Citation analysis for ASTIN Bulletin / Cambridge University Press

Citation Profile [Updated: 2024-12-09 13:41:37]

5 Years H Index

Impact Factor (IF)

0.39

5 Years IF

0.49

Data available in this report

[Raw data] [50 most cited papers] [50 most relevant papers] [cites used to compute IF] [Recent citations ][Frequent citing series ] [more data in EconPapers] [trace new citations] [Missing citations? Add them now] [Incorrect content? Let us know]

Main indicators

Raw Data

	IF	AIF	CIF	IF5	DOC	CDO	CIT	NCI	CCU	D2Y	C2Y	D5Y	C5Y	SC	%SC	CiY	II	AII
1990	0	0.11	0	0	21	21	130		0	48		112			0		0	0.05
1991	0	0.1	0	0	25	46	183		0	46		114			0		0	0.05
1992	0	0.11	0	0	21	67	63		0	46		112			0		0	0.06
1993	0.02	0.13	0.02	0.01	20	87	199	2	2	46	1	115	1		0		0	0.06
1994	0.02	0.14	0.1	0.03	26	113	145	11	13	41	1	112	3		0		0	0.07
1995	0.22	0.22	0.33	0.11	16	129	58	42	55	46	10	113	12		0	1	0.06	0.09
1996	0.1	0.25	0.23	0.09	24	153	398	35	90	42	4	108	10		0		0	0.12
1997	0.13	0.25	0.19	0.11	30	183	244	34	124	40	5	107	12		0		0	0.11
1998	0.17	0.28	0.23	0.1	22	205	123	48	172	54	9	116	12	1	2.1	1	0.05	0.13
1999	0.1	0.31	0.35	0.19	27	232	135	81	253	52	5	118	22		0		0	0.15
2000	0.16	0.36	0.26	0.16	24	256	167	67	320	49	8	119	19		0	2	0.08	0.16
2001	0.08	0.39	0.22	0.17	23	279	171	60	380	51	4	127	22		0		0	0.17
2002	0.11	0.41	0.31	0.1	23	302	180	94	474	47	5	126	13		0	1	0.04	0.21
2003	0.2	0.44	0.29	0.17	31	333	255	95	569	46	9	119	20		0	3	0.1	0.22
2004	0.22	0.5	0.26	0.19	29	362	131	95	664	54	12	128	24		0	1	0.03	0.22
2005	0.15	0.51	0.29	0.19	31	393	187	115	779	60	9	130	25	2	1.7	1	0.03	0.24
2006	0.07	0.51	0.28	0.15	29	422	348	117	896	60	4	137	21	6	5.1	6	0.21	0.23
2007	0.17	0.47	0.25	0.13	24	446	330	112	1008	60	10	143	19		0		0	0.2
2008	0.55	0.49	0.46	0.38	30	476	329	217	1226	53	29	144	54		0	2	0.07	0.23
2009	0.35	0.48	0.47	0.31	32	508	175	238	1464	54	19	143	45	3	1.3		0	0.24
2010	0.32	0.49	0.43	0.39	38	546	205	236	1700	62	20	146	57	1	0.4	3	0.08	0.21
2011	0.14	0.52	0.3	0.33	25	571	329	174	1874	70	10	153	50		0	6	0.24	0.24
2012	0.43	0.52	0.42	0.42	26	597	169	249	2123	63	27	149	62		0		0	0.22
2013	0.45	0.56	0.51	0.34	18	615	153	312	2436	51	23	151	51		0	7	0.39	0.24
2014	0.45	0.55	0.41	0.37	24	639	132	263	2701	44	20	139	51		0	3	0.13	0.23
2015	0.52	0.55	0.54	0.47	25	664	151	356	3057	42	22	131	61		0	5	0.2	0.23
2016	0.59	0.53	0.68	0.74	28	692	143	473	3530	49	29	118	87	3	0.6	5	0.18	0.21
2017	0.42	0.54	0.59	0.53	31	723	143	430	3960	53	22	121	64	5	1.2	8	0.26	0.22
2018	0.68	0.55	0.59	0.67	46	769	184	451	4411	59	40	126	84		0	4	0.09	0.23
2019	0.61	0.57	0.68	0.66	33	802	178	544	4955	77	47	154	102	6	1.1	13	0.39	0.23
2020	0.67	0.68	0.67	0.58	35	837	151	562	5517	79	53	163	94		0	16	0.46	0.32
2021	1.1	0.8	0.78	0.84	30	867	41	677	6194	68	75	173	145		0	7	0.23	0.29
2022	0.62	0.84	0.56	0.62	31	898	40	504	6698	65	40	175	108		0	12	0.39	0.25
2023	0.39	0.86	0.45	0.49	31	929	14	414	7112	61	24	175	85		0	3	0.1	0.25

