[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 | |
1997 | 0 | 0.24 | 0.02 | 0 | 89 | 89 | 67 | 1 | 2 | 0 | 0 | 0 | 1 | 0.01 | 0.11 | |||
1998 | 0.02 | 0.28 | 0.02 | 0.02 | 97 | 186 | 608 | 4 | 6 | 89 | 2 | 89 | 2 | 0 | 2 | 0.02 | 0.13 | |
1999 | 0.05 | 0.3 | 0.06 | 0.05 | 102 | 288 | 184 | 18 | 24 | 186 | 10 | 186 | 10 | 0 | 8 | 0.08 | 0.15 | |
2000 | 0.07 | 0.35 | 0.08 | 0.06 | 84 | 372 | 334 | 28 | 52 | 199 | 13 | 288 | 18 | 0 | 5 | 0.06 | 0.16 | |
2001 | 0.06 | 0.38 | 0.06 | 0.06 | 76 | 448 | 221 | 28 | 80 | 186 | 11 | 372 | 24 | 0 | 1 | 0.01 | 0.17 | |
2002 | 0.09 | 0.41 | 0.1 | 0.09 | 48 | 496 | 94 | 50 | 130 | 160 | 14 | 448 | 42 | 0 | 2 | 0.04 | 0.21 | |
2003 | 0.04 | 0.44 | 0.1 | 0.1 | 52 | 548 | 353 | 53 | 183 | 124 | 5 | 407 | 39 | 0 | 4 | 0.08 | 0.22 | |
2004 | 0.17 | 0.49 | 0.13 | 0.1 | 56 | 604 | 193 | 81 | 264 | 100 | 17 | 362 | 38 | 1 | 1.2 | 0 | 0.22 | |
2005 | 0.16 | 0.5 | 0.12 | 0.1 | 55 | 659 | 285 | 82 | 346 | 108 | 17 | 316 | 33 | 0 | 5 | 0.09 | 0.23 | |
2006 | 0.19 | 0.5 | 0.14 | 0.14 | 59 | 718 | 174 | 100 | 446 | 111 | 21 | 287 | 41 | 0 | 0 | 0.23 | ||
2007 | 0.12 | 0.46 | 0.11 | 0.13 | 70 | 788 | 305 | 88 | 535 | 114 | 14 | 270 | 36 | 0 | 2 | 0.03 | 0.2 | |
2008 | 0.12 | 0.49 | 0.21 | 0.18 | 41 | 829 | 79 | 169 | 705 | 129 | 15 | 292 | 53 | 0 | 0 | 0.23 | ||
2009 | 0.16 | 0.47 | 0.23 | 0.17 | 36 | 865 | 366 | 195 | 901 | 111 | 18 | 281 | 48 | 1 | 0.5 | 3 | 0.08 | 0.23 |
2010 | 0.22 | 0.48 | 0.21 | 0.21 | 33 | 898 | 133 | 188 | 1090 | 77 | 17 | 261 | 56 | 0 | 2 | 0.06 | 0.21 | |
2011 | 0.38 | 0.52 | 0.22 | 0.21 | 33 | 931 | 264 | 201 | 1291 | 69 | 26 | 239 | 50 | 1 | 0.5 | 17 | 0.52 | 0.24 |
2012 | 0.27 | 0.51 | 0.24 | 0.26 | 15 | 946 | 36 | 225 | 1516 | 66 | 18 | 213 | 55 | 0 | 0 | 0.22 | ||
2013 | 0.42 | 0.56 | 0.28 | 0.35 | 22 | 968 | 65 | 274 | 1791 | 48 | 20 | 158 | 56 | 0 | 1 | 0.05 | 0.24 | |
2014 | 0.19 | 0.55 | 0.2 | 0.34 | 30 | 998 | 186 | 200 | 1991 | 37 | 7 | 139 | 47 | 0 | 3 | 0.1 | 0.23 | |
2015 | 0.5 | 0.55 | 0.27 | 0.41 | 23 | 1021 | 56 | 276 | 2267 | 52 | 26 | 133 | 54 | 0 | 2 | 0.09 | 0.23 | |
2016 | 0.43 | 0.53 | 0.28 | 0.37 | 28 | 1049 | 33 | 298 | 2565 | 53 | 23 | 123 | 45 | 0 | 1 | 0.04 | 0.21 | |
2017 | 0.22 | 0.55 | 0.23 | 0.31 | 35 | 1084 | 89 | 246 | 2812 | 51 | 11 | 118 | 37 | 9 | 3.7 | 3 | 0.09 | 0.21 |
2018 | 0.24 | 0.57 | 0.29 | 0.33 | 32 | 1116 | 66 | 323 | 3136 | 63 | 15 | 138 | 46 | 0 | 7 | 0.22 | 0.24 | |
2019 | 0.36 | 0.6 | 0.29 | 0.37 | 33 | 1149 | 46 | 331 | 3467 | 67 | 24 | 148 | 55 | 0 | 6 | 0.18 | 0.24 | |
2020 | 0.37 | 0.73 | 0.32 | 0.35 | 40 | 1189 | 29 | 382 | 3849 | 65 | 24 | 151 | 53 | 0 | 3 | 0.08 | 0.34 | |
2021 | 0.3 | 1.02 | 0.39 | 0.38 | 59 | 1248 | 28 | 486 | 4335 | 73 | 22 | 168 | 63 | 0 | 36 | 0.61 | 0.38 |
IF: | Two years Impact Factor: C2Y / D2Y |
AIF: | Average Impact Factor for all series in RePEc in year y |
CIF: | Cumulative impact factor |
IF5: | Five years 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 | 1998 | Understanding Relationships Using Copulas. (1998). Frees, Edward ; Valdez, Emiliano . In: North American Actuarial Journal. RePEc:taf:uaajxx:v:2:y:1998:i:1:p:1-25. Full description at Econpapers || Download paper | 262 |
2 | 1998 | On the Time Value of Ruin. (1998). Gerber, Hans ; Shiu, Elias. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:2:y:1998:i:1:p:48-72. Full description at Econpapers || Download paper | 239 |
3 | 2009 | A Quantitative Comparison of Stochastic Mortality Models Using Data From England and Wales and the United States. (2009). Cairns, Andrew ; Balevich, Igor ; Ong, Alen ; Epstein, David ; Coughlan, Guy ; Dowd, Kevin ; Blake, David. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:13:y:2009:i:1:p:1-35. Full description at Econpapers || Download paper | 171 |
4 | 2000 | The Lee-Carter Method for Forecasting Mortality, with Various Extensions and Applications. (2000). Lee, Ronald. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:4:y:2000:i:1:p:80-91. Full description at Econpapers || Download paper | 112 |
5 | 2001 | A Regime-Switching Model of Long-Term Stock Returns. (2001). Hardy, Mary . In: North American Actuarial Journal. RePEc:taf:uaajxx:v:5:y:2001:i:2:p:41-53. Full description at Econpapers || Download paper | 109 |
6 | 2003 | Tail Conditional Expectations for Elliptical Distributions. (2003). Landsman, Zinoviy ; Valdez, Emiliano . In: North American Actuarial Journal. RePEc:taf:uaajxx:v:7:y:2003:i:4:p:55-71. Full description at Econpapers || Download paper | 109 |
7 | 1999 | Extreme Value Theory as a Risk Management Tool. (1999). Embrechts, Paul ; Samorodnitsky, Gennady ; Resnick, Sidney. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:3:y:1999:i:2:p:30-41. Full description at Econpapers || Download paper | 97 |
8 | 2009 | Strategies for Dividend Distribution: A Review. (2009). Avanzi, Benjamin. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:13:y:2009:i:2:p:217-251. Full description at Econpapers || Download paper | 84 |
