Citation analysis for ASTIN Bulletin / Cambridge University Press

Citation Profile [Updated: 2020-06-03 07:38:54]

5 Years H

Impact Factor

0.48

5 Years IF

0.51

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	21	21	100		0	50		118			0		0	0.04
1991	0	0.08	0	0	25	46	135		0	46		120			0		0	0.04
1992	0	0.09	0.01	0	22	68	48	1	1	46		116			0		0	0.04
1993	0	0.1	0	0	20	88	136		1	47		118			0		0	0.05
1994	0	0.11	0.09	0.03	27	115	113	10	11	42		113	3		0		0	0.06
1995	0.19	0.2	0.27	0.1	16	131	53	36	47	47	9	115	11		0	1	0.06	0.08
1996	0.09	0.22	0.2	0.07	24	155	303	31	78	43	4	110	8		0		0	0.1
1997	0.13	0.23	0.19	0.11	30	185	175	35	113	40	5	109	12		0		0	0.1
1998	0.13	0.27	0.21	0.1	23	208	88	43	156	54	7	117	12	1	2.3	1	0.04	0.12
1999	0.09	0.29	0.31	0.18	27	235	95	74	230	53	5	120	21		0		0	0.14
2000	0.14	0.34	0.24	0.14	24	259	125	62	292	50	7	120	17		0	2	0.08	0.15
2001	0.1	0.36	0.2	0.16	23	282	111	57	349	51	5	128	21		0		0	0.16
2002	0.11	0.4	0.28	0.09	23	305	106	86	435	47	5	127	12		0	1	0.04	0.21
2003	0.2	0.41	0.28	0.15	31	336	155	93	528	46	9	120	18		0	2	0.06	0.2
2004	0.22	0.46	0.24	0.18	30	366	87	88	616	54	12	128	23		0	1	0.03	0.21
2005	0.13	0.47	0.24	0.15	31	397	127	94	710	61	8	131	20	1	1.1	1	0.03	0.22
2006	0.05	0.47	0.24	0.13	29	426	227	103	813	61	3	138	18	6	5.8	5	0.17	0.21
2007	0.13	0.42	0.21	0.1	24	450	201	96	909	60	8	144	15		0		0	0.19
2008	0.49	0.45	0.42	0.34	30	480	216	200	1110	53	26	145	49		0	1	0.03	0.21
2009	0.3	0.44	0.41	0.29	32	512	96	211	1321	54	16	144	42	2	0.9		0	0.21
2010	0.29	0.44	0.38	0.36	38	550	130	210	1531	62	18	146	52	1	0.5	2	0.05	0.18
2011	0.13	0.46	0.28	0.29	25	575	191	159	1690	70	9	153	45		0	6	0.24	0.21
2012	0.38	0.47	0.35	0.36	26	601	96	213	1903	63	24	149	53		0		0	0.19
2013	0.39	0.53	0.46	0.31	18	619	95	283	2187	51	20	151	47		0	7	0.39	0.22
2014	0.45	0.55	0.36	0.34	24	643	73	232	2421	44	20	139	47		0	2	0.08	0.21
2015	0.5	0.55	0.49	0.47	25	668	66	329	2750	42	21	131	62		0	5	0.2	0.21
2016	0.53	0.56	0.65	0.7	28	696	55	451	3201	49	26	118	83	3	0.7	4	0.14	0.2
2017	0.32	0.58	0.51	0.45	31	727	46	374	3575	53	17	121	55	5	1.3	6	0.19	0.21
2018	0.59	0.7	0.48	0.54	46	773	23	371	3946	59	35	126	68		0	1	0.02	0.28
2019	0.48	0.88	0.56	0.51	33	806	11	450	4396	77	37	154	78	6	1.3	10	0.3	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

