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Annals of Actuarial Science / Cambridge University Press

Citation Profile [Updated: 2022-01-09 21:43:50]
5 Years H
8
Impact Factor
0.31
5 Years IF
0.22
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 0.09 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 0.11 0 0 0 0 0 0 0 0 0 0 0.05
1994 0 0.12 0 0 0 0 0 0 0 0 0 0 0.06
1995 0 0.19 0 0 0 0 0 0 0 0 0 0 0.08
1996 0 0.22 0 0 0 0 0 0 0 0 0 0 0.1
1997 0 0.22 0 0 0 0 0 0 0 0 0 0 0.09
1998 0 0.26 0 0 0 0 0 0 0 0 0 0 0.12
1999 0 0.27 0 0 0 0 0 0 0 0 0 0 0.13
2000 0 0.32 0 0 0 0 0 0 0 0 0 0 0.14
2001 0 0.35 0 0 0 0 0 0 0 0 0 0 0.15
2002 0 0.37 0 0 0 0 0 0 0 0 0 0 0.19
2003 0 0.4 0 0 0 0 0 0 0 0 0 0 0.19
2004 0 0.44 0 0 0 0 0 0 0 0 0 0 0.2
2005 0 0.45 0 0 0 0 0 0 0 0 0 0 0.21
2006 0 0.46 0 0 22 22 38 0 0 0 0 0 0.2
2007 0 0.42 0 0 20 42 10 0 22 22 0 0 0.18
2008 0.05 0.44 0.04 0.05 14 56 106 2 2 42 2 42 2 0 0 0.2
2009 0.03 0.43 0.04 0.05 23 79 15 3 5 34 1 56 3 0 0 0.21
2010 0.08 0.43 0.06 0.06 0 79 0 5 10 37 3 79 5 0 0 0.18
2011 0 0.45 0.15 0.18 24 103 25 15 25 23 79 14 0 0 0.2
2012 0 0.45 0.06 0.06 23 126 18 8 33 24 81 5 0 0 0.19
2013 0.06 0.5 0.11 0.1 26 152 47 16 49 47 3 84 8 0 2 0.08 0.21
2014 0.02 0.51 0.09 0.05 21 173 18 15 64 49 1 96 5 0 0 0.2
2015 0.28 0.5 0.14 0.15 17 190 14 26 90 47 13 94 14 0 1 0.06 0.19
2016 0.11 0.5 0.23 0.19 14 204 9 46 136 38 4 111 21 0 1 0.07 0.18
2017 0.23 0.5 0.16 0.15 17 221 25 35 171 31 7 101 15 0 3 0.18 0.18
2018 0.13 0.54 0.16 0.13 24 245 13 39 210 31 4 95 12 0 1 0.04 0.21
2019 0.32 0.58 0.2 0.23 24 269 11 54 264 41 13 93 21 0 1 0.04 0.21
2020 0.31 0.75 0.2 0.22 23 292 11 57 321 48 15 96 21 0 3 0.13 0.29
IF: Impact Factor: C2Y / D2Y
AIF: Average Impact Factor for series in RePEc in year y
CIF: Cumulative impact factor
IF5: Impact Factor: C5Y / D5Y
DOC: Number of documents published in year y
CDO: Cumulative number of documents published until year y
CIT: Number of citations to papers published in year y
NCI: Number of citations in year y
CCU: Cumulative number of citations to papers published until year y
D2Y: Number of articles published in y-1 plus y-2
C2Y: Cites in y to articles published in y-1 plus y-2
D5Y: Number of articles published in y-1 until y-5
C5Y: Cites in y to articles published in y-1 until y-5
SC: selft citations in y to articles published in y-1 plus y-2
%SC: Percentage of selft citations in y to articles published in y-1 plus y-2
CiY: Cites in year y to documents published in year y
II: Immediacy Index: CiY / Documents.
AII: Average Immediacy Index for series in RePEc in year y
50 most cited documents in this series
#YearTitleCited
12008Mortality Modelling and Forecasting: a Review of Methods. (2008). Tickle, L ; Booth, H. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:3:y:2008:i:1-2:p:3-43_00.

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94
22006Predictive Distributions of Outstanding Liabilities in General Insurance. (2006). Verrall, R J ; England, P D. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:1:y:2006:i:02:p:221-270_00.