9 | 2005 | Minimizing the Probability of Ruin When Claims Follow Brownian Motion with Drift. (2005). Promislow, David S ; Young, Virginia . In: North American Actuarial Journal. RePEc:taf:uaajxx:v:9:y:2005:i:3:p:110-128. Full description at Econpapers || Download paper | 82 |
10 | 2007 | Risk Classification for Claim Counts. (2007). Boucher, Jean-Philippe ; Guillen, Montserrat ; Denuit, Michel. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:11:y:2007:i:4:p:110-131. Full description at Econpapers || Download paper | 80 |
11 | 2003 | Economic Capital Allocation Derived from Risk Measures. (2003). Dhaene, Jan ; Kaas, Rob ; Goovaerts, Mark. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:7:y:2003:i:2:p:44-56. Full description at Econpapers || Download paper | 66 |
12 | 2011 | Measuring Basis Risk in Longevity Hedges. (2011). Li, Johnny ; Hardy, Mary . In: North American Actuarial Journal. RePEc:taf:uaajxx:v:15:y:2011:i:2:p:177-200. Full description at Econpapers || Download paper | 64 |
13 | 2005 | The Time Value of Ruin in a Sparre Andersen Model. (2005). Gerber, Hans ; Shiu, Elias. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:9:y:2005:i:2:p:49-69. Full description at Econpapers || Download paper | 58 |
14 | 2006 | On Optimal Dividend Strategies In The Compound Poisson Model. (2006). Gerber, Hans ; Shiu, Elias. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:10:y:2006:i:2:p:76-93. Full description at Econpapers || Download paper | 51 |
15 | 2007 | Natural Hedging of Life and Annuity Mortality Risks. (2007). Cox, Samuel ; Lin, Yijia. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:11:y:2007:i:3:p:1-15. Full description at Econpapers || Download paper | 50 |
16 | 2011 | Longevity Hedging 101. (2011). Coughlan, Guy ; Dowd, Kevin ; Blake, David ; Cairns, Andrew ; Kumar, Sumit ; Ye, Yijing ; Khalaf-Allah, Marwa . In: North American Actuarial Journal. RePEc:taf:uaajxx:v:15:y:2011:i:2:p:150-176. Full description at Econpapers || Download paper | 47 |
17 | 2004 | Optimal Investment Strategy to Minimize the Probability of Lifetime Ruin. (2004). Young, Virginia . In: North American Actuarial Journal. RePEc:taf:uaajxx:v:8:y:2004:i:4:p:106-126. Full description at Econpapers || Download paper | 46 |
18 | 2003 | Empirical Estimation of Risk Measures and Related Quantities. (2003). Jones, Bruce ; Zitikis, Riardas. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:7:y:2003:i:4:p:44-54. Full description at Econpapers || Download paper | 46 |
19 | 2011 | A Gravity Model of Mortality Rates for Two Related Populations. (2011). Dowd, Kevin ; Khalaf-Allah, Marwa ; Coughlan, Guy ; Blake, David ; Cairns, Andrew . In: North American Actuarial Journal. RePEc:taf:uaajxx:v:15:y:2011:i:2:p:334-356. Full description at Econpapers || Download paper | 43 |
20 | 1999 | Application of Coherent Risk Measures to Capital Requirements in Insurance. (1999). Artzner, Philippe. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:3:y:1999:i:2:p:11-25. Full description at Econpapers || Download paper | 38 |
21 | 2000 | The Integration of the Financial Services Industry. (2000). Berger, Allen . In: North American Actuarial Journal. RePEc:taf:uaajxx:v:4:y:2000:i:3:p:25-45. Full description at Econpapers || Download paper | 37 |
22 | 2000 | Valuing Equity-Indexed Annuities. (2000). Tiong, Serena . In: North American Actuarial Journal. RePEc:taf:uaajxx:v:4:y:2000:i:4:p:149-163. Full description at Econpapers || Download paper | 36 |
23 | 2000 | Catastrophe Risk Bonds. (2000). Cox, Samuel ; Pedersen, Hal. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:4:y:2000:i:4:p:56-82. Full description at Econpapers || Download paper | 34 |
24 | 2014 | On the Modeling and Forecasting of Socioeconomic Mortality Differentials: An Application to Deprivation and Mortality in England. (2014). Villegas, Andres ; Haberman, Steven. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:18:y:2014:i:1:p:168-193. Full description at Econpapers || Download paper | 34 |
25 | 2000 | Self-Annuitization and Ruin in Retirement. (2000). Milevsky, Moshe ; Robinson, Chris. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:4:y:2000:i:4:p:112-124. Full description at Econpapers || Download paper | 32 |
26 | 2011 | Mortality Regimes and Pricing. (2011). Milidonis, Andreas ; Cox, Samuel ; Lin, Yijia. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:15:y:2011:i:2:p:266-289. Full description at Econpapers || Download paper | 32 |
27 | 1998 | An Actuarial Index of the Right-Tail Risk. (1998). Wang, Shaun . In: North American Actuarial Journal. RePEc:taf:uaajxx:v:2:y:1998:i:2:p:88-101. Full description at Econpapers || Download paper | 31 |
28 | 2010 | Modeling and Evaluating Insurance Losses Via Mixtures of Erlang Distributions. (2010). Lee, Simon ; Lin, X. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:14:y:2010:i:1:p:107-130. Full description at Econpapers || Download paper | 30 |
29 | 2010 | Backtesting Stochastic Mortality Models. (2010). Dowd, Kevin ; Khalaf-Allah, Marwa ; Epstein, David ; Coughlan, Guy ; Blake, David ; Cairns, Andrew . In: North American Actuarial Journal. RePEc:taf:uaajxx:v:14:y:2010:i:3:p:281-298. Full description at Econpapers || Download paper | 28 |
