 | 23 | 126 | 12 | 8 | 32 | 24 | 81 | 5 | 0 | 0 | 0.19 | |||
2013 | 0.06 | 0.53 | 0.11 | 0.1 | 26 | 152 | 39 | 16 | 48 | 47 | 3 | 84 | 8 | 0 | 2 | 0.08 | 0.22 | |
2014 | 0.02 | 0.55 | 0.09 | 0.05 | 21 | 173 | 9 | 15 | 63 | 49 | 1 | 96 | 5 | 0 | 0 | 0.21 | ||
2015 | 0.28 | 0.55 | 0.14 | 0.15 | 17 | 190 | 11 | 26 | 89 | 47 | 13 | 94 | 14 | 0 | 1 | 0.06 | 0.21 | |
2016 | 0.05 | 0.56 | 0.21 | 0.17 | 14 | 204 | 7 | 42 | 131 | 38 | 2 | 111 | 19 | 0 | 1 | 0.07 | 0.2 | |
2017 | 0.23 | 0.58 | 0.16 | 0.15 | 17 | 221 | 15 | 35 | 166 | 31 | 7 | 101 | 15 | 0 | 3 | 0.18 | 0.21 | |
2018 | 0.1 | 0.7 | 0.14 | 0.11 | 24 | 245 | 4 | 35 | 201 | 31 | 3 | 95 | 10 | 0 | 0 | 0.28 | ||
2019 | 0.34 | 0.88 | 0.2 | 0.23 | 24 | 269 | 1 | 55 | 256 | 41 | 14 | 93 | 21 | 0 | 2 | 0.08 | 0.33 |
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 |
# | Year | Title | Cited |
---|---|---|---|
1 | 2008 | Mortality 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 | 71 |
2 | 2006 | Predictive 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 | 15 |
3 | 2013 | A 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. Full description at Econpapers || Download paper | 12 |
4 | 2009 | Chain-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 | 10 |
5 | 2008 | Individual 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 | 9 |
6 | 2006 | Optimal 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 | 8 |
7 | 2013 | Investigating 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. Full description at Econpapers || Download paper | 7 |
8 | 2013 | Diversification 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 | 7 |
9 | 2011 | Minimizing 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 | 7 |
10 | 2011 | A 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 | 6 |
11 | 2013 | Dependence 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. Full description at Econpapers || Download paper | 6 |
12 | 2006 | Income 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. Full description at Econpapers || Download paper | 6 |
13 | 2015 | Modelling 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 | 5 |
14 | 2012 | A 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 | 5 |
15 | 2006 | Unit-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. Full description at Econpapers || Download paper | 5 |
16 | 2013 | Do 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. Full description at Econpapers || Download paper | 4 |
17 | 2017 | A 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 |
18 | 2009 | Mean Square Error of Prediction in the BornhuetterâFerguson 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. Full description at Econpapers || Download paper | 4 |
19 | 2007 | Some Finite Time Ruin Problems. (2007). , . In: Annals of Actuarial Science. RePEc:cup:anacsi:v:2:y:2007:i:02:p:217-232_00. Full description at Econpapers || Download paper | 3 |
20 | 2014 | BonusâMalus 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 | 3 |
21 | 2016 | Capturing 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. Full description at Econpapers || Download paper | 3 |
22 | 2012 | Bayesian 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. Full description at Econpapers || Download paper | 3 |
23 | 2018 | Conditional 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 | 3 |
24 | 2013 | Optimal 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 | 3 |
25 | 2016 | Optimal 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 | 3 |
26 | 2006 | Regression 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. Full description at Econpapers || Download paper | 3 |
27 | 2007 | Zone-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. Full description at Econpapers || Download paper | 3 |
28 | 2017 | Optimal 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 |
29 | 2017 | Application 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 |
30 | 2015 | Experience 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 |
31 | 2017 | Mortality 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. Full description at Econpapers || Download paper | 2 |
32 | 2007 | Prediction 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. Full description at Econpapers || Download paper | 2 |
33 | 2014 | Estimation 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 |
34 | 2012 | Catastrophes and Insurance Stocks â 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 |
35 | 2014 | Best 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. Full description at Econpapers || Download paper | 2 |
36 | 2011 | Smoothing 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. Full description at Econpapers || Download paper | 2 |
