Annals of Actuarial Science / Cambridge University Press
Citation Profile [Updated: 2023-11-03 08:28:08]
5 Years H Index
11
Impact Factor (IF)
0.38
5 Years IF
0.38
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]
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Main indicators
Raw Data
| IF | AIF | CIF | IF5 | DOC | CDO | CIT | NCI | CCU | D2Y | C2Y | D5Y | C5Y | SC | %SC | CiY | II | AII | |
| 2006 | 0 | 0.5 | 0 | 0 | 22 | 22 | 55 | 0 | 0 | 0 | 0 | 0 | 0.22 | |||||
| 2007 | 0.05 | 0.46 | 0.07 | 0.05 | 20 | 42 | 15 | 3 | 3 | 22 | 1 | 22 | 1 | 0 | 2 | 0.1 | 0.2 | |
| 2008 | 0.07 | 0.49 | 0.05 | 0.07 | 14 | 56 | 142 | 3 | 6 | 42 | 3 | 42 | 3 | 0 | 0 | 0.23 | ||
| 2009 | 0.06 | 0.47 | 0.05 | 0.07 | 23 | 79 | 18 | 4 | 10 | 34 | 2 | 56 | 4 | 0 | 0 | 0.24 | ||
| 2011 | 0 | 0.52 | 0.17 | 0.19 | 24 | 103 | 35 | 17 | 32 | 23 | 79 | 15 | 0 | 1 | 0.04 | 0.24 | ||
| 2012 | 0 | 0.52 | 0.08 | 0.09 | 23 | 126 | 26 | 10 | 42 | 24 | 81 | 7 | 0 | 0 | 0.22 | |||
| 2013 | 0.06 | 0.56 | 0.11 | 0.11 | 26 | 152 | 72 | 17 | 59 | 47 | 3 | 84 | 9 | 0 | 2 | 0.08 | 0.24 | |
| 2014 | 0.04 | 0.55 | 0.11 | 0.07 | 21 | 173 | 24 | 19 | 78 | 49 | 2 | 96 | 7 | 0 | 0 | 0.23 | ||
| 2015 | 0.3 | 0.55 | 0.14 | 0.16 | 17 | 190 | 26 | 27 | 105 | 47 | 14 | 94 | 15 | 0 | 1 | 0.06 | 0.23 | |
| 2016 | 0.13 | 0.53 | 0.25 | 0.21 | 14 | 204 | 11 | 51 | 156 | 38 | 5 | 111 | 23 | 0 | 1 | 0.07 | 0.21 | |
| 2017 | 0.23 | 0.54 | 0.18 | 0.15 | 17 | 221 | 37 | 40 | 196 | 31 | 7 | 101 | 15 | 0 | 3 | 0.18 | 0.22 | |
| 2018 | 0.13 | 0.56 | 0.18 | 0.17 | 24 | 245 | 30 | 45 | 241 | 31 | 4 | 95 | 16 | 0 | 0 | 0.24 | ||
| 2019 | 0.37 | 0.58 | 0.25 | 0.28 | 24 | 269 | 33 | 66 | 307 | 41 | 15 | 93 | 26 | 0 | 1 | 0.04 | 0.23 | |
| 2020 | 0.33 | 0.7 | 0.25 | 0.25 | 23 | 292 | 34 | 74 | 381 | 48 | 16 | 96 | 24 | 0 | 4 | 0.17 | 0.33 | |
| 2021 | 0.51 | 0.87 | 0.35 | 0.34 | 29 | 321 | 31 | 111 | 492 | 47 | 24 | 102 | 35 | 0 | 6 | 0.21 | 0.32 | |
| 2022 | 0.38 | 1 | 0.24 | 0.38 | 15 | 336 | 5 | 79 | 571 | 52 | 20 | 117 | 44 | 0 | 0 | 0.31 |
| 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 |
50 most cited documents in this series
| # | Year | Title | Cited |
|---|---|---|---|
| 1 | 2008 | Mortality 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 | 121 |
| 2 | 2008 | Individual 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 | 22 |
| 3 | 2006 | Predictive 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 | 22 |
| 4 | 2013 | Diversification 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. Full description at Econpapers || Download paper | 20 |
| 5 | 2019 | Multivariate 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 | 17 |
| 6 | 2013 | A 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 | 15 |
| 7 | 2011 | Minimizing 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 | 14 |
| 8 | 2012 | A 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 | 13 |
| 9 | 2013 | Investigating 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. Full description at Econpapers || Download paper | 12 |
| 10 | 2009 | Chain-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 | 12 |
| 11 | 2011 | A 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 | 11 |
| 12 | 2014 | A 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 | 11 |
| 13 | 2006 | Income 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. Full description at Econpapers || Download paper | 9 |
| 14 | 2017 | A 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 | 9 |
| 15 | 2006 | Unit-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. Full description at Econpapers || Download paper | 8 |
| 16 | 2017 | Telematic 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 | 8 |
| 17 | 2006 | Regression 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. Full description at Econpapers || Download paper | 8 |
| 18 | 2006 | Optimal 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. Full description at Econpapers || Download paper | 8 |
| 19 | 2018 | On 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. Full description at Econpapers || Download paper | 7 |
| 20 | 2015 | Experience 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. Full description at Econpapers || Download paper | 7 |
| 21 | 2015 | Modelling 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. Full description at Econpapers || Download paper | 7 |
