Citation analysis for North American Actuarial Journal / Taylor & Francis Journals

Citation Profile [Updated: 2024-05-13 08:04:26]

5 Years H Index

Impact Factor (IF)

0.48

5 Years IF

0.35

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
1997	0	0.25	0.02	0	87	87	71	1	2	0		0			0	1	0.01	0.11
1998	0.02	0.28	0.02	0.02	96	183	631	4	6	87	2	87	2		0	2	0.02	0.13
1999	0.05	0.31	0.07	0.05	102	285	207	19	25	183	10	183	10		0	8	0.08	0.15
2000	0.07	0.36	0.08	0.06	84	369	365	29	54	198	13	285	18		0	5	0.06	0.16
2001	0.06	0.39	0.07	0.07	74	443	235	28	83	186	11	369	24		0	1	0.01	0.17
2002	0.09	0.41	0.11	0.1	46	489	102	53	136	158	15	443	45		0	2	0.04	0.21
2003	0.04	0.44	0.1	0.1	52	541	386	54	190	120	5	402	40		0	4	0.08	0.22
2004	0.18	0.5	0.14	0.11	55	596	198	84	274	98	18	358	39	1	1.2		0	0.22
2005	0.17	0.51	0.13	0.11	53	649	300	86	360	107	18	311	33		0	5	0.09	0.23
2006	0.19	0.51	0.15	0.14	58	707	192	105	465	108	20	280	40		0		0	0.23
2007	0.13	0.47	0.11	0.14	69	776	320	88	553	111	14	264	36		0	2	0.03	0.2
2008	0.14	0.49	0.22	0.2	41	817	86	176	730	127	18	287	57		0		0	0.23
2009	0.16	0.48	0.23	0.17	34	851	403	196	927	110	18	276	48	1	0.5	3	0.09	0.24
2010	0.23	0.49	0.21	0.22	33	884	146	189	1117	75	17	255	56		0	2	0.06	0.21
2011	0.39	0.52	0.23	0.21	33	917	293	207	1324	67	26	235	50	1	0.5	19	0.58	0.24
2012	0.27	0.52	0.24	0.27	15	932	43	228	1552	66	18	210	56		0		0	0.22
2013	0.42	0.56	0.29	0.36	22	954	75	276	1829	48	20	156	56		0	1	0.05	0.24
2014	0.19	0.55	0.2	0.34	30	984	211	201	2030	37	7	137	47		0	3	0.1	0.23
2015	0.5	0.55	0.28	0.41	23	1007	69	277	2307	52	26	133	54		0	2	0.09	0.23
2016	0.45	0.53	0.29	0.37	28	1035	40	304	2611	53	24	123	46		0	1	0.04	0.21
2017	0.24	0.54	0.24	0.32	35	1070	108	251	2863	51	12	118	38	9	3.6	3	0.09	0.22
2018	0.27	0.56	0.3	0.35	32	1102	81	326	3190	63	17	138	48		0	7	0.22	0.24
2019	0.36	0.57	0.29	0.37	33	1135	59	331	3521	67	24	148	55		0	6	0.18	0.23
2020	0.35	0.69	0.33	0.34	39	1174	50	385	3906	65	23	151	52		0	3	0.08	0.33
2021	0.35	0.83	0.4	0.39	59	1233	64	491	4397	72	25	167	65		0	36	0.61	0.31
2022	0.37	0.9	0.3	0.39	31	1264	21	377	4774	98	36	198	78		0	5	0.16	0.27
2023	0.48	0.98	0.25	0.35	42	1306	1	330	5104	90	43	194	68		0	1	0.02	0.27

