Citation analysis for ASTIN Bulletin / Cambridge University Press

Citation Profile [Updated: 2025-11-20 18:08:17]

5 Years H Index

Impact Factor (IF)

0.58

5 Years IF

0.58

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	144		0	50		118			0		0	0.05
1991	0	0.11	0	0	25	46	189		0	46		120			0		0	0.06
1992	0	0.12	0	0	22	68	61		0	46		116			0		0	0.06
1993	0.02	0.13	0.02	0.01	20	88	207	2	2	47	1	118	1		0		0	0.06
1994	0.02	0.14	0.1	0.03	27	115	147	11	13	42	1	113	3		0		0	0.06
1995	0.21	0.22	0.32	0.1	16	131	59	42	55	47	10	115	12		0	1	0.06	0.09
1996	0.09	0.25	0.25	0.09	24	155	419	38	93	43	4	110	10		0		0	0.11
1997	0.13	0.24	0.18	0.11	30	185	253	34	127	40	5	109	12		0		0	0.11
1998	0.17	0.27	0.24	0.1	23	208	126	49	176	54	9	117	12	1	2	1	0.04	0.13
1999	0.09	0.29	0.34	0.18	27	235	142	81	257	53	5	120	22		0		0	0.14
2000	0.16	0.34	0.26	0.16	24	259	176	67	324	50	8	120	19		0	2	0.08	0.16
2001	0.08	0.38	0.21	0.17	23	282	172	60	384	51	4	128	22		0		0	0.17
2002	0.11	0.39	0.32	0.1	23	305	191	96	481	47	5	127	13		0	1	0.04	0.2
2003	0.22	0.43	0.29	0.18	31	336	267	99	580	46	10	120	21		0	3	0.1	0.21
2004	0.22	0.47	0.27	0.2	29	365	137	97	677	54	12	128	25		0	1	0.03	0.21
2005	0.15	0.5	0.29	0.19	31	396	192	113	790	60	9	130	25	2	1.8	1	0.03	0.23
2006	0.07	0.49	0.28	0.16	29	425	370	121	911	60	4	137	22	6	5	6	0.21	0.22
2007	0.17	0.44	0.25	0.13	24	449	353	112	1023	60	10	143	19		0		0	0.2
2008	0.55	0.47	0.46	0.38	31	480	346	220	1244	53	29	144	55		0	2	0.06	0.22
2009	0.35	0.46	0.47	0.31	32	512	184	240	1484	55	19	144	45	3	1.3		0	0.23
2010	0.32	0.46	0.43	0.39	38	550	215	237	1721	63	20	147	57	1	0.4	3	0.08	0.2
2011	0.16	0.51	0.31	0.34	25	575	347	178	1899	70	11	154	52		0	6	0.24	0.24
2012	0.43	0.5	0.42	0.42	26	601	176	252	2151	63	27	150	63		0		0	0.21
2013	0.45	0.54	0.51	0.34	18	619	157	314	2466	51	23	152	51		0	7	0.39	0.24
2014	0.45	0.53	0.41	0.37	24	643	139	264	2732	44	20	139	51		0	3	0.13	0.22
2015	0.52	0.53	0.54	0.47	25	668	166	360	3092	42	22	131	61		0	5	0.2	0.22
2016	0.59	0.5	0.68	0.74	28	696	169	476	3568	49	29	118	87	3	0.6	5	0.18	0.2
2017	0.42	0.52	0.59	0.53	31	727	169	432	4000	53	22	121	64	5	1.2	8	0.26	0.21
2018	0.68	0.53	0.58	0.67	46	773	214	452	4452	59	40	126	84		0	4	0.09	0.22
2019	0.61	0.54	0.68	0.68	33	806	210	548	5000	77	47	154	104	6	1.1	13	0.39	0.21
2020	0.68	0.64	0.68	0.59	35	841	189	568	5568	79	54	163	96		0	16	0.46	0.3
2021	1.16	0.74	0.82	0.87	30	871	58	710	6278	68	79	173	151		0	7	0.23	0.27
2022	0.65	0.74	0.58	0.64	31	902	68	523	6801	65	42	175	112		0	13	0.42	0.22
2023	0.43	0.7	0.47	0.52	31	933	40	443	7244	61	26	175	91		0	3	0.1	0.2
2024	0.58	0.82	0.48	0.58	31	964	16	462	7706	62	36	160	93	3	0.6	4	0.13	0.24