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	1996	Premium Calculation by Transforming the Layer Premium Density. (1996). Wang, Shaun . In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:26:y:1996:i:01:p:71-92_00. Full description at Econpapers \|\| Download paper	255
2	1997	Estimating the Tails of Loss Severity Distributions Using Extreme Value Theory. (1997). McNeil, Alexander J. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:27:y:1997:i:01:p:117-137_01. Full description at Econpapers \|\| Download paper	136
3	2007	A Primer on Copulas for Count Data. (2007). Nelehova, Johanna ; Genest, Christian. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:37:y:2007:i:02:p:475-515_01. Full description at Econpapers \|\| Download paper	122
4	2008	A Universal Pricing Framework for Guaranteed Minimum Benefits in Variable Annuities. (2008). Bauer, Daniel ; Russ, Jochen ; Kling, Alexander . In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:38:y:2008:i:02:p:621-651_01. Full description at Econpapers \|\| Download paper	119
5	1993	Distribution-free Calculation of the Standard Error of Chain Ladder Reserve Estimates. (1993). Mack, Thomas. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:23:y:1993:i:02:p:213-225_01. Full description at Econpapers \|\| Download paper	109
6	2006	Pricing Death: Frameworks for the Valuation and Securitization of Mortality Risk. (2006). Blake, David ; Dowd, Kevin. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:36:y:2006:i:01:p:79-120_01. Full description at Econpapers \|\| Download paper	106
7	1981	Recursive Evaluation of a Family of Compound Distributions. (1981). Panjer, Harry H. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:12:y:1981:i:01:p:22-26_00. Full description at Econpapers \|\| Download paper	101
8	2007	Optimal Retention for a Stop-loss Reinsurance Under the VaR and CTE Risk Measures. (2007). Cai, Jun ; Tan, Ken Seng. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:37:y:2007:i:01:p:93-112_01. Full description at Econpapers \|\| Download paper	91
9	1996	Dependency of Risks and Stop-Loss Order. (1996). Dhaene, Jan ; Goovaerts, Marc J. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:26:y:1996:i:02:p:201-212_00. Full description at Econpapers \|\| Download paper	77
10	2011	Bayesian Stochastic Mortality Modelling for Two Populations. (2011). Blake, David ; Khalaf-Allah, Marwa ; Coughlan, Guy D ; Dowd, Kevin. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:41:y:2011:i:01:p:29-59_00. Full description at Econpapers \|\| Download paper	69
11	1989	A Generalization of Automobile Insurance Rating Models: The Negative Binomial Distribution with a Regression Component. (1989). Dionne, Georges ; Vanasse, Charles . In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:19:y:1989:i:02:p:199-212_00. Full description at Econpapers \|\| Download paper	69
12	2003	Common Poisson Shock Models: Applications to Insurance and Credit Risk Modelling. (2003). McNeil, Alexander J ; Lindskog, Filip. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:33:y:2003:i:02:p:209-238_01. Full description at Econpapers \|\| Download paper	67
13	2006	Tail Variance Premium with Applications for Elliptical Portfolio of Risks. (2006). Landsman, Zinoviy ; Furman, Edward. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:36:y:2006:i:02:p:433-462_01. Full description at Econpapers \|\| Download paper	63
14	2001	Fair Pricing of Life Insurance Participating Policies with a Minimum Interest Rate Guaranteed. (2001). Bacinello, Anna Rita . In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:31:y:2001:i:02:p:275-297_00. Full description at Econpapers \|\| Download paper	62
15	2000	Some Notes on the Dynamics and Optimal Control of Stochastic Pension Fund Models in Continuous Time. (2000). Cairns, Andrew . In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:30:y:2000:i:01:p:19-55_00. Full description at Econpapers \|\| Download paper	62
16	2002	A Universal Framework for Pricing Financial and Insurance Risks. (2002). Wang, Shaun S. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:32:y:2002:i:02:p:213-234_01. Full description at Econpapers \|\| Download paper	62
17	1987	On the Probability and Severity of Ruin. (1987). Gerber, Hans U ; Kaas, Rob ; Goovaerts, Marc J. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:17:y:1987:i:02:p:151-163_00. Full description at Econpapers \|\| Download paper	59
18	2011	Optimal Reinsurance under VaR and CVaR Risk Measures: a Simplified Approach. (2011). Chi, Yichun ; Tan, Ken Seng. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:41:y:2011:i:02:p:487-509_00. Full description at Econpapers \|\| Download paper	59
19	1990	Premium Calculation: Why Standard Deviation Should be Replaced by Absolute Deviation. (1990). Denneberg, Dieter . In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:20:y:1990:i:02:p:181-190_00. Full description at Econpapers \|\| Download paper	53
20	2011	Modelling Adult Mortality in Small Populations: The Saint Model. (2011). Jarner, Soren Fiig ; Kryger, Esben Masotti . In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:41:y:2011:i:02:p:377-418_00. Full description at Econpapers \|\| Download paper	50
21	1993	Prediction of Outstanding Liabilities in Non-Life Insurance. (1993). Norberg, Ragnar. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:23:y:1993:i:01:p:95-115_00. Full description at Econpapers \|\| Download paper	46
22	2004	Some Optimal Dividends Problems. (2004). David, ; Waters, Howard R. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:34:y:2004:i:01:p:49-74_01. Full description at Econpapers \|\| Download paper	45
23	2001	Design of Optimal Bonus-Malus Systems With a Frequency and a Severity Component On an Individual Basis in Automobile Insurance. (2001). Vrontos, Spyridon D ; Frangos, Nicholas E. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:31:y:2001:i:01:p:1-22_00. Full description at Econpapers \|\| Download paper	44
24	2011	Randomized Observation Periods for the Compound Poisson Risk Model: Dividends. (2011). Albrecher, Hansjorg ; Thonhauser, Stefan. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:41:y:2011:i:02:p:645-672_00. Full description at Econpapers \|\| Download paper	43