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	1998	Understanding Relationships Using Copulas. (1998). Frees, Edward ; Valdez, Emiliano . In: North American Actuarial Journal. RePEc:taf:uaajxx:v:2:y:1998:i:1:p:1-25. Full description at Econpapers \|\| Download paper	271
2	1998	On the Time Value of Ruin. (1998). Gerber, Hans ; Shiu, Elias. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:2:y:1998:i:1:p:48-72. Full description at Econpapers \|\| Download paper	251
3	2009	A Quantitative Comparison of Stochastic Mortality Models Using Data From England and Wales and the United States. (2009). Cairns, Andrew ; Balevich, Igor ; Ong, Alen ; Epstein, David ; Coughlan, Guy ; Dowd, Kevin ; Blake, David. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:13:y:2009:i:1:p:1-35. Full description at Econpapers \|\| Download paper	186
4	2003	Tail Conditional Expectations for Elliptical Distributions. (2003). Landsman, Zinoviy ; Valdez, Emiliano . In: North American Actuarial Journal. RePEc:taf:uaajxx:v:7:y:2003:i:4:p:55-71. Full description at Econpapers \|\| Download paper	118
5	2000	The Lee-Carter Method for Forecasting Mortality, with Various Extensions and Applications. (2000). Lee, Ronald. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:4:y:2000:i:1:p:80-91. Full description at Econpapers \|\| Download paper	118
6	2001	A Regime-Switching Model of Long-Term Stock Returns. (2001). Hardy, Mary . In: North American Actuarial Journal. RePEc:taf:uaajxx:v:5:y:2001:i:2:p:41-53. Full description at Econpapers \|\| Download paper	117
7	1999	Extreme Value Theory as a Risk Management Tool. (1999). Embrechts, Paul ; Samorodnitsky, Gennady ; Resnick, Sidney. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:3:y:1999:i:2:p:30-41. Full description at Econpapers \|\| Download paper	106
8	2009	Strategies for Dividend Distribution: A Review. (2009). Avanzi, Benjamin. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:13:y:2009:i:2:p:217-251. Full description at Econpapers \|\| Download paper	89
9	2005	Minimizing the Probability of Ruin When Claims Follow Brownian Motion with Drift. (2005). Promislow, David S ; Young, Virginia . In: North American Actuarial Journal. RePEc:taf:uaajxx:v:9:y:2005:i:3:p:110-128. Full description at Econpapers \|\| Download paper	87
10	2007	Risk Classification for Claim Counts. (2007). Boucher, Jean-Philippe ; Guillen, Montserrat ; Denuit, Michel. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:11:y:2007:i:4:p:110-131. Full description at Econpapers \|\| Download paper	80
11	2003	Economic Capital Allocation Derived from Risk Measures. (2003). Dhaene, Jan ; Kaas, Rob ; Goovaerts, Mark. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:7:y:2003:i:2:p:44-56. Full description at Econpapers \|\| Download paper	69
12	2011	Measuring Basis Risk in Longevity Hedges. (2011). Li, Johnny ; Hardy, Mary . In: North American Actuarial Journal. RePEc:taf:uaajxx:v:15:y:2011:i:2:p:177-200. Full description at Econpapers \|\| Download paper	67
13	2005	The Time Value of Ruin in a Sparre Andersen Model. (2005). Gerber, Hans ; Shiu, Elias. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:9:y:2005:i:2:p:49-69. Full description at Econpapers \|\| Download paper	60
14	2006	On Optimal Dividend Strategies In The Compound Poisson Model. (2006). Gerber, Hans ; Shiu, Elias. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:10:y:2006:i:2:p:76-93. Full description at Econpapers \|\| Download paper	58
15	2007	Natural Hedging of Life and Annuity Mortality Risks. (2007). Cox, Samuel ; Lin, Yijia. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:11:y:2007:i:3:p:1-15. Full description at Econpapers \|\| Download paper	51
16	1999	Application of Coherent Risk Measures to Capital Requirements in Insurance. (1999). Artzner, Philippe. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:3:y:1999:i:2:p:11-25. Full description at Econpapers \|\| Download paper	49
17	2003	Empirical Estimation of Risk Measures and Related Quantities. (2003). Jones, Bruce ; Zitikis, Riardas. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:7:y:2003:i:4:p:44-54. Full description at Econpapers \|\| Download paper	48
18	2004	Optimal Investment Strategy to Minimize the Probability of Lifetime Ruin. (2004). Young, Virginia . In: North American Actuarial Journal. RePEc:taf:uaajxx:v:8:y:2004:i:4:p:106-126. Full description at Econpapers \|\| Download paper	47
19	2011	Longevity Hedging 101. (2011). Coughlan, Guy ; Dowd, Kevin ; Blake, David ; Cairns, Andrew ; Kumar, Sumit ; Ye, Yijing ; Khalaf-Allah, Marwa . In: North American Actuarial Journal. RePEc:taf:uaajxx:v:15:y:2011:i:2:p:150-176. Full description at Econpapers \|\| Download paper	47
20	2011	A Gravity Model of Mortality Rates for Two Related Populations. (2011). Dowd, Kevin ; Khalaf-Allah, Marwa ; Coughlan, Guy ; Blake, David ; Cairns, Andrew . In: North American Actuarial Journal. RePEc:taf:uaajxx:v:15:y:2011:i:2:p:334-356. Full description at Econpapers \|\| Download paper	46
21	2000	Valuing Equity-Indexed Annuities. (2000). Tiong, Serena . In: North American Actuarial Journal. RePEc:taf:uaajxx:v:4:y:2000:i:4:p:149-163. Full description at Econpapers \|\| Download paper	40
22	2000	Catastrophe Risk Bonds. (2000). Cox, Samuel ; Pedersen, Hal. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:4:y:2000:i:4:p:56-82. Full description at Econpapers \|\| Download paper	39
23	2000	The Integration of the Financial Services Industry. (2000). Berger, Allen . In: North American Actuarial Journal. RePEc:taf:uaajxx:v:4:y:2000:i:3:p:25-45. Full description at Econpapers \|\| Download paper	38
24	2014	On the Modeling and Forecasting of Socioeconomic Mortality Differentials: An Application to Deprivation and Mortality in England. (2014). Villegas, Andres ; Haberman, Steven. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:18:y:2014:i:1:p:168-193. Full description at Econpapers \|\| Download paper	38
25	2014	Developing Equity Release Markets: Risk Analysis for Reverse Mortgages and Home Reversions. (2014). Lai, Daniela ; Sherris, Michael ; Hanewald, Katja ; Cho, Daniel ; Chen, Hua ; Alai, Daniel . In: North American Actuarial Journal. RePEc:taf:uaajxx:v:18:y:2014:i:1:p:217-241. Full description at Econpapers \|\| Download paper	34