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16
32008Individual Claim Loss Reserving Conditioned by Case Estimates. (2008). Sullivan, James ; Taylor, Greg ; McGuire, Grainne . In: Annals of Actuarial Science. RePEc:cup:anacsi:v:3:y:2008:i:1-2:p:215-256_00.

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13
42013A scaling model for severity of operational losses using generalized additive models for location scale and shape (GAMLSS). (2013). Ganegoda, Amandha ; Evans, John. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:7:y:2013:i:01:p:61-100_00.

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13
52011A Trend-Change Extension of the Cairns-Blake-Dowd Model. (2011). Sweeting, P J. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:5:y:2011:i:02:p:143-162_00.

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11
62009Chain-Ladder as Maximum Likelihood Revisited. (2009). Kuang, D ; Nielsen, J P. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:4:y:2009:i:01:p:105-121_00.

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10
72011Minimizing the ruin probability through capital injections. (2011). Li, Shuanming ; Nie, Ciyu ; David, . In: Annals of Actuarial Science. RePEc:cup:anacsi:v:5:y:2011:i:02:p:195-209_00.

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9
82013Investigating the Broken-Heart Effect: a Model for Short-Term Dependence between the Remaining Lifetimes of Joint Lives. (2013). Spreeuw, Jaap ; Owadally, Iqbal . In: Annals of Actuarial Science. RePEc:cup:anacsi:v:7:y:2013:i:02:p:236-257_00.

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8
92013Diversification in heavy-tailed portfolios: properties and pitfalls. (2013). Mainik, Georg ; Embrechts, Paul. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:7:y:2013:i:01:p:26-45_00.

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8
102006Optimal Dividends Under a Ruin Probability Constraint. (2006). Drekic, S. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:1:y:2006:i:02:p:291-306_00.

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8
112012A Semi-Markov Multiple State Model for Reverse Mortgage Terminations. (2012). Ji, Min ; Li, Johnny Siu-Hang ; Hardy, Mary . In: Annals of Actuarial Science. RePEc:cup:anacsi:v:6:y:2012:i:02:p:235-257_00.

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8
122013Dependence modelling in multivariate claims run-off triangles. (2013). Hashorva, Enkelejd ; Merz, Michael ; Wuthrich, Mario V. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:7:y:2013:i:01:p:3-25_00.

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7
132014A 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.

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7
142006Income Inequality over the Later-Life Course: a Comparative Analysis of Seven OECD Countries. (2006). Brown, R L ; Prus, S G. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:1:y:2006:i:02:p:307-317_00.

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6
152017A unified approach to mortality modelling using state-space framework: characterisation, identification, estimation and forecasting. (2017). Fung, Man Chung ; Shevchenko, Pavel V ; Peters, Gareth W. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:11:y:2017:i:02:p:343-389_00.

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6
162015Modelling cause-of-death mortality and the impact of cause-elimination. (2015). Sherris, Michael ; Arnold, Severine ; Alai, Daniel H. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:9:y:2015:i:01:p:167-186_00.

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5
172007Some Finite Time Ruin Problems. (2007). , . In: Annals of Actuarial Science. RePEc:cup:anacsi:v:2:y:2007:i:02:p:217-232_00.

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5
182013Do not pay for a Danish interest guarantee. The law of the triple blow. (2013). Konicz, Agnieszka Karolina ; Perez-Marin, Ana M ; Nielsen, Jens Perch ; Guillen, Montserrat. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:7:y:2013:i:02:p:192-209_00.

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5
192006Unit-Linked Life Insurance Contracts with Lapse Rates Dependent on Economic Factors. (2006). Tan, K S ; Kolkiewicz, A W. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:1:y:2006:i:01:p:49-78_00.

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5
202018Conditional Monte Carlo for sums, with applications to insurance and finance. (2018). Asmussen, Soren. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:12:y:2018:i:02:p:455-478_00.

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4
212015Experience rating with Poisson mixtures. (2015). Buckley, Winston S ; Brown, Garfield O. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:9:y:2015:i:02:p:304-321_00.