25	1988	Mathematical Fun with the Compound Binomial Process. (1988). Gerber, Hans U. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:18:y:1988:i:02:p:161-168_00. Full description at Econpapers \|\| Download paper	42
26	2000	Pricing Risk Transfer Transactions. (2000). Lane, Morton N. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:30:y:2000:i:02:p:259-293_01. Full description at Econpapers \|\| Download paper	42
27	2010	The Devil is in the Tails: Actuarial Mathematics and the Subprime Mortgage Crisis. (2010). Donnelly, Catherine ; Embrechts, Paul. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:40:y:2010:i:01:p:1-33_00. Full description at Econpapers \|\| Download paper	40
28	1979	Optimal Risk Exchanges. (1979). Buhlmann, Hans ; Jewell, William S. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:10:y:1979:i:03:p:243-262_00. Full description at Econpapers \|\| Download paper	38
29	1998	On Esscher Transforms in Discrete Finance Models. (1998). Shiryaev, Albert N ; Embrechts, Paul ; Delbaen, Freddy ; Buhlmann, Hans. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:28:y:1998:i:02:p:171-186_01. Full description at Econpapers \|\| Download paper	38
30	1999	Prediction of Outstanding Liabilities II. Model Variations and Extensions. (1999). Norberg, Ragnar. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:29:y:1999:i:01:p:5-25_00. Full description at Econpapers \|\| Download paper	37
31	1960	Reciprocal Reinsurance Treaties. (1960). Borch, Karl . In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:1:y:1960:i:04:p:170-191_00. Full description at Econpapers \|\| Download paper	37
32	1984	An Application of Game Theory: Cost Allocation. (1984). Lemaire, Jean . In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:14:y:1984:i:01:p:61-81_00. Full description at Econpapers \|\| Download paper	36
33	2013	ON OPTIMAL DIVIDENDS IN THE DUAL MODEL. (2013). Bayraktar, Erhan ; Kyprianou, Andreas E ; Yamazaki, Kazutoshi. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:43:y:2013:i:03:p:359-372_00. Full description at Econpapers \|\| Download paper	36
34	1991	Cooperative Game Theory and its Insurance Applications. (1991). Lemaire, Jean . In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:21:y:1991:i:01:p:17-40_00. Full description at Econpapers \|\| Download paper	35
35	2012	On the Calculation of the Solvency Capital Requirement Based on Nested Simulations. (2012). Bauer, Daniel ; Singer, Daniela ; Reuss, Andreas . In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:42:y:2012:i:02:p:453-499_00. Full description at Econpapers \|\| Download paper	35
36	2007	The Quantitative Modeling of Operational Risk: Between G-and-H and EVT. (2007). Degen, Matthias ; Lambrigger, Dominik D ; Embrechts, Paul. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:37:y:2007:i:02:p:265-291_01. Full description at Econpapers \|\| Download paper	34
37	1974	On Additive Premium Calculation Principles. (1974). Gerber, Hans U. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:7:y:1974:i:03:p:215-222_00. Full description at Econpapers \|\| Download paper	34
38	1998	Designing Optimal Bonus-Malus Systems from Different Types of Claims. (1998). Pinquet, Jean. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:28:y:1998:i:02:p:205-220_01. Full description at Econpapers \|\| Download paper	33
39	2019	SIZE-BIASED TRANSFORM AND CONDITIONAL MEAN RISK SHARING, WITH APPLICATION TO P2P INSURANCE AND TONTINES. (2019). Denuit, Michel. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:49:y:2019:i:03:p:591-617_00. Full description at Econpapers \|\| Download paper	32
40	2005	EM Algorithm for Mixed Poisson and Other Discrete Distributions. (2005). Karlis, Dimitris. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:35:y:2005:i:01:p:3-24_01. Full description at Econpapers \|\| Download paper	32
41	1989	Hedging by Sequential Regression: an Introduction to the Mathematics of Option Trading. (1989). Follmer, H ; Schweizer, M. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:19:y:1989:i:s1:p:29-42_00. Full description at Econpapers \|\| Download paper	32
42	2008	Optimal Dividends in the Dual Model with Diffusion. (2008). Avanzi, Benjamin ; Gerber, Hans U. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:38:y:2008:i:02:p:653-667_01. Full description at Econpapers \|\| Download paper	32
43	1991	Risk Theory with the Gamma Process. (1991). Dufresne, Franois ; Gerber, Hans U. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:21:y:1991:i:02:p:177-192_00. Full description at Econpapers \|\| Download paper	31
44	2002	Erlangian Approximations for Finite-Horizon Ruin Probabilities. (2002). Asmussen, Soren ; Usabel, Miguel ; Avram, Florin. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:32:y:2002:i:02:p:267-281_01. Full description at Econpapers \|\| Download paper	31
45	2006	On the Tail Behavior of Sums of Dependent Risks. (2006). Genest, Christian ; Barbe, Philippe ; Fougeres, Anne-Laure . In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:36:y:2006:i:02:p:361-373_01. Full description at Econpapers \|\| Download paper	29
46	2002	Fitting Tweedies Compound Poisson Model to Insurance Claims Data: Dispersion Modelling. (2002). Jorgensen, Bent ; Smyth, Gordon K. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:32:y:2002:i:01:p:143-157_01. Full description at Econpapers \|\| Download paper	29
47	2009	Risk Measures and Efficient use of Capital. (2009). Artzner, Philippe ; Delbaen, Freddy ; Koch-Medina, Pablo. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:39:y:2009:i:01:p:101-116_00. Full description at Econpapers \|\| Download paper	27
48	1981	Further Results on Recursive Evaluation of Compound Distributions. (1981). Sundt, Bjorn ; Jewell, William S. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:12:y:1981:i:01:p:27-39_00. Full description at Econpapers \|\| Download paper	27
49	1999	On Multivariate Panjer Recursions. (1999). Sundt, Bjorn . In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:29:y:1999:i:01:p:29-45_00. Full description at Econpapers \|\| Download paper	26
50	2020	DISTORTION RISKMETRICS ON GENERAL SPACES. (2020). Wei, Yunran ; Wang, Ruodu. In: ASTIN Bulletin. RePEc:cup:astinb:v:50:y:2020:i:3:p:827-851_6. Full description at Econpapers \|\| Download paper	26