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. RePEc:cup:astinb:v:26:y:1996:i:01:p:71-92_00. Full description at Econpapers \|\| Download paper	270
2	1997	Estimating the Tails of Loss Severity Distributions Using Extreme Value Theory. (1997). McNeil, Alexander J. In: ASTIN Bulletin. RePEc:cup:astinb:v:27:y:1997:i:01:p:117-137_01. Full description at Econpapers \|\| Download paper	143
3	2008	A Universal Pricing Framework for Guaranteed Minimum Benefits in Variable Annuities 1. (2008). Russ, Jochen ; Bauer, Daniel ; Kling, Alexander. In: ASTIN Bulletin. RePEc:cup:astinb:v:38:y:2008:i:02:p:621-651_01. Full description at Econpapers \|\| Download paper	129
4	2007	A Primer on Copulas for Count Data. (2007). Nelehova, Johanna ; Genest, Christian. In: ASTIN Bulletin. RePEc:cup:astinb:v:37:y:2007:i:02:p:475-515_01. Full description at Econpapers \|\| Download paper	128
5	1993	Distribution-free Calculation of the Standard Error of Chain Ladder Reserve Estimates. (1993). Mack, Thomas. In: ASTIN Bulletin. RePEc:cup:astinb:v:23:y:1993:i:02:p:213-225_01. Full description at Econpapers \|\| Download paper	114
6	2006	Pricing Death: Frameworks for the Valuation and Securitization of Mortality Risk. (2006). Blake, David ; Dowd, Kevin. In: ASTIN Bulletin. RePEc:cup:astinb:v:36:y:2006:i:01:p:79-120_01*. Full description at Econpapers \|\| Download paper	109
7	1981	Recursive Evaluation of a Family of Compound Distributions. (1981). Panjer, Harry H. In: ASTIN Bulletin. RePEc:cup:astinb:v:12:y:1981:i:01:p:22-26_00*. Full description at Econpapers \|\| Download paper	103
8	2007	Optimal Retention for a Stop-loss Reinsurance Under the VaR and CTE Risk Measures. (2007). Tan, Ken Seng ; Cai, Jun. In: ASTIN Bulletin. RePEc:cup:astinb:v:37:y:2007:i:01:p:93-112_01. Full description at Econpapers \|\| Download paper	98
9	1996	Dependency of Risks and Stop-Loss Order1. (1996). Dhaene, Jan ; Goovaerts, Marc J. In: ASTIN Bulletin. RePEc:cup:astinb:v:26:y:1996:i:02:p:201-212_00. Full description at Econpapers \|\| Download paper	80
10	2011	Bayesian Stochastic Mortality Modelling for Two Populations. (2011). Blake, David ; Khalaf-Allah, Marwa ; Dowd, Kevin ; Coughlan, Guy D. In: ASTIN Bulletin. RePEc:cup:astinb:v:41:y:2011:i:01:p:29-59_00. Full description at Econpapers \|\| Download paper	73
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. RePEc:cup:astinb:v:19:y:1989:i:02:p:199-212_00. Full description at Econpapers \|\| Download paper	72
12	2003	Common Poisson Shock Models: Applications to Insurance and Credit Risk Modelling. (2003). Lindskog, Filip ; McNeil, Alexander J. In: ASTIN Bulletin. RePEc:cup:astinb:v:33:y:2003:i:02:p:209-238_01. Full description at Econpapers \|\| Download paper	72
13	2006	Tail Variance Premium with Applications for Elliptical Portfolio of Risks. (2006). Landsman, Zinoviy ; Furman, Edward. In: ASTIN Bulletin. RePEc:cup:astinb:v:36:y:2006:i:02:p:433-462_01. Full description at Econpapers \|\| Download paper	69
14	2000	Some Notes on the Dynamics and Optimal Control of Stochastic Pension Fund Models in Continuous Time. (2000). Cairns, Andrew. In: ASTIN Bulletin. RePEc:cup:astinb:v:30:y:2000:i:01:p:19-55_00. Full description at Econpapers \|\| Download paper	65
15	2002	A Universal Framework for Pricing Financial and Insurance Risks. (2002). Wang, Shaun S. In: ASTIN Bulletin. RePEc:cup:astinb:v:32:y:2002:i:02:p:213-234_01. Full description at Econpapers \|\| Download paper	65
16	1990	Premium Calculation: Why Standard Deviation Should be Replaced by Absolute Deviation1. (1990). Denneberg, Dieter . In: ASTIN Bulletin. RePEc:cup:astinb:v:20:y:1990:i:02:p:181-190_00. Full description at Econpapers \|\| Download paper	62
17	2001	Fair Pricing of Life Insurance Participating Policies with a Minimum Interest Rate Guaranteed. (2001). Bacinello, Anna Rita. In: ASTIN Bulletin. RePEc:cup:astinb:v:31:y:2001:i:02:p:275-297_00. Full description at Econpapers \|\| Download paper	62
18	2011	Optimal Reinsurance under VaR and CVaR Risk Measures: a Simplified Approach. (2011). Chi, Yichun ; Tan, Ken Seng. In: ASTIN Bulletin. RePEc:cup:astinb:v:41:y:2011:i:02:p:487-509_00. Full description at Econpapers \|\| Download paper	62
19	1987	On the Probability and Severity of Ruin. (1987). Kaas, Rob ; Goovaerts, Marc J ; Gerber, Hans U. In: ASTIN Bulletin. RePEc:cup:astinb:v:17:y:1987:i:02:p:151-163_00. Full description at Econpapers \|\| Download paper	61
20	2011	Modelling Adult Mortality in Small Populations: The Saint Model. (2011). Jarner, Soren Fiig ; Kryger, Esben Masotti . In: ASTIN Bulletin. RePEc:cup:astinb:v:41:y:2011:i:02:p:377-418_00. Full description at Econpapers \|\| Download paper	52
21	1993	Prediction of Outstanding Liabilities in Non-Life Insurance1. (1993). Norberg, Ragnar. In: ASTIN Bulletin. RePEc:cup:astinb:v:23:y:1993:i:01:p:95-115_00. Full description at Econpapers \|\| Download paper	48
22	2004	Some Optimal Dividends Problems. (2004). Waters, Howard R. In: ASTIN Bulletin. RePEc:cup:astinb:v:34:y:2004:i:01:p:49-74_01. Full description at Econpapers \|\| Download paper	48
23	2000	Pricing Risk Transfer Transactions1. (2000). Lane, Morton N. In: ASTIN Bulletin. RePEc:cup:astinb:v:30:y:2000:i:02:p:259-293_01. Full description at Econpapers \|\| Download paper	46
24	2010	The Devil is in the Tails: Actuarial Mathematics and the Subprime Mortgage Crisis. (2010). Embrechts, Paul ; Donnelly, Catherine. In: ASTIN Bulletin. RePEc:cup:astinb:v:40:y:2010:i:01:p:1-33_00. Full description at Econpapers \|\| Download paper	45
25	1988	Mathematical Fun with the Compound Binomial Process. (1988). Gerber, Hans U. In: ASTIN Bulletin. RePEc:cup:astinb:v:18:y:1988:i:02:p:161-168_00. Full description at Econpapers \|\| Download paper	44