| 22 | 2018 | Conditional 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 | 7 |
| 23 | 2013 | Dependence 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 | 7 |
| 24 | 2020 | Forecasting 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. Full description at Econpapers || Download paper | 6 |
| 25 | 2013 | Do 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. Full description at Econpapers || Download paper | 6 |
| 26 | 2021 | Multivariate Hawkes process for cyber insurance. (2021). Hillairet, Caroline ; Boumezoued, Alexandre ; Bessy-Roland, Yannick. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:15:y:2021:i:1:p:14-39_2. Full description at Econpapers || Download paper | 6 |
| 27 | 2013 | Optimal 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 | 6 |
| 28 | 2013 | Actuarial 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. Full description at Econpapers || Download paper | 6 |
| 29 | 2009 | Mean Square Error of Prediction in the Bornhuetterââ¬âFerguson 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. Full description at Econpapers || Download paper | 5 |
| 30 | 2007 | Some Finite Time Ruin Problems. (2007). , . In: Annals of Actuarial Science. RePEc:cup:anacsi:v:2:y:2007:i:02:p:217-232_00. Full description at Econpapers || Download paper | 5 |
| 31 | 2020 | CBDX: a workhorse mortality model from the Cairnsââ¬âBlakeââ¬âDowd 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 | 5 |
| 32 | 2014 | Bonusââ¬âMalus 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. Full description at Econpapers || Download paper | 5 |
| 33 | 2017 | Optimal 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. Full description at Econpapers || Download paper | 5 |
| 34 | 2016 | Capturing 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 | 5 |
| 35 | 2021 | Home and Motor insurance joined at a household level using multivariate credibility. (2021). Trufin, Julien ; Denuit, Michel ; Pechon, Florian. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:15:y:2021:i:1:p:82-114_5. Full description at Econpapers || Download paper | 5 |
| 36 | 2021 | A neural network extension of the LeeâCarter model to multiple populations. (2021). Wuthrich, Mario V ; Richman, Ronald. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:15:y:2021:i:2:p:346-366_8. Full description at Econpapers || Download paper | 4 |
| 37 | 2017 | Mortality 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 | 4 |
| 38 | 2021 | Mortality models incorporating long memory for life table estimation: a comprehensive analysis. (2021). Chan, Jennifer ; Peters, Gareth W ; Yan, Hongxuan. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:15:y:2021:i:3:p:567-604_7. Full description at Econpapers || Download paper | 4 |
| 39 | 2020 | Variability 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 | 4 |
| 40 | 2019 | Optimal 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. Full description at Econpapers || Download paper | 4 |
| 41 | 2020 | Estimation of conditional mean squared error of prediction for claims reserving. (2020). Lindskog, Filip ; Lindholm, Mathias ; Wahl, Felix. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:14:y:2020:i:1:p:93-128_6. Full description at Econpapers || Download paper | 4 |
| 42 | 2015 | Home equity release for long-term care financing: an improved market structure and pricing approach. (2015). Oberoi, Jaideep ; Andrews, Doug . In: Annals of Actuarial Science. RePEc:cup:anacsi:v:9:y:2015:i:01:p:85-107_00. Full description at Econpapers || Download paper | 4 |
| 43 | 2020 | Mortality in the US by education level. (2020). , Andrew ; Loures, Cristian Redondo. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:14:y:2020:i:2:p:384-419_8. Full description at Econpapers || Download paper | 4 |
| 44 | 2007 | Zone-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. Full description at Econpapers || Download paper | 4 |
| 45 | 2016 | Optimal 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. Full description at Econpapers || Download paper | 3 |
| 46 | 2012 | Bayesian 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. Full description at Econpapers || Download paper | 3 |
| 47 | 2019 | 3 | |
| 48 | 2017 | Application 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. Full description at Econpapers || Download paper | 3 |