50 most relevant documents in this series (papers most cited in the last two years)

#	Year	Title	Cited
1	1996	Premium Calculation by Transforming the Layer Premium Density. (1996). Wang, Shaun . In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:26:y:1996:i:01:p:71-92_00. Full description at Econpapers \|\| Download paper	37
2	2007	A Primer on Copulas for Count Data. (2007). Nelehova, Johanna ; Genest, Christian. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:37:y:2007:i:02:p:475-515_01. Full description at Econpapers \|\| Download paper	25
3	2020	DISTORTION RISKMETRICS ON GENERAL SPACES. (2020). Wei, Yunran ; Wang, Ruodu. In: ASTIN Bulletin. RePEc:cup:astinb:v:50:y:2020:i:3:p:827-851_6. Full description at Econpapers \|\| Download paper	23
4	2007	Optimal Retention for a Stop-loss Reinsurance Under the VaR and CTE Risk Measures. (2007). Cai, Jun ; Tan, Ken Seng. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:37:y:2007:i:01:p:93-112_01. Full description at Econpapers \|\| Download paper	19
5	2008	A Universal Pricing Framework for Guaranteed Minimum Benefits in Variable Annuities. (2008). Bauer, Daniel ; Russ, Jochen ; Kling, Alexander . In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:38:y:2008:i:02:p:621-651_01. Full description at Econpapers \|\| Download paper	19
6	1993	Distribution-free Calculation of the Standard Error of Chain Ladder Reserve Estimates. (1993). Mack, Thomas. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:23:y:1993:i:02:p:213-225_01. Full description at Econpapers \|\| Download paper	19
7	2019	SIZE-BIASED TRANSFORM AND CONDITIONAL MEAN RISK SHARING, WITH APPLICATION TO P2P INSURANCE AND TONTINES. (2019). Denuit, Michel. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:49:y:2019:i:03:p:591-617_00. Full description at Econpapers \|\| Download paper	17
8	2006	Tail Variance Premium with Applications for Elliptical Portfolio of Risks. (2006). Landsman, Zinoviy ; Furman, Edward. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:36:y:2006:i:02:p:433-462_01. Full description at Econpapers \|\| Download paper	15
9	1997	Estimating the Tails of Loss Severity Distributions Using Extreme Value Theory. (1997). McNeil, Alexander J. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:27:y:1997:i:01:p:117-137_01. Full description at Econpapers \|\| Download paper	15
10	1990	Premium Calculation: Why Standard Deviation Should be Replaced by Absolute Deviation. (1990). Denneberg, Dieter . In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:20:y:1990:i:02:p:181-190_00. Full description at Econpapers \|\| Download paper	14
11	2011	Bayesian Stochastic Mortality Modelling for Two Populations. (2011). Blake, David ; Khalaf-Allah, Marwa ; Coughlan, Guy D ; Dowd, Kevin. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:41:y:2011:i:01:p:29-59_00. Full description at Econpapers \|\| Download paper	13
12	2018	PRICING OF CYBER INSURANCE CONTRACTS IN A NETWORK MODEL. (2018). Fahrenwaldt, Matthias A ; Weske, Kerstin ; Weber, Stefan. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:48:y:2018:i:03:p:1175-1218_00. Full description at Econpapers \|\| Download paper	11
13	2019	CAT BOND PRICING UNDER A PRODUCT PROBABILITY MEASURE WITH POT RISK CHARACTERIZATION. (2019). Yuan, Zhongyi ; Tang, Qihe. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:49:y:2019:i:02:p:457-490_00. Full description at Econpapers \|\| Download paper	11
14	2011	Optimal Reinsurance under VaR and CVaR Risk Measures: a Simplified Approach. (2011). Chi, Yichun ; Tan, Ken Seng. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:41:y:2011:i:02:p:487-509_00. Full description at Econpapers \|\| Download paper	11
15	2007	Modeling Earthquake Risk via Extreme Value Theory and Pricing the Respective Catastrophe Bonds. (2007). Zimbidis, Alexandros A ; Pantelous, Athanasios A ; Frangos, Nickolaos E. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:37:y:2007:i:01:p:163-183_01. Full description at Econpapers \|\| Download paper	10
16	2012	On the Calculation of the Solvency Capital Requirement Based on Nested Simulations. (2012). Bauer, Daniel ; Singer, Daniela ; Reuss, Andreas . In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:42:y:2012:i:02:p:453-499_00. Full description at Econpapers \|\| Download paper	10
17	2019	ON THE OPTIMALITY OF A STRAIGHT DEDUCTIBLE UNDER BELIEF HETEROGENEITY. (2019). Chi, Yichun. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:49:y:2019:i:01:p:243-262_00. Full description at Econpapers \|\| Download paper	10
18	2010	The Devil is in the Tails: Actuarial Mathematics and the Subprime Mortgage Crisis. (2010). Donnelly, Catherine ; Embrechts, Paul. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:40:y:2010:i:01:p:1-33_00. Full description at Econpapers \|\| Download paper	10
19	2019	TONUITY: A NOVEL INDIVIDUAL-ORIENTED RETIREMENT PLAN. (2019). Klein, Jakob K ; Hieber, Peter ; Chen, AN. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:49:y:2019:i:01:p:5-30_00. Full description at Econpapers \|\| Download paper	9
20	2018	ON A NEW PARADIGM OF OPTIMAL REINSURANCE: A STOCHASTIC STACKELBERG DIFFERENTIAL GAME BETWEEN AN INSURER AND A REINSURER. (2018). Chen, LV ; Shen, Yang. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:48:y:2018:i:02:p:905-960_00. Full description at Econpapers \|\| Download paper	9
21	2015	Fitting Mixtures of Erlangs to Censored and Truncated Data Using the EM Algorithm. (2015). Verbelen, Roel ; Antonio, Katrien ; Lin, Sheldon ; Badescu, Andrei ; Gong, Lan . In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:45:y:2015:i:03:p:729-758_00. Full description at Econpapers \|\| Download paper	8
22	2019	A CLASS OF MIXTURE OF EXPERTS MODELS FOR GENERAL INSURANCE: APPLICATION TO CORRELATED CLAIM FREQUENCIES. (2019). Lin, Sheldon X ; Badescu, Andrei L ; Fung, Tsz Chai. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:49:y:2019:i:03:p:647-688_00. Full description at Econpapers \|\| Download paper	8
23	2002	A Universal Framework for Pricing Financial and Insurance Risks. (2002). Wang, Shaun S. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:32:y:2002:i:02:p:213-234_01. Full description at Econpapers \|\| Download paper	8
24	2011	Modelling Adult Mortality in Small Populations: The Saint Model. (2011). Jarner, Soren Fiig ; Kryger, Esben Masotti . In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:41:y:2011:i:02:p:377-418_00. Full description at Econpapers \|\| Download paper	8
25	1985	The Reinsurers Monopoly and the Bowley Solution. (1985). Chan, Fung-Yee ; Gerber, Hans U. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:15:y:1985:i:02:p:141-148_00. Full description at Econpapers \|\| Download paper	8