26	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. RePEc:cup:astinb:v:31:y:2001:i:01:p:1-22_00. Full description at Econpapers \|\| Download paper	44
27	2011	Randomized Observation Periods for the Compound Poisson Risk Model: Dividends. (2011). Thonhauser, Stefan ; Albrecher, Hansjorg. In: ASTIN Bulletin. RePEc:cup:astinb:v:41:y:2011:i:02:p:645-672_00. Full description at Econpapers \|\| Download paper	43
28	1979	Optimal Risk Exchanges. (1979). Jewell, William S ; Buhlmann, Hans. In: ASTIN Bulletin. RePEc:cup:astinb:v:10:y:1979:i:03:p:243-262_00*. Full description at Econpapers \|\| Download paper	42
29	1960	Reciprocal Reinsurance Treaties. (1960). Borch, Karl. In: ASTIN Bulletin. RePEc:cup:astinb:v:1:y:1960:i:04:p:170-191_00. Full description at Econpapers \|\| Download paper	40
30	1999	Prediction of Outstanding Liabilities II. Model Variations and Extensions. (1999). Norberg, Ragnar. In: ASTIN Bulletin. RePEc:cup:astinb:v:29:y:1999:i:01:p:5-25_00. Full description at Econpapers \|\| Download paper	39
31	1991	Cooperative Game Theory and its Insurance Applications. (1991). Lemaire, Jean. In: ASTIN Bulletin. RePEc:cup:astinb:v:21:y:1991:i:01:p:17-40_00. Full description at Econpapers \|\| Download paper	39
32	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	39
33	1998	On Esscher Transforms in Discrete Finance Models. (1998). Embrechts, Paul ; Buhlmann, Hans ; Delbaen, Freddy ; Shiryaev, Albert N. In: ASTIN Bulletin. RePEc:cup:astinb:v:28:y:1998:i:02:p:171-186_01. Full description at Econpapers \|\| Download paper	38
34	2007	The Quantitative Modeling of Operational Risk: Between G-and-H and EVT. (2007). Embrechts, Paul ; Degen, Matthias ; Lambrigger, Dominik D. In: ASTIN Bulletin. RePEc:cup:astinb:v:37:y:2007:i:02:p:265-291_01. Full description at Econpapers \|\| Download paper	37
35	1984	An Application of Game Theory: Cost Allocation. (1984). Lemaire, Jean. In: ASTIN Bulletin. RePEc:cup:astinb:v:14:y:1984:i:01:p:61-81_00. Full description at Econpapers \|\| Download paper	37
36	2019	SIZE-BIASED TRANSFORM AND CONDITIONAL MEAN RISK SHARING, WITH APPLICATION TO P2P INSURANCE AND TONTINES. (2019). Denuit, Michel. In: ASTIN Bulletin. RePEc:cup:astinb:v:49:y:2019:i:03:p:591-617_00. Full description at Econpapers \|\| Download paper	36
37	2012	On the Calculation of the Solvency Capital Requirement Based on Nested Simulations. (2012). Bauer, Daniel ; Singer, Daniela ; Reuss, Andreas. In: ASTIN Bulletin. RePEc:cup:astinb:v:42:y:2012:i:02:p:453-499_00*. Full description at Econpapers \|\| Download paper	36
38	2013	ON OPTIMAL DIVIDENDS IN THE DUAL MODEL. (2013). Bayraktar, Erhan ; Yamazaki, Kazutoshi ; Kyprianou, Andreas E. In: ASTIN Bulletin. RePEc:cup:astinb:v:43:y:2013:i:03:p:359-372_00. Full description at Econpapers \|\| Download paper	36
39	1974	On Additive Premium Calculation Principles. (1974). Gerber, Hans U. In: ASTIN Bulletin. RePEc:cup:astinb:v:7:y:1974:i:03:p:215-222_00. Full description at Econpapers \|\| Download paper	35
40	2002	Erlangian Approximations for Finite-Horizon Ruin Probabilities. (2002). Asmussen, Soren ; Usabel, Miguel ; Avram, Florin. In: ASTIN Bulletin. RePEc:cup:astinb:v:32:y:2002:i:02:p:267-281_01. Full description at Econpapers \|\| Download paper	34
41	1998	Designing Optimal Bonus-Malus Systems from Different Types of Claims. (1998). Pinquet, Jean. In: ASTIN Bulletin. RePEc:cup:astinb:v:28:y:1998:i:02:p:205-220_01. Full description at Econpapers \|\| Download paper	34
42	2002	Fitting Tweedies Compound Poisson Model to Insurance Claims Data: Dispersion Modelling. (2002). Smyth, Gordon K ; Jorgensen, Bent . In: ASTIN Bulletin. RePEc:cup:astinb:v:32:y:2002:i:01:p:143-157_01. Full description at Econpapers \|\| Download paper	33
43	2006	On the Tail Behavior of Sums of Dependent Risks. (2006). Barbe, Philippe ; Genest, Christian ; Fougeres, Anne-Laure. In: ASTIN Bulletin. RePEc:cup:astinb:v:36:y:2006:i:02:p:361-373_01. Full description at Econpapers \|\| Download paper	32
44	2008	Optimal Dividends in the Dual Model with Diffusion. (2008). Gerber, Hans U ; Avanzi, Benjamin. In: ASTIN Bulletin. RePEc:cup:astinb:v:38:y:2008:i:02:p:653-667_01. Full description at Econpapers \|\| Download paper	32
45	2005	EM Algorithm for Mixed Poisson and Other Discrete Distributions. (2005). Karlis, Dimitris. In: ASTIN Bulletin. RePEc:cup:astinb:v:35:y:2005:i:01:p:3-24_01. Full description at Econpapers \|\| Download paper	32
46	1989	Hedging by Sequential Regression: an Introduction to the Mathematics of Option Trading. (1989). Schweizer, M ; Follmer, H. In: ASTIN Bulletin. RePEc:cup:astinb:v:19:y:1989:i:s1:p:29-42_00. Full description at Econpapers \|\| Download paper	32
47	1991	Risk Theory with the Gamma Process. (1991). Gerber, Hans U ; Dufresne, Franois. In: ASTIN Bulletin. RePEc:cup:astinb:v:21:y:1991:i:02:p:177-192_00. Full description at Econpapers \|\| Download paper	31
48	2015	ACTUARIAL FAIRNESS AND SOLIDARITY IN POOLED ANNUITY FUNDS. (2015). Donnelly, Catherine. In: ASTIN Bulletin. RePEc:cup:astinb:v:45:y:2015:i:01:p:49-74_00. Full description at Econpapers \|\| Download paper	29
49	2009	Risk Measures and Efficient use of Capital 1. (2009). Artzner, Philippe ; Koch-Medina, Pablo ; Delbaen, Freddy. In: ASTIN Bulletin. RePEc:cup:astinb:v:39:y:2009:i:01:p:101-116_00. Full description at Econpapers \|\| Download paper	28
50	2016	EQUITABLE RETIREMENT INCOME TONTINES: MIXING COHORTS WITHOUT DISCRIMINATING. (2016). Milevsky, Moshe ; Salisbury, Thomas S. In: ASTIN Bulletin. RePEc:cup:astinb:v:46:y:2016:i:03:p:571-604_00. Full description at Econpapers \|\| Download paper	28