26	2011	Mortality Regimes and Pricing. (2011). Milidonis, Andreas ; Cox, Samuel ; Lin, Yijia. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:15:y:2011:i:2:p:266-289. Full description at Econpapers \|\| Download paper	34
27	2010	Modeling and Evaluating Insurance Losses Via Mixtures of Erlang Distributions. (2010). Lee, Simon ; Lin, X. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:14:y:2010:i:1:p:107-130. Full description at Econpapers \|\| Download paper	34
28	2000	Self-Annuitization and Ruin in Retirement. (2000). Milevsky, Moshe ; Robinson, Chris. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:4:y:2000:i:4:p:112-124. Full description at Econpapers \|\| Download paper	32
29	2009	Weighted Pricing Functionals With Applications to Insurance. (2009). Furman, Edward ; Zitikis, Riardas. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:13:y:2009:i:4:p:483-496. Full description at Econpapers \|\| Download paper	31
30	1998	An Actuarial Index of the Right-Tail Risk. (1998). Wang, Shaun . In: North American Actuarial Journal. RePEc:taf:uaajxx:v:2:y:1998:i:2:p:88-101. Full description at Econpapers \|\| Download paper	31
31	2004	Projecting Mortality Trends. (2004). Wong-Fupuy, Carlos ; Haberman, Steven. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:8:y:2004:i:2:p:56-83. Full description at Econpapers \|\| Download paper	29
32	2005	Modeling Surrender and Lapse Rates With Economic Variables. (2005). Kim, Changki. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:9:y:2005:i:4:p:56-70. Full description at Econpapers \|\| Download paper	29
33	2011	Mortality Measurement at Advanced Ages. (2011). Gavrilov, Leonid ; Gavrilova, Natalia . In: North American Actuarial Journal. RePEc:taf:uaajxx:v:15:y:2011:i:3:p:432-447. Full description at Econpapers \|\| Download paper	29
34	2007	On the Class of Erlang Mixtures with Risk Theoretic Applications. (2007). Willmot, Gordon ; Woo, Jae-Kyung. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:11:y:2007:i:2:p:99-115. Full description at Econpapers \|\| Download paper	28
35	2011	Explaining Mortality Dynamics. (2011). Hanewald, Katja . In: North American Actuarial Journal. RePEc:taf:uaajxx:v:15:y:2011:i:2:p:290-314. Full description at Econpapers \|\| Download paper	28
36	2010	Backtesting Stochastic Mortality Models. (2010). Dowd, Kevin ; Khalaf-Allah, Marwa ; Epstein, David ; Coughlan, Guy ; Blake, David ; Cairns, Andrew . In: North American Actuarial Journal. RePEc:taf:uaajxx:v:14:y:2010:i:3:p:281-298. Full description at Econpapers \|\| Download paper	28
37	2005	Credibility Using Copulas. (2005). Frees, Edward ; Wang, Ping. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:9:y:2005:i:2:p:31-48. Full description at Econpapers \|\| Download paper	26
38	2004	Optimal Investment for an Insurer to Minimize Its Probability of Ruin. (2004). Liu, Chi ; Yang, Hailiang. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:8:y:2004:i:2:p:11-31. Full description at Econpapers \|\| Download paper	25
39	2003	Equity-Indexed Life Insurance: Pricing and Reserving Using the Principle of Equivalent Utility. (2003). Young, Virginia . In: North American Actuarial Journal. RePEc:taf:uaajxx:v:7:y:2003:i:1:p:68-86. Full description at Econpapers \|\| Download paper	24
40	2003	Valuation of Equity-Indexed Annuities Under Stochastic Interest Rates. (2003). Lin, Sheldon X ; Tan, Ken Seng. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:7:y:2003:i:4:p:72-91. Full description at Econpapers \|\| Download paper	24
41	2014	A General Procedure for Constructing Mortality Models. (2014). Hunt, Andrew ; Blake, David. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:18:y:2014:i:1:p:116-138. Full description at Econpapers \|\| Download paper	24
42	2001	Optimal Annuitization Policies. (2001). Milevsky, Moshe Arye. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:5:y:2001:i:1:p:57-69. Full description at Econpapers \|\| Download paper	24
43	2003	Pricing Guaranteed Life Insurance Participating Policies with Annual Premiums and Surrender Option. (2003). Bacinello, Anna Rita . In: North American Actuarial Journal. RePEc:taf:uaajxx:v:7:y:2003:i:3:p:1-17. Full description at Econpapers \|\| Download paper	23
44	2009	Pricing Annuity Guarantees Under a Regime-Switching Model. (2009). Lin, X ; Yang, Hailiang ; Tan, Ken . In: North American Actuarial Journal. RePEc:taf:uaajxx:v:13:y:2009:i:3:p:316-332. Full description at Econpapers \|\| Download paper	23
45	2003	Geometric Brownian Motion Models for Assets and Liabilities: From Pension Funding to Optimal Dividends. (2003). Gerber, Hans ; Shiu, Elias. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:7:y:2003:i:3:p:37-51. Full description at Econpapers \|\| Download paper	22
46	2014	Modeling Period Effects in Multi-Population Mortality Models: Applications to Solvency II. (2014). Zhou, Rui ; Tan, Ken ; Li, Johnny ; Kaufhold, Kai ; Wang, Yujiao. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:18:y:2014:i:1:p:150-167. Full description at Econpapers \|\| Download paper	21
47	2005	Real Longevity Insurance with a Deductible: Introduction to Advanced-Life Delayed Annuities (ALDA). (2005). Milevsky, Moshe . In: North American Actuarial Journal. RePEc:taf:uaajxx:v:9:y:2005:i:4:p:109-122. Full description at Econpapers \|\| Download paper	21
48	2011	Predicting the Frequency and Amount of Health Care Expenditures. (2011). Frees, Edward ; Rosenberg, Marjorie ; Gao, Jie. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:15:y:2011:i:3:p:377-392. Full description at Econpapers \|\| Download paper	21
49	2014	The CBD Mortality Indexes: Modeling and Applications. (2014). Chan, Wai-Sum ; Li, Jackie. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:18:y:2014:i:1:p:38-58. Full description at Econpapers \|\| Download paper	21
50	2007	Absolute Ruin Probabilities in a Jump Diffusion Risk Model with Investment. (2007). Gerber, Hans ; Yang, Hailiang. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:11:y:2007:i:3:p:159-169. Full description at Econpapers \|\| Download paper	20