30 | 2014 | Developing Equity Release Markets: Risk Analysis for Reverse Mortgages and Home Reversions. (2014). Lai, Daniela ; Sherris, Michael ; Hanewald, Katja ; Cho, Daniel ; Chen, Hua ; Alai, Daniel . In: North American Actuarial Journal. RePEc:taf:uaajxx:v:18:y:2014:i:1:p:217-241. Full description at Econpapers || Download paper | 28 |
31 | 2009 | Weighted Pricing Functionals With Applications to Insurance. (2009). Furman, Edward ; Zitikis, Riardas. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:13:y:2009:i:4:p:483-496. Full description at Econpapers || Download paper | 27 |
32 | 2011 | Mortality Measurement at Advanced Ages. (2011). Gavrilov, Leonid ; Gavrilova, Natalia . In: North American Actuarial Journal. RePEc:taf:uaajxx:v:15:y:2011:i:3:p:432-447. Full description at Econpapers || Download paper | 26 |
33 | 2004 | Projecting Mortality Trends. (2004). Wong-Fupuy, Carlos ; Haberman, Steven. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:8:y:2004:i:2:p:56-83. Full description at Econpapers || Download paper | 26 |
34 | 2007 | On the Class of Erlang Mixtures with Risk Theoretic Applications. (2007). Willmot, Gordon ; Woo, Jae-Kyung. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:11:y:2007:i:2:p:99-115. Full description at Econpapers || Download paper | 26 |
35 | 2005 | Modeling Surrender and Lapse Rates With Economic Variables. (2005). Kim, Changki. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:9:y:2005:i:4:p:56-70. Full description at Econpapers || Download paper | 26 |
36 | 2011 | Explaining Mortality Dynamics. (2011). Hanewald, Katja . In: North American Actuarial Journal. RePEc:taf:uaajxx:v:15:y:2011:i:2:p:290-314. Full description at Econpapers || Download paper | 26 |
37 | 2004 | Optimal Investment for an Insurer to Minimize Its Probability of Ruin. (2004). Liu, Chi ; Yang, Hailiang. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:8:y:2004:i:2:p:11-31. Full description at Econpapers || Download paper | 25 |
38 | 2001 | Optimal Annuitization Policies. (2001). Milevsky, Moshe Arye. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:5:y:2001:i:1:p:57-69. Full description at Econpapers || Download paper | 24 |
39 | 2005 | Credibility Using Copulas. (2005). Frees, Edward ; Wang, Ping. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:9:y:2005:i:2:p:31-48. Full description at Econpapers || Download paper | 24 |
40 | 2014 | A General Procedure for Constructing Mortality Models. (2014). Hunt, Andrew ; Blake, David. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:18:y:2014:i:1:p:116-138. Full description at Econpapers || Download paper | 22 |
41 | 2003 | Pricing Guaranteed Life Insurance Participating Policies with Annual Premiums and Surrender Option. (2003). Bacinello, Anna Rita . In: North American Actuarial Journal. RePEc:taf:uaajxx:v:7:y:2003:i:3:p:1-17. Full description at Econpapers || Download paper | 21 |
42 | 2003 | Equity-Indexed Life Insurance: Pricing and Reserving Using the Principle of Equivalent Utility. (2003). Young, Virginia . In: North American Actuarial Journal. RePEc:taf:uaajxx:v:7:y:2003:i:1:p:68-86. Full description at Econpapers || Download paper | 21 |
43 | 2003 | Geometric Brownian Motion Models for Assets and Liabilities: From Pension Funding to Optimal Dividends. (2003). Gerber, Hans ; Shiu, Elias. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:7:y:2003:i:3:p:37-51. Full description at Econpapers || Download paper | 21 |
44 | 2007 | Absolute Ruin Probabilities in a Jump Diffusion Risk Model with Investment. (2007). Gerber, Hans ; Yang, Hailiang. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:11:y:2007:i:3:p:159-169. Full description at Econpapers || Download paper | 20 |
45 | 2009 | Pricing Annuity Guarantees Under a Regime-Switching Model. (2009). Lin, X ; Yang, Hailiang ; Tan, Ken . In: North American Actuarial Journal. RePEc:taf:uaajxx:v:13:y:2009:i:3:p:316-332. Full description at Econpapers || Download paper | 20 |
46 | 2003 | Valuation of Equity-Indexed Annuities Under Stochastic Interest Rates. (2003). Lin, Sheldon X ; Tan, Ken Seng. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:7:y:2003:i:4:p:72-91. Full description at Econpapers || Download paper | 19 |
47 | 2014 | The CBD Mortality Indexes: Modeling and Applications. (2014). Chan, Wai-Sum ; Li, Jackie. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:18:y:2014:i:1:p:38-58. Full description at Econpapers || Download paper | 19 |
48 | 2005 | Real Longevity Insurance with a Deductible: Introduction to Advanced-Life Delayed Annuities (ALDA). (2005). Milevsky, Moshe . In: North American Actuarial Journal. RePEc:taf:uaajxx:v:9:y:2005:i:4:p:109-122. Full description at Econpapers || Download paper | 19 |
49 | 1998 | Mortality Change and Forecasting. (1998). Tuljapurkar, Shripad ; Boe, Carl. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:2:y:1998:i:4:p:13-47. Full description at Econpapers || Download paper | 19 |