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. RePEc:cup:astinb:v:26:y:1996:i:01:p:71-92_00. Full description at Econpapers \|\| Download paper	39
2	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	30
3	2007	A Primer on Copulas for Count Data. (2007). Nelehova, Johanna ; Genest, Christian. In: ASTIN Bulletin. RePEc:cup:astinb:v:37:y:2007:i:02:p:475-515_01. Full description at Econpapers \|\| Download paper	24
4	2008	A Universal Pricing Framework for Guaranteed Minimum Benefits in Variable Annuities 1. (2008). Russ, Jochen ; Bauer, Daniel ; Kling, Alexander. In: ASTIN Bulletin. RePEc:cup:astinb:v:38:y:2008:i:02:p:621-651_01. Full description at Econpapers \|\| Download paper	23
5	2007	Optimal Retention for a Stop-loss Reinsurance Under the VaR and CTE Risk Measures. (2007). Tan, Ken Seng ; Cai, Jun. In: ASTIN Bulletin. RePEc:cup:astinb:v:37:y:2007:i:01:p:93-112_01. Full description at Econpapers \|\| Download paper	21
6	1990	Premium Calculation: Why Standard Deviation Should be Replaced by Absolute Deviation1. (1990). Denneberg, Dieter . In: ASTIN Bulletin. RePEc:cup:astinb:v:20:y:1990:i:02:p:181-190_00. Full description at Econpapers \|\| Download paper	19
7	1997	Estimating the Tails of Loss Severity Distributions Using Extreme Value Theory. (1997). McNeil, Alexander J. In: ASTIN Bulletin. RePEc:cup:astinb:v:27:y:1997:i:01:p:117-137_01. 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. RePEc:cup:astinb:v:36:y:2006:i:02:p:433-462_01. Full description at Econpapers \|\| Download paper	17
9	1993	Distribution-free Calculation of the Standard Error of Chain Ladder Reserve Estimates. (1993). Mack, Thomas. In: ASTIN Bulletin. RePEc:cup:astinb:v:23:y:1993:i:02:p:213-225_01. Full description at Econpapers \|\| Download paper	16
10	2019	SIZE-BIASED TRANSFORM AND CONDITIONAL MEAN RISK SHARING, WITH APPLICATION TO P2P INSURANCE AND TONTINES. (2019). Denuit, Michel. In: ASTIN Bulletin. RePEc:cup:astinb:v:49:y:2019:i:03:p:591-617_00. Full description at Econpapers \|\| Download paper	14
11	2018	A NEURAL-NETWORK ANALYZER FOR MORTALITY FORECAST. (2018). Hainaut, Donatien. In: ASTIN Bulletin. RePEc:cup:astinb:v:48:y:2018:i:02:p:481-508_00. Full description at Econpapers \|\| Download paper	13
12	2016	EQUITABLE RETIREMENT INCOME TONTINES: MIXING COHORTS WITHOUT DISCRIMINATING. (2016). Milevsky, Moshe ; Salisbury, Thomas S. In: ASTIN Bulletin. RePEc:cup:astinb:v:46:y:2016:i:03:p:571-604_00. Full description at Econpapers \|\| Download paper	13
13	2019	TONUITY: A NOVEL INDIVIDUAL-ORIENTED RETIREMENT PLAN. (2019). Hieber, Peter ; Klein, Jakob K ; Chen, AN. In: ASTIN Bulletin. RePEc:cup:astinb:v:49:y:2019:i:01:p:5-30_00. Full description at Econpapers \|\| Download paper	11
14	2018	ON A NEW PARADIGM OF OPTIMAL REINSURANCE: A STOCHASTIC STACKELBERG DIFFERENTIAL GAME BETWEEN AN INSURER AND A REINSURER. (2018). Shen, Yang ; Chen, LV. In: ASTIN Bulletin. RePEc:cup:astinb:v:48:y:2018:i:02:p:905-960_00. Full description at Econpapers \|\| Download paper	11
15	2019	ON THE OPTIMALITY OF A STRAIGHT DEDUCTIBLE UNDER BELIEF HETEROGENEITY. (2019). Chi, Yichun. In: ASTIN Bulletin. RePEc:cup:astinb:v:49:y:2019:i:01:p:243-262_00. Full description at Econpapers \|\| Download paper	11
16	2011	Optimal Reinsurance under VaR and CVaR Risk Measures: a Simplified Approach. (2011). Chi, Yichun ; Tan, Ken Seng. In: ASTIN Bulletin. RePEc:cup:astinb:v:41:y:2011:i:02:p:487-509_00. Full description at Econpapers \|\| Download paper	11
17	2011	Bayesian Stochastic Mortality Modelling for Two Populations. (2011). Blake, David ; Khalaf-Allah, Marwa ; Dowd, Kevin ; Coughlan, Guy D. In: ASTIN Bulletin. RePEc:cup:astinb:v:41:y:2011:i:01:p:29-59_00. Full description at Econpapers \|\| Download paper	11
18	2010	The Devil is in the Tails: Actuarial Mathematics and the Subprime Mortgage Crisis. (2010). Embrechts, Paul ; Donnelly, Catherine. In: ASTIN Bulletin. RePEc:cup:astinb:v:40:y:2010:i:01:p:1-33_00. Full description at Econpapers \|\| Download paper	9
19	2003	Common Poisson Shock Models: Applications to Insurance and Credit Risk Modelling. (2003). Lindskog, Filip ; McNeil, Alexander J. In: ASTIN Bulletin. RePEc:cup:astinb:v:33:y:2003:i:02:p:209-238_01. Full description at Econpapers \|\| Download paper	9
20	2022	POINT AND INTERVAL FORECASTS OF DEATH RATES USING NEURAL NETWORKS. (2022). Schnurch, Simon ; Korn, Ralf. In: ASTIN Bulletin. RePEc:cup:astinb:v:52:y:2022:i:1:p:333-360_11. Full description at Econpapers \|\| Download paper	9
21	2015	ACTUARIAL FAIRNESS AND SOLIDARITY IN POOLED ANNUITY FUNDS. (2015). Donnelly, Catherine. In: ASTIN Bulletin. RePEc:cup:astinb:v:45:y:2015:i:01:p:49-74_00. Full description at Econpapers \|\| Download paper	9
22	2009	New Goodness-of-Fit Tests for Pareto Distributions. (2009). Rizzo, Maria L. In: ASTIN Bulletin. RePEc:cup:astinb:v:39:y:2009:i:02:p:691-715_00*. Full description at Econpapers \|\| Download paper	9