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4
222014Bonus–Malus systems with Weibull distributed claim severities. (2014). Ni, Weihong ; Pantelous, Athanasios A ; Constantinescu, Corina . In: Annals of Actuarial Science. RePEc:cup:anacsi:v:8:y:2014:i:02:p:217-233_00.

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4
232009Mean Square Error of Prediction in the Bornhuetter–Ferguson Claims Reserving Method. (2009). Alai, D H ; Wuthrich, M V ; Merz, M. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:4:y:2009:i:01:p:7-31_00.

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4
242016Capturing non-exchangeable dependence in multivariate loss processes with nested Archimedean Lévy copulas. (2016). Wong, Bernard ; Avanzi, Benjamin ; Tao, Jamie ; Yang, Xinda . In: Annals of Actuarial Science. RePEc:cup:anacsi:v:10:y:2016:i:01:p:87-117_00.

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4
252017Telematic driving profile classification in car insurance pricing. (2017). Weidner, Wiltrud ; Fabian, . In: Annals of Actuarial Science. RePEc:cup:anacsi:v:11:y:2017:i:02:p:213-236_00.

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4
262013Optimal premium pricing policy in a competitive insurance market environment. (2013). Passalidou, Eudokia ; Pantelous, Athanasios A. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:7:y:2013:i:02:p:175-191_00.

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4
272019Multivariate 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.

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4
282011A Natural Hedge for Equity Indexed Annuities. (2011). Boyle, Phelim P ; Bernard, Carole. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:5:y:2011:i:02:p:211-230_00.

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3
292017Mortality forecasting using a modified Continuous Mortality Investigation Mortality Projections Model for China I: methodology and country-level results. (2017). Browne, Bridget ; Huang, Fei. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:11:y:2017:i:01:p:20-45_00.

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3
302006Regression Quantile Analysis of Claim Termination Rates for Income Protection Insurance. (2006). , . In: Annals of Actuarial Science. RePEc:cup:anacsi:v:1:y:2006:i:02:p:345-357_00.

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3
312009Calendar Year Effects, Claims Inflation and the Chain-Ladder Technique. (2009). Brydon, D ; Verrall, R J. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:4:y:2009:i:02:p:287-301_00.

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3
322013Actuarial Applications of Multivariate Two-Part Regression Models. (2013). Jin, Xiaoli ; Frees, Edward W ; Lin, Xiao. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:7:y:2013:i:02:p:258-287_00.

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3
332007Zone-Adaptive Control Strategy for a Multiperiodic Model of Risk. (2007). Malinovskii, V K. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:2:y:2007:i:02:p:349-367_00.

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3
342014Best estimate reserves and the claims development results in consecutive calendar years. (2014). Saluz, Annina ; Gisler, Alois . In: Annals of Actuarial Science. RePEc:cup:anacsi:v:8:y:2014:i:02:p:351-373_00.

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3
352017Yet more on a stochastic economic model: Part 3B: stochastic bridging for retail prices and wages. (2017). Wilkie, A D ; Ahin, Ule . In: Annals of Actuarial Science. RePEc:cup:anacsi:v:11:y:2017:i:01:p:100-127_00.

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3
3620193
372020Identifiability in age/period/cohort mortality models. (2020). Blake, David ; Hunt, Andrew . In: Annals of Actuarial Science. RePEc:cup:anacsi:v:14:y:2020:i:2:p:500-536_12.

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3
382017Optimal strategies for a non-linear premium-reserve model in a competitive insurance market. (2017). Passalidou, Eudokia ; Pantelous, Athanasios A. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:11:y:2017:i:01:p:1-19_00.

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3
392020Variability in pension products: a comparison study between The Netherlands and Denmark. (2020). Rangvid, Jesper ; Kallestrup-Lamb, Malene ; Balter, Anne G. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:14:y:2020:i:2:p:338-357_6.

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3
402012Bayesian over-dispersed Poisson model and the Bornhuetter & Ferguson claims reserving method. (2012). England, Peter D ; Wuthrich, Mario V. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:6:y:2012:i:02:p:258-283_00.

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3
412015A comparison of modern investment-linked pension savings products. (2015). Steffensen, Mogens ; Linnemann, Per ; Bruhn, Kenneth . In: Annals of Actuarial Science. RePEc:cup:anacsi:v:9:y:2015:i:01:p:72-84_00.