50 | 2014 | Modeling Period Effects in Multi-Population Mortality Models: Applications to Solvency II. (2014). Zhou, Rui ; Tan, Ken ; Li, Johnny ; Kaufhold, Kai ; Wang, Yujiao. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:18:y:2014:i:1:p:150-167. Full description at Econpapers || Download paper | 19 |
# | Year | Title | Cited |
---|---|---|---|
1 | 2009 | A Quantitative Comparison of Stochastic Mortality Models Using Data From England and Wales and the United States. (2009). Cairns, Andrew ; Balevich, Igor ; Ong, Alen ; Epstein, David ; Coughlan, Guy ; Dowd, Kevin ; Blake, David. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:13:y:2009:i:1:p:1-35. Full description at Econpapers || Download paper | 50 |
2 | 1998 | Understanding Relationships Using Copulas. (1998). Frees, Edward ; Valdez, Emiliano . In: North American Actuarial Journal. RePEc:taf:uaajxx:v:2:y:1998:i:1:p:1-25. Full description at Econpapers || Download paper | 36 |
3 | 2009 | Strategies for Dividend Distribution: A Review. (2009). Avanzi, Benjamin. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:13:y:2009:i:2:p:217-251. Full description at Econpapers || Download paper | 34 |
4 | 2003 | Tail Conditional Expectations for Elliptical Distributions. (2003). Landsman, Zinoviy ; Valdez, Emiliano . In: North American Actuarial Journal. RePEc:taf:uaajxx:v:7:y:2003:i:4:p:55-71. Full description at Econpapers || Download paper | 30 |
5 | 1998 | On the Time Value of Ruin. (1998). Gerber, Hans ; Shiu, Elias. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:2:y:1998:i:1:p:48-72. Full description at Econpapers || Download paper | 28 |
6 | 2007 | Risk Classification for Claim Counts. (2007). Boucher, Jean-Philippe ; Guillen, Montserrat ; Denuit, Michel. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:11:y:2007:i:4:p:110-131. Full description at Econpapers || Download paper | 28 |
7 | 2001 | A Regime-Switching Model of Long-Term Stock Returns. (2001). Hardy, Mary . In: North American Actuarial Journal. RePEc:taf:uaajxx:v:5:y:2001:i:2:p:41-53. Full description at Econpapers || Download paper | 24 |
8 | 2011 | Measuring Basis Risk in Longevity Hedges. (2011). Li, Johnny ; Hardy, Mary . In: North American Actuarial Journal. RePEc:taf:uaajxx:v:15:y:2011:i:2:p:177-200. Full description at Econpapers || Download paper | 21 |
9 | 2011 | Longevity Hedging 101. (2011). Coughlan, Guy ; Dowd, Kevin ; Blake, David ; Cairns, Andrew ; Kumar, Sumit ; Ye, Yijing ; Khalaf-Allah, Marwa . In: North American Actuarial Journal. RePEc:taf:uaajxx:v:15:y:2011:i:2:p:150-176. Full description at Econpapers || Download paper | 16 |
10 | 2014 | Developing Equity Release Markets: Risk Analysis for Reverse Mortgages and Home Reversions. (2014). Lai, Daniela ; Sherris, Michael ; Hanewald, Katja ; Cho, Daniel ; Chen, Hua ; Alai, Daniel . In: North American Actuarial Journal. RePEc:taf:uaajxx:v:18:y:2014:i:1:p:217-241. Full description at Econpapers || Download paper | 16 |
11 | 2005 | Minimizing the Probability of Ruin When Claims Follow Brownian Motion with Drift. (2005). Promislow, David S ; Young, Virginia . In: North American Actuarial Journal. RePEc:taf:uaajxx:v:9:y:2005:i:3:p:110-128. Full description at Econpapers || Download paper | 15 |
12 | 1999 | Extreme Value Theory as a Risk Management Tool. (1999). Embrechts, Paul ; Samorodnitsky, Gennady ; Resnick, Sidney. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:3:y:1999:i:2:p:30-41. Full description at Econpapers || Download paper | 14 |
13 | 2000 | The Lee-Carter Method for Forecasting Mortality, with Various Extensions and Applications. (2000). Lee, Ronald. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:4:y:2000:i:1:p:80-91. Full description at Econpapers || Download paper | 14 |
14 | 2014 | On the Modeling and Forecasting of Socioeconomic Mortality Differentials: An Application to Deprivation and Mortality in England. (2014). Villegas, Andres ; Haberman, Steven. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:18:y:2014:i:1:p:168-193. Full description at Econpapers || Download paper | 14 |
15 | 2011 | A Gravity Model of Mortality Rates for Two Related Populations. (2011). Dowd, Kevin ; Khalaf-Allah, Marwa ; Coughlan, Guy ; Blake, David ; Cairns, Andrew . In: North American Actuarial Journal. RePEc:taf:uaajxx:v:15:y:2011:i:2:p:334-356. Full description at Econpapers || Download paper | 14 |
16 | 2017 | Policyholder Exercise Behavior in Life Insurance: The State of Affairs. (2017). Bauer, Daniel ; Zhu, Nan ; Ulm, Eric R ; Moenig, Thorsten ; Gao, Jin . In: North American Actuarial Journal. RePEc:taf:uaajxx:v:21:y:2017:i:4:p:485-501. Full description at Econpapers || Download paper | 12 |
17 | 2011 | Mortality Measurement at Advanced Ages. (2011). Gavrilov, Leonid ; Gavrilova, Natalia . In: North American Actuarial Journal. RePEc:taf:uaajxx:v:15:y:2011:i:3:p:432-447. Full description at Econpapers || Download paper | 12 |
18 | 2014 | Modeling Period Effects in Multi-Population Mortality Models: Applications to Solvency II. (2014). Zhou, Rui ; Tan, Ken ; Li, Johnny ; Kaufhold, Kai ; Wang, Yujiao. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:18:y:2014:i:1:p:150-167. Full description at Econpapers || Download paper | 10 |