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

#	Year	Title	Cited
1	2009	A Quantitative Comparison of Stochastic Mortality Models Using Data From England and Wales and the United States. (2009). Cairns, Andrew ; Balevich, Igor ; Ong, Alen ; Epstein, David ; Coughlan, Guy ; Dowd, Kevin ; Blake, David. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:13:y:2009:i:1:p:1-35. Full description at Econpapers \|\| Download paper	23
2	1998	On the Time Value of Ruin. (1998). Gerber, Hans ; Shiu, Elias. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:2:y:1998:i:1:p:48-72. Full description at Econpapers \|\| Download paper	20
3	2003	Tail Conditional Expectations for Elliptical Distributions. (2003). Landsman, Zinoviy ; Valdez, Emiliano . In: North American Actuarial Journal. RePEc:taf:uaajxx:v:7:y:2003:i:4:p:55-71. Full description at Econpapers \|\| Download paper	18
4	2009	Strategies for Dividend Distribution: A Review. (2009). Avanzi, Benjamin. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:13:y:2009:i:2:p:217-251. Full description at Econpapers \|\| Download paper	18
5	2001	A Regime-Switching Model of Long-Term Stock Returns. (2001). Hardy, Mary . In: North American Actuarial Journal. RePEc:taf:uaajxx:v:5:y:2001:i:2:p:41-53. Full description at Econpapers \|\| Download paper	17
6	1998	Understanding Relationships Using Copulas. (1998). Frees, Edward ; Valdez, Emiliano . In: North American Actuarial Journal. RePEc:taf:uaajxx:v:2:y:1998:i:1:p:1-25. Full description at Econpapers \|\| Download paper	14
7	1999	Extreme Value Theory as a Risk Management Tool. (1999). Embrechts, Paul ; Samorodnitsky, Gennady ; Resnick, Sidney. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:3:y:1999:i:2:p:30-41. Full description at Econpapers \|\| Download paper	14
8	2021	Boosting Insights in Insurance Tariff Plans with Tree-Based Machine Learning Methods. (2021). Verbelen, Roel ; Antonio, Katrien ; Cote, Marie-Pier ; Henckaerts, Roel. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:25:y:2021:i:2:p:255-285. Full description at Econpapers \|\| Download paper	13
9	2014	Developing Equity Release Markets: Risk Analysis for Reverse Mortgages and Home Reversions. (2014). Lai, Daniela ; Sherris, Michael ; Hanewald, Katja ; Cho, Daniel ; Chen, Hua ; Alai, Daniel . In: North American Actuarial Journal. RePEc:taf:uaajxx:v:18:y:2014:i:1:p:217-241. Full description at Econpapers \|\| Download paper	10
10	2000	Catastrophe Risk Bonds. (2000). Cox, Samuel ; Pedersen, Hal. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:4:y:2000:i:4:p:56-82. Full description at Econpapers \|\| Download paper	10
11	1999	Application of Coherent Risk Measures to Capital Requirements in Insurance. (1999). Artzner, Philippe. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:3:y:1999:i:2:p:11-25. Full description at Econpapers \|\| Download paper	10
12	2005	Minimizing the Probability of Ruin When Claims Follow Brownian Motion with Drift. (2005). Promislow, David S ; Young, Virginia . In: North American Actuarial Journal. RePEc:taf:uaajxx:v:9:y:2005:i:3:p:110-128. Full description at Econpapers \|\| Download paper	9
13	2000	Valuing Equity-Indexed Annuities. (2000). Tiong, Serena . In: North American Actuarial Journal. RePEc:taf:uaajxx:v:4:y:2000:i:4:p:149-163. Full description at Econpapers \|\| Download paper	9
14	2017	Variable Annuities with VIX-Linked Fee Structure under a Heston-Type Stochastic Volatility Model. (2017). Cui, Zhenyu ; MacKay, Anne ; Feng, Runhuan. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:21:y:2017:i:3:p:458-483. Full description at Econpapers \|\| Download paper	9
15	2012	Asymptotic Analysis of Multivariate Tail Conditional Expectations. (2012). Zhu, LI ; Li, Haijun. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:16:y:2012:i:3:p:350-363. Full description at Econpapers \|\| Download paper	8
16	2006	On Optimal Dividend Strategies In The Compound Poisson Model. (2006). Gerber, Hans ; Shiu, Elias. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:10:y:2006:i:2:p:76-93. Full description at Econpapers \|\| Download paper	8
17	2011	Measuring Basis Risk in Longevity Hedges. (2011). Li, Johnny ; Hardy, Mary . In: North American Actuarial Journal. RePEc:taf:uaajxx:v:15:y:2011:i:2:p:177-200. Full description at Econpapers \|\| Download paper	8
18	2021	Extreme Data Breach Losses: An Alternative Approach to Estimating Probable Maximum Loss for Data Breach Risk. (2021). Jung, Kwangmin. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:25:y:2021:i:4:p:580-603. Full description at Econpapers \|\| Download paper	7
19	2020	Can Automobile Insurance Telematics Predict the Risk of Near-Miss Events?. (2020). Nielsen, Jens Perch ; Guillen, Montserrat ; Elpidorou, Valandis ; Prez-Marn, Ana M. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:24:y:2020:i:1:p:141-152. Full description at Econpapers \|\| Download paper	7
20	2010	Modeling and Evaluating Insurance Losses Via Mixtures of Erlang Distributions. (2010). Lee, Simon ; Lin, X. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:14:y:2010:i:1:p:107-130. Full description at Econpapers \|\| Download paper	7
21	2015	Multistate Actuarial Models of Functional Disability. (2015). Fong, Joelle H ; Sherris, Michael ; Shao, Adam W. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:19:y:2015:i:1:p:41-59. Full description at Econpapers \|\| Download paper	6
22	2007	Markov Aging Process and Phase-Type Law of Mortality. (2007). Lin, X ; Liu, Xiaoming. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:11:y:2007:i:4:p:92-109. Full description at Econpapers \|\| Download paper	6
23	2010	A Direct Approach to the Discounted Penalty Function. (2010). Albrecher, Hansjorg ; Yang, Hailiang ; Gerber, Hans. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:14:y:2010:i:4:p:420-434. Full description at Econpapers \|\| Download paper	6
24	2019	Cybersecurity Insurance: Modeling and Pricing. (2019). Hua, Lei ; Xu, Maochao. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:23:y:2019:i:2:p:220-249. Full description at Econpapers \|\| Download paper	6
25	2000	The Lee-Carter Method for Forecasting Mortality, with Various Extensions and Applications. (2000). Lee, Ronald. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:4:y:2000:i:1:p:80-91. Full description at Econpapers \|\| Download paper	6