50 most cited documents in this series

#	Year	Title	Cited
1	1996	Premium Calculation by Transforming the Layer Premium Density. (1996). Wang, Shaun . In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:26:y:1996:i:01:p:71-92_00. Full description at Econpapers \|\| Download paper	182
2	1997	Estimating the Tails of Loss Severity Distributions Using Extreme Value Theory. (1997). McNeil, Alexander J. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:27:y:1997:i:01:p:117-137_01. Full description at Econpapers \|\| Download paper	96
3	1981	Recursive Evaluation of a Family of Compound Distributions. (1981). Panjer, Harry H. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:12:y:1981:i:01:p:22-26_00. Full description at Econpapers \|\| Download paper	76
4	2006	Pricing Death: Frameworks for the Valuation and Securitization of Mortality Risk. (2006). Blake, David ; Dowd, Kevin. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:36:y:2006:i:01:p:79-120_01. Full description at Econpapers \|\| Download paper	76
5	2008	A Universal Pricing Framework for Guaranteed Minimum Benefits in Variable Annuities. (2008). Bauer, Daniel ; Russ, Jochen ; Kling, Alexander . In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:38:y:2008:i:02:p:621-651_01. Full description at Econpapers \|\| Download paper	74
6	2007	A Primer on Copulas for Count Data. (2007). Nelehova, Johanna ; Genest, Christian. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:37:y:2007:i:02:p:475-515_01. Full description at Econpapers \|\| Download paper	72
7	1993	Distribution-free Calculation of the Standard Error of Chain Ladder Reserve Estimates. (1993). Mack, Thomas. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:23:y:1993:i:02:p:213-225_01. Full description at Econpapers \|\| Download paper	70
8	1996	Dependency of Risks and Stop-Loss Order. (1996). Dhaene, Jan ; Goovaerts, Marc J. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:26:y:1996:i:02:p:201-212_00. Full description at Econpapers \|\| Download paper	68
9	1987	On the Probability and Severity of Ruin. (1987). Gerber, Hans U ; Kaas, Rob ; Goovaerts, Marc J. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:17:y:1987:i:02:p:151-163_00. Full description at Econpapers \|\| Download paper	55
10	2007	Optimal Retention for a Stop-loss Reinsurance Under the VaR and CTE Risk Measures. (2007). Cai, Jun ; Tan, Ken Seng. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:37:y:2007:i:01:p:93-112_01. Full description at Econpapers \|\| Download paper	51
11	2000	Some Notes on the Dynamics and Optimal Control of Stochastic Pension Fund Models in Continuous Time. (2000). Cairns, Andrew . In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:30:y:2000:i:01:p:19-55_00. Full description at Econpapers \|\| Download paper	50
12	2001	Fair Pricing of Life Insurance Participating Policies with a Minimum Interest Rate Guaranteed. (2001). Bacinello, Anna Rita . In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:31:y:2001:i:02:p:275-297_00. Full description at Econpapers \|\| Download paper	46
13	2003	Common Poisson Shock Models: Applications to Insurance and Credit Risk Modelling. (2003). McNeil, Alexander J ; Lindskog, Filip. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:33:y:2003:i:02:p:209-238_01. Full description at Econpapers \|\| Download paper	45
14	1989	A Generalization of Automobile Insurance Rating Models: The Negative Binomial Distribution with a Regression Component. (1989). Dionne, Georges ; Vanasse, Charles . In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:19:y:1989:i:02:p:199-212_00. Full description at Econpapers \|\| Download paper	43
15	2002	A Universal Framework for Pricing Financial and Insurance Risks. (2002). Wang, Shaun S. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:32:y:2002:i:02:p:213-234_01. Full description at Econpapers \|\| Download paper	43
16	2011	Optimal Reinsurance under VaR and CVaR Risk Measures: a Simplified Approach. (2011). Chi, Yichun ; Tan, Ken Seng. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:41:y:2011:i:02:p:487-509_00. Full description at Econpapers \|\| Download paper	39
17	2011	Modelling Adult Mortality in Small Populations: The Saint Model. (2011). Jarner, Soren Fiig ; Kryger, Esben Masotti . In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:41:y:2011:i:02:p:377-418_00. Full description at Econpapers \|\| Download paper	38
18	2011	Bayesian Stochastic Mortality Modelling for Two Populations. (2011). Blake, David ; Khalaf-Allah, Marwa ; Coughlan, Guy D ; Dowd, Kevin. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:41:y:2011:i:01:p:29-59_00. Full description at Econpapers \|\| Download paper	38
19	2006	Tail Variance Premium with Applications for Elliptical Portfolio of Risks. (2006). Landsman, Zinoviy ; Furman, Edward. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:36:y:2006:i:02:p:433-462_01. Full description at Econpapers \|\| Download paper	34
20	2004	Some Optimal Dividends Problems. (2004). David, ; Waters, Howard R. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:34:y:2004:i:01:p:49-74_01. Full description at Econpapers \|\| Download paper	34
21	1990	Premium Calculation: Why Standard Deviation Should be Replaced by Absolute Deviation. (1990). Denneberg, Dieter . In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:20:y:1990:i:02:p:181-190_00. Full description at Econpapers \|\| Download paper	34
22	1993	Prediction of Outstanding Liabilities in Non-Life Insurance. (1993). Norberg, Ragnar. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:23:y:1993:i:01:p:95-115_00. Full description at Econpapers \|\| Download paper	34
23	1988	Mathematical Fun with the Compound Binomial Process. (1988). Gerber, Hans U. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:18:y:1988:i:02:p:161-168_00. Full description at Econpapers \|\| Download paper	30
24	1998	On Esscher Transforms in Discrete Finance Models. (1998). Shiryaev, Albert N ; Embrechts, Paul ; Delbaen, Freddy ; Buhlmann, Hans. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:28:y:1998:i:02:p:171-186_01. Full description at Econpapers \|\| Download paper	29