23	2022	MODERN LIFE-CARE TONTINES. (2022). Hieber, Peter ; Lucas, Nathalie. In: ASTIN Bulletin. RePEc:cup:astinb:v:52:y:2022:i:2:p:563-589_7. Full description at Econpapers \|\| Download paper	9
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25	2020	ON THE OPTIMAL COMBINATION OF ANNUITIES AND TONTINES. (2020). Sehner, Thorsten ; Rach, Manuel ; Chen, AN. In: ASTIN Bulletin. RePEc:cup:astinb:v:50:y:2020:i:1:p:95-129_4. Full description at Econpapers \|\| Download paper	9
26	2022	MORTALITY CREDITS WITHIN LARGE SURVIVOR FUNDS. (2022). Hieber, Peter ; Denuit, Michel ; Robert, Christian Y. In: ASTIN Bulletin. RePEc:cup:astinb:v:52:y:2022:i:3:p:813-834_5. Full description at Econpapers \|\| Download paper	8
27	2007	Modeling Earthquake Risk via Extreme Value Theory and Pricing the Respective Catastrophe Bonds. (2007). Frangos, Nickolaos E ; Pantelous, Athanasios A ; Zimbidis, Alexandros A. In: ASTIN Bulletin. RePEc:cup:astinb:v:37:y:2007:i:01:p:163-183_01*. Full description at Econpapers \|\| Download paper	8
28	2017	A COMPARATIVE STUDY OF TWO-POPULATION MODELS FOR THE ASSESSMENT OF BASIS RISK IN LONGEVITY HEDGES. (2017). Kaishev, Vladimir K ; Haberman, Steven ; Millossovich, Pietro ; Villegas, Andres M. In: ASTIN Bulletin. RePEc:cup:astinb:v:47:y:2017:i:03:p:631-679_00. Full description at Econpapers \|\| Download paper	8
29	2019	CAT BOND PRICING UNDER A PRODUCT PROBABILITY MEASURE WITH POT RISK CHARACTERIZATION. (2019). Yuan, Zhongyi ; Tang, Qihe. In: ASTIN Bulletin. RePEc:cup:astinb:v:49:y:2019:i:02:p:457-490_00. Full description at Econpapers \|\| Download paper	8
30	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	8
31	2006	Pricing Death: Frameworks for the Valuation and Securitization of Mortality Risk. (2006). Blake, David ; Dowd, Kevin. In: ASTIN Bulletin. RePEc:cup:astinb:v:36:y:2006:i:01:p:79-120_01*. Full description at Econpapers \|\| Download paper	8
32	2021	NEIGHBOURING PREDICTION FOR MORTALITY. (2021). Zhu, Wenjun ; Zhang, Jinggong ; Wang, Chou-Wen. In: ASTIN Bulletin. RePEc:cup:astinb:v:51:y:2021:i:3:p:689-718_1. Full description at Econpapers \|\| Download paper	7
33	2019	ANALYZING MORTALITY BOND INDEXES VIA HIERARCHICAL FORECAST RECONCILIATION. (2019). Tang, Qihe ; Li, Han. In: ASTIN Bulletin. RePEc:cup:astinb:v:49:y:2019:i:03:p:823-846_00. Full description at Econpapers \|\| Download paper	7
34	2012	On the Calculation of the Solvency Capital Requirement Based on Nested Simulations. (2012). Bauer, Daniel ; Singer, Daniela ; Reuss, Andreas. In: ASTIN Bulletin. RePEc:cup:astinb:v:42:y:2012:i:02:p:453-499_00*. Full description at Econpapers \|\| Download paper	7
35	1996	Dependency of Risks and Stop-Loss Order1. (1996). Dhaene, Jan ; Goovaerts, Marc J. In: ASTIN Bulletin. RePEc:cup:astinb:v:26:y:1996:i:02:p:201-212_00. Full description at Econpapers \|\| Download paper	7
36	2015	FITTING MIXTURES OF ERLANGS TO CENSORED AND TRUNCATED DATA USING THE EM ALGORITHM. (2015). Antonio, Katrien ; Lin, Sheldon ; Verbelen, Roel ; Gong, Lan ; Badescu, Andrei. In: ASTIN Bulletin. RePEc:cup:astinb:v:45:y:2015:i:03:p:729-758_00. Full description at Econpapers \|\| Download paper	7
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38	2016	PRICING IN REINSURANCE BARGAINING WITH COMONOTONIC ADDITIVE UTILITY FUNCTIONS. (2016). Boonen, Tim J ; Zhuang, Sheng Chao ; Tan, Ken Seng. In: ASTIN Bulletin. RePEc:cup:astinb:v:46:y:2016:i:02:p:507-530_00. Full description at Econpapers \|\| Download paper	7
39	2020	OPTIMAL INSURANCE CONTRACTS UNDER DISTORTION RISK MEASURES WITH AMBIGUITY AVERSION. (2020). Escobar Anel, Marcos ; Jiang, Wenjun ; Escobar-Anel, Marcos ; Ren, Jiandong. In: ASTIN Bulletin. RePEc:cup:astinb:v:50:y:2020:i:2:p:619-646_10. Full description at Econpapers \|\| Download paper	7
40	2000	Some Notes on the Dynamics and Optimal Control of Stochastic Pension Fund Models in Continuous Time. (2000). Cairns, Andrew. In: ASTIN Bulletin. RePEc:cup:astinb:v:30:y:2000:i:01:p:19-55_00. Full description at Econpapers \|\| Download paper	7
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42	2019	A CLASS OF MIXTURE OF EXPERTS MODELS FOR GENERAL INSURANCE: APPLICATION TO CORRELATED CLAIM FREQUENCIES. (2019). Fung, Tsz Chai ; Lin, Sheldon X ; Badescu, Andrei L. In: ASTIN Bulletin. RePEc:cup:astinb:v:49:y:2019:i:03:p:647-688_00. Full description at Econpapers \|\| Download paper	7
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48	2012	The Impact of Culture on the Demand for Non-Life Insurance. (2012). Park, Sojung Carol ; Lemaire, Jean. In: ASTIN Bulletin. RePEc:cup:astinb:v:42:y:2012:i:02:p:501-527_00. Full description at Econpapers \|\| Download paper	6
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Citing documents used to compute impact factor: 36