19 | 2000 | Catastrophe Risk Bonds. (2000). Cox, Samuel ; Pedersen, Hal. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:4:y:2000:i:4:p:56-82. Full description at Econpapers || Download paper | 10 |
20 | 2014 | A General Procedure for Constructing Mortality Models. (2014). Hunt, Andrew ; Blake, David. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:18:y:2014:i:1:p:116-138. Full description at Econpapers || Download paper | 10 |
21 | 2011 | Predicting the Frequency and Amount of Health Care Expenditures. (2011). Frees, Edward ; Rosenberg, Marjorie ; Gao, Jie. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:15:y:2011:i:3:p:377-392. Full description at Econpapers || Download paper | 9 |
22 | 2000 | Valuing Equity-Indexed Annuities. (2000). Tiong, Serena . In: North American Actuarial Journal. RePEc:taf:uaajxx:v:4:y:2000:i:4:p:149-163. Full description at Econpapers || Download paper | 9 |
23 | 2009 | Weighted Pricing Functionals With Applications to Insurance. (2009). Furman, Edward ; Zitikis, Riardas. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:13:y:2009:i:4:p:483-496. Full description at Econpapers || Download paper | 9 |
24 | 2017 | Variable Annuities with VIX-Linked Fee Structure under a Heston-Type Stochastic Volatility Model. (2017). Cui, Zhenyu ; MacKay, Anne ; Feng, Runhuan. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:21:y:2017:i:3:p:458-483. Full description at Econpapers || Download paper | 9 |
25 | 2007 | Natural Hedging of Life and Annuity Mortality Risks. (2007). Cox, Samuel ; Lin, Yijia. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:11:y:2007:i:3:p:1-15. Full description at Econpapers || Download paper | 9 |
26 | 2011 | Markovian Approaches to Joint-Life Mortality. (2011). Ji, Min ; Li, Johnny Siu-Hang ; Hardy, Mary . In: North American Actuarial Journal. RePEc:taf:uaajxx:v:15:y:2011:i:3:p:357-376. Full description at Econpapers || Download paper | 9 |
27 | 2011 | Actuarial Applications of Epidemiological Models. (2011). Feng, Runhuan ; Garrido, Jose. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:15:y:2011:i:1:p:112-136. Full description at Econpapers || Download paper | 9 |
28 | 2019 | Cybersecurity Insurance: Modeling and Pricing. (2019). Hua, Lei ; Xu, Maochao. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:23:y:2019:i:2:p:220-249. Full description at Econpapers || Download paper | 9 |
29 | 2005 | Credibility Using Copulas. (2005). Frees, Edward ; Wang, Ping. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:9:y:2005:i:2:p:31-48. Full description at Econpapers || Download paper | 8 |
30 | 2006 | On Optimal Dividend Strategies In The Compound Poisson Model. (2006). Gerber, Hans ; Shiu, Elias. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:10:y:2006:i:2:p:76-93. Full description at Econpapers || Download paper | 8 |
31 | 2005 | Modeling Surrender and Lapse Rates With Economic Variables. (2005). Kim, Changki. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:9:y:2005:i:4:p:56-70. Full description at Econpapers || Download paper | 8 |
32 | 2003 | Economic Capital Allocation Derived from Risk Measures. (2003). Dhaene, Jan ; Kaas, Rob ; Goovaerts, Mark. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:7:y:2003:i:2:p:44-56. Full description at Econpapers || Download paper | 8 |
33 | 2018 | Regression Modeling for the Valuation of Large Variable Annuity Portfolios. (2018). Gan, Guojun ; Valdez, Emiliano A. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:22:y:2018:i:1:p:40-54. Full description at Econpapers || Download paper | 7 |
34 | 2014 | The CBD Mortality Indexes: Modeling and Applications. (2014). Chan, Wai-Sum ; Li, Jackie. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:18:y:2014:i:1:p:38-58. Full description at Econpapers || Download paper | 7 |
35 | 1999 | Application of Coherent Risk Measures to Capital Requirements in Insurance. (1999). Artzner, Philippe. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:3:y:1999:i:2:p:11-25. Full description at Econpapers || Download paper | 7 |
36 | 2018 | Bonus-Malus Systems with Two-Component Mixture Models Arising from Different Parametric Families. (2018). Tzougas, George ; Frangos, Nicholas ; Vrontos, Spyridon . In: North American Actuarial Journal. RePEc:taf:uaajxx:v:22:y:2018:i:1:p:55-91. Full description at Econpapers || Download paper | 7 |
37 | 2015 | Multistate Actuarial Models of Functional Disability. (2015). Fong, Joelle H ; Sherris, Michael ; Shao, Adam W. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:19:y:2015:i:1:p:41-59. Full description at Econpapers || Download paper | 7 |
38 | 2010 | Backtesting Stochastic Mortality Models. (2010). Dowd, Kevin ; Khalaf-Allah, Marwa ; Epstein, David ; Coughlan, Guy ; Blake, David ; Cairns, Andrew . In: North American Actuarial Journal. RePEc:taf:uaajxx:v:14:y:2010:i:3:p:281-298. Full description at Econpapers || Download paper | 7 |