26	2018	The Annuity Puzzle and an Outline of Its Solution. (2018). Oguledo, Victor I ; Ramsay, Colin M. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:22:y:2018:i:4:p:623-645. Full description at Econpapers \|\| Download paper	5
27	2011	Markovian Approaches to Joint-Life Mortality. (2011). Ji, Min ; Li, Johnny Siu-Hang ; Hardy, Mary . In: North American Actuarial Journal. RePEc:taf:uaajxx:v:15:y:2011:i:3:p:357-376. Full description at Econpapers \|\| Download paper	5
28	2017	Policyholder Exercise Behavior in Life Insurance: The State of Affairs. (2017). Bauer, Daniel ; Zhu, Nan ; Ulm, Eric R ; Moenig, Thorsten ; Gao, Jin . In: North American Actuarial Journal. RePEc:taf:uaajxx:v:21:y:2017:i:4:p:485-501. Full description at Econpapers \|\| Download paper	5
29	2011	Predicting the Frequency and Amount of Health Care Expenditures. (2011). Frees, Edward ; Rosenberg, Marjorie ; Gao, Jie. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:15:y:2011:i:3:p:377-392. Full description at Econpapers \|\| Download paper	5
30	2003	Valuation of Equity-Indexed Annuities Under Stochastic Interest Rates. (2003). Lin, Sheldon X ; Tan, Ken Seng. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:7:y:2003:i:4:p:72-91. Full description at Econpapers \|\| Download paper	5
31	2006	On The Expected Discounted Penalty function for LÃÂ©vy Risk Processes. (2006). Garrido, Jose ; Morales, Manuel. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:10:y:2006:i:4:p:196-216. Full description at Econpapers \|\| Download paper	5
32	2007	On the Class of Erlang Mixtures with Risk Theoretic Applications. (2007). Willmot, Gordon ; Woo, Jae-Kyung. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:11:y:2007:i:2:p:99-115. Full description at Econpapers \|\| Download paper	5
33	2006	Optimal Dividends In An Ornstein-Uhlenbeck Type Model With Credit And Debit Interest. (2006). Cai, Jun ; Yang, Hailiang ; Gerber, Hans. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:10:y:2006:i:2:p:94-108. Full description at Econpapers \|\| Download paper	5
34	2005	Modeling Surrender and Lapse Rates With Economic Variables. (2005). Kim, Changki. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:9:y:2005:i:4:p:56-70. Full description at Econpapers \|\| Download paper	5
35	2014	On the Modeling and Forecasting of Socioeconomic Mortality Differentials: An Application to Deprivation and Mortality in England. (2014). Villegas, Andres ; Haberman, Steven. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:18:y:2014:i:1:p:168-193. Full description at Econpapers \|\| Download paper	4
36	2018	Potential Ã¢â¬ÅSavingsÃ¢â¬Â of Medicare: The Analysis of Medicare Advantage and Accountable Care Organizations. (2018). Brockett, Patrick L ; Yang, Charles C ; Golden, Linda L. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:22:y:2018:i:3:p:458-472. Full description at Econpapers \|\| Download paper	4
37	2009	Weighted Pricing Functionals With Applications to Insurance. (2009). Furman, Edward ; Zitikis, Riardas. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:13:y:2009:i:4:p:483-496. Full description at Econpapers \|\| Download paper	4
38	2021	A Multi-population Approach to Forecasting All-Cause Mortality Using Cause-of-Death Mortality Data. (2021). Melenberg, Bertrand ; de Waegenaere, Anja ; Lyu, Pintao. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:25:y:2021:i:s1:p:s421-s456. Full description at Econpapers \|\| Download paper	4
39	2021	Price Index Insurances in the Agriculture Markets. (2021). Wang, Meng ; Assa, Hirbod. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:25:y:2021:i:2:p:286-311. Full description at Econpapers \|\| Download paper	4
40	2017	A Flexible Bayesian Nonparametric Model for Predicting Future Insurance Claims. (2017). Hong, Liang ; Martin, Ryan. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:21:y:2017:i:2:p:228-241. Full description at Econpapers \|\| Download paper	4
41	2018	CEO Overconfidence and Earnings Management: Evidence from Property-Liability Insurers Loss Reserves. (2018). Berry-Stolzle, Thomas R ; Xu, Jianren ; Eastman, Evan M. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:22:y:2018:i:3:p:380-404. Full description at Econpapers \|\| Download paper	4
42	2000	Why Men Die Younger. (2000). Kalben, Barbara. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:4:y:2000:i:4:p:83-111. Full description at Econpapers \|\| Download paper	4
43	2009	Pricing Annuity Guarantees Under a Regime-Switching Model. (2009). Lin, X ; Yang, Hailiang ; Tan, Ken . In: North American Actuarial Journal. RePEc:taf:uaajxx:v:13:y:2009:i:3:p:316-332. Full description at Econpapers \|\| Download paper	4
44	2011	Actuarial Applications of Epidemiological Models. (2011). Feng, Runhuan ; Garrido, Jose. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:15:y:2011:i:1:p:112-136. Full description at Econpapers \|\| Download paper	4
45	2003	Modeling Catastrophes and their Impact on Insurance Portfolios. (2003). Cossette, Helene ; Marceau, Etienne ; Duchesne, Thierry. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:7:y:2003:i:4:p:1-22. Full description at Econpapers \|\| Download paper	4
46	2011	Mortality Regimes and Pricing. (2011). Milidonis, Andreas ; Cox, Samuel ; Lin, Yijia. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:15:y:2011:i:2:p:266-289. Full description at Econpapers \|\| Download paper	4
47	2003	Economic Capital Allocation Derived from Risk Measures. (2003). Dhaene, Jan ; Kaas, Rob ; Goovaerts, Mark. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:7:y:2003:i:2:p:44-56. Full description at Econpapers \|\| Download paper	4
48	2005	Real Longevity Insurance with a Deductible: Introduction to Advanced-Life Delayed Annuities (ALDA). (2005). Milevsky, Moshe . In: North American Actuarial Journal. RePEc:taf:uaajxx:v:9:y:2005:i:4:p:109-122. Full description at Econpapers \|\| Download paper	4
49	2014	A General Procedure for Constructing Mortality Models. (2014). Hunt, Andrew ; Blake, David. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:18:y:2014:i:1:p:116-138. Full description at Econpapers \|\| Download paper	4
50	2020	Data Clustering with Actuarial Applications. (2020). Valdez, Emiliano A ; Gan, Guojun. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:24:y:2020:i:2:p:168-186. Full description at Econpapers \|\| Download paper	4