| 49 | 2011 | A 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. Full description at Econpapers || Download paper | 3 |
| 50 | 2017 | Yet 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 |
50 most relevant documents in this series (papers most cited in the last two years)
| # | Year | Title | Cited |
|---|---|---|---|
| 1 | 2008 | Mortality 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 | 32 |
| 2 | 2019 | Multivariate 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 | 13 |
| 3 | 2013 | Investigating 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. Full description at Econpapers || Download paper | 6 |
| 4 | 2012 | A 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 | 6 |
| 5 | 2021 | Multivariate Hawkes process for cyber insurance. (2021). Hillairet, Caroline ; Boumezoued, Alexandre ; Bessy-Roland, Yannick. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:15:y:2021:i:1:p:14-39_2. Full description at Econpapers || Download paper | 6 |
| 6 | 2020 | Forecasting 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. Full description at Econpapers || Download paper | 6 |
| 7 | 2018 | On 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. Full description at Econpapers || Download paper | 6 |
| 8 | 2008 | Individual 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 | 6 |
| 9 | 2017 | Telematic 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 | 5 |
| 10 | 2020 | CBDX: a workhorse mortality model from the Cairnsââ¬âBlakeââ¬âDowd 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 | 5 |
| 11 | 2013 | Diversification 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. Full description at Econpapers || Download paper | 5 |
| 12 | 2014 | A 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 |
| 13 | 2011 | A 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 | 4 |
| 14 | 2021 | Home and Motor insurance joined at a household level using multivariate credibility. (2021). Trufin, Julien ; Denuit, Michel ; Pechon, Florian. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:15:y:2021:i:1:p:82-114_5. Full description at Econpapers || Download paper | 4 |
| 15 | 2021 | A neural network extension of the LeeâCarter model to multiple populations. (2021). Wuthrich, Mario V ; Richman, Ronald. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:15:y:2021:i:2:p:346-366_8. Full description at Econpapers || Download paper | 4 |
| 16 | 2020 | Mortality in the US by education level. (2020). , Andrew ; Loures, Cristian Redondo. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:14:y:2020:i:2:p:384-419_8. Full description at Econpapers || Download paper | 4 |
| 17 | 2021 | Mortality models incorporating long memory for life table estimation: a comprehensive analysis. (2021). Chan, Jennifer ; Peters, Gareth W ; Yan, Hongxuan. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:15:y:2021:i:3:p:567-604_7. Full description at Econpapers || Download paper | 4 |
| 18 | 2011 | Minimizing 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 |
| 19 | 2006 | Predictive 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 | 4 |
| 20 | 2018 | Conditional 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 |
| 21 | 2013 | A 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 |
| 22 | 2020 | Variability 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 |
| 23 | 2020 | Estimation of conditional mean squared error of prediction for claims reserving. (2020). Lindskog, Filip ; Lindholm, Mathias ; Wahl, Felix. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:14:y:2020:i:1:p:93-128_6. Full description at Econpapers || Download paper | 3 |
| 24 | 2020 | Insurance ratemaking using the Exponential-Lognormal regression model. (2020). Yik, Woo Hee ; Tzougas, George ; Mustaqeem, Muhammad Waqar. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:14:y:2020:i:1:p:42-71_3. Full description at Econpapers || Download paper | 3 |
| 25 | 2021 | Valuation of no-negative-equity guarantees with a lower reflecting barrier. (2021). Thomas, Guy R. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:15:y:2021:i:1:p:115-143_6. Full description at Econpapers || Download paper | 3 |
| 26 | 2015 | Experience 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. Full description at Econpapers || Download paper | 3 |