39 | 2014 | A Bayesian Multivariate Risk-Neutral Method for Pricing Reverse Mortgages. (2014). Kogure, Atsuyuki ; Kamiya, Shinichi ; Li, Jackie. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:18:y:2014:i:1:p:242-257. Full description at Econpapers || Download paper | 6 |
40 | 2010 | Modeling and Evaluating Insurance Losses Via Mixtures of Erlang Distributions. (2010). Lee, Simon ; Lin, X. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:14:y:2010:i:1:p:107-130. Full description at Econpapers || Download paper | 6 |
41 | 2011 | Explaining Mortality Dynamics. (2011). Hanewald, Katja . In: North American Actuarial Journal. RePEc:taf:uaajxx:v:15:y:2011:i:2:p:290-314. Full description at Econpapers || Download paper | 6 |
42 | 2006 | Optimal Dividends In An Ornstein-Uhlenbeck Type Model With Credit And Debit Interest. (2006). Cai, Jun ; Yang, Hailiang ; Gerber, Hans. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:10:y:2006:i:2:p:94-108. Full description at Econpapers || Download paper | 6 |
43 | 2013 | Research and Reality: A Literature Review on Drawing Down Retirement Financial Savings. (2013). MacDonald, Bonnie-Jeanne ; Hardy, Mary ; Brown, Robert ; Morrison, Richard ; Jones, Bruce . In: North American Actuarial Journal. RePEc:taf:uaajxx:v:17:y:2013:i:3:p:181-215. Full description at Econpapers || Download paper | 6 |
44 | 2008 | Prediction Error of the Multivariate Chain Ladder Reserving Method. (2008). Merz, Michael ; Wuthrich, Mario. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:12:y:2008:i:2:p:175-197. Full description at Econpapers || Download paper | 6 |
45 | 2012 | Asymptotic Analysis of Multivariate Tail Conditional Expectations. (2012). Zhu, LI ; Li, Haijun. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:16:y:2012:i:3:p:350-363. Full description at Econpapers || Download paper | 6 |
46 | 2011 | Mortality Regimes and Pricing. (2011). Milidonis, Andreas ; Cox, Samuel ; Lin, Yijia. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:15:y:2011:i:2:p:266-289. Full description at Econpapers || Download paper | 6 |
47 | 1998 | An Actuarial Index of the Right-Tail Risk. (1998). Wang, Shaun . In: North American Actuarial Journal. RePEc:taf:uaajxx:v:2:y:1998:i:2:p:88-101. Full description at Econpapers || Download paper | 6 |
48 | 2004 | Optimal Investment for an Insurer to Minimize Its Probability of Ruin. (2004). Liu, Chi ; Yang, Hailiang. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:8:y:2004:i:2:p:11-31. Full description at Econpapers || Download paper | 6 |
49 | 2021 | On the Structure and Classification of Mortality Models. (2021). Blake, David ; Hunt, Andrew. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:25:y:2021:i:s1:p:s215-s234. Full description at Econpapers || Download paper | 5 |
50 | 2017 | A Flexible Bayesian Nonparametric Model for Predicting Future Insurance Claims. (2017). Hong, Liang ; Martin, Ryan. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:21:y:2017:i:2:p:228-241. Full description at Econpapers || Download paper | 5 |
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2021 | Equilibrium investment strategy for a DC pension plan with learning about stock return predictability. (2021). Kang, Yuxin ; Zhang, Ling ; Shen, Yang ; Wang, Pei. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:100:y:2021:i:c:p:384-407. Full description at Econpapers || Download paper | |
2021 | Robust estimates of insurance misrepresentation through kernel quantile regression mixtures. (2021). Li, Hong ; Su, Jianxi ; Song, Qifan. In: Journal of Risk & Insurance. RePEc:bla:jrinsu:v:88:y:2021:i:3:p:625-663. Full description at Econpapers || Download paper | |
2021 | Market reactions to enterprise risk management adoption, incorporation by rating agencies, and ORSA Act passage. (2021). Xu, Jianren ; Eastman, Evan M. In: Risk Management and Insurance Review. RePEc:bla:rmgtin:v:24:y:2021:i:2:p:151-180. Full description at Econpapers || Download paper | |
2021 | Longevity risk and capital markets: The 2019-20 update. (2021). , Andrew ; Blake, David. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:99:y:2021:i:c:p:395-439. Full description at Econpapers || Download paper | |
2021 | Ensuring confidentiality and availability of sensitive data over a network system under cyber threats. (2021). Zhao, Peng ; Da, Gaofeng ; Xu, Maochao ; Zhang, Xiaoyu. In: Reliability Engineering and System Safety. RePEc:eee:reensy:v:214:y:2021:i:c:s0951832021002337. Full description at Econpapers || Download paper | |
2021 | Cyber Insurance Ratemaking: A Graph Mining Approach. (2021). Simanjuntak, Rinovia ; Indratno, Sapto Wahyu ; Antonio, Yeftanus. In: Risks. RePEc:gam:jrisks:v:9:y:2021:i:12:p:224-:d:695941. Full description at Econpapers || Download paper | |
2021 | Systematically Understanding Cybersecurity Economics: A Survey. (2021). Overby, Harald ; Kowalski, Stewart J ; Kianpour, Mazaher. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:24:p:13677-:d:699824. Full description at Econpapers || Download paper | |
2021 | Multivariate dependence among cyber risks based on L-hop propagation. (2021). Zhao, Peng ; Xu, Maochao ; Da, Gaofeng. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:101:y:2021:i:pb:p:525-546. Full description at Econpapers || Download paper | |