37 | 2017 | Comparing 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. Full description at Econpapers || Download paper | 2 |
38 | 2014 | Estimation 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 |
39 | 2014 | A quantitative comparison of simulation strategies for mortality projection. (2014). Li, Jackie. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:8:y:2014:i:02:p:281-297_00. Full description at Econpapers || Download paper | 2 |
40 | 2015 | A 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. Full description at Econpapers || Download paper | 2 |
41 | 2019 | Multivariate credibility modelling for usage-based motor insurance pricing with behavioural data. (2019). Trufin, Julien ; Guillen, Montserrat ; Denuit, Michel. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:13:y:2019:i:02:p:378-399_00. Full description at Econpapers || Download paper | 1 |
42 | 2015 | Trends 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. Full description at Econpapers || Download paper | 1 |
43 | 2016 | On the joint analysis of the total discounted payments to policyholders and shareholders: threshold dividend strategy. (2016). Liu, Haibo. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:10:y:2016:i:02:p:236-269_00. Full description at Econpapers || Download paper | 1 |
44 | 2011 | A 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. Full description at Econpapers || Download paper | 1 |
45 | 2012 | A 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. Full description at Econpapers || Download paper | 1 |
46 | 2019 | 1 | |
47 | 2015 | Prediction 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. Full description at Econpapers || Download paper | 1 |
48 | 2017 | Yet more on a stochastic economic model: Part 3C: stochastic bridging for share yields and dividends and interest rates. (2017). Wilkie, A D ; Ahin, Ule . In: Annals of Actuarial Science. RePEc:cup:anacsi:v:11:y:2017:i:01:p:128-163_00. Full description at Econpapers || Download paper | 1 |
49 | 2007 | âFreedom with Publicityâ â 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. Full description at Econpapers || Download paper | 1 |
50 | 2015 | Home equity release for long-term care financing: an improved market structure and pricing approach. (2015). Oberoi, Jaideep ; Andrews, Doug . In: Annals of Actuarial Science. RePEc:cup:anacsi:v:9:y:2015:i:01:p:85-107_00. Full description at Econpapers || Download paper | 1 |
# | Year | Title | Cited |
---|---|---|---|
1 | 2008 | Mortality 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 | 21 |
2 | 2008 | Individual 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 | 6 |
3 | 2009 | Chain-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 | 5 |
4 | 2011 | Minimizing 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 |
5 | 2006 | Predictive 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 | 3 |
6 | 2018 | Conditional 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 | 3 |
7 | 2017 | Optimal 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 |
8 | 2013 | Diversification 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 |
9 | 2011 | A 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 | 3 |
10 | 2016 | Capturing 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. Full description at Econpapers || Download paper | 3 |
11 | 2015 | Modelling 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 | 3 |
12 | 2011 | Smoothing 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. Full description at Econpapers || Download paper | 2 |
13 | 2014 | Estimation 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 |
14 | 2007 | Prediction 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. Full description at Econpapers || Download paper | 2 |
15 | 2017 | A 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 | 2 |
16 | 2013 | A 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. Full description at Econpapers || Download paper | 2 |
17 | 2014 | Estimation 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 |
18 | 2017 | Comparing 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. Full description at Econpapers || Download paper | 2 |
19 | 2017 | Application 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 |
20 | 2012 | A 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 | 2 |
21 | 2013 | Optimal 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 |
22 | 2009 | Mean Square Error of Prediction in the BornhuetterâFerguson 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. Full description at Econpapers || Download paper | 2 |
23 | 2017 | Mortality 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. Full description at Econpapers || Download paper | 2 |
24 | 2006 | Optimal 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 |