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3
422016Optimal reinsurance under multiple attribute decision making. (2016). Karageyik, Baak Bulut ; David, . In: Annals of Actuarial Science. RePEc:cup:anacsi:v:10:y:2016:i:01:p:65-86_00.

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3
432020CBDX: a workhorse mortality model from the Cairns–Blake–Dowd family. (2020). Blake, David ; Dowd, Kevin. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:14:y:2020:i:2:p:445-460_10.

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2
442019Optimal proportional reinsurance with common shock dependence to minimise the probability of drawdown. (2019). Zhang, Caibin ; Liang, Zhibin. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:13:y:2019:i:02:p:268-294_00.

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2
452012Sexless and beautiful data: from quantity to quality. (2012). Guillen, Montserrat. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:6:y:2012:i:02:p:231-234_00.

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2
462018On age difference in joint lifetime modelling with life insurance annuity applications. (2018). Dufresne, Franois ; Toukourou, Youssouf ; Ratovomirija, Gildas ; Hashorva, Enkelejd . In: Annals of Actuarial Science. RePEc:cup:anacsi:v:12:y:2018:i:02:p:350-371_00.

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2
472017Yet 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.

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2
482012A credibility method for profitable cross-selling of insurance products. (2012). Thuring, Fredrik . In: Annals of Actuarial Science. RePEc:cup:anacsi:v:6:y:2012:i:01:p:65-75_00.

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2
492017Comparing the riskiness of dependent portfolios via nested L-statistics. (2017). , Ranadeera ; Brazauskas, Vytaras ; Wei, Wei. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:11:y:2017:i:02:p:237-252_00.

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2
502020Forecasting age distribution of death counts: an application to annuity pricing. (2020). Shang, Han Lin ; Haberman, Steven. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:14:y:2020:i:1:p:150-169_9.

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

Full description at Econpapers || Download paper

33
22008Individual Claim Loss Reserving Conditioned by Case Estimates. (2008). Sullivan, James ; Taylor, Greg ; McGuire, Grainne . In: Annals of Actuarial Science. RePEc:cup:anacsi:v:3:y:2008:i:1-2:p:215-256_00.

Full description at Econpapers || Download paper

8
32011A 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
42014A 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

5
52016Capturing 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

4
62012A Semi-Markov Multiple State Model for Reverse Mortgage Terminations. (2012). Ji, Min ; Li, Johnny Siu-Hang ; Hardy, Mary . In: Annals of Actuarial Science. RePEc:cup:anacsi:v:6:y:2012:i:02:p:235-257_00.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

4
82019Multivariate 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

4
92013A 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

3
102017Telematic driving profile classification in car insurance pricing. (2017). Weidner, Wiltrud ; Fabian, . In: Annals of Actuarial Science. RePEc:cup:anacsi:v:11:y:2017:i:02:p:213-236_00.

Full description at Econpapers || Download paper

3
112020Variability in pension products: a comparison study between The Netherlands and Denmark. (2020). Rangvid, Jesper ; Kallestrup-Lamb, Malene ; Balter, Anne G. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:14:y:2020:i:2:p:338-357_6.

Full description at Econpapers || Download paper

3
122013Dependence 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

3
132009Calendar Year Effects, Claims Inflation and the Chain-Ladder Technique. (2009). Brydon, D ; Verrall, R J. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:4:y:2009:i:02:p:287-301_00.

Full description at Econpapers || Download paper

3
142017Mortality 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

3
1520193
162018Conditional Monte Carlo for sums, with applications to insurance and finance. (2018). Asmussen, Soren. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:12:y:2018:i:02:p:455-478_00.

Full description at Econpapers || Download paper

3
172009Chain-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

3
182017Yet more on a stochastic economic model: Part 3B: stochastic bridging for retail prices and wages. (2017). Wilkie, A D ; Ahin, Ule . In: Annals of Actuarial Science. RePEc:cup:anacsi:v:11:y:2017:i:01:p:100-127_00.

Full description at Econpapers || Download paper

3
192017A 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

3
202020Identifiability in age/period/cohort mortality models. (2020). Blake, David ; Hunt, Andrew . In: Annals of Actuarial Science. RePEc:cup:anacsi:v:14:y:2020:i:2:p:500-536_12.