25	2013	ON OPTIMAL DIVIDENDS IN THE DUAL MODEL. (2013). Bayraktar, Erhan ; Kyprianou, Andreas E ; Yamazaki, Kazutoshi. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:43:y:2013:i:03:p:359-372_00. Full description at Econpapers \|\| Download paper	28
26	2011	Randomized Observation Periods for the Compound Poisson Risk Model: Dividends. (2011). Albrecher, Hansjorg ; Thonhauser, Stefan. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:41:y:2011:i:02:p:645-672_00. Full description at Econpapers \|\| Download paper	27
27	2010	The Devil is in the Tails: Actuarial Mathematics and the Subprime Mortgage Crisis. (2010). Donnelly, Catherine ; Embrechts, Paul. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:40:y:2010:i:01:p:1-33_00. Full description at Econpapers \|\| Download paper	26
28	2008	Optimal Dividends in the Dual Model with Diffusion. (2008). Avanzi, Benjamin ; Gerber, Hans U. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:38:y:2008:i:02:p:653-667_01. Full description at Econpapers \|\| Download paper	26
29	1974	On Additive Premium Calculation Principles. (1974). Gerber, Hans U. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:7:y:1974:i:03:p:215-222_00. Full description at Econpapers \|\| Download paper	26
30	1979	Optimal Risk Exchanges. (1979). Buhlmann, Hans ; Jewell, William S. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:10:y:1979:i:03:p:243-262_00. Full description at Econpapers \|\| Download paper	25
31	2007	The Quantitative Modeling of Operational Risk: Between G-and-H and EVT. (2007). Degen, Matthias ; Lambrigger, Dominik D ; Embrechts, Paul. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:37:y:2007:i:02:p:265-291_01. Full description at Econpapers \|\| Download paper	25
32	1991	Risk Theory with the Gamma Process. (1991). Dufresne, Franois ; Gerber, Hans U. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:21:y:1991:i:02:p:177-192_00. Full description at Econpapers \|\| Download paper	24
33	1999	On Multivariate Panjer Recursions. (1999). Sundt, Bjorn . In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:29:y:1999:i:01:p:29-45_00. Full description at Econpapers \|\| Download paper	24
34	1989	Hedging by Sequential Regression: an Introduction to the Mathematics of Option Trading. (1989). Follmer, H ; Schweizer, M. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:19:y:1989:i:s1:p:29-42_00. Full description at Econpapers \|\| Download paper	24
35	2000	Pricing Risk Transfer Transactions. (2000). Lane, Morton N. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:30:y:2000:i:02:p:259-293_01. Full description at Econpapers \|\| Download paper	23
36	1991	Cooperative Game Theory and its Insurance Applications. (1991). Lemaire, Jean . In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:21:y:1991:i:01:p:17-40_00. Full description at Econpapers \|\| Download paper	22
37	2001	Design of Optimal Bonus-Malus Systems With a Frequency and a Severity Component On an Individual Basis in Automobile Insurance. (2001). Vrontos, Spyridon D ; Frangos, Nicholas E. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:31:y:2001:i:01:p:1-22_00. Full description at Econpapers \|\| Download paper	22
38	1999	Prediction of Outstanding Liabilities II. Model Variations and Extensions. (1999). Norberg, Ragnar. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:29:y:1999:i:01:p:5-25_00. Full description at Econpapers \|\| Download paper	22
39	1981	Further Results on Recursive Evaluation of Compound Distributions. (1981). Sundt, Bjorn ; Jewell, William S. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:12:y:1981:i:01:p:27-39_00. Full description at Econpapers \|\| Download paper	22
40	2006	On the Tail Behavior of Sums of Dependent Risks. (2006). Genest, Christian ; Barbe, Philippe ; Fougeres, Anne-Laure . In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:36:y:2006:i:02:p:361-373_01. Full description at Econpapers \|\| Download paper	21
41	1994	Martingale Approach to Pricing Perpetual American Options. (1994). Gerber, Hans U. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:24:y:1994:i:02:p:195-220_00. Full description at Econpapers \|\| Download paper	20
42	1995	Some Stable Algorithms in Ruin Theory and Their Applications. (1995). Egidio dos Reis, Alfredo ; David, ; Waters, Howard R. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:25:y:1995:i:02:p:153-175_00. Full description at Econpapers \|\| Download paper	20
43	1989	The Claims Reserving Problem in Non-Life Insurance: Some Structural Ideas. (1989). Arjas, Elja. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:19:y:1989:i:02:p:139-152_00. Full description at Econpapers \|\| Download paper	20
44	1991	Premium Calculation Implications of Reinsurance Without Arbitrage. (1991). Venter, Gary G. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:21:y:1991:i:02:p:223-230_00. Full description at Econpapers \|\| Download paper	19
45	1960	Reciprocal Reinsurance Treaties. (1960). Borch, Karl . In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:1:y:1960:i:04:p:170-191_00. Full description at Econpapers \|\| Download paper	19
46	2006	A Note on the Dividends-Penalty Identity and the Optimal Dividend Barrier. (2006). Gerber, Hans U ; Yang, Hailiang ; Lin, Sheldon X. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:36:y:2006:i:02:p:489-503_01. Full description at Econpapers \|\| Download paper	19
47	1991	A Simple Parametric Model for Rating Automobile Insurance or Estimating IBNR Claims Reserves. (1991). Mack, Thomas. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:21:y:1991:i:01:p:93-109_00. Full description at Econpapers \|\| Download paper	18
48	1984	An Application of Game Theory: Cost Allocation. (1984). Lemaire, Jean . In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:14:y:1984:i:01:p:61-81_00. Full description at Econpapers \|\| Download paper	18
49	1996	On the Hedging Portfolio of Asian Options. (1996). Jacques, Michel. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:26:y:1996:i:02:p:165-183_00. Full description at Econpapers \|\| Download paper	18
50	2007	An Individual Claims Reserving Model. (2007). Larsen, Christian Roholte . In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:37:y:2007:i:01:p:113-132_01. Full description at Econpapers \|\| Download paper	18