26	2018	A NEURAL-NETWORK ANALYZER FOR MORTALITY FORECAST. (2018). Hainaut, Donatien. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:48:y:2018:i:02:p:481-508_00. Full description at Econpapers \|\| Download paper	8
27	2006	Pricing Death: Frameworks for the Valuation and Securitization of Mortality Risk. (2006). Blake, David ; Dowd, Kevin. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:36:y:2006:i:01:p:79-120_01. Full description at Econpapers \|\| Download paper	8
28	2020	LARGE-LOSS BEHAVIOR OF CONDITIONAL MEAN RISK SHARING. (2020). Robert, Christian Y ; Denuit, Michel. In: ASTIN Bulletin. RePEc:cup:astinb:v:50:y:2020:i:3:p:1093-1122_14. Full description at Econpapers \|\| Download paper	7
29	2016	Equitable Retirement Income Tontines: Mixing Cohorts Without Discriminating. (2016). Milevsky, Moshe A ; Salisbury, Thomas S. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:46:y:2016:i:03:p:571-604_00. Full description at Econpapers \|\| Download paper	7
30	2016	Optimal Reinsurance from the Perspectives of both an Insurer and a Reinsurer. (2016). Cai, Jun ; Liu, Fangda ; Lemieux, Christiane . In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:46:y:2016:i:03:p:815-849_00. Full description at Econpapers \|\| Download paper	7
31	2015	Actuarial Fairness and Solidarity in Pooled Annuity Funds. (2015). Donnelly, Catherine . In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:45:y:2015:i:01:p:49-74_00. Full description at Econpapers \|\| Download paper	7
32	2020	VALUATION OF HYBRID FINANCIAL AND ACTUARIAL PRODUCTS IN LIFE INSURANCE BY A NOVEL THREE-STEP METHOD. (2020). Hieber, Peter ; Gnameho, Kossi ; Devolder, Pierre ; Deelstra, Griselda. In: ASTIN Bulletin. RePEc:cup:astinb:v:50:y:2020:i:3:p:709-742_2. Full description at Econpapers \|\| Download paper	7
33	2002	Fitting Tweedies Compound Poisson Model to Insurance Claims Data: Dispersion Modelling. (2002). Jorgensen, Bent ; Smyth, Gordon K. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:32:y:2002:i:01:p:143-157_01. Full description at Econpapers \|\| Download paper	7
34	2005	EM Algorithm for Mixed Poisson and Other Discrete Distributions. (2005). Karlis, Dimitris. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:35:y:2005:i:01:p:3-24_01. Full description at Econpapers \|\| Download paper	7
35	2020	WEIGHTED COMONOTONIC RISK SHARING UNDER HETEROGENEOUS BELIEFS. (2020). Liu, Haiyan. In: ASTIN Bulletin. RePEc:cup:astinb:v:50:y:2020:i:2:p:647-673_11. Full description at Econpapers \|\| Download paper	7
36	2008	Dividend Moments in the Dual Risk Model: Exact and Approximate Approaches. (2008). , Eric ; Drekic, Steve . In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:38:y:2008:i:02:p:399-422_01. Full description at Econpapers \|\| Download paper	7
37	2012	The Impact of Culture on the Demand for Non-Life Insurance. (2012). Park, Sojung Carol ; Lemaire, Jean . In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:42:y:2012:i:02:p:501-527_00. Full description at Econpapers \|\| Download paper	7
38	2009	New Goodness-of-Fit Tests for Pareto Distributions. (2009). Rizzo, Maria L. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:39:y:2009:i:02:p:691-715_00. Full description at Econpapers \|\| Download paper	7
39	2019	ANALYZING MORTALITY BOND INDEXES VIA HIERARCHICAL FORECAST RECONCILIATION. (2019). Tang, Qihe ; Li, Han. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:49:y:2019:i:03:p:823-846_00. Full description at Econpapers \|\| Download paper	7
40	2017	A COMPARATIVE STUDY OF TWO-POPULATION MODELS FOR THE ASSESSMENT OF BASIS RISK IN LONGEVITY HEDGES. (2017). Villegas, Andres M ; Millossovich, Pietro ; Kaishev, Vladimir K ; Haberman, Steven. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:47:y:2017:i:03:p:631-679_00. Full description at Econpapers \|\| Download paper	7
41	2000	Some Notes on the Dynamics and Optimal Control of Stochastic Pension Fund Models in Continuous Time. (2000). Cairns, Andrew . In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:30:y:2000:i:01:p:19-55_00. Full description at Econpapers \|\| Download paper	6
42	2016	Pricing in Reinsurance Bargaining with Comonotonic Additive Utility Functions. (2016). Zhuang, Sheng Chao ; Boonen, Tim J ; Tan, Ken Seng. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:46:y:2016:i:02:p:507-530_00. Full description at Econpapers \|\| Download paper	6
43	2019	FAIR VALUATION OF INSURANCE LIABILITY CASH-FLOW STREAMS IN CONTINUOUS TIME: APPLICATIONS. (2019). Dhaene, Jan ; Barigou, Karim ; Delong, Ukasz. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:49:y:2019:i:02:p:299-333_00. Full description at Econpapers \|\| Download paper	6
44	2022	MORTALITY CREDITS WITHIN LARGE SURVIVOR FUNDS. (2022). Robert, Christian Y ; Hieber, Peter ; Denuit, Michel. In: ASTIN Bulletin. RePEc:cup:astinb:v:52:y:2022:i:3:p:813-834_5. Full description at Econpapers \|\| Download paper	6
45	1993	Prediction of Outstanding Liabilities in Non-Life Insurance. (1993). Norberg, Ragnar. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:23:y:1993:i:01:p:95-115_00. Full description at Econpapers \|\| Download paper	6
46	1969	On a class of measures of dispersion with application to optimal reinsurance. (1969). Ohlin, Jan . In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:5:y:1969:i:02:p:249-266_00. Full description at Econpapers \|\| Download paper	6
47	2003	Common Poisson Shock Models: Applications to Insurance and Credit Risk Modelling. (2003). McNeil, Alexander J ; Lindskog, Filip. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:33:y:2003:i:02:p:209-238_01. Full description at Econpapers \|\| Download paper	6
48	1989	A Generalization of Automobile Insurance Rating Models: The Negative Binomial Distribution with a Regression Component. (1989). Dionne, Georges ; Vanasse, Charles . In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:19:y:1989:i:02:p:199-212_00. Full description at Econpapers \|\| Download paper	6
49	2012	Key Q-Duration: A Framework for Hedging Longevity Risk. (2012). Luo, Ancheng ; Li, Johnny Siu-Hang. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:42:y:2012:i:02:p:413-452_00. Full description at Econpapers \|\| Download paper	6
50	2013	INDIVIDUAL LOSS RESERVING WITH THE MULTIVARIATE SKEW NORMAL FRAMEWORK. (2013). Pigeon, Mathieu ; Antonio, Katrien ; Denuit, Michel. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:43:y:2013:i:03:p:399-428_00. Full description at Econpapers \|\| Download paper	6

