Risk and Insurance / University Library of Munich, Germany
[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 | |
| 1994 | 0 | 0.16 | 0 | 0 | 8 | 8 | 0 | 0 | 0 | 0 | 0 | 0 | 0.08 | |||||
| 1995 | 0 | 0.21 | 0 | 0 | 3 | 11 | 0 | 0 | 8 | 8 | 0 | 0 | 0.11 | |||||
| 2002 | 0 | 0.52 | 0 | 0 | 2 | 13 | 4 | 0 | 0 | 0 | 0 | 0 | 0.29 | |||||
| 2003 | 0 | 0.51 | 0.07 | 0 | 16 | 29 | 30 | 1 | 2 | 2 | 2 | 2 | 200 | 1 | 0.06 | 0.29 | ||
| 2004 | 0.06 | 0.57 | 0.24 | 0.06 | 9 | 38 | 13 | 2 | 11 | 18 | 1 | 18 | 1 | 3 | 150 | 1 | 0.11 | 0.35 |
| 2005 | 0.08 | 0.58 | 0.09 | 0.07 | 19 | 57 | 64 | 5 | 16 | 25 | 2 | 27 | 2 | 2 | 40 | 3 | 0.16 | 0.36 |
| 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 | 2005 | Optimization of Convex Risk Functions. (2005). Shapiro, Alexander ; Ruszczynski, Andrzej. In: Risk and Insurance. RePEc:wpa:wuwpri:0404001. Full description at Econpapers || Download paper | 37 |
| 2 | 2005 | Conditional Risk Mappings. (2005). Shapiro, Alexander ; Ruszczynski, Andrzej. In: Risk and Insurance. RePEc:wpa:wuwpri:0404002. Full description at Econpapers || Download paper | 17 |
| 3 | 2003 | Credit 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 | 16 |
| 4 | Optimization of Risk Measures. (2004). Shapiro, Alexander ; Ruszczynski, Andrzej. In: Risk and Insurance. RePEc:wpa:wuwpri:0407002. Full description at Econpapers || Download paper | 8 | |
| 5 | 2005 | Interest-rate risk in the Indian banking system. (2005). Shah, Ajay ; Patnaik, Ila. In: Risk and Insurance. RePEc:wpa:wuwpri:0501003. Full description at Econpapers || Download paper | 7 |
| 6 | 2003 | How Does Systematic Risk Impact US Credit Spreads? A Copula Study. (2003). Gatfaoui, Hayette. In: Risk and Insurance. RePEc:wpa:wuwpri:0308002. Full description at Econpapers || Download paper | 5 |
| 7 | Coherent Risk Measures and Upper Previsions. (2002). Pelessoni, Renato ; Vicig, Paolo. In: Risk and Insurance. RePEc:wpa:wuwpri:0201001. Full description at Econpapers || Download paper | 3 | |
| 8 | 2003 | Convex Imprecise Previsions for Risk Measurement. (2003). Pelessoni, Renato ; Vicig, Paolo. In: Risk and Insurance. RePEc:wpa:wuwpri:0309001. Full description at Econpapers || Download paper | 3 |
| 9 | 2004 | Arrangement Infringement Possibility Approach: Some Economic Features of Large-Scale Events. (2004). Harin, Alexander. In: Risk and Insurance. RePEc:wpa:wuwpri:0409002. Full description at Econpapers || Download paper | 3 |
| 10 | 2005 | Price risk management instruments in agricultural and other unstable markets. (2005). BOUSSARD, Jean-Marc. In: Risk and Insurance. RePEc:wpa:wuwpri:0505001. Full description at Econpapers || Download paper | 3 |
| 11 | 2002 | An Intensity Based Non-Parametric Default Model for Residential Mortgage Portfolios. (2002). De Giorgi, Enrico. In: Risk and Insurance. RePEc:wpa:wuwpri:0209001. Full description at Econpapers || Download paper | 2 |
| 12 | 2005 | Financial Instability and Life Insurance Demand. (2005). Okura, Mahito ; KASUGA, Norihiro. In: Risk and Insurance. RePEc:wpa:wuwpri:0507002. Full description at Econpapers || Download paper | 2 |