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

#	Year	Title	Cited
1	1996	Premium Calculation by Transforming the Layer Premium Density. (1996). Wang, Shaun . In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:26:y:1996:i:01:p:71-92_00. Full description at Econpapers \|\| Download paper	23
2	1993	Distribution-free Calculation of the Standard Error of Chain Ladder Reserve Estimates. (1993). Mack, Thomas. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:23:y:1993:i:02:p:213-225_01. Full description at Econpapers \|\| Download paper	20
3	2007	A Primer on Copulas for Count Data. (2007). Nelehova, Johanna ; Genest, Christian. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:37:y:2007:i:02:p:475-515_01. Full description at Econpapers \|\| Download paper	18
4	2006	Pricing Death: Frameworks for the Valuation and Securitization of Mortality Risk. (2006). Blake, David ; Dowd, Kevin. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:36:y:2006:i:01:p:79-120_01. Full description at Econpapers \|\| Download paper	16
5	1997	Estimating the Tails of Loss Severity Distributions Using Extreme Value Theory. (1997). McNeil, Alexander J. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:27:y:1997:i:01:p:117-137_01. Full description at Econpapers \|\| Download paper	16
6	1993	Prediction of Outstanding Liabilities in Non-Life Insurance. (1993). Norberg, Ragnar. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:23:y:1993:i:01:p:95-115_00. Full description at Econpapers \|\| Download paper	14
7	2008	A Universal Pricing Framework for Guaranteed Minimum Benefits in Variable Annuities. (2008). Bauer, Daniel ; Russ, Jochen ; Kling, Alexander . In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:38:y:2008:i:02:p:621-651_01. Full description at Econpapers \|\| Download paper	13
8	2011	Optimal Reinsurance under VaR and CVaR Risk Measures: a Simplified Approach. (2011). Chi, Yichun ; Tan, Ken Seng. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:41:y:2011:i:02:p:487-509_00. Full description at Econpapers \|\| Download paper	12
9	2011	Modelling Adult Mortality in Small Populations: The Saint Model. (2011). Jarner, Soren Fiig ; Kryger, Esben Masotti . In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:41:y:2011:i:02:p:377-418_00. Full description at Econpapers \|\| Download paper	11
10	1981	Recursive Evaluation of a Family of Compound Distributions. (1981). Panjer, Harry H. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:12:y:1981:i:01:p:22-26_00. Full description at Econpapers \|\| Download paper	11
11	2003	Common Poisson Shock Models: Applications to Insurance and Credit Risk Modelling. (2003). McNeil, Alexander J ; Lindskog, Filip. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:33:y:2003:i:02:p:209-238_01. Full description at Econpapers \|\| Download paper	10
12	2006	Tail Variance Premium with Applications for Elliptical Portfolio of Risks. (2006). Landsman, Zinoviy ; Furman, Edward. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:36:y:2006:i:02:p:433-462_01. Full description at Econpapers \|\| Download paper	10
13	2011	Bayesian Stochastic Mortality Modelling for Two Populations. (2011). Blake, David ; Khalaf-Allah, Marwa ; Coughlan, Guy D ; Dowd, Kevin. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:41:y:2011:i:01:p:29-59_00. Full description at Econpapers \|\| Download paper	9
14	2011	Randomized Observation Periods for the Compound Poisson Risk Model: Dividends. (2011). Albrecher, Hansjorg ; Thonhauser, Stefan. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:41:y:2011:i:02:p:645-672_00. Full description at Econpapers \|\| Download paper	9
15	2005	EM Algorithm for Mixed Poisson and Other Discrete Distributions. (2005). Karlis, Dimitris. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:35:y:2005:i:01:p:3-24_01. Full description at Econpapers \|\| Download paper	9
16	1999	Prediction of Outstanding Liabilities II. Model Variations and Extensions. (1999). Norberg, Ragnar. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:29:y:1999:i:01:p:5-25_00. Full description at Econpapers \|\| Download paper	9
17	2013	ON OPTIMAL DIVIDENDS IN THE DUAL MODEL. (2013). Bayraktar, Erhan ; Kyprianou, Andreas E ; Yamazaki, Kazutoshi. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:43:y:2013:i:03:p:359-372_00. Full description at Econpapers \|\| Download paper	8
18	2017	REFRACTIONâREFLECTION STRATEGIES IN THE DUAL MODEL. (2017). Yamazaki, Kazutoshi ; Perez, Jose-Luis. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:47:y:2017:i:01:p:199-238_00. Full description at Econpapers \|\| Download paper	8
19	2007	Optimal Retention for a Stop-loss Reinsurance Under the VaR and CTE Risk Measures. (2007). Cai, Jun ; Tan, Ken Seng. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:37:y:2007:i:01:p:93-112_01. Full description at Econpapers \|\| Download paper	7
20	2014	On the Optimal Dividend Problem for a Spectrally Positive LÃ©vy Process. (2014). Wen, Yuzhen ; Zhao, Yongxia ; Yin, Chuancun. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:44:y:2014:i:03:p:635-651_00. Full description at Econpapers \|\| Download paper	7
21	1989	A Generalization of Automobile Insurance Rating Models: The Negative Binomial Distribution with a Regression Component. (1989). Dionne, Georges ; Vanasse, Charles . In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:19:y:1989:i:02:p:199-212_00. Full description at Econpapers \|\| Download paper	7
22	2009	Risk Measures and Efficient use of Capital. (2009). Artzner, Philippe ; Delbaen, Freddy ; Koch-Medina, Pablo. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:39:y:2009:i:01:p:101-116_00. Full description at Econpapers \|\| Download paper	7
23	1989	The Claims Reserving Problem in Non-Life Insurance: Some Structural Ideas. (1989). Arjas, Elja. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:19:y:1989:i:02:p:139-152_00. Full description at Econpapers \|\| Download paper	7
24	2016	Pricing in Reinsurance Bargaining with Comonotonic Additive Utility Functions. (2016). Zhuang, Sheng Chao ; Boonen, Tim J ; Tan, Ken Seng. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:46:y:2016:i:02:p:507-530_00. Full description at Econpapers \|\| Download paper	7
25	2007	An Individual Claims Reserving Model. (2007). Larsen, Christian Roholte . In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:37:y:2007:i:01:p:113-132_01. Full description at Econpapers \|\| Download paper	6