Full description at Econpapers || Download paper

3
212020CBDX: a workhorse mortality model from the Cairns–Blake–Dowd family. (2020). Blake, David ; Dowd, Kevin. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:14:y:2020:i:2:p:445-460_10.

Full description at Econpapers || Download paper

2
222017Yet 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

2
232013Optimal 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
242006Predictive 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

2
252013Actuarial Applications of Multivariate Two-Part Regression Models. (2013). Jin, Xiaoli ; Frees, Edward W ; Lin, Xiao. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:7:y:2013:i:02:p:258-287_00.

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2
262018A plan of capital injections based on the claims frequency. (2018). Xu, Ran ; Yang, Hailiang ; Han, Xixuan ; Woo, Jae-Kyung. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:12:y:2018:i:02:p:296-325_00.

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2
272011A Natural Hedge for Equity Indexed Annuities. (2011). Boyle, Phelim P ; Bernard, Carole. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:5:y:2011:i:02:p:211-230_00.

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2
282017Application of bivariate negative binomial regression model in analysing insurance count data. (2017). Liu, Feng ; Pitt, David . In: Annals of Actuarial Science. RePEc:cup:anacsi:v:11:y:2017:i:02:p:390-411_00.

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292018On age difference in joint lifetime modelling with life insurance annuity applications. (2018). Dufresne, Franois ; Toukourou, Youssouf ; Ratovomirija, Gildas ; Hashorva, Enkelejd . In: Annals of Actuarial Science. RePEc:cup:anacsi:v:12:y:2018:i:02:p:350-371_00.

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302017Optimal strategies for a non-linear premium-reserve model in a competitive insurance market. (2017). Passalidou, Eudokia ; Pantelous, Athanasios A. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:11:y:2017:i:01:p:1-19_00.

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2
312019Optimal proportional reinsurance with common shock dependence to minimise the probability of drawdown. (2019). Zhang, Caibin ; Liang, Zhibin. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:13:y:2019:i:02:p:268-294_00.

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322017Comparing the riskiness of dependent portfolios via nested L-statistics. (2017). , Ranadeera ; Brazauskas, Vytaras ; Wei, Wei. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:11:y:2017:i:02:p:237-252_00.

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2
332015Experience rating with Poisson mixtures. (2015). Buckley, Winston S ; Brown, Garfield O. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:9:y:2015:i:02:p:304-321_00.

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342020Forecasting age distribution of death counts: an application to annuity pricing. (2020). Shang, Han Lin ; Haberman, Steven. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:14:y:2020:i:1:p:150-169_9.

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2
352009Mean Square Error of Prediction in the Bornhuetter–Ferguson Claims Reserving Method. (2009). Alai, D H ; Wuthrich, M V ; Merz, M. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:4:y:2009:i:01:p:7-31_00.

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362014Best estimate reserves and the claims development results in consecutive calendar years. (2014). Saluz, Annina ; Gisler, Alois . In: Annals of Actuarial Science. RePEc:cup:anacsi:v:8:y:2014:i:02:p:351-373_00.

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372014Bonus–Malus systems with Weibull distributed claim severities. (2014). Ni, Weihong ; Pantelous, Athanasios A ; Constantinescu, Corina . In: Annals of Actuarial Science. RePEc:cup:anacsi:v:8:y:2014:i:02:p:217-233_00.

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382015Modelling cause-of-death mortality and the impact of cause-elimination. (2015). Sherris, Michael ; Arnold, Severine ; Alai, Daniel H. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:9:y:2015:i:01:p:167-186_00.

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392006Optimal Dividends Under a Ruin Probability Constraint. (2006). Drekic, S. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:1:y:2006:i:02:p:291-306_00.

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402020Longevity trend risk over limited time horizons. (2020). Ritchie, Gavin P ; Kleinow, Torsten ; Currie, Iain D ; Richards, Stephen J. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:14:y:2020:i:2:p:262-277_2.

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Citing documents used to compute impact factor: 15
YearTitle
2020Asymptotics and Approximations of Ruin Probabilities for Multivariate Risk Processes in a Markovian Environment. (2020). P. J. C. Spreij, ; M. R. H. Mandjes, ; Delsing, G A ; E. M. M. Winands, . In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:22:y:2020:i:3:d:10.1007_s11009-019-09742-4.