25 | 2013 | Dependence 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. Full description at Econpapers || Download paper | 2 |
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2019 | Stochastic ordering of Gini indexes for multivariate elliptical random variables. (2019). Yin, Chuancun. In: Papers. RePEc:arx:papers:1908.01943. Full description at Econpapers || Download paper | |
2019 | Stochastic ordering of Gini indexes for multivariate elliptical risks. (2019). Kim, Jeongsim. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:88:y:2019:i:c:p:151-158. Full description at Econpapers || Download paper | |
2019 | Stackelberg Equilibrium Premium Strategies for Push-Pull Competition in a Non-Life Insurance Market with Product Differentiation. (2019). Thogersen, Julie ; Christensen, Bent Jesper ; Asmussen, Soren. In: Risks. RePEc:gam:jrisks:v:7:y:2019:i:2:p:49-:d:227500. Full description at Econpapers || Download paper | |
2019 | Nash equilibrium premium strategies for pushâpull competition in a frictional non-life insurance market. (2019). Christensen, Bent Jesper ; Asmussen, Soren ; Thogersen, Julie. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:87:y:2019:i:c:p:92-100. Full description at Econpapers || Download paper | |
2019 | Credible Regression Approaches to Forecast Mortality for Populations with Limited Data. (2019). Pitselis, Georgios ; Bozikas, Apostolos. In: Risks. RePEc:gam:jrisks:v:7:y:2019:i:1:p:27-:d:209273. Full description at Econpapers || Download paper | |
2019 | Smooth constrained mortality forecasting. (2019). Camarda, Carlo Giovanni. In: Demographic Research. RePEc:dem:demres:v:41:y:2019:i:38. Full description at Econpapers || Download paper | |
2019 | A Stochastic Investment Model for South African Use. (2019). Levitan, Shaun ; Csahin, Csule. In: Papers. RePEc:arx:papers:1912.12113. Full description at Econpapers || Download paper | |
2019 | Convolutional Neural Network Classification of Telematics Car Driving Data. (2019). Gao, Guangyuan ; Wuthrich, Mario V. In: Risks. RePEc:gam:jrisks:v:7:y:2019:i:1:p:6-:d:196466. Full description at Econpapers || Download paper | |
2019 | Monte Carlo estimation of the density of the sum of dependent random variables. (2019). Botev, Zdravko I ; Salomone, Robert ; Laub, Patrick J. In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:161:y:2019:i:c:p:23-31. Full description at Econpapers || Download paper | |
2019 | Fast and accurate computation of the distribution of sums of dependent log-normals. (2019). MacKinlay, Daniel ; Salomone, Robert ; Botev, Zdravko I. In: Annals of Operations Research. RePEc:spr:annopr:v:280:y:2019:i:1:d:10.1007_s10479-019-03161-x. Full description at Econpapers || Download paper | |
2019 | Asymptotically Normal Estimators of the Ruin Probability for Lévy Insurance Surplus from Discrete Samples. (2019). Shimizu, Yasutaka ; Zhang, Zhimin. In: Risks. RePEc:gam:jrisks:v:7:y:2019:i:2:p:37-:d:219722. Full description at Econpapers || Download paper | |
2019 | What are the actual costs of cyber risk events?. (2019). Eling, Martin ; Wirfs, Jan. In: European Journal of Operational Research. RePEc:eee:ejores:v:272:y:2019:i:3:p:1109-1119. Full description at Econpapers || Download paper | |
2019 | On the Validation of Claims with Excess Zeros in Liability Insurance: A Comparative Study. (2019). Qazvini, Marjan. In: Risks. RePEc:gam:jrisks:v:7:y:2019:i:3:p:71-:d:244533. Full description at Econpapers || Download paper | |
2019 | Hospital Proximity and Mortality in Australia. (2019). Leung, Andrew . In: Risks. RePEc:gam:jrisks:v:7:y:2019:i:3:p:81-:d:249184. Full description at Econpapers || Download paper |
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2019 | A Stochastic Investment Model for South African Use. (2019). Levitan, Shaun ; Csahin, Csule. In: Papers. RePEc:arx:papers:1912.12113. Full description at Econpapers || Download paper | |
2019 | Evaluation of driving risk at different speeds. (2019). Yang, Hanfang ; Wuthrich, Mario V ; Gao, Guangyuan. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:88:y:2019:i:c:p:108-119. Full description at Econpapers || Download paper |
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2017 | Cohort 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. Full description at Econpapers || Download paper | |
2017 | Actuarial 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. Full description at Econpapers || Download paper | |
2017 | Optimal 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. Full description at Econpapers || Download paper |
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2016 | Optimal 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. Full description at Econpapers || Download paper |