Citing documents used to compute impact factor: 43

Year	Title
2023	Managed care or carefully managed? Management of underwriting profitability by health insurers. (2023). Sirmans, Tice E ; Eastman, Evan M ; Born, Patricia H. In: The Geneva Papers on Risk and Insurance - Issues and Practice. RePEc:pal:gpprii:v:48:y:2023:i:1:d:10.1057_s41288-021-00239-1. Full description at Econpapers \|\| Download paper
2023	Joint life care annuities to help retired couples to finance the cost of long-term care. (2023). VIDAL-MELIA, CARLOS ; Perez-Salamero, Juan Manuel ; Ventura-Marco, 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	A Credibility Index Approach for Effective a Posteriori Ratemaking with Large Insurance Portfolios. (2022). Lin, Sheldon X ; Badescu, Andrei L ; Vanegas, Sebastian Calcetero. In: Papers. RePEc:arx:papers:2211.06568. Full description at Econpapers \|\| Download paper
2023	Deep quantile and deep composite triplet regression. (2023). Wuthrich, Mario V ; Merz, Michael ; Fissler, Tobias. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:109:y:2023:i:c:p:94-112. Full description at Econpapers \|\| Download paper
2023	Claim Reserving via Inverse Probability Weighting: A Micro-Level Chain-Ladder Method. (2023). Lin, Sheldon X ; Badescu, Andrei L ; Calcetero-Vanegas, Sebastian. In: Papers. RePEc:arx:papers:2307.10808. Full description at Econpapers \|\| Download paper
2023	An innovative tool for cost control under fragmented scenarios: The container freight index microinsurance. (2023). Yang, MO ; Wang, Xuanhe ; Xiang, Zhiyuan ; Yu, Fangping ; Kuang, Haibo. In: Transportation Research Part E: Logistics and Transportation Review. RePEc:eee:transe:v:169:y:2023:i:c:s1366554522003520. Full description at Econpapers \|\| Download paper
2023	Two-phase selection of representative contracts for valuation of large variable annuity portfolios. (2023). Weng, Chengguo ; Saunders, David ; Jiang, Ruihong. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:113:y:2023:i:c:p:293-309. Full description at Econpapers \|\| Download paper
2023	Hedging longevity risk in defined contribution pension schemes. (2023). Wang, Yongjie ; Ewald, Christian-Oliver ; Agarwal, Ankush. In: Computational Management Science. RePEc:spr:comgts:v:20:y:2023:i:1:d:10.1007_s10287-023-00440-8. Full description at Econpapers \|\| Download paper
2023	Cyber Insurance Risk: Reporting Delays, Third-Party Cyber Events, and Changes in Reporting Propensity -- An Analysis Using Data Breaches Published by U.S. State Attorneys General. (2023). Wong, Bernard ; Taylor, Greg ; Tan, Xingyun ; Avanzi, Benjamin. In: Papers. RePEc:arx:papers:2310.04786. Full description at Econpapers \|\| Download paper
2023	Censoring heavy-tail count distributions for parameter estimation with an application to stable distributions. (2023). Pratelli, Luca ; Pisani, Caterina ; Marcheselli, Marzia ; di Noia, Antonio. In: Statistics & Probability Letters. RePEc:eee:stapro:v:202:y:2023:i:c:s016771522300127x. Full description at Econpapers \|\| Download paper
2023	On an Optimal Stopping Problem with a Discontinuous Reward. (2023). Vachon, Marie-Claude ; MacKay, Anne. In: Papers. RePEc:arx:papers:2311.03538. Full description at Econpapers \|\| Download paper
2023	Intergenerational actuarial fairness when longevity increases: Amending the retirement age. (2023). Palmer, Edward ; Holzmann, Robert ; Ayuso, Mercedes ; Bravo, Jorge M. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:113:y:2023:i:c:p:161-184. Full description at Econpapers \|\| Download paper
2023	Optimal longevity risk transfer under asymmetric information. (2023). Schultze, Mark B ; Li, Hong ; Chen, AN. In: Economic Modelling. RePEc:eee:ecmode:v:120:y:2023:i:c:s0264999322004163. Full description at Econpapers \|\| Download paper
2023	Using particle swarm optimization and genetic algorithms for optimal control of non-linear fractional-order chaotic system of cancer cells. (2023). Hejazi, Reza S ; Mohammadi, Shaban. In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:206:y:2023:i:c:p:538-560. Full description at Econpapers \|\| Download paper
2023	Hedging longevity risk under non-Gaussian state-space stochastic mortality models: A mean-variance-skewness-kurtosis approach. (2023). Chan, Wai-Sum ; Liu, Yanxin. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:113:y:2023:i:c:p:96-121. Full description at Econpapers \|\| Download paper
2023	On Risk Management of Mortality and Longevity Capital Requirement: A Predictive Simulation Approach. (2023). Zhou, Kenneth Q ; Yang, Shuai. In: Risks. RePEc:gam:jrisks:v:11:y:2023:i:12:p:206-:d:1288573. 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	Inequality in the golden years: Wealth gradients in disability-free and work-free longevity in the United States. (2023). Welch, Tyler Q ; Mukherjee, Anita ; Bavafa, Hessam. In: Journal of Health Economics. RePEc:eee:jhecon:v:92:y:2023:i:c:s0167629623000978. Full description at Econpapers \|\| Download paper