Year	Title
2024	Efficient hedging of life insurance portfolio for loss-averse insurers. (2024). Hainaut, Donatien ; Motte, Edouard. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2024013. Full description at Econpapers \|\| Download paper
2024	Allocating Capital to Time: Introducing Credit Migration for Measuring Time-Related Risks. (2024). Dacorogna, Michel ; Albrecher, Hansjrg. In: MPRA Paper. RePEc:pra:mprapa:122323. Full description at Econpapers \|\| Download paper
2024	Machine learning in long-term mortality forecasting. (2024). Qiao, Yang ; Zhu, Wenjun ; Wang, Chou-Wen. In: The Geneva Papers on Risk and Insurance - Issues and Practice. RePEc:pal:gpprii:v:49:y:2024:i:2:d:10.1057_s41288-024-00320-5. Full description at Econpapers \|\| Download paper
2024	Mortality improvement neural-network models with autoregressive effects. (2024). Kung, Ko-Lun ; Liu, I-Chien ; Hsiao, Hung-Tsung ; Wang, Chou-Wen. In: The Geneva Papers on Risk and Insurance - Issues and Practice. RePEc:pal:gpprii:v:49:y:2024:i:2:d:10.1057_s41288-024-00321-4. Full description at Econpapers \|\| Download paper
2024	Quantile mortality modelling of multiple populations via neural networks. (2024). Marino, Zelda ; Corsaro, Stefania ; Scognamiglio, Salvatore. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:116:y:2024:i:c:p:114-133. Full description at Econpapers \|\| Download paper
2024	Effective experience rating for large insurance portfolios via surrogate modeling. (2024). Lin, Sheldon X ; Vanegas, Sebastian Calcetero ; Badescu, Andrei L. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:118:y:2024:i:c:p:25-43. Full description at Econpapers \|\| Download paper
2024	A new class of composite GBII regression models with varying threshold for modeling heavy-tailed data. (2024). Li, Zhengxiao ; Zhao, Zhengtang ; Wang, Fei. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:117:y:2024:i:c:p:45-66. Full description at Econpapers \|\| Download paper
2024	On a New Mixed ParetoâWeibull Distribution: Its Parametric Regression Model with an Insurance Applications. (2024). Aradhye, Girish ; Pavan, Buddepu ; Bhati, Deepesh. In: Annals of Data Science. RePEc:spr:aodasc:v:11:y:2024:i:6:d:10.1007_s40745-023-00502-3. Full description at Econpapers \|\| Download paper
2024	A Contrast-Tree-Based Approach to Two-Population Models. (2024). Lizzi, Matteo. In: Risks. RePEc:gam:jrisks:v:12:y:2024:i:10:p:152-:d:1485645. Full description at Econpapers \|\| Download paper
2024	Pooling functional disability and mortality in long-term care insurance and care annuities: A matrix approach for multi-state pools. (2024). Sherris, Michael ; Ziveyi, Jonathan ; Kabuche, Doreen ; Villegas, Andres M. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:116:y:2024:i:c:p:165-188. Full description at Econpapers \|\| Download paper
2024	A Redistributive GSA Scheme to Cope With Socio-Economic Mortality Differentials. (2024). Aragona, Maria ; Vigna, Elena ; Regis, Luca. In: Carlo Alberto Notebooks. RePEc:cca:wpaper:732. Full description at Econpapers \|\| Download paper
2024	Benefit volatility-targeting strategies in lifetime pension pools. (2024). Begin, Jean-Franois ; Sanders, Barbara. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:118:y:2024:i:c:p:72-94. Full description at Econpapers \|\| Download paper
2024	Egalitarian pooling and sharing of longevity risk, a.k.a. The many ways to skin a tontine cat. (2024). Milevsky, Moshe. In: Papers. RePEc:arx:papers:2402.00855. Full description at Econpapers \|\| Download paper
2024	Conditional Mean Risk Sharing of Independent Discrete Losses in Large Pools. (2024). Denuit, Michel ; Robert, Christian Y. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:26:y:2024:i:4:d:10.1007_s11009-024-10106-w. Full description at Econpapers \|\| Download paper
2024	Egalitarian pooling and sharing of longevity risk a.k.a. can an administrator help skin the tontine cat?. (2024). Milevsky, Moshe ; Dhaene, Jan. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:119:y:2024:i:c:p:238-250. Full description at Econpapers \|\| Download paper
2024	Diversification quotient based on expectiles. (2024). Wang, Ruodu ; Lin, Liyuan ; Han, Xia. In: Papers. RePEc:arx:papers:2411.14646. Full description at Econpapers \|\| Download paper
2024	The Credibility Transformer. (2024). Wuthrich, Mario V ; Scognamiglio, Salvatore ; Richman, Ronald. In: Papers. RePEc:arx:papers:2409.16653. Full description at Econpapers \|\| Download paper
2024	Enhancing diagnostic of stochastic mortality models leveraging contrast trees: an application on Italian data. (2024). Nigri, Andrea ; Lizzi, Matteo ; Levantesi, Susanna. In: Quality & Quantity: International Journal of Methodology. RePEc:spr:qualqt:v:58:y:2024:i:2:d:10.1007_s11135-023-01711-x. Full description at Econpapers \|\| Download paper