| 27 | 2019 | Optimal 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. Full description at Econpapers || Download paper | 3 |
| 28 | 2019 | 3 | |
| 29 | 2020 | Identifiability in age/period mortality models. (2020). Blake, David ; Hunt, Andrew . In: Annals of Actuarial Science. RePEc:cup:anacsi:v:14:y:2020:i:2:p:461-499_11. Full description at Econpapers || Download paper | 2 |
| 30 | 2021 | AI in actuarial science â a review of recent advances â part 1. (2021). Richman, Ronald. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:15:y:2021:i:2:p:207-229_2. Full description at Econpapers || Download paper | 2 |
| 31 | 2020 | Optimal portfolio choice with tontines under systematic longevity risk. (2020). Weinert, Jan-Hendrik ; Rogalla, Ralph ; Gemmo, Irina. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:14:y:2020:i:2:p:302-315_4. Full description at Econpapers || Download paper | 2 |
| 32 | 2016 | Capturing 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 | 2 |
| 33 | 2011 | A 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. Full description at Econpapers || Download paper | 2 |
| 34 | 2020 | The effect of retirement taxation rules on the value of guaranteed lifetime withdrawal benefits. (2020). Ulm, Eric R. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:14:y:2020:i:1:p:83-92_5. Full description at Econpapers || Download paper | 2 |
| 35 | 2013 | Actuarial 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. Full description at Econpapers || Download paper | 2 |
| 36 | 2014 | Bonusââ¬âMalus 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. Full description at Econpapers || Download paper | 2 |
| 37 | 2017 | Mortality 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 | 2 |
| 38 | 2020 | Longevity 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. Full description at Econpapers || Download paper | 2 |
| 39 | 2015 | Modelling 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. Full description at Econpapers || Download paper | 2 |
| 40 | 2020 | Asymmetry in mortality volatility and its implications on index-based longevity hedging. (2020). Li, Johnny Siu-Hang ; Zhou, Kenneth Q. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:14:y:2020:i:2:p:278-301_3. Full description at Econpapers || Download paper | 2 |
| 41 | 2015 | Home equity release for long-term care financing: an improved market structure and pricing approach. (2015). Oberoi, Jaideep ; Andrews, Doug . In: Annals of Actuarial Science. RePEc:cup:anacsi:v:9:y:2015:i:01:p:85-107_00. Full description at Econpapers || Download paper | 2 |
| 42 | 2020 | Identifiability 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 | 2 |
| 43 | 2019 | Methods for generating coherent distortion risk measures. (2019). Sepanski, Jungsywan. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:13:y:2019:i:02:p:400-416_00. Full description at Econpapers || Download paper | 2 |
| 44 | 2022 | The impact of mortality shocks on modelling and insurance valuation as exemplified by COVID-19. (2022). Wagner, Andreas ; Korn, Ralf ; Kleinow, Torsten ; Schnurch, Simon. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:16:y:2022:i:3:p:498-526_6. Full description at Econpapers || Download paper | 2 |
| 45 | 2006 | Unit-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. Full description at Econpapers || Download paper | 2 |
| 46 | 2021 | AI in actuarial science â a review of recent advances â part 2. (2021). Richman, Ronald. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:15:y:2021:i:2:p:230-258_3. Full description at Econpapers || Download paper | 2 |
| 47 | 2021 | A spatial machine learning model for analysing customersâ lapse behaviour in life insurance. (2021). Ghahramani, Mohammadhossein ; Sweeney, James ; Ohagan, Adrian ; Hu, Sen. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:15:y:2021:i:2:p:367-393_9. Full description at Econpapers || Download paper | 2 |
| 48 | 2021 | A review on Poisson, Cox, Hawkes, shot-noise Poisson and dynamic contagion process and their compound processes. (2021). Oh, Rosy ; Jang, Jiwook. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:15:y:2021:i:3:p:623-644_9. Full description at Econpapers || Download paper | 2 |