26	2012	On the Calculation of the Solvency Capital Requirement Based on Nested Simulations. (2012). Bauer, Daniel ; Singer, Daniela ; Reuss, Andreas . In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:42:y:2012:i:02:p:453-499_00. Full description at Econpapers \|\| Download paper	6
27	1997	Discussion of the Danish Data on Large Fire Insurance Losses. (1997). Resnick, Sidney I. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:27:y:1997:i:01:p:139-151_01. Full description at Econpapers \|\| Download paper	6
28	2016	Equitable Retirement Income Tontines: Mixing Cohorts Without Discriminating. (2016). Milevsky, Moshe A ; Salisbury, Thomas S. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:46:y:2016:i:03:p:571-604_00. Full description at Econpapers \|\| Download paper	6
29	2010	Optimal Risk Control for The Excess of Loss Reinsurance Policies. (2010). Meng, Hui ; Zhang, Xin. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:40:y:2010:i:01:p:179-197_00. Full description at Econpapers \|\| Download paper	6
30	2002	A Universal Framework for Pricing Financial and Insurance Risks. (2002). Wang, Shaun S. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:32:y:2002:i:02:p:213-234_01. Full description at Econpapers \|\| Download paper	6
31	2000	Some Notes on the Dynamics and Optimal Control of Stochastic Pension Fund Models in Continuous Time. (2000). Cairns, Andrew . In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:30:y:2000:i:01:p:19-55_00. Full description at Econpapers \|\| Download paper	6
32	2003	Optimal Dynamic XL Reinsurance. (2003). Hipp, Christian ; Vogt, Michael. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:33:y:2003:i:02:p:193-207_01. Full description at Econpapers \|\| Download paper	6
33	2001	Design of Optimal Bonus-Malus Systems With a Frequency and a Severity Component On an Individual Basis in Automobile Insurance. (2001). Vrontos, Spyridon D ; Frangos, Nicholas E. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:31:y:2001:i:01:p:1-22_00. Full description at Econpapers \|\| Download paper	6
34	1999	The Standard Error of Chain Ladder Reserve Estimates: Recursive Calculation and Inclusion of a Tail Factor. (1999). Mack, Thomas. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:29:y:1999:i:02:p:361-366_01. Full description at Econpapers \|\| Download paper	6
35	2017	A NEYMAN-PEARSON PERSPECTIVE ON OPTIMAL REINSURANCE WITH CONSTRAINTS. (2017). Lo, Ambrose . In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:47:y:2017:i:02:p:467-499_00. Full description at Econpapers \|\| Download paper	6
36	2014	Optimal Bonus-Malus Systems using Finite Mixture Models. (2014). Frangos, Nicholas ; Tzougas, George ; Vrontos, Spyridon . In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:44:y:2014:i:02:p:417-444_00. Full description at Econpapers \|\| Download paper	5
37	2014	State-Dependent Fees for Variable Annuity Guarantees. (2014). Hardy, Mary ; Bernard, Carole ; MacKay, Anne. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:44:y:2014:i:03:p:559-585_00. Full description at Econpapers \|\| Download paper	5
38	1996	Claims Reserving in Continuous Time; A Nonparametric Bayesian Approach. (1996). Haastrup, Svend ; Arjas, Elja. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:26:y:1996:i:02:p:139-164_00. Full description at Econpapers \|\| Download paper	5
39	2003	Prediction of Stock Returns: A New Way to Look at It. (2003). Sperlich, Stefan ; Nielsen, Jens Perch. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:33:y:2003:i:02:p:399-417_01. Full description at Econpapers \|\| Download paper	5
40	1990	Estimation in the Pareto Distribution. (1990). Rytgaard, Mette . In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:20:y:1990:i:02:p:201-216_00. Full description at Econpapers \|\| Download paper	5
41	1989	Predicting Ibnyr Events and Delays: I. Continuous Time. (1989). Jewell, William S. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:19:y:1989:i:01:p:25-55_00. Full description at Econpapers \|\| Download paper	5
42	1990	Predicting IBNYR Events and Delays II. Discrete Time. (1990). Jewell, William S. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:20:y:1990:i:01:p:93-111_00. Full description at Econpapers \|\| Download paper	5
43	2007	Dynamic Pricing of General Insurance in a Competitive Market. (2007). Emms, Paul . In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:37:y:2007:i:01:p:1-34_01. Full description at Econpapers \|\| Download paper	5
44	2011	Using the Censored Gamma Distribution for Modeling Fractional Response Variables with an Application to Loss Given Default. (2011). Sigrist, Fabio ; Stahel, Werner A. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:41:y:2011:i:02:p:673-710_00. Full description at Econpapers \|\| Download paper	5
45	1996	Dependency of Risks and Stop-Loss Order. (1996). Dhaene, Jan ; Goovaerts, Marc J. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:26:y:1996:i:02:p:201-212_00. Full description at Econpapers \|\| Download paper	5
46	2017	A COMPARATIVE STUDY OF TWO-POPULATION MODELS FOR THE ASSESSMENT OF BASIS RISK IN LONGEVITY HEDGES. (2017). Villegas, Andres M ; Millossovich, Pietro ; Kaishev, Vladimir K ; Haberman, Steven. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:47:y:2017:i:03:p:631-679_00. Full description at Econpapers \|\| Download paper	5
47	1991	Cooperative Game Theory and its Insurance Applications. (1991). Lemaire, Jean . In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:21:y:1991:i:01:p:17-40_00. Full description at Econpapers \|\| Download paper	5
48	1988	Hedging by Sequential Regression: An Introduction to the Mathematics of Option Trading. (1988). Schweizer, M ; Follmer, H. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:18:y:1988:i:02:p:147-160_00. Full description at Econpapers \|\| Download paper	5
49	1974	Credible Means are exact Bayesian for Exponential Families. (1974). Jewell, William S. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:8:y:1974:i:01:p:77-90_00. Full description at Econpapers \|\| Download paper	5
50	1974	On Additive Premium Calculation Principles. (1974). Gerber, Hans U. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:7:y:1974:i:03:p:215-222_00. Full description at Econpapers \|\| Download paper	5