2024	Uniqueness of equilibrium with survival probability heterogeneity and endogenous annuity price. (2024). Ying, Yinan ; Lau, Sau-Him Paul ; Zhang, Qilin. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:119:y:2024:i:c:p:146-156. Full description at Econpapers \|\| Download paper
2024	Coping with longevity via hedging: Fair dynamic valuation of variable annuities. (2024). Chen, ZE ; Yang, Tianyu ; Feng, Runhuan ; Li, Hong. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:117:y:2024:i:c:p:154-169. Full description at Econpapers \|\| Download paper
2024	Worst-case values of target semi-variances with applications to robust portfolio selection. (2024). Mao, Tiantian ; Jiao, Zhanyi ; Cai, Jun. In: Papers. RePEc:arx:papers:2410.01732. Full description at Econpapers \|\| Download paper
2024	Dependence on Tail Copula. (2024). Pramanik, Paramahansa. In: J. RePEc:gam:jjopen:v:7:y:2024:i:2:p:8-152:d:1369259. Full description at Econpapers \|\| Download paper
2024	Use of Prediction Bias in Active Learning and Its Application to Large Variable Annuity Portfolios. (2024). Xu, Yangxuan ; Li, Shu ; Gweon, Hyukjun. In: Risks. RePEc:gam:jrisks:v:12:y:2024:i:6:p:85-:d:1399229. Full description at Econpapers \|\| Download paper
2024	Enhancing Valuation of Variable Annuities in L\evy Models with Stochastic Interest Rate. (2024). Wei, Xiao ; Goudenege, Ludovic ; Zanette, Antonino ; Molent, Andrea. In: Papers. RePEc:arx:papers:2404.07658. Full description at Econpapers \|\| Download paper
2024	Forecasting and Backtesting Gradient Allocations of Expected Shortfall. (2024). Koike, Takaaki. In: Papers. RePEc:arx:papers:2401.11701. Full description at Econpapers \|\| Download paper
2024	Robust asset-liability management games for n players under multivariate stochastic covariance models. (2024). Zhang, Yumo ; Wang, Ning. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:117:y:2024:i:c:p:67-98. Full description at Econpapers \|\| Download paper
2024	Modeling mispricing risk of defined contribution pension plan with a meanâvariance criteria. (2024). Wang, Zihui. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001621. Full description at Econpapers \|\| Download paper
2024	A Two-layer Stochastic Game Approach to Reinsurance Contracting and Competition. (2024). Liang, Zongxia ; Xia, YI ; Zou, Bin. In: Papers. RePEc:arx:papers:2405.06235. Full description at Econpapers \|\| Download paper
2024	A two-layer stochastic game approach to reinsurance contracting and competition. (2024). Xia, YI ; Liang, Zongxia ; Zou, Bin. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:119:y:2024:i:c:p:226-237. Full description at Econpapers \|\| Download paper
2024	Machine learning in accounting and finance research: a literature review. (2024). Alexandridis, Antonios ; Nerantzidis, Michail ; Liaras, Evangelos. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:63:y:2024:i:4:d:10.1007_s11156-024-01306-z. Full description at Econpapers \|\| Download paper
2024	Difference-in-Difference models to estimate causal effects on auto insurers behavior. (2024). Orteu, Anna-Patrcia ; Prez-Marn, Ana M ; Guillen, Montserrat ; Bolanc, Catalina. In: IREA Working Papers. RePEc:ira:wpaper:202411. Full description at Econpapers \|\| Download paper
2024	Bowley solution under the reinsurers default risk. (2024). Zhang, Yiying ; Chen, Yanhong ; Cheung, Ka Chun. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:115:y:2024:i:c:p:36-61. Full description at Econpapers \|\| Download paper
2024	Life-cycle planning with CEV model and time-inconsistent preferences. (2024). Wang, Rongming ; Siu, Tak Kuen ; Hu, Shujie. In: International Review of Economics & Finance. RePEc:eee:reveco:v:96:y:2024:i:pa:s1059056024005094. Full description at Econpapers \|\| Download paper
2024	A new paradigm of mortality modeling via individual vitality dynamics. (2024). Wang, Zijia ; Zhu, Xiaobai ; Zhou, Kenneth Q. In: Papers. RePEc:arx:papers:2407.15388. Full description at Econpapers \|\| Download paper
2024	It Takes Three to Ceilidh: Pension System and Multidimensional Poverty Mitigation in China. (2024). Yuan, Cheng ; Xu, Tao ; Wang, Yansong. In: MPRA Paper. RePEc:pra:mprapa:122596. Full description at Econpapers \|\| Download paper
2024	Intergenerational risk sharing in pay-as-you-go pension schemes. (2024). Devolder, Pierre ; Alonso-Garcia, Jennifer ; Morsomme, Helene. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2024011. Full description at Econpapers \|\| Download paper