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2020Hospital inpatients costs dynamics at older ages: A frequency-severity approach. (2020). Lucas, Nathalie ; Denuit, Michel ; Avalosse, Herve. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2020027.

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2020On log-normal convolutions: An analytical–numerical method with applications to economic capital determination. (2020). Kuznetsov, Alexey ; Hackmann, Daniel ; Furman, Edward. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:90:y:2020:i:c:p:120-134.

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2020Optimal dividend and capital injection strategy with a penalty payment at ruin: Restricted dividend payments. (2020). Woo, Jae-Kyung ; Xu, Ran. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:92:y:2020:i:c:p:1-16.

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2020.

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2020Optimal risk-sharing across a network of insurance companies. (2020). Smirnow, Alexander ; Kull, Andreas ; Farkas, Walter ; Ettlin, Nicolas. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:95:y:2020:i:c:p:39-47.

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2020Optimal Dividend Payout under Stochastic Discounting. (2020). Mitzel, Norbert W ; Stammler, Hans-Georg ; Neumann, Beate ; Strasser, Ulf. In: Center for Mathematical Economics Working Papers. RePEc:bie:wpaper:636.

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2020Stochastic Mortality Modelling for Dependent Coupled Lives. (2020). Pamen, Olivier Menoukeu ; Constantinescu, Corina ; Henshaw, Kira. In: Risks. RePEc:gam:jrisks:v:8:y:2020:i:1:p:17-:d:319039.

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2020Deep neural network for optimal retirement consumption in defined contribution pension system. (2020). Langren, Nicolas ; Chen, Wen. In: Papers. RePEc:arx:papers:2007.09911.

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2020Deep neural network for optimal retirement consumption in defined contribution pension system. (2020). Langrene, Nicolas ; Chen, Wen. In: Working Papers. RePEc:hal:wpaper:hal-02909818.

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2020A more meaningful parameterization of the Lee–Carter model. (2020). Xu, Jianhui ; Tickle, Leonie ; de Jong, Piet. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:94:y:2020:i:c:p:1-8.

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2020Long-term real dynamic investment planning. (2020). Vodika, Peter ; Nielsen, Jens Perch ; Hiabu, Munir ; Gerrard, Russell. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:92:y:2020:i:c:p:90-103.

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2020Optimal reinsurance under the mean–variance premium principle to minimize the probability of ruin. (2020). Young, Virginia R ; Liang, Zhibin. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:92:y:2020:i:c:p:128-146.

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2020Neural-network-based optimization for economic dispatch of combined heat and power systems. (2020). Brouwer, Jack ; Flores, Robert J ; Kim, Tong Seop. In: Applied Energy. RePEc:eee:appene:v:265:y:2020:i:c:s030626192030297x.

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2020A Longitudinal Analysis of the Impact of Distance Driven on the Probability of Car Accidents. (2020). Turcotte, Roxane ; Boucher, Jean-Philippe. In: Risks. RePEc:gam:jrisks:v:8:y:2020:i:3:p:91-:d:407128.

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Recent citations
Recent citations received in 2020
YearCiting document
2020Linking retirement age to life expectancy does not lessen the demographic implications of unequal lifespans. (2020). Kallestrup-Lamb, Malene ; Alvarez, Jesus-Adrian ; Kjargaard, Soren. In: CREATES Research Papers. RePEc:aah:create:2020-17.

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2020Regression based reserving models and partial information. (2020). Verrall, Richard ; Lindholm, Mathias. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:94:y:2020:i:c:p:109-124.

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2020.

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Recent citations received in 2019
YearCiting document
2019Evaluation 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.

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Recent citations received in 2018
YearCiting document
2018FaRis at ICA 2018 - Contributions to the International Congress of Actuaries 2018 in Berlin. Beitra?ge von FaRis Mitgliedern zum Weltkongress der Aktuare vom 4. bis zum 8. Juni 2018 in Berlin. (2018). Heep-Altiner, Maria ; Goecke, Oskar ; Schmidt, Jan-Philipp ; Schiegl, Magda ; Knobloch, Ralf. In: Forschung am ivwKöln. RePEc:zbw:thkivw:52018.

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

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

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

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