Citing documents used to compute impact factor: 37

Year	Title
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	How can a cause-of-death reduction be compensated for by the population heterogeneity? A dynamic approach. (2019). el Karoui, Nicole ; Arnold, Severine ; Hardy, Heloise Labit ; Kaakai, Sarah. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:89:y:2019:i:c:p:16-37. Full description at Econpapers \|\| Download paper
2019	Estimating the discounted density of the deficit at ruin by Fourier cosine series expansion. (2019). Zhang, Zhimin ; Su, Wen ; Yang, Yang. In: Statistics & Probability Letters. RePEc:eee:stapro:v:146:y:2019:i:c:p:147-155. Full description at Econpapers \|\| Download paper
2019	Forecasting mortality rate improvements with a high-dimensional VAR. (2019). Piette, Pierrick ; Lopez, Olivier ; Guibert, Quentin. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:88:y:2019:i:c:p:255-272. Full description at Econpapers \|\| Download paper
2019	Mortality Projections for Small Populations: An Application to the Maltese Elderly. (2019). Menzietti, Massimiliano ; Stranges, Manuela ; Morabito, Maria Francesca. In: Risks. RePEc:gam:jrisks:v:7:y:2019:i:2:p:35-:d:218270. Full description at Econpapers \|\| Download paper
2019	Collective risk models with dependence. (2019). Marceau, Etienne ; Cossette, Helene ; Mtalai, Itre. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:87:y:2019:i:c:p:153-168. Full description at Econpapers \|\| Download paper
2019	Research on long-term care insurance: status quo and directions for future research. (2019). Ghavibazoo, Omid ; Eling, Martin. In: The Geneva Papers on Risk and Insurance - Issues and Practice. RePEc:pal:gpprii:v:44:y:2019:i:2:d:10.1057_s41288-018-00114-6. Full description at Econpapers \|\| Download paper
2019	Budget-constrained optimal insurance without the nonnegativity constraint on indemnities. (2019). Ghossoub, Mario. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:84:y:2019:i:c:p:22-39. Full description at Econpapers \|\| Download paper
2019	On randomized reinsurance contracts. (2019). Albrecher, Hansjorg ; Cani, Arian. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:84:y:2019:i:c:p:67-78. Full description at Econpapers \|\| Download paper
2019
2019	Optimal insurance under rank-dependent expected utility. (2019). Ghossoub, Mario. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:87:y:2019:i:c:p:51-66. Full description at Econpapers \|\| Download paper
2019	Optimal XL-insurance under Wasserstein-type ambiguity. (2019). Ch, Georg ; Birghila, Corina. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:88:y:2019:i:c:p:30-43. Full description at Econpapers \|\| Download paper
2019	Budget-constrained optimal insurance with belief heterogeneity. (2019). Ghossoub, Mario. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:89:y:2019:i:c:p:79-91. Full description at Econpapers \|\| Download paper
2019	Preservation of WSAI under default transforms and its application in allocating assets with dependent realizable returns. (2019). Li, Xiaohu. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:86:y:2019:i:c:p:84-91. Full description at Econpapers \|\| Download paper
2019	Principal Component Analysis: A Generalized Gini Approach. (2019). Ouraga, Tea ; Arthur, . In: Papers. RePEc:arx:papers:1910.10133. Full description at Econpapers \|\| Download paper
2019	Principal Component Analysis: A Generalized Gini Approach. (2019). Ouraga, Tea ; Mussard, Stephane ; Charpentier, Arthur. In: Working Papers. RePEc:hal:wpaper:hal-02327521. Full description at Econpapers \|\| Download paper
2019	Principal Component Analysis : A Generalized Gini Approach. (2019). Ouraga, Tea ; Mussard, Stephane ; Charpentier, Arthur. In: Working Papers. RePEc:hal:wpaper:hal-02340386. Full description at Econpapers \|\| Download paper
2019	A dynamic equivalence principle for systematic longevity risk management. (2019). Dhaene, Jan ; Denuit, Michel ; Hanbali, Hamza ; Trufin, Julien. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:86:y:2019:i:c:p:158-167. Full description at Econpapers \|\| Download paper
2019	Delta-hedging longevity risk under the M7âM5 model: The impact of cohort effect uncertainty and population basis risk. (2019). Zhou, Kenneth Q ; Li, Johnny Siu-Hang. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:84:y:2019:i:c:p:1-21. Full description at Econpapers \|\| Download paper
