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Risk and Insurance / University Library of Munich, Germany

Citation Profile [Updated: 2020-06-03 07:38:54]
5 Years H
5
Impact Factor
0
5 Years IF
0
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 0.13 0 0 0 0 0 0 0 0 0 0 0.07
1991 0 0.11 0 0 0 0 0 0 0 0 0 0 0.06
1992 0 0.1 0 0 0 0 0 0 0 0 0 0 0.07
1993 0 0.13 0 0 0 0 0 0 0 0 0 0 0.07
1994 0 0.13 0 0 8 8 0 0 0 0 0 0 0.06
1995 0 0.19 0 0 3 11 0 0 8 8 0 0 0.09
1996 0 0.22 0 0 0 11 0 0 11 11 0 0 0.12
1997 0 0.23 0 0 0 11 0 0 3 11 0 0 0.12
1998 0 0.24 0 0 0 11 0 0 0 11 0 0 0.15
1999 0 0.32 0 0 0 11 0 0 0 11 0 0 0.21
2000 0 0.47 0 0 0 11 0 0 0 3 0 0 0.2
2001 0 0.4 0 0 0 11 0 0 0 0 0 0 0.22
2002 0 0.41 0.08 0 2 13 4 1 0 0 0 0 0.23
2003 0 0.42 0.07 0 16 29 24 1 3 2 2 2 200 1 0.06 0.24
2004 0.06 0.47 0.24 0.06 9 38 11 2 12 18 1 18 1 3 150 1 0.11 0.27
2005 0.08 0.49 0.09 0.07 19 57 61 5 17 25 2 27 2 2 40 3 0.16 0.29
2006 0.04 0.48 0.07 0.09 0 57 0 4 21 28 1 46 4 0 0 0.27
2007 0.05 0.41 0.02 0.02 0 57 0 1 22 19 1 46 1 0 0 0.22
2008 0 0.46 0.09 0.09 0 57 0 5 27 0 44 4 0 0 0.23
2009 0 0.43 0.14 0.14 0 57 0 8 35 0 28 4 0 0 0.23
2010 0 0.37 0.11 0.16 0 57 0 6 41 0 19 3 0 0 0.2
2011 0 0.47 0.11 0 0 57 0 6 47 0 0 0 0 0.25
2012 0 0.5 0.05 0 0 57 0 3 50 0 0 0 0 0.26
2013 0 0.52 0.14 0 0 57 0 8 58 0 0 0 0 0.24
2014 0 0.54 0.21 0 0 57 0 12 70 0 0 0 0 0.28
2015 0 0.54 0.16 0 0 57 0 9 79 0 0 0 0 0.28
2016 0 0.57 0.07 0 0 57 0 4 83 0 0 0 0 0.29
2017 0 0.58 0.16 0 0 57 0 9 92 0 0 0 0 0.28
2018 0 0.6 0.05 0 0 57 0 3 95 0 0 0 0 0.31
2019 0 0.65 0.02 0 0 57 0 1 96 0 0 0 0 0.38
IF: Impact Factor: C2Y / D2Y
AIF: Average Impact Factor for series in RePEc in year y
CIF: Cumulative impact factor
IF5: Impact Factor: C5Y / D5Y
DOC: Number of documents published in year y
CDO: Cumulative number of documents published until year y
CIT: Number of citations to papers published in year y
NCI: Number of citations in year y
CCU: Cumulative number of citations to papers published until year y
D2Y: Number of articles published in y-1 plus y-2
C2Y: Cites in y to articles published in y-1 plus y-2
D5Y: Number of articles published in y-1 until y-5
C5Y: Cites in y to articles published in y-1 until y-5
SC: selft citations in y to articles published in y-1 plus y-2
%SC: Percentage of selft citations in y to articles published in y-1 plus y-2
CiY: Cites in year y to documents published in year y
II: Immediacy Index: CiY / Documents.
AII: Average Immediacy Index for series in RePEc in year y
50 most cited documents in this series
#YearTitleCited
12005Optimization of Convex Risk Functions. (2005). Shapiro, Alexander ; Ruszczynski, Andrzej. In: Risk and Insurance. RePEc:wpa:wuwpri:0404001.

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38
22005Conditional Risk Mappings. (2005). Shapiro, Alexander ; Ruszczynski, Andrzej. In: Risk and Insurance. RePEc:wpa:wuwpri:0404002.

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17
32003Credit Risk Models - Do They Deliver Their Promises? A Quantitative Assessment. (2003). Oderda, Gianluca ; Dacorogna, Michel ; Jung, Tobias . In: Risk and Insurance. RePEc:wpa:wuwpri:0306003.

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13
4Optimization of Risk Measures. (2004). Shapiro, Alexander ; Ruszczynski, Andrzej. In: Risk and Insurance. RePEc:wpa:wuwpri:0407002.

