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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] [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
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
#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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121
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.

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22
32006Predictive 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
42013Diversification 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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20
52019Multivariate 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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17
62013A 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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15
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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14
82012A 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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13
92013Investigating 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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12
102009Chain-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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12
112011A 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
122014A 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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11
132006Income 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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9
142017A 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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9
152006Unit-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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8
162017Telematic 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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8
172006Regression 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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8
182006Optimal 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
192018On 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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7
202015Experience 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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7
212015Modelling 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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7
222018Conditional 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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7
232013Dependence 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
242020Forecasting 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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6
252013Do 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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6
262021Multivariate 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.

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6
272013Optimal 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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6
282013Actuarial 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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6
292009Mean 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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5
302007Some 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
312020CBDX: 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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5
322014Bonus–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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5
332017Optimal 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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5
342016Capturing 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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5
352021Home 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.

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5
362021A neural network extension of the Lee–Carter 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.

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4
372017Mortality 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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4
382021Mortality 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.

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4
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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4
402019Optimal 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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4
412020Estimation 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.

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4
422015Home 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.

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4
432020Mortality 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.

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4
442007Zone-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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4
452016Optimal 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
462012Bayesian 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
4720193
482017Application 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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3
492011A 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
502017Yet 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
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

32
22019Multivariate 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
32013Investigating 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
42012A 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
52021Multivariate 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
62020Forecasting 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
72018On 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
82008Individual 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
92017Telematic 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
102020CBDX: 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

5
112013Diversification 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
122014A 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
132011A 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
142021Home 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
152021A neural network extension of the Lee–Carter 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
162020Mortality 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
172021Mortality 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
182011Minimizing 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
192006Predictive 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
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.

Full description at Econpapers || Download paper

3
212013A 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
222020Variability 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
232020Estimation 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
242020Insurance 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.

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3
252021Valuation 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.

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3
262015Experience 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
272019Optimal 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
2820193
292020Identifiability 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.

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2
302021AI in actuarial science – a review of recent advances – part 1. (2021). Richman, Ronald. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:15:y:2021:i:2:p:207-229_2.

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2
312020Optimal 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.

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322016Capturing 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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332011A 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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342020The 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.

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352013Actuarial 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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362014Bonus–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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372017Mortality 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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382020Longevity 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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392015Modelling 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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402020Asymmetry 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.

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412015Home 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.

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422020Identifiability 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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432019Methods 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.

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442022The 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.

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452006Unit-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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462021AI in actuarial science – a review of recent advances – part 2. (2021). Richman, Ronald. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:15:y:2021:i:2:p:230-258_3.

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472021A spatial machine learning model for analysing customers’ 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.

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482021A 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.

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492017A 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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502018Dynamic 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.

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Citing documents used to compute impact factor: 20
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2022Wasserstein 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.

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2022Forecasting: theory and practice. (2022). Shang, Han Lin ; Rubaszek, Michał ; 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
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2022Asymptotic 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.

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2022Unit-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.

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2022Gender 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.

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2022Projecting 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.

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2022Multi-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.

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2022Mortality 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.

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2022Arbitrage Problems with Reflected Geometric Brownian Motion. (2022). Hulley, Hardy ; Dowd, Kevin ; Buckner, Dean. In: Papers. RePEc:arx:papers:2201.05312.

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2022Cyber 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.

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2022Cyber 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.

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2022A 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.

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2022Cyber-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.

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2022The 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.

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2022Neural calibration of hidden inhomogeneous Markov chains -- Information decompression in life insurance. (2022). Weiss, Christian ; Kiermayer, Mark. In: Papers. RePEc:arx:papers:2201.02397.

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2022Leveraging 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.

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2022Stochastic 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.

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Recent citations
Recent citations received in 2022

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Recent citations received in 2021

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2021Time-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.

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2021Infection 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.

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Recent citations received in 2020

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Recent citations received in 2019

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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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