2019
2019	Experience Prospective Life-Tables for the Algerian Retirees. (2019). Flici, Farid ; Planchet, Frederic. In: Risks. RePEc:gam:jrisks:v:7:y:2019:i:2:p:38-:d:220179. Full description at Econpapers \|\| Download paper
2019	Coherent modeling of mortality patterns for age-specific subgroups. (2019). Russolillo, Maria ; Haberman, Steven ; Giordano, Giuseppe . In: Decisions in Economics and Finance. RePEc:spr:decfin:v:42:y:2019:i:1:d:10.1007_s10203-019-00245-y. Full description at Econpapers \|\| Download paper
2019	Loss Reserving Models: Granular and Machine Learning Forms. (2019). Taylor, Greg. In: Risks. RePEc:gam:jrisks:v:7:y:2019:i:3:p:82-:d:250013. Full description at Econpapers \|\| Download paper
2019	On a dividend problem with random funding. (2019). Thonhauser, Stefan ; Strini, Josef Anton. In: Papers. RePEc:arx:papers:1901.06309. Full description at Econpapers \|\| Download paper
2019
2019	The Investigation of a Forward-Rate Mortality Framework. (2019). Sherris, Michael ; Ignatieva, Katja ; Alai, Daniel H. In: Risks. RePEc:gam:jrisks:v:7:y:2019:i:2:p:61-:d:236362. Full description at Econpapers \|\| Download paper
2019	Option pricing under regime-switching models: Novel approaches removing path-dependence. (2019). Lai, Van Son ; Godin, Frederic ; Trottier, Denis-Alexandre. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:87:y:2019:i:c:p:130-142. Full description at Econpapers \|\| Download paper
2019	A hybrid stochastic differential reinsurance and investment game with bounded memory. (2019). Zhong, Feimin ; Gao, Rui ; Xiao, Helu ; Zhou, Zhongbao ; Bai, Yanfei. In: Papers. RePEc:arx:papers:1910.09834. Full description at Econpapers \|\| Download paper
2019	Time-consistent investment and reinsurance strategies for mean-variance insurers with relative performance concerns under the Heston model. (2019). Zhang, Chengke ; Cao, Ming ; Zhu, Huainian. In: Finance Research Letters. RePEc:eee:finlet:v:30:y:2019:i:c:p:280-291. Full description at Econpapers \|\| Download paper
2019	Stochastic Stackelberg differential reinsurance games under time-inconsistent meanâvariance framework. (2019). Shen, Yang ; Chen, LV. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:88:y:2019:i:c:p:120-137. Full description at Econpapers \|\| Download paper
2019	How private sector participation improves retirement preparation: A case from China. (2019). Zheng, Wei ; Jia, Ruo ; Liu, Zining. In: The Geneva Papers on Risk and Insurance - Issues and Practice. RePEc:pal:gpprii:v:44:y:2019:i:1:d:10.1057_s41288-018-0110-7. Full description at Econpapers \|\| Download paper
2019	Communication and personal selection of pension saverâs financial risk. (2019). Nielsen, Jens Perch ; Kyriakou, Ioannis ; Hiabu, Munir ; Gerrard, Russell . In: European Journal of Operational Research. RePEc:eee:ejores:v:274:y:2019:i:3:p:1102-1111. Full description at Econpapers \|\| Download paper
2019	Application of Machine Learning to Mortality Modeling and Forecasting. (2019). Pizzorusso, Virginia ; Levantesi, Susanna. In: Risks. RePEc:gam:jrisks:v:7:y:2019:i:1:p:26-:d:209175. Full description at Econpapers \|\| Download paper
2019	Mortality rate forecasting: can recurrent neural networks beat the Lee-Carter model?. (2019). , J'Ozsef ; Petneh, G'Abor. In: Papers. RePEc:arx:papers:1909.05501. Full description at Econpapers \|\| Download paper
2019	Risk-adjusted Bowley reinsurance under distorted probabilities. (2019). Zhang, Yiying ; Phillip, Sheung Chi ; Cheung, Ka Chun . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:86:y:2019:i:c:p:64-72. Full description at Econpapers \|\| Download paper
2019	Modelling distribution of aggregate expenditure on tourism. (2019). Perezrodriguez, J V ; Gomezdeniz, E. In: Economic Modelling. RePEc:eee:ecmode:v:78:y:2019:i:c:p:293-308. Full description at Econpapers \|\| Download paper
2019	Fluctuation theory for level-dependent LÃ©vy risk processes. (2019). Yamazaki, Kazutoshi ; Rolski, Tomasz ; Perez, Jose-Luis ; Czarna, Irmina. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:129:y:2019:i:12:p:5406-5449. Full description at Econpapers \|\| Download paper