2021 | Stochastic measure distortions induced by quantile processes for risk quantification and valuation. (2021). Peters, Gareth W ; Macrina, Andrea ; Brannelly, Holly. In: Papers. RePEc:arx:papers:2201.02045. Full description at Econpapers || Download paper | |
2021 | Multivariate matrix-exponential affine mixtures and their applications in risk theory. (2021). Woo, Jae-Kyung ; Peralta, Oscar. In: Papers. RePEc:arx:papers:2201.11122. Full description at Econpapers || Download paper | |
2021 | Efficient valuation of variable annuity portfolios with dynamic programming. (2021). Moenig, Thorsten. In: Journal of Risk & Insurance. RePEc:bla:jrinsu:v:88:y:2021:i:4:p:1023-1055. Full description at Econpapers || Download paper | |
2021 | Near?miss telematics in motor insurance. (2021). Perezmarin, Ana M ; Nielsen, Jens Perch ; Guillen, Montserrat. In: Journal of Risk & Insurance. RePEc:bla:jrinsu:v:88:y:2021:i:3:p:569-589. Full description at Econpapers || Download paper | |
2021 | Synthetic Dataset Generation of Driver Telematics. (2021). Valdez, Emiliano A ; Boucher, Jean-Philippe ; So, Banghee. In: Risks. RePEc:gam:jrisks:v:9:y:2021:i:4:p:58-:d:523212. Full description at Econpapers || Download paper | |
2021 | Applications of Clustering with Mixed Type Data in Life Insurance. (2021). Valdez, Emiliano A ; Gan, Guojun ; Yin, Shuang ; Vadiveloo, Jeyaraj. In: Risks. RePEc:gam:jrisks:v:9:y:2021:i:3:p:47-:d:509780. Full description at Econpapers || Download paper | |
2021 | Time-consistent longevity hedging with long-range dependence. (2021). Wong, Hoi Ying ; Wang, Ling. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:99:y:2021:i:c:p:25-41. Full description at Econpapers || Download paper | |
2021 | Pension insurance schemes and moral hazard: The Pension Benefit Guaranty Corporation should restrict the insured pension plansâ portfolio policy. (2021). Romaniuk, Katarzyna. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:82:y:2021:i:c:p:37-43. Full description at Econpapers || Download paper | |
2021 | Orderings of the Smallest Claim Amounts from Exponentiated Location-Scale Models. (2021). Das, Sangita ; Balakrishnan, N ; Kayal, Suchandan. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:23:y:2021:i:3:d:10.1007_s11009-020-09793-y. Full description at Econpapers || Download paper | |
2021 | Polynomial series expansions and moment approximations for conditional mean risk sharing of insurance losses. (2021). Robert, Christian Y ; Denuit, Michel. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2021016. Full description at Econpapers || Download paper | |
2021 | Cyber risk management: History and future research directions. (2021). Nguyen, Trung ; McShane, Michael ; Eling, Martin. In: Risk Management and Insurance Review. RePEc:bla:rmgtin:v:24:y:2021:i:1:p:93-125. Full description at Econpapers || Download paper | |
2021 | Clustering-Based Extensions of the Common Age Effect Multi-Population Mortality Model. (2021). Korn, Ralf ; Kleinow, Torsten ; Schnurch, Simon. In: Risks. RePEc:gam:jrisks:v:9:y:2021:i:3:p:45-:d:508525. Full description at Econpapers || Download paper | |
2021 | Differences in Life Expectancy Between Self-Employed Workers and Paid Employees when Retirement Pensioners: Evidence from Spanish Social Security Records. (2021). VIDAL-MELIA, CARLOS ; Regulez-Castillo, Marta ; Perez-Salamero, Juan Manuel. In: European Journal of Population. RePEc:spr:eurpop:v:37:y:2021:i:3:d:10.1007_s10680-021-09585-1. Full description at Econpapers || Download paper | |
2021 | Spatial aggregation and resampling expansion of big surveys: An analysis of wage inequality. (2021). Herrera-Gómez, Marcos ; Herreragomez, Marcos ; Pavia, Jose M ; Larraz, Beatriz. In: Regional Science Policy & Practice. RePEc:bla:rgscpp:v:13:y:2021:i:3:p:957-981. Full description at Econpapers || Download paper |
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2021 | Joint Models for Cause-of-Death Mortality in Multiple Populations. (2021). Ludkovski, Mike ; Huynh, Nhan. In: Papers. RePEc:arx:papers:2111.06631. Full description at Econpapers || Download paper | |
2021 | Deep Quantile and Deep Composite Model Regression. (2021). Wuthrich, Mario V ; Merz, Michael ; Fissler, Tobias. In: Papers. RePEc:arx:papers:2112.03075. Full description at Econpapers || Download paper | |
2021 | Multivariate matrix-exponential affine mixtures and their applications in risk theory. (2021). Woo, Jae-Kyung ; Peralta, Oscar. In: Papers. RePEc:arx:papers:2201.11122. Full description at Econpapers || Download paper | |
2021 | Intergenerational Actuarial Fairness when Longevity Increases: Amending the Retirement Age. (2021). Palmer, Edward ; Holzmann, Robert ; Ayuso, Mercedes ; Miguelbravo, Jorge. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9408. Full description at Econpapers || Download paper | |
