[Raw data] [50 most cited papers] [50 most relevant papers] [cites used to compute IF] [Recent citations ][Frequent citing series ] [more data in EconPapers] [trace new citations] [Missing citations? Add them now] [Incorrect content? Let us know]
IF | AIF | CIF | IF5 | DOC | CDO | CIT | NCI | CCU | D2Y | C2Y | D5Y | C5Y | SC | %SC | CiY | II | AII | |
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 | 645 | 4 | 6 | 87 | 2 | 87 | 2 | 0 | 2 | 0.02 | 0.13 | |
1999 | 0.05 | 0.31 | 0.07 | 0.05 | 102 | 285 | 217 | 19 | 25 | 183 | 10 | 183 | 10 | 0 | 8 | 0.08 | 0.15 | |
2000 | 0.07 | 0.36 | 0.08 | 0.06 | 84 | 369 | 369 | 29 | 54 | 198 | 13 | 285 | 18 | 0 | 5 | 0.06 | 0.16 | |
2001 | 0.06 | 0.39 | 0.07 | 0.07 | 74 | 443 | 240 | 28 | 83 | 186 | 11 | 369 | 24 | 0 | 1 | 0.01 | 0.17 | |
2002 | 0.09 | 0.41 | 0.11 | 0.1 | 46 | 489 | 104 | 53 | 136 | 158 | 15 | 443 | 45 | 0 | 2 | 0.04 | 0.21 | |
2003 | 0.04 | 0.44 | 0.1 | 0.1 | 52 | 541 | 393 | 54 | 190 | 120 | 5 | 402 | 40 | 0 | 4 | 0.08 | 0.22 | |
2004 | 0.18 | 0.5 | 0.14 | 0.11 | 55 | 596 | 201 | 84 | 274 | 98 | 18 | 358 | 39 | 1 | 1.2 | 0 | 0.22 | |
2005 | 0.17 | 0.51 | 0.13 | 0.11 | 53 | 649 | 309 | 86 | 360 | 107 | 18 | 311 | 33 | 0 | 5 | 0.09 | 0.24 | |
2006 | 0.18 | 0.51 | 0.15 | 0.14 | 58 | 707 | 196 | 104 | 464 | 108 | 19 | 280 | 39 | 0 | 0 | 0.23 | ||
2007 | 0.13 | 0.46 | 0.11 | 0.14 | 69 | 776 | 326 | 88 | 552 | 111 | 14 | 264 | 36 | 0 | 2 | 0.03 | 0.2 | |
2008 | 0.14 | 0.49 | 0.22 | 0.2 | 41 | 817 | 89 | 176 | 729 | 127 | 18 | 287 | 57 | 0 | 0 | 0.23 | ||
2009 | 0.16 | 0.48 | 0.23 | 0.17 | 34 | 851 | 414 | 196 | 926 | 110 | 18 | 276 | 48 | 1 | 0.5 | 3 | 0.09 | 0.24 |
2010 | 0.23 | 0.49 | 0.21 | 0.22 | 33 | 884 | 148 | 186 | 1113 | 75 | 17 | 255 | 55 | 0 | 2 | 0.06 | 0.21 | |
2011 | 0.37 | 0.52 | 0.22 | 0.21 | 33 | 917 | 302 | 204 | 1317 | 67 | 25 | 235 | 49 | 1 | 0.5 | 19 | 0.58 | 0.24 |
2012 | 0.27 | 0.52 | 0.24 | 0.27 | 15 | 932 | 46 | 227 | 1544 | 66 | 18 | 210 | 56 | 0 | 0 | 0.22 | ||
2013 | 0.4 | 0.56 | 0.29 | 0.35 | 22 | 954 | 78 | 275 | 1820 | 48 | 19 | 156 | 55 | 0 | 1 | 0.05 | 0.24 | |
2014 | 0.19 | 0.55 | 0.2 | 0.34 | 30 | 984 | 218 | 200 | 2020 | 37 | 7 | 137 | 47 | 0 | 3 | 0.1 | 0.23 | |
2015 | 0.5 | 0.55 | 0.28 | 0.41 | 23 | 1007 | 70 | 277 | 2297 | 52 | 26 | 133 | 54 | 0 | 2 | 0.09 | 0.23 | |
2016 | 0.45 | 0.53 | 0.29 | 0.37 | 28 | 1035 | 44 | 304 | 2601 | 53 | 24 | 123 | 46 | 0 | 1 | 0.04 | 0.21 | |
2017 | 0.24 | 0.54 | 0.24 | 0.32 | 35 | 1070 | 115 | 251 | 2853 | 51 | 12 | 118 | 38 | 9 | 3.6 | 3 | 0.09 | 0.22 |
2018 | 0.27 | 0.55 | 0.3 | 0.35 | 32 | 1102 | 85 | 325 | 3179 | 63 | 17 | 138 | 48 | 0 | 7 | 0.22 | 0.24 | |
2019 | 0.36 | 0.57 | 0.29 | 0.37 | 33 | 1135 | 69 | 330 | 3509 | 67 | 24 | 148 | 55 | 0 | 6 | 0.18 | 0.23 | |
2020 | 0.34 | 0.68 | 0.32 | 0.33 | 39 | 1174 | 59 | 381 | 3890 | 65 | 22 | 151 | 50 | 0 | 3 | 0.08 | 0.32 | |
2021 | 0.33 | 0.81 | 0.39 | 0.38 | 59 | 1233 | 78 | 480 | 4370 | 72 | 24 | 167 | 63 | 0 | 36 | 0.61 | 0.3 | |
2022 | 0.38 | 0.86 | 0.29 | 0.39 | 31 | 1264 | 26 | 370 | 4740 | 98 | 37 | 198 | 78 | 0 | 5 | 0.16 | 0.26 | |
2023 | 0.43 | 0.92 | 0.24 | 0.32 | 42 | 1306 | 6 | 319 | 5059 | 90 | 39 | 194 | 63 | 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 |
# | 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 | 281 |
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 | 253 |
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 | 191 |
4 | 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 | 120 |
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 | 120 |
6 | 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 |
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 | 115 |
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 | 92 |
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 | 90 |
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 | 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 | 71 |
12 | 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 | 70 |
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 | 61 |
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 | 59 |
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 | 52 |
16 | 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 | 51 |
17 | 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 | 50 |
18 | 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 |
19 | 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 | 47 |
20 | 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 |
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 | 40 |
23 | 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 | 39 |
24 | 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 |
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 | 35 |
26 | 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 |
27 | 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 |
28 | 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 | 33 |
29 | 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 |
30 | 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 | 31 |
31 | 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 |
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 | 29 |
33 | 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 |
34 | 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 |
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 | 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 | 27 |
38 | 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 | 27 |
39 | 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 | 25 |
40 | 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 |
41 | 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 | 24 |
42 | 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 |
43 | 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 |
44 | 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 |
45 | 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 | 22 |
46 | 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 | 22 |
47 | 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 |