Recent citations

Recent citations received in 2019

Year	Citing document
2019	A full and synthetic model for Asset-Liability Management in life insurance, and analysis of the SCR with the standard formula. (2019). Infante, Jose Arturo ; Cherchali, Adel ; Alfonsi, Aur'Elien. In: Papers. RePEc:arx:papers:1908.00811. Full description at Econpapers \|\| Download paper
2019	A generalized reserving model: bridging the gap between pricing and individual reserving. (2019). Antonio, Katrien ; Crevecoeur, Jonas. In: Papers. RePEc:arx:papers:1910.12692. Full description at Econpapers \|\| Download paper
2019	On the stochastic equation L(Z)=L[V(X+Z)] and properties of MittagâLeffler distributions. (2019). Zhang, Zhehao. In: Applied Mathematics and Computation. RePEc:eee:apmaco:v:361:y:2019:i:c:p:365-376. Full description at Econpapers \|\| Download paper
2019	Fair valuation of insurance liability cash-flow streams in continuous time: Theory. (2019). Barigou, Karim ; Dhaene, Jan ; Delong, Ukasz. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:88:y:2019:i:c:p:196-208. Full description at Econpapers \|\| Download paper
2019	On the existence of a representative reinsurer under heterogeneous beliefs. (2019). Ghossoub, Mario ; Boonen, Tim J. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:88:y:2019:i:c:p:209-225. Full description at Econpapers \|\| Download paper
2019	A class of mixture of experts models for general insurance: Theoretical developments. (2019). Lin, Sheldon X ; Badescu, Andrei L ; Fung, Tsz Chai. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:89:y:2019:i:c:p:111-127. Full description at Econpapers \|\| Download paper
2019	Options on tontines: An innovative way of combining tontines and annuities. (2019). Rach, Manuel ; Chen, AN. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:89:y:2019:i:c:p:182-192. Full description at Econpapers \|\| Download paper
2019	Budget-constrained optimal insurance with belief heterogeneity. (2019). Ghossoub, Mario. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:89:y:2019:i:c:p:79-91. Full description at Econpapers \|\| Download paper
2019	Forecast Reconciliation: A geometric View with New Insights on Bias Correction. (2019). Hyndman, Rob J ; Athanasopoulos, George ; Gamakumara, Puwasala ; Panagiotelis, Anastasios. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2019-18. Full description at Econpapers \|\| Download paper

Recent citations received in 2018

Year	Citing document
2018	Choice of Benchmark When Forecasting Long-term Stock Returns. (2018). Scholz, Michael ; Nielsen, Jens Perch ; Mousavi, Parastoo ; Kyriakou, Ioannis. In: Graz Economics Papers. RePEc:grz:wpaper:2018-08. Full description at Econpapers \|\| Download paper

Recent citations received in 2017

Year	Citing document
2017	Phase-type Approximation of the Gerber-Shiu Function. (2017). Yamazaki, Kazutoshi. In: Papers. RePEc:arx:papers:1701.02798. Full description at Econpapers \|\| Download paper
2017	On optimal joint reflective and refractive dividend strategies in spectrally positive LÃ©vy models. (2017). Wong, Bernard ; Avanzi, Benjamin ; Perez, Jose-Luis ; Yamazaki, Kazutoshi. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:72:y:2017:i:c:p:148-162. Full description at Econpapers \|\| Download paper
2017	Multiple risk factor dependence structures: Copulas and related properties. (2017). Su, Jianxi ; Furman, Edward. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:74:y:2017:i:c:p:109-121. Full description at Econpapers \|\| Download paper
2017	Multiple risk factor dependence structures: Distributional properties. (2017). Su, Jianxi ; Furman, Edward. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:76:y:2017:i:c:p:56-68. Full description at Econpapers \|\| Download paper
2017	Pareto-optimal reinsurance arrangements under general model settings. (2017). Cai, Jun ; Wang, Ruodu ; Liu, Haiyan. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:77:y:2017:i:c:p:24-37. Full description at Econpapers \|\| Download paper
2017	Optimal two-stage pricing strategies from the sellerâs perspective under the uncertainty of buyerâs decisions. (2017). Egozcue, Martin ; Zitikis, Riardas ; Wu, Jiang. In: Journal of Statistical Distributions and Applications. RePEc:spr:jstada:v:4:y:2017:i:1:d:10.1186_s40488-017-0067-2. Full description at Econpapers \|\| Download paper

Recent citations received in 2016

Year	Citing document
2016	Modelling Socio-Economic Differences in the Mortality of Danish Males Using a New Affluence Index. (2016). Blake, David ; Kallestrup-Lamb, Malene ; Dowd, Kevin. In: CREATES Research Papers. RePEc:aah:create:2016-14. Full description at Econpapers \|\| Download paper
2016	Optimal mix between pay-as-you-go and funding for DC pension schemes in an overlapping generations model. (2016). Alonso-Garcia, J ; Devolder, P. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:70:y:2016:i:c:p:224-236. Full description at Econpapers \|\| Download paper
2016	Stochastic loss reserving with dependence: A flexible multivariate Tweedie approach. (2016). Avanzi, Benjamin ; Wong, Bernard ; Vu, Phuong Anh ; Taylor, Greg. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:71:y:2016:i:c:p:63-78. Full description at Econpapers \|\| Download paper

10 most frequent citing series

#	Series	H	Cites
1	Insurance: Mathematics and Economics / Elsevier	44	695
2	Papers / arXiv.org	54	300
3	Risks / MDPI, Open Access Journal	8	243
4	Post-Print / HAL	104	43
5	European Journal of Operational Research / Elsevier	91	42
6	Working Papers / HAL	32	39
7	Journal of Risk & Insurance / The American Risk and Insurance Association	33	30
8	Annals of Operations Research / Springer	31	29
9	Statistics & Probability Letters / Elsevier	26	28
10	LSE Research Online Documents on Economics / London School of Economics and Political Science, LSE Library	75	27
11	Collegium of Economic Analysis Annals / Warsaw School of Economics, Collegium of Economic Analysis	3	22