2021 | Addressing the life expectancy gap in pension policy. (2021). Palmer, Edward ; Holzmann, Robert ; Ayuso, Mercedes ; Bravo, Jorge M. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:99:y:2021:i:c:p:200-221. Full description at Econpapers || Download paper | |
2021 | A combined analysis of hedge effectiveness and capital efficiency in longevity hedging. (2021). Russ, Jochen ; Freimann, Arne ; Borger, Matthias . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:99:y:2021:i:c:p:309-326. Full description at Econpapers || Download paper | |
2021 | Longevity risk and capital markets: The 2019-20 update. (2021). , Andrew ; Blake, David. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:99:y:2021:i:c:p:395-439. Full description at Econpapers || Download paper | |
2021 | Pooling mortality risk in Eurozone state pension liabilities: An application of a Bayesian coherent multi-population cohort-based mortality model. (2021). Wang, Po-Lin ; McCarthy, David G. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:99:y:2021:i:c:p:459-485. Full description at Econpapers || Download paper | |
2021 | Automatic Indexation of the Pension Age to Life Expectancy: When Policy Design Matters. (2021). Holzmann, Robert ; Bravo, Jorge ; Ayuso, Mercedes ; Palmer, Edward. In: Risks. RePEc:gam:jrisks:v:9:y:2021:i:5:p:96-:d:554249. Full description at Econpapers || Download paper |
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2020 | Ultimate behavior of conditional mean risk sharing for independent compound Panjer-Katz sums with gamma and Pareto severities. (2020). Robert, C Y ; Denuit, M. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2020014. Full description at Econpapers || Download paper | |
2020 | Will genetic test results be monetized in life insurance?. (2020). Thomas, Guy R ; Tapadar, Pradip ; MacDonald, Angus S ; Kleinow, Torsten ; Haariz, Oytun. In: Risk Management and Insurance Review. RePEc:bla:rmgtin:v:23:y:2020:i:4:p:379-399. Full description at Econpapers || Download paper | |
2020 | Incorporating crossed classification credibility into the Leeââ¬âCarter model for multi-population mortality data. (2020). Pitselis, Georgios ; Bozikas, Apostolos. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:93:y:2020:i:c:p:353-368. Full description at Econpapers || Download paper |
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2019 | Size-biased risk measures of compound sums. (2019). Denuit, Michel. In: IBSA Discussion Papers (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvad:2019009. Full description at Econpapers || Download paper | |
2019 | Geofaceting: Aligning small-multiples for regions in a spatially meaningful way. (2019). Aburto, Jose Manuel ; Kashnitsky, Ilya . In: Demographic Research. RePEc:dem:demres:v:41:y:2019:i:17. Full description at Econpapers || Download paper | |
2019 | A data-driven neural network approach to optimal asset allocation for target based defined contribution pension plans. (2019). Forsyth, Peter A ; Li, Yuying. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:86:y:2019:i:c:p:189-204. 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 | Geofaceting: aligning small-multiples for regions in a spatially meaningful way. (2019). Aburto, Jose Manuel ; Kashnitsky, Ilya. In: OSF Preprints. RePEc:osf:osfxxx:f49n6. Full description at Econpapers || Download paper | |
2019 | Beyond the highest life expectancy: construction of proxy upper and lower life expectancy bounds. (2019). Liu, Jia. In: Journal of Population Research. RePEc:spr:joprea:v:36:y:2019:i:2:d:10.1007_s12546-019-09221-0. Full description at Econpapers || Download paper |
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2018 | Performance of Farm Level Vs Area Level Crop Insurance. (2018). Awondo, Sebastain ; Datta, G. In: 2018 Conference, July 28-August 2, 2018, Vancouver, British Columbia. RePEc:ags:iaae18:277265. Full description at Econpapers || Download paper | |
2018 | Swimming with Wealthy Sharks: Longevity, Volatility and the Value of Risk Pooling. (2018). Milevsky, Moshe A. In: Papers. RePEc:arx:papers:1811.11326. Full description at Econpapers || Download paper | |
2018 | Inflation and Population Age Structure: The Case of Emerging Economies. (2018). Antonova, Darya ; Vymyatnina, Yulia . In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:77:y:2018:i:4:p:3-25. Full description at Econpapers || Download paper | |
2018 | . Full description at Econpapers || Download paper | |
2018 | Valuation of Large Variable Annuity Portfolios Using Linear Models with Interactions. (2018). Gan, Guojun. In: Risks. RePEc:gam:jrisks:v:6:y:2018:i:3:p:71-:d:157549. Full description at Econpapers || Download paper | |
2018 | Using Neural Networks to Price and Hedge Variable Annuity Guarantees. (2018). Groendyke, Chris ; Doyle, Daniel. In: Risks. RePEc:gam:jrisks:v:7:y:2018:i:1:p:1-:d:192723. Full description at Econpapers || Download paper | |
2018 | Predictive analytics of insurance claims using multivariate decision trees. (2018). Emiliano, Valdez ; Zhiyu, Quan. In: Dependence Modeling. RePEc:vrs:demode:v:6:y:2018:i:1:p:377-407:n:22. Full description at Econpapers || Download paper |