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 | 21 |
49 | 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 |
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 |
# | 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 | 28 |
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 | 22 |
3 | 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 | 22 |
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 | 21 |
5 | 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 | 20 |
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 | 20 |
7 | 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 |
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 | 16 |
9 | 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 | 12 |
10 | 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 | 12 |
11 | 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 | 11 |
12 | 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 | 11 |
13 | 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 | 11 |
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 | 9 |
15 | 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 |
16 | 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 | 8 |
17 | 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 |
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 | 8 |
19 | 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 |
20 | 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 | 7 |
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 | 7 |
22 | 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 | 7 |
23 | 2014 | Keeping Some Skin in the Game: How to Start a Capital Market in Longevity Risk Transfers. (2014). Biffis, Enrico ; Blake, David. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:18:y:2014:i:1:p:14-21. Full description at Econpapers || Download paper | 6 |
24 | 2006 | On The Expected Discounted Penalty function for Lévy 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 | 6 |
25 | 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 | 6 |
26 | 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 |
27 | 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 |
28 | 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 |
29 | 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 | 6 |
30 | 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 |
31 | 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 | 6 |
32 | 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 | 6 |
33 | 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 | 5 |
34 | 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 | 5 |
35 | 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 | 5 |
36 | 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 |
37 | 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 | 5 |
38 | 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 |
39 | 2022 | Usage-Based InsuranceâImpact on Insurers and Potential Implications for InsurTech. (2022). Xu, Jianren ; Liebenberg, Andre ; Che, Xin. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:26:y:2022:i:3:p:428-455. Full description at Econpapers || Download paper | 5 |
40 | 2021 | Constructing Out-of-the-Money Longevity Hedges Using Parametric Mortality Indexes. (2021). Zhou, Kenneth Q ; Balasooriya, Uditha ; Li, Jackie. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:25:y:2021:i:s1:p:s341-s372. Full description at Econpapers || Download paper | 5 |
41 | 2016 | Testing Alternative Regression Frameworks for Predictive Modeling of Health Care Costs. (2016). Duncan, I ; Ludkovski, M ; Loginov, M. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:20:y:2016:i:1:p:65-87. Full description at Econpapers || Download paper | 5 |
42 | 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 | 5 |
43 | 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 |
44 | 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 |
45 | 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 | 4 |
46 | 2019 | Optimal Control of DC Pension Plan Management under Two Incentive Schemes. (2019). Ma, Ming ; Liu, Yang ; Liang, Zongxia ; He, Lin. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:23:y:2019:i:1:p:120-141. Full description at Econpapers || Download paper | 4 |
47 | 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 |
48 | 2022 | Joint Extremes in Temperature and Mortality: A Bivariate POT Approach. (2022). Tang, Qihe ; Li, Han. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:26:y:2022:i:1:p:43-63. 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 | 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 | 4 |
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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 | 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 | 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 | 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 | . 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 | 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 | 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). Holzmann, Robert ; Ayuso, Mercedes ; Bravo, Jorge M ; Palmer, Edward. 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 | 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 | 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 | |
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 | 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 | 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 | 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 | 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 |
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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 |
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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 |
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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 |
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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 Leeââ¬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 |