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	Conditional mean risk sharing of losses at occurrence time in the compound Poisson surplus model. (2023). Robert, Christian Y ; Denuit, Michel. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:112:y:2023:i:c:p:23-32. Full description at Econpapers \|\| Download paper
2023	Pricing extreme mortality risk in the wake of the COVID-19 pandemic. (2023). Yuan, Zhongyi ; Tang, Qihe ; Liu, Haibo. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:108:y:2023:i:c:p:84-106. Full description at Econpapers \|\| Download paper
2023	. Full description at Econpapers \|\| Download paper
2023	Do InsurTech startups disrupt the insurance industry?. (2023). , Vincent. In: Finance Research Letters. RePEc:eee:finlet:v:57:y:2023:i:c:s1544612323005925. Full description at Econpapers \|\| Download paper
2023	Weather Conditions and Telematics Panel Data in Monthly Motor Insurance Claim Frequency Models. (2023). Aguer, Giselle ; Gamez, Lorena Rey ; Perez-Marin, Ana M ; Guillen, Montserrat ; Torra, Jan Reig. In: Risks. RePEc:gam:jrisks:v:11:y:2023:i:3:p:57-:d:1092483. 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	The Impact of Medical Insurance Payment Policy Reform on Medical Cost and Medical Burden in China. (2023). Chen, Zhensheng ; Gan, Xiaoqing ; Lu, Qianhong. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:3:p:1836-:d:1039671. Full description at Econpapers \|\| Download paper
2023	A Cox model for gradually disappearing events. (2022). Dassios, Angelos ; Zhao, Hongbiao ; Qu, Yan ; Jang, Jiwook. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:112754. 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	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	Partial Information Breeds Systemic Risk. (2023). Sun, Li-Hsien ; Huang, Yu-Jui. In: Papers. RePEc:arx:papers:2312.04045. Full description at Econpapers \|\| Download paper
2023	Thirty years on: A review of the LeeâCarter method for forecasting mortality. (2023). Booth, Heather ; Camarda, Carlo Giovanni ; Basellini, Ugofilippo. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:3:p:1033-1049. Full description at Econpapers \|\| Download paper
2023	Machine Learning with High-Cardinality Categorical Features in Actuarial Applications. (2023). Wong, Bernard ; Wang, Melantha ; Taylor, Greg ; Avanzi, Benjamin. In: Papers. RePEc:arx:papers:2301.12710. Full description at Econpapers \|\| Download paper
2023	Modelling economic losses from earthquakes using regression forests: Application to parametric insurance. (2023). Liu, Yifei ; Zhang, Minghui ; Gu, Zheng. In: Economic Modelling. RePEc:eee:ecmode:v:125:y:2023:i:c:s0264999323001621. Full description at Econpapers \|\| Download paper
2023	. Full description at Econpapers \|\| Download paper
2023	Machine Learning in Forecasting Motor Insurance Claims. (2023). Zaganidis, Emmanouil ; Papadimitriou, Theophilos ; Gogas, Periklis ; Poufinas, Thomas. In: Risks. RePEc:gam:jrisks:v:11:y:2023:i:9:p:164-:d:1242230. Full description at Econpapers \|\| Download paper
2023	. Full description at Econpapers \|\| Download paper
2023	Neural networks for insurance pricing with frequency and severity data: a benchmark study from data preprocessing to technical tariff. (2023). Antonio, Katrien ; Henckaerts, Roel ; Holvoet, Freek. In: Papers. RePEc:arx:papers:2310.12671. Full description at Econpapers \|\| Download paper
2023	Cyber Loss Model Risk Translates to Premium Mispricing and Risk Sensitivity. (2022). Peters, Gareth W ; Jang, Jiwook ; Truck, Stefan ; Sofronov, Georgy ; Shevchenko, Pavel V ; Malavasi, Matteo. In: Papers. RePEc:arx:papers:2202.10588. Full description at Econpapers \|\| Download paper
2023	Cyber loss model risk translates to premium mispricing and risk sensitivity. (2023). Jang, Jiwook ; Truck, Stefan ; Shevchenko, Pavel V ; Sofronov, Georgy ; Malavasi, Matteo ; Peters, Gareth W. In: The Geneva Papers on Risk and Insurance - Issues and Practice. RePEc:pal:gpprii:v:48:y:2023:i:2:d:10.1057_s41288-023-00285-x. 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	A parsimonious neural network approach to solve portfolio optimization problems without using dynamic programming. (2023). Li, Yuying ; Forsyth, Peter A ; van Staden, Pieter M. In: Papers. RePEc:arx:papers:2303.08968. Full description at Econpapers \|\| Download paper
2023	Machine Learning and Hamilton-Jacobi-Bellman Equation for Optimal Decumulation: a Comparison Study. (2023). Li, Yuying ; Forsyth, Peter A ; Shirazi, Mohammad ; Chen, Marc. In: Papers. RePEc:arx:papers:2306.10582. Full description at Econpapers \|\| Download paper