| 13 | 2005 | A 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. Full description at Econpapers || Download paper | 2 |
| 14 | 2003 | From Fault Tree to Credit Risk Assessment: An Empirical Attempt. (2003). Gatfaoui, Hayette. In: Risk and Insurance. RePEc:wpa:wuwpri:0308003. Full description at Econpapers || Download paper | 2 |
| 15 | 1995 | EVENT STUDY METHODOLOGY: A NEW AND STOCHASTICALLY FLEXIBLE APPROACH. (1995). CHEN, Hwei-Mei ; Brockett, Patrick L. ; Garven, James R.. In: Risk and Insurance. RePEc:wpa:wuwpri:9507001. Full description at Econpapers || Download paper | 1 |
| 16 | 2003 | Performance and Risk Measurement Challenges For Hedge Funds: Empirical Considerations. (2003). Dacorogna, Michel ; Jaeger, Lars ; Blum, Peter. In: Risk and Insurance. RePEc:wpa:wuwpri:0311001. Full description at Econpapers || Download paper | 1 |
| 17 | 2005 | Modeling the risk process in the XploRe computing environment. (2005). Weron, RafaÃ
â ; Burnecki, Krzysztof. In: Risk and Insurance. RePEc:wpa:wuwpri:0502001. Full description at Econpapers || Download paper | 1 |
| 18 | 2003 | Extreme Moves in Foreign Exchange Rates and Risk Limit Setting. (2003). Dacorogna, Michel ; Blum, Peter. In: Risk and Insurance. RePEc:wpa:wuwpri:0306004. Full description at Econpapers || Download paper | 1 |
| 19 | 2004 | STRUCTURAL MODELS IN CONSUMER CREDIT. (2004). de Andrade, Fabio ; Thomas, Lyn . In: Risk and Insurance. RePEc:wpa:wuwpri:0407001. Full description at Econpapers || Download paper | 1 |
| 20 | 2005 | Value-at-Risk: The Delta-normal Approach. (2005). Henrard, Marc. In: Risk and Insurance. RePEc:wpa:wuwpri:0509001. Full description at Econpapers || Download paper | 1 |
| 21 | 2003 | Parameter risk in the Black and Scholes model. (2003). Henrard, Marc. In: Risk and Insurance. RePEc:wpa:wuwpri:0310002. Full description at Econpapers || Download paper | 1 |
| 22 | 2003 | Dynamic Financial Analysis - Understanding Risk and Value Creation in Insurance. (2003). Dacorogna, Michel ; Blum, Peter. In: Risk and Insurance. RePEc:wpa:wuwpri:0306002. Full description at Econpapers || Download paper | 1 |
| 23 | 2004 | Risk Management ââ¬â Managing Risks, not Calculating Them. (2004). Kostov, Philip ; Lingard, John . In: Risk and Insurance. RePEc:wpa:wuwpri:0409001. Full description at Econpapers || Download paper | 1 |
| 24 | 2003 | Stochastics for the worst case: distributions and risk measures for minimal returns. (2003). Mihai, Mihnea-Stefan. In: Risk and Insurance. RePEc:wpa:wuwpri:0305001. Full description at Econpapers || Download paper | 1 |
| 25 | 2004 | Value-at-Risk and Expected Shortfall for Linear Portfolios with elliptically distributed RisK Factors. (2004). . In: Risk and Insurance. RePEc:wpa:wuwpri:0403001. Full description at Econpapers || Download paper | 1 |
| # | Year | Title | Cited |
|---|---|---|---|
| 1 | 2003 | Credit 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 |
| Year | Title |
|---|