Citing documents used to compute impact factor: 24

Year	Title
2023	Special Issue âData Science in Insuranceâ. (2023). Zappa, Diego ; Savelli, Nino ; della Corte, Francesco ; Clemente, Gian Paolo. In: Risks. RePEc:gam:jrisks:v:11:y:2023:i:5:p:80-:d:1131080. Full description at Econpapers \|\| Download paper
2023
2023	. Full description at Econpapers \|\| Download paper
2023	Endowment contingency funds for mutual aid and public financing. (2023). Robert, Christian Y ; Denuit, Michel. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2023009. Full description at Econpapers \|\| Download paper
2023	Modelling maximum cyber incident losses of German organisations: an empirical study and modified extreme value distribution approach. (2023). Teuteberg, Frank ; Raschke, Mathias ; Skarczinski, Bennet. In: The Geneva Papers on Risk and Insurance - Issues and Practice. RePEc:pal:gpprii:v:48:y:2023:i:2:d:10.1057_s41288-023-00293-x. Full description at Econpapers \|\| Download paper
2023	From BASEL III to BASEL IV and beyond: Expected shortfall and expectile risk measures. (2023). Nedeltchev, Dragomir C ; Zaevski, Tsvetelin S. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923001618. Full description at Econpapers \|\| Download paper
2023	Should Selection of the Optimum Stochastic Mortality Model Be Based on the Original or the Logarithmic Scale of the Mortality Rate?. (2023). Santolino, Miguel. In: Risks. RePEc:gam:jrisks:v:11:y:2023:i:10:p:170-:d:1250189. Full description at Econpapers \|\| Download paper
2023	Including individual Customer Lifetime Value and competing risks in tree-based lapse management strategy. (2023). Olympio, Anani Ayodele ; Milhaud, Xavier ; Valla, Mathias. In: Working Papers. RePEc:hal:wpaper:hal-03903047. Full description at Econpapers \|\| Download paper
2023	Can Regulation Affect the Solvency of Insurers? New Evidence from European Insurers. (2023). Agiropoulos, Charalampos ; Chen, James Ming ; Poufinas, Thomas ; Siopi, Evaggelia. In: International Advances in Economic Research. RePEc:kap:iaecre:v:29:y:2023:i:1:d:10.1007_s11294-023-09867-w. Full description at Econpapers \|\| Download paper
2023	Including individual Customer Lifetime Value and competing risks in tree-based lapse management strategies. (2023). Olympio, Anani Ayodele ; Milhaud, Xavier ; Valla, Mathias. In: Post-Print. RePEc:hal:journl:hal-03903047. Full description at Econpapers \|\| Download paper
2023	A risk measurement approach from risk-averse stochastic optimization of score functions. (2022). Moresco, Marlon Ruoso ; Muller, Fernanda Maria ; Righi, Marcelo Brutti. In: Papers. RePEc:arx:papers:2208.14809. Full description at Econpapers \|\| Download paper
2023	Automatic Segmentation of Insurance Rating Classes Under Ordinal Constraints via Group Fused Lasso. (2023). Shunichi, Nomura ; Atsumori, Takahashi. In: Asia-Pacific Journal of Risk and Insurance. RePEc:bpj:apjrin:v:17:y:2023:i:1:p:113-142:n:1. Full description at Econpapers \|\| Download paper
2023	Bivariate Poisson credibility model and bonus-malus scale for claim and near-claim events. (2023). Denuit, Michel ; Trufin, Julien ; Simon, Pierre-Alexandre. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2023014. Full description at Econpapers \|\| Download paper
2023	Locally-coherent multi-population mortality modelling via neural networks. (2023). Scognamiglio, Salvatore ; Perla, Francesca. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:46:y:2023:i:1:d:10.1007_s10203-022-00382-x. Full description at Econpapers \|\| Download paper
2023	Transaction time models in multi-state life insurance. (2022). Sandqvist, Oliver Lunding ; Furrer, Christian ; Buchardt, Kristian. In: Papers. RePEc:arx:papers:2209.06902. Full description at Econpapers \|\| Download paper
2023
2023	An axiomatic theory for anonymized risk sharing. (2022). Wang, Ruodu ; Liu, Yang ; Jiao, Zhanyi. In: Papers. RePEc:arx:papers:2208.07533. Full description at Econpapers \|\| Download paper
2023
2023
2023	Joint life care annuities to help retired couples to finance the cost of long-term care. (2023). VIDAL-MELIA, CARLOS ; Ventura-Marco, Manuel ; Perez-Salamero, Juan Manuel. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:113:y:2023:i:c:p:122-139. Full description at Econpapers \|\| Download paper
2023	Backtesting stochastic mortality models by prediction interval-based metrics. (2023). Marino, Mario ; Scognamiglio, Salvatore. In: Quality & Quantity: International Journal of Methodology. RePEc:spr:qualqt:v:57:y:2023:i:4:d:10.1007_s11135-022-01537-z. Full description at Econpapers \|\| Download paper
2023	Conditional mean risk sharing of independent discrete losses in large pools. (2023). Robert, Christian Y ; Denuit, Michel. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2023010. Full description at Econpapers \|\| Download paper
2023	Mean-field Libor market model and valuation of long term guarantees. (2023). Schachinger, Gabriel ; Kienbacher, Eva ; Hochgerner, Simon ; Gach, Florian. In: Papers. RePEc:arx:papers:2310.09022. Full description at Econpapers \|\| Download paper
2023