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8
52005Interest-rate risk in the Indian banking system. (2005). Shah, Ajay ; Patnaik, Ila. In: Risk and Insurance. RePEc:wpa:wuwpri:0501003.

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5
62003How Does Systematic Risk Impact US Credit Spreads? A Copula Study. (2003). Gatfaoui, Hayette. In: Risk and Insurance. RePEc:wpa:wuwpri:0308002.

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3
7Coherent Risk Measures and Upper Previsions. (2002). Pelessoni, Renato ; Vicig, Paolo. In: Risk and Insurance. RePEc:wpa:wuwpri:0201001.

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3
82005Financial Instability and Life Insurance Demand. (2005). Okura, Mahito ; KASUGA, Norihiro. In: Risk and Insurance. RePEc:wpa:wuwpri:0507002.

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2
92003From Fault Tree to Credit Risk Assessment: An Empirical Attempt. (2003). Gatfaoui, Hayette. In: Risk and Insurance. RePEc:wpa:wuwpri:0308003.

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2
102005A Fast Algorithm for Computing Expected Loan Portfolio Tranche Loss in the Gaussian Factor Model.. (2005). Okunev, Pavel. In: Risk and Insurance. RePEc:wpa:wuwpri:0506002.

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2
112002An Intensity Based Non-Parametric Default Model for Residential Mortgage Portfolios. (2002). De Giorgi, Enrico. In: Risk and Insurance. RePEc:wpa:wuwpri:0209001.

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2
122005Price risk management instruments in agricultural and other unstable markets. (2005). BOUSSARD, Jean-Marc. In: Risk and Insurance. RePEc:wpa:wuwpri:0505001.

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2
132003Convex Imprecise Previsions for Risk Measurement. (2003). Pelessoni, Renato ; Vicig, Paolo. In: Risk and Insurance. RePEc:wpa:wuwpri:0309001.

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2
142004Arrangement Infringement Possibility Approach: Some Economic Features of Large-Scale Events. (2004). Harin, Alexander. In: Risk and Insurance. RePEc:wpa:wuwpri:0409002.

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1
152003Dynamic Financial Analysis - Understanding Risk and Value Creation in Insurance. (2003). Dacorogna, Michel ; Blum, Peter. In: Risk and Insurance. RePEc:wpa:wuwpri:0306002.

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1
162004Risk Management – Managing Risks, not Calculating Them. (2004). Kostov, Philip ; Lingard, John . In: Risk and Insurance. RePEc:wpa:wuwpri:0409001.

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1
172003Stochastics for the worst case: distributions and risk measures for minimal returns. (2003). Mihai, Mihnea-Stefan. In: Risk and Insurance. RePEc:wpa:wuwpri:0305001.

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1
182004Value-at-Risk and Expected Shortfall for Linear Portfolios with elliptically distributed RisK Factors. (2004). . In: Risk and Insurance. RePEc:wpa:wuwpri:0403001.

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1
192003Performance and Risk Measurement Challenges For Hedge Funds: Empirical Considerations. (2003). Dacorogna, Michel ; Jaeger, Lars ; Blum, Peter. In: Risk and Insurance. RePEc:wpa:wuwpri:0311001.

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1
202003Extreme Moves in Foreign Exchange Rates and Risk Limit Setting. (2003). Dacorogna, Michel ; Blum, Peter. In: Risk and Insurance. RePEc:wpa:wuwpri:0306004.

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1
212004STRUCTURAL MODELS IN CONSUMER CREDIT. (2004). de Andrade, Fabio ; Thomas, Lyn . In: Risk and Insurance. RePEc:wpa:wuwpri:0407001.

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1
222005Value-at-Risk: The Delta-normal Approach. (2005). Henrard, Marc. In: Risk and Insurance. RePEc:wpa:wuwpri:0509001.

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1
232003Parameter risk in the Black and Scholes model. (2003). Henrard, Marc. In: Risk and Insurance. RePEc:wpa:wuwpri:0310002.

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1
242005Fast Computation of the Economic Capital, the Value at Risk and the Greeks of a Loan Portfolio in the Gaussian Factor Model. (2005). Okunev, Pavel. In: Risk and Insurance. RePEc:wpa:wuwpri:0507004.

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1
50 most relevant documents in this series (papers most cited in the last two years)
#YearTitleCited
12003Credit Risk Models - Do They Deliver Their Promises? A Quantitative Assessment. (2003). Oderda, Gianluca ; Dacorogna, Michel ; Jung, Tobias . In: Risk and Insurance. RePEc:wpa:wuwpri:0306003.

Full description at Econpapers || Download paper

2
Citing documents used to compute impact factor:
YearTitle
Recent citations