Recent citations

Recent citations received in 2024

Year	Citing document
2024	The Riccati Tontine: How to Satisfy Regulators on Average. (2024). Milevsky, Moshe ; Salisbury, Thomas S. In: Papers. RePEc:arx:papers:2402.14555. Full description at Econpapers \|\| Download paper
2024	A Revisit of the Optimal Excess-of-Loss Contract. (2024). Asimit, Vali ; Fung, Tsz Chai ; Wang, Qiuqi ; Peng, Liang ; Aboagye, Ernest. In: Papers. RePEc:arx:papers:2405.00188. Full description at Econpapers \|\| Download paper
2024	Difference-in-Difference models to estimate causal effects on auto insurers behavior. (2024). Orteu, Anna-Patrcia ; Prez-Marn, Ana M ; Guillen, Montserrat ; Bolanc, Catalina. In: IREA Working Papers. RePEc:ira:wpaper:202411. Full description at Econpapers \|\| Download paper
2024	A hybrid variable annuity contract embedded with living and death benefit riders. (2024). Garcia, Jennifer Alonso ; Ziveyi, Jonathan ; Thirurajah, Samuel. In: ULB Institutional Repository. RePEc:ulb:ulbeco:2013/385588. Full description at Econpapers \|\| Download paper

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	Distributionally Robust Reinsurance with Glue Value-at-Risk and Expected Value Premium. (2023). Lv, Wenhua ; Wei, Linxiao. In: Mathematics. RePEc:gam:jmathe:v:11:y:2023:i:18:p:3923-:d:1240532. Full description at Econpapers \|\| Download paper
2023	Markov-Switching Bayesian Vector Autoregression Model in Mortality Forecasting. (2023). Fu, Wanying ; Droms, Sean ; Brewer, Patrick ; Smith, Barry R. 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). Denuit, Michel ; Robert, Christian Y. 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). Richman, Ronald ; Lindholm, Mathias ; Wuthrich, Mario V ; Tsanakas, Andreas. In: Papers. RePEc:arx:papers:2207.02799. Full description at Econpapers \|\| Download paper
2022	A Discussion of Discrimination and Fairness in Insurance Pricing. (2022). Richman, Ronald ; Lindholm, Mathias ; Wuthrich, Mario V ; Tsanakas, Andreas. 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). Levantesi, Susanna ; Aburto, Jose Manuel ; 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). Castillo, Victhalia Zapata ; Benders, Rene ; Muoz, Raul Maicas ; de Boer, Harmen-Sytze ; van Vuuren, Detlef. In: Energy. RePEc:eee:energy:v:258:y:2022:i:c:s0360544222016449. Full description at Econpapers \|\| Download paper
2022	Bilateral risk sharing in a comonotone market with rank-dependent utilities. (2022). Jiang, Wenjun ; Boonen, Tim J. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:107:y:2022:i:c:p:361-378. Full description at Econpapers \|\| Download paper
2022	Insurance with heterogeneous preferences. (2022). Boonen, Tim J ; Liu, Fangda. 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). Jarner, Soren Fiig ; Jallbjorn, Snorre. In: Forecasting. RePEc:gam:jforec:v:4:y:2022:i:4:p:45-844:d:929756. Full description at Econpapers \|\| Download paper
2022	Bootstrapping Not Independent and Not Identically Distributed Data. (2022). Peta, Michal ; MacIak, Matu ; Hrba, Martin ; Petova, Barbora. In: Mathematics. RePEc:gam:jmathe:v:10:y:2022:i:24:p:4671-:d:998884. Full description at Econpapers \|\| Download paper
2022	Transforming Private Pensions: An Actuarial Model to Face Long-Term Costs. (2022). Martin, Iratxe D ; de la Pea, Iaki J ; Fernandez-Ramos, Cristina M ; Garayeta, Asier. In: Mathematics. RePEc:gam:jmathe:v:10:y:2022:i:7:p:1082-:d:781133. 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). Bakon, Matus ; Rovnak, Martin ; Mokrisova, Martina ; 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). Huang, Zhiping ; Sherris, Michael ; Ziveyi, Jonathan ; Villegas, Andres M. 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). Wang, Ruodu ; Zitikis, Ricardas. 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). Borger, Matthias ; Russ, Jochen ; Freimann, Arne. 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	A Square-Root Factor-Based Multi-Population Extension of the Mortality Laws. (2021). Regis, Luca ; Jevti, Petar. In: Mathematics. RePEc:gam:jmathe:v:9:y:2021:i:19:p:2402-:d:644168. Full description at Econpapers \|\| Download paper
2021	Stochastic Claims Reserving Methods with State Space Representations: A Review. (2021). Chukhrova, Nataliya ; Johannssen, Arne. 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). Chukhrova, Nataliya ; Johannssen, Arne. 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 ; Syuhada, Khreshna ; Hakim, Arief. In: Risks. RePEc:gam:jrisks:v:9:y:2021:i:7:p:125-:d:587197. Full description at Econpapers \|\| Download paper

10 most frequent citing series

#	Series	H	Cites
1	Insurance: Mathematics and Economics / Elsevier	58	777
2	Papers / arXiv.org	95	575
3	Risks / MDPI	20	244
4	Mathematics / MDPI	18	157
5	Methodology and Computing in Applied Probability / Springer	16	87
6	European Journal of Operational Research / Elsevier	138	76
7	LIDAM Discussion Papers ISBA / UniversitÃ© catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA)	13	67
8	Journal of Risk & Insurance / The American Risk and Insurance Association	47	49
9	The Geneva Papers on Risk and Insurance - Issues and Practice / Palgrave Macmillan	25	40
10	Applied Mathematics and Computation / Elsevier	33	40
11	LSE Research Online Documents on Economics / London School of Economics and Political Science, LSE Library	137	32