Recent citations

Recent citations received in 2023

Year	Citing document
2023	A cohort-based Partial Internal Model for demographic risk. (2023). Savelli, Nino ; Clemente, Gian Paolo ; della Corte, Francesco. In: Papers. RePEc:arx:papers:2307.03090. Full description at Econpapers \|\| Download paper
2023	. Full description at Econpapers \|\| Download paper
2023	Markov-Switching Bayesian Vector Autoregression Model in Mortality Forecasting. (2023). Droms, Sean ; Brewer, Patrick ; Smith, Barry R ; Fu, Wanying. In: Risks. RePEc:gam:jrisks:v:11:y:2023:i:9:p:152-:d:1222432. Full description at Econpapers \|\| Download paper

Recent citations received in 2022

Year	Citing document
2022	Allocation of benefits in mutual aid and survivor funds. (2022). Robert, Christian Y ; Denuit, Michel. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2022029. Full description at Econpapers \|\| Download paper
2022	A multi-task network approach for calculating discrimination-free insurance prices. (2022). Wuthrich, Mario V ; Tsanakas, Andreas ; Richman, Ronald ; Lindholm, Mathias. In: Papers. RePEc:arx:papers:2207.02799. Full description at Econpapers \|\| Download paper
2022	A Discussion of Discrimination and Fairness in Insurance Pricing. (2022). Wuthrich, Mario V ; Tsanakas, Andreas ; Richman, Ronald ; Lindholm, Mathias. In: Papers. RePEc:arx:papers:2209.00858. 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	Future global electricity demand load curves. (2022). Muoz, Raul Maicas ; de Boer, Harmen-Sytze ; Castillo, Victhalia Zapata ; van Vuuren, Detlef ; Benders, Rene. In: Energy. RePEc:eee:energy:v:258:y:2022:i:c:s0360544222016449. Full description at Econpapers \|\| Download paper
2022	Insurance with heterogeneous preferences. (2022). Liu, Fangda ; Boonen, Tim J. In: Journal of Mathematical Economics. RePEc:eee:mateco:v:102:y:2022:i:c:s030440682200074x. Full description at Econpapers \|\| Download paper
2022	Sex Differential Dynamics in Coherent Mortality Models. (2022). Jallbjorn, Snorre ; Jarner, Soren Fiig. In: Forecasting. RePEc:gam:jforec:v:4:y:2022:i:4:p:45-844:d:929756. Full description at Econpapers \|\| Download paper
2022	. Full description at Econpapers \|\| Download paper
2022	. Full description at Econpapers \|\| Download paper
2022	Heat Equation as a Tool for Outliers Mitigation in Run-Off Triangles for Valuing the Technical Provisions in Non-Life Insurance Business. (2022). Mokrisova, Martina ; Rovnak, Martin ; Bakon, Matus ; Barlak, Jan. In: Risks. RePEc:gam:jrisks:v:10:y:2022:i:9:p:171-:d:899780. Full description at Econpapers \|\| Download paper
2022	Modelling USA Age-Cohort Mortality: A Comparison of Multi-Factor Affine Mortality Models. (2022). Ziveyi, Jonathan ; Villegas, Andres M ; Sherris, Michael ; Huang, Zhiping. In: Risks. RePEc:gam:jrisks:v:10:y:2022:i:9:p:183-:d:915479. Full description at Econpapers \|\| Download paper
2022	Analysis of IBNR Liabilities with Interevent Times Depending on Claim Counts. (2022). Geiger, Daniel J ; Adekpedjou, Akim. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:24:y:2022:i:2:d:10.1007_s11009-022-09950-5. Full description at Econpapers \|\| Download paper