Recent citations

Recent citations received in 2023

Year	Citing document
2023	Measuring Discrete Risks on Infinite Domains: Theoretical Foundations, Conditional Five Number Summaries, and Data Analyses. (2023). Zitikis, Ricardas ; Brazauskas, Vytaras ; Yu, Daoping. In: Papers. RePEc:arx:papers:2304.02723. Full description at Econpapers \|\| Download paper

Recent citations received in 2022

Year	Citing document
2022	Dynamic conditional mean risk sharing in the compound Poisson surplus model. (2022). Robert, Christian Y ; Denuit, Michel. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2022034. Full description at Econpapers \|\| Download paper
2022	Optimal performance of a tontine overlay subject to withdrawal constraints. (2022). Westmacott, G ; Vetzal, Kenneth R ; Forsyth, Peter A. In: Papers. RePEc:arx:papers:2211.10509. Full description at Econpapers \|\| Download paper
2022	Using a realist lens to understand the Victorian Family Preservation and Reunification Response in the first year of implementation â Towards a better understanding of practice. (2022). Skouteris, Helen ; Miller, Robyn ; Carolan, Erin ; Halfpenny, Nick ; Savaglio, Melissa ; Blewitt, Claire ; Morris, Heather. In: Children and Youth Services Review. RePEc:eee:cysrev:v:143:y:2022:i:c:s0190740922002997. Full description at Econpapers \|\| Download paper
2022	Maximum weighted likelihood estimator for robust heavy-tail modelling of finite mixture models. (2022). Fung, Tsz Chai. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:107:y:2022:i:c:p:180-198. Full description at Econpapers \|\| Download paper
2022	The gender reveal: The effect of sons on young fathersâ criminal behavior and labor market activities. (2022). Kirchmaier, Tom ; Diegmann, Andre ; Dasgupta, Kabir ; Plum, Alexander. In: Labour Economics. RePEc:eee:labeco:v:78:y:2022:i:c:s0927537122001142. Full description at Econpapers \|\| Download paper

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	Deep Quantile and Deep Composite Model Regression. (2021). Wuthrich, Mario V ; Merz, Michael ; Fissler, Tobias. In: Papers. RePEc:arx:papers:2112.03075. Full description at Econpapers \|\| Download paper
2021	Multivariate matrix-exponential affine mixtures and their applications in risk theory. (2021). Woo, Jae-Kyung ; Peralta, Oscar. In: Papers. RePEc:arx:papers:2201.11122. Full description at Econpapers \|\| Download paper
2021	Intergenerational Actuarial Fairness when Longevity Increases: Amending the Retirement Age. (2021). Palmer, Edward ; Holzmann, Robert ; Ayuso, Mercedes ; Miguelbravo, Jorge. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9408. Full description at Econpapers \|\| Download paper
2021	Addressing the life expectancy gap in pension policy. (2021). Palmer, Edward ; Holzmann, Robert ; Ayuso, Mercedes ; Bravo, Jorge M. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:99:y:2021:i:c:p:200-221. Full description at Econpapers \|\| Download paper
2021	A combined analysis of hedge effectiveness and capital efficiency in longevity hedging. (2021). Russ, Jochen ; Freimann, Arne ; Borger, Matthias . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:99:y:2021:i:c:p:309-326. Full description at Econpapers \|\| Download paper
2021	Longevity risk and capital markets: The 2019-20 update. (2021). , Andrew ; Blake, David. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:99:y:2021:i:c:p:395-439. Full description at Econpapers \|\| Download paper
2021	Pooling mortality risk in Eurozone state pension liabilities: An application of a Bayesian coherent multi-population cohort-based mortality model. (2021). Wang, Po-Lin ; McCarthy, David G. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:99:y:2021:i:c:p:459-485. Full description at Econpapers \|\| Download paper
2021	Automatic Indexation of the Pension Age to Life Expectancy: When Policy Design Matters. (2021). Holzmann, Robert ; Bravo, Jorge ; Ayuso, Mercedes ; Palmer, Edward. In: Risks. RePEc:gam:jrisks:v:9:y:2021:i:5:p:96-:d:554249. Full description at Econpapers \|\| Download paper

Recent citations received in 2020

Year	Citing document
2020	Ultimate behavior of conditional mean risk sharing for independent compound Panjer-Katz sums with gamma and Pareto severities. (2020). Robert, C Y ; Denuit, M. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2020014. Full description at Econpapers \|\| Download paper
2020	Will genetic test results be monetized in life insurance?. (2020). Thomas, Guy R ; Tapadar, Pradip ; MacDonald, Angus S ; Kleinow, Torsten ; Haariz, Oytun. In: Risk Management and Insurance Review. RePEc:bla:rmgtin:v:23:y:2020:i:4:p:379-399. Full description at Econpapers \|\| Download paper
2020	Incorporating crossed classification credibility into the LeeÃ¢â¬âCarter model for multi-population mortality data. (2020). Pitselis, Georgios ; Bozikas, Apostolos. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:93:y:2020:i:c:p:353-368. Full description at Econpapers \|\| Download paper

10 most frequent citing series

#	Series	H	Cites
1	Insurance: Mathematics and Economics / Elsevier	55	513
2	Papers / arXiv.org	88	260
3	Risks / MDPI	17	199
4			93
5	Methodology and Computing in Applied Probability / Springer	15	49
6	Journal of Risk & Insurance / The American Risk and Insurance Association	43	39
7	European Journal of Operational Research / Elsevier	130	35
8	LIDAM Discussion Papers ISBA / UniversitÃ© catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA)	12	27
9	The Geneva Papers on Risk and Insurance - Issues and Practice / Palgrave Macmillan	25	25
10	The North American Journal of Economics and Finance / Elsevier	46	21
11	LSE Research Online Documents on Economics / London School of Economics and Political Science, LSE Library	131	20