| 49 | 2017 | A 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 | 2 |
| 50 | 2018 | Dynamic risk measures for stochastic asset processes from ruin theory. (2018). Shimizu, Yasutaka ; Tanaka, Shuji . In: Annals of Actuarial Science. RePEc:cup:anacsi:v:12:y:2018:i:02:p:249-268_00. Full description at Econpapers || Download paper | 2 |
Citing documents used to
compute impact factor: 20
| Year | Title | |
|---|---|---|
| 2022 | Wasserstein autoregressive models for density time series. (2022). Petersen, Alexander ; Kokoszka, Piotr ; Zhang, Chao. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:43:y:2022:i:1:p:30-52. Full description at Econpapers || Download paper | |
| 2022 | Forecasting: theory and practice. (2022). Shang, Han Lin ; Rubaszek, MichaÅ ; Martinez, Andrew ; Grossi, Luigi ; Franses, Philip Hans ; Fiszeder, Piotr ; Clements, Michael ; Castle, Jennifer ; Carnevale, Claudio ; Kolassa, Stephan ; Thorarinsdottir, Thordis ; Guo, Xiaojia ; Reade, James J ; Petropoulos, Fotios ; Nikolopoulos, Konstantinos ; Koehler, Anne B ; Thomakos, Dimitrios ; Browell, Jethro ; Rapach, David E ; Modis, Theodore ; Kang, Yanfei ; Tashman, Len ; Boylan, John E ; Gunter, Ulrich ; Ramos, Patricia ; Ellison, Joanne ; Meeran, Sheik ; Richmond, Victor ; Talagala, Thiyanga S ; Bijak, Jakub ; Guidolin, Massimo ; Pinson, Pierre ; Dokumentov, Alexander ; Jeon, Jooyoung ; Bessa, Ricardo J ; Pedregal, Diego J ; de Baets, Shari ; Ziel, Florian ; Syntetos, Aris A ; Bergmeir, Christoph | |
| 2022 | Multi-population modelling and forecasting life-table death counts. (2022). Xu, Ruofan ; Haberman, Steven ; Shang, Han Lin. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:106:y:2022:i:c:p:239-253. Full description at Econpapers || Download paper | |
| 2022 | Asymptotic theory for Macks model. (2022). Jentsch, Carsten ; Steinmetz, Julia. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:107:y:2022:i:c:p:223-268. Full description at Econpapers || Download paper | |
| 2022 | Unit-Linked Tontine: Utility-Based Design, Pricing and Performance. (2022). Sehner, Thorsten ; Nguyen, Thai ; Chen, AN. In: Risks. RePEc:gam:jrisks:v:10:y:2022:i:4:p:78-:d:788706. Full description at Econpapers || Download paper | |
| 2022 | Gender and choice of pension product. (2022). Rangvid, Jesper ; Nielsson, Ulf ; Larsen, Linda Sandris. In: Finance Research Letters. RePEc:eee:finlet:v:47:y:2022:i:pb:s1544612322000216. Full description at Econpapers || Download paper | |
| 2022 | Projecting Mortality Rates to Extreme Old Age with the CBDX Model. (2022). Blake, David ; Dowd, Kevin. In: Forecasting. RePEc:gam:jforec:v:4:y:2022:i:1:p:12-218:d:741140. Full description at Econpapers || Download paper | |
| 2022 | Multi-population mortality modeling: When the data is too much and not enough. (2022). Tsai, Chenghsien Jason ; Kuo, Weiyu ; MacMinn, Richard D ; Kung, Ko-Lun. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:103:y:2022:i:c:p:41-55. Full description at Econpapers || Download paper | |
| 2022 | Mortality modeling and regression with matrix distributions. (2022). Yslas, Jorge ; Bladt, Mogens ; Albrecher, Hansjorg. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:107:y:2022:i:c:p:68-87. Full description at Econpapers || Download paper | |
| 2022 | Arbitrage Problems with Reflected Geometric Brownian Motion. (2022). Hulley, Hardy ; Dowd, Kevin ; Buckner, Dean. In: Papers. RePEc:arx:papers:2201.05312. Full description at Econpapers || Download paper | |
| 2022 | Cyber risk and cybersecurity: a systematic review of data availability. (2022). Materne, Stefan ; Murphy, Finbarr ; Mullins, Martin ; Kia, Arash N ; Fortmann, Michael ; Sheehan, Barry ; Cremer, Frank. In: The Geneva Papers on Risk and Insurance - Issues and Practice. RePEc:pal:gpprii:v:47:y:2022:i:3:d:10.1057_s41288-022-00266-6. Full description at Econpapers || Download paper | |
| 2022 | Cyber risk frequency, severity and insurance viability. (2022). Sofronov, Georgy ; Jang, Jiwook ; Truck, Stefan ; Shevchenko, Pavel V ; Peters, Gareth W ; Malavasi, Matteo. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:106:y:2022:i:c:p:90-114. Full description at Econpapers || Download paper | |
| 2022 | A Generalized Linear Mixed Model for Data Breaches and Its Application in Cyber Insurance. (2022). Lu, YI ; Sun, Meng. In: Risks. RePEc:gam:jrisks:v:10:y:2022:i:12:p:224-:d:981498. Full description at Econpapers || Download paper | |