Recent citations received in 2021

Year	Citing document
2021	Risk measures induced by efficient insurance contracts. (2021). Zitikis, Ricardas ; Wang, Ruodu. In: Papers. RePEc:arx:papers:2109.00314. 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	An expectation-maximization algorithm for the exponential-generalized inverse Gaussian regression model with varying dispersion and shape for modelling the aggregate claim amount. (2021). Jeong, Himchan ; Tzougas, George. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:108210. Full description at Econpapers \|\| Download paper
2021	. Full description at Econpapers \|\| Download paper
2021	Stochastic Claims Reserving Methods with State Space Representations: A Review. (2021). Johannssen, Arne ; Chukhrova, Nataliya. In: Risks. RePEc:gam:jrisks:v:9:y:2021:i:11:p:198-:d:672160. Full description at Econpapers \|\| Download paper
2021	Kalman Filter Learning Algorithms and State Space Representations for Stochastic Claims Reserving. (2021). Johannssen, Arne ; Chukhrova, Nataliya. In: Risks. RePEc:gam:jrisks:v:9:y:2021:i:6:p:112-:d:569870. Full description at Econpapers \|\| Download paper
2021	The Combined Stop-Loss and Quota-Share Reinsurance: Conditional Tail Expectation-Based Optimization from the Joint Perspective of Insurer and Reinsurer. (2021). Sari, Suci ; Hakim, Arief ; Syuhada, Khreshna. In: Risks. RePEc:gam:jrisks:v:9:y:2021:i:7:p:125-:d:587197. Full description at Econpapers \|\| Download paper

Recent citations received in 2020

Year	Citing document
2020	From risk sharing to pure premium for a large number of heterogeneous losses. (2020). Robert, C Y ; Denuit, M. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2020015. Full description at Econpapers \|\| Download paper
2020	Risk reduction by conditional mean risk sharing with application to collaborative insurance. (2020). Robert, Christian Y ; Denuit, Michel. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2020024. Full description at Econpapers \|\| Download paper
2020	Life-Care Tontines. (2020). Lucas, Nathalie ; Hieber, Peter. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2020026. Full description at Econpapers \|\| Download paper
2020	Stop-loss protection for a large P2P insurance pool. (2020). Robert, Christian Y ; Denuit, Michel. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2020028. Full description at Econpapers \|\| Download paper
2020	A Stochastic Control Approach to Defined Contribution Plan Decumulation: The Nastiest, Hardest Problem in Finance. (2020). Forsyth, Peter A. In: Papers. RePEc:arx:papers:2008.06598. Full description at Econpapers \|\| Download paper
2020	Pricing and Capital Allocation for Multiline Insurance Firms With Finite Assets in an Imperfect Market. (2020). Mildenhall, Stephen J ; Major, John A. In: Papers. RePEc:arx:papers:2008.12427. Full description at Econpapers \|\| Download paper
2020	Volterra mortality model: Actuarial valuation and risk management with long-range dependence. (2020). Wong, Hoi Ying ; Chiu, Mei Choi ; Wang, Ling. In: Papers. RePEc:arx:papers:2009.09572. Full description at Econpapers \|\| Download paper
2020	Fast and efficient nested simulation for large variable annuity portfolios: A surrogate modeling approach. (2020). Yang, Shuai ; Lin, Sheldon X. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:91:y:2020:i:c:p:85-103. Full description at Econpapers \|\| Download paper
2020	Optimal dynamic asset allocation for DC plan accumulation/decumulation: Ambition-CVAR. (2020). Forsyth, Peter A. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:93:y:2020:i:c:p:230-245. Full description at Econpapers \|\| Download paper
2020	Positivity properties of the ARFIMA(0,d,0) specifications and credibility analysis of frequency risks. (2020). Pinquet, Jean . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:95:y:2020:i:c:p:159-165. Full description at Econpapers \|\| Download paper
2020	EM estimation for the Poisson-Inverse Gamma regression model with varying dispersion: an application to insurance ratemaking. (2020). Tzougas, George. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:106539. Full description at Econpapers \|\| Download paper
2020	Neural Networks for the Joint Development of Individual Payments and Claim Incurred. (2020). Wuthrich, Mario V ; Delong, Ukasz. In: Risks. RePEc:gam:jrisks:v:8:y:2020:i:2:p:33-:d:342279. Full description at Econpapers \|\| Download paper
2020	EM Estimation for the Poisson-Inverse Gamma Regression Model with Varying Dispersion: An Application to Insurance Ratemaking. (2020). Tzougas, George. In: Risks. RePEc:gam:jrisks:v:8:y:2020:i:3:p:97-:d:412191. Full description at Econpapers \|\| Download paper
2020	Application of a Vine Copula for Multi-Line Insurance Reserving. (2020). Dey, Dipak ; Jeong, Himchan. In: Risks. RePEc:gam:jrisks:v:8:y:2020:i:4:p:111-:d:432602. Full description at Econpapers \|\| Download paper
2020	On quantile based co-risk measures and their estimation. (2020). Wolfgang, Trutschnig ; Sebastian, Fuchs. In: Dependence Modeling. RePEc:vrs:demode:v:8:y:2020:i:1:p:396-416:n:19. Full description at Econpapers \|\| Download paper
2020	On quantile based co-risk measures and their estimation. (2020). Wolfgang, Trutschnig ; Sebastian, Fuchs. In: Dependence Modeling. RePEc:vrs:demode:v:8:y:2020:i:1:p:396-416:n:21. Full description at Econpapers \|\| Download paper

10 most frequent citing series

#	Series	H	Cites
1	Insurance: Mathematics and Economics / Elsevier	56	808
2	Papers / arXiv.org	90	544
3	Risks / MDPI	18	297
4			152
5	LIDAM Discussion Papers ISBA / UniversitÃ© catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA)	12	82
6	Methodology and Computing in Applied Probability / Springer	15	81
7	European Journal of Operational Research / Elsevier	132	68
8	The Geneva Papers on Risk and Insurance - Issues and Practice / Palgrave Macmillan	25	44
9	LSE Research Online Documents on Economics / London School of Economics and Political Science, LSE Library	132	44
10	Applied Mathematics and Computation / Elsevier	30	44
11	Working Papers / HAL	59	37