| 2022 | Cyber-contagion model with network structure applied to insurance. (2022). Spoorenberg, Brieuc ; D'Oultremont, Louise ; Lopez, Olivier ; Hillairet, Caroline. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:107:y:2022:i:c:p:88-101. Full description at Econpapers || Download paper | |
| 2022 | The multivariate Poisson-Generalized Inverse Gaussian claim count regression model with varying dispersion and shape parameters. (2022). Makariou, Despoina ; Tzougas, George. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:117197. Full description at Econpapers || Download paper | |
| 2022 | Neural calibration of hidden inhomogeneous Markov chains -- Information decompression in life insurance. (2022). Weiss, Christian ; Kiermayer, Mark. In: Papers. RePEc:arx:papers:2201.02397. Full description at Econpapers || Download paper | |
| 2022 | Leveraging deep neural networks to estimate age-specific mortality from life expectancy at birth. (2022). Aburto, Jose Manuel ; Levantesi, Susanna ; Nigri, Andrea. In: Demographic Research. RePEc:dem:demres:v:47:y:2022:i:8. Full description at Econpapers || Download paper | |
| 2022 | Forecasting Mortality Rates with a Two-Step LASSO Based Vector Autoregressive Model. (2022). Shi, Yanlin ; Li, Jackie ; Kularatne, Thilini Dulanjali. In: Risks. RePEc:gam:jrisks:v:10:y:2022:i:11:p:219-:d:976061. Full description at Econpapers || Download paper | |
| 2022 | Using the pension multiple to measure retirement outcomes. (2022). Li, Jiaming ; Guo, Ying ; Zhu, Zili ; Minney, Aaron ; Pantelous, Athanasios A ; Koo, Bonsoo ; Toscas, Peter. In: Finance Research Letters. RePEc:eee:finlet:v:49:y:2022:i:c:s1544612322003725. Full description at Econpapers || Download paper | |
| 2022 | Stochastic mortality dynamics driven by mixed fractional Brownian motion. (2022). Li, Xianping ; Zhou, Kenneth Q. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:106:y:2022:i:c:p:218-238. Full description at Econpapers || Download paper |
Recent citations
Recent citations received in 2022
| Year | Citing document |
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Recent citations received in 2021
| Year | Citing document | |
|---|---|---|
| 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 | Time-consistent mean-variance reinsurance-investment problem with long-range dependent mortality rate. (2021). Wong, Hoi Ying ; Chiu, Mei Choi ; Wang, Ling. In: Papers. RePEc:arx:papers:2112.06602. Full description at Econpapers || Download paper | |
| 2021 | Infinitely stochastic micro reserving. (2021). Peta, Michal ; Okhrin, Ostap ; MacIak, Matu. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:100:y:2021:i:c:p:30-58. 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 | On the Identification, Evaluation and Treatment of Risks in Smart Homes: A Systematic Literature Review. (2021). Roschmann, Angela Zeier ; Wagner, Joel ; Iten, Raphael. In: Risks. RePEc:gam:jrisks:v:9:y:2021:i:6:p:113-:d:570813. Full description at Econpapers || Download paper | |
| 2021 | Infection rate models for COVID-19: Model risk and public health news sentiment exposure adjustments. (2021). Shevchenko, Pavel V ; Peters, Gareth W ; Yan, Hongxuan ; Chalkiadakis, Ioannis. In: PLOS ONE. RePEc:plo:pone00:0253381. Full description at Econpapers || Download paper |
Recent citations received in 2020
| Year | Citing document | |
|---|---|---|
| 2020 | Linking 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. Full description at Econpapers || Download paper | |
| 2020 | An age-at-death distribution approach to forecast cohort mortality. (2020). Kjargaard, Soren ; Basellini, Ugofilippo ; Camarda, Carlo Giovanni. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:91:y:2020:i:c:p:129-143. Full description at Econpapers || Download paper | |
| 2020 | Regression 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. Full description at Econpapers || Download paper | |
| 2020 | . Full description at Econpapers || Download paper |
Recent citations received in 2019
| Year | Citing document | |
|---|---|---|
| 2019 | Evaluation 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. Full description at Econpapers || Download paper |
10 most frequent citing series