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Scandinavian Actuarial Journal / Taylor & Francis Journals

Citation Profile [Updated: 2025-11-20 18:08:17]
5 Years H Index
9
Impact Factor (IF)
0.42
5 Years IF
0.46
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
1996 0 0.25 0 0 14 14 0 0 0 0 0 0 0.11
1997 0 0.24 0 0 13 27 1 0 14 14 0 0 0.11
1998 0 0.27 0 0 14 41 6 0 27 27 0 0 0.13
1999 0 0.29 0 0 14 55 3 0 27 41 0 0 0.14
2000 0 0.34 0 0 13 68 5 0 28 55 0 0 0.16
2001 0 0.38 0 0 16 84 12 0 27 68 0 0 0.17
2002 0 0.39 0 0 17 101 5 0 29 70 0 0 0.2
2003 0 0.43 0 0 13 114 5 0 33 74 0 0 0.21
2004 0 0.47 0 0 23 137 13 0 30 73 0 0 0.21
2005 0 0.5 0 0 5 142 3 0 36 82 0 0 0.23
2006 0 0.49 0 0 17 159 13 0 28 74 0 0 0.22
2007 0 0.44 0 0 18 177 23 0 22 75 0 0 0.2
2008 0 0.47 0 0 17 194 21 0 35 76 0 0 0.22
2009 0.06 0.46 0.01 0.03 18 212 11 3 3 35 2 80 2 0 1 0.06 0.23
2010 0 0.46 0 0 20 232 17 1 4 35 75 0 1 0.05 0.2
2011 0.03 0.51 0 0.01 19 251 21 1 5 38 1 90 1 0 0 0.24
2012 0 0.5 0 0 13 264 16 5 39 92 0 0 0.21
2013 0 0.54 0 0 21 285 4 5 32 87 0 0 0.24
2014 0 0.53 0 0.01 39 324 39 1 6 34 91 1 0 0 0.22
2015 0 0.53 0 0 37 361 21 6 60 112 0 0 0.22
2016 0 0.5 0.01 0 44 405 75 4 10 76 129 0 0 0.2
2017 0 0.52 0.01 0.01 43 448 61 4 14 81 154 1 0 1 0.02 0.21
2018 0.01 0.53 0.01 0.01 46 494 72 5 19 87 1 184 1 0 3 0.07 0.22
2019 0.01 0.54 0.01 0.01 44 538 68 3 22 89 1 209 3 0 0 0.21
2020 0.07 0.64 0.01 0.03 42 580 69 8 30 90 6 214 6 0 0 0.3
2021 0.02 0.74 0.02 0.02 43 623 67 10 40 86 2 219 4 5 50 0 0.27
2022 0.02 0.74 0.04 0.03 41 664 50 29 69 85 2 218 7 0 4 0.1 0.22
2023 0.38 0.7 0.32 0.34 42 706 42 224 293 84 32 216 73 0 7 0.17 0.2
2024 0.42 0.82 0.43 0.46 40 746 9 321 614 83 35 212 97 0 4 0.1 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
#YearTitleCited
12007On composite lognormal-Pareto models. (2007). Scollnik, David. In: Scandinavian Actuarial Journal. RePEc:taf:sactxx:v:2007:y:2007:i:1:p:20-33.

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16
22008Modelling and management of mortality risk: a review. (2008). Blake, David ; Dowd, Kevin ; Cairns, Andrew. In: Scandinavian Actuarial Journal. RePEc:taf:sactxx:v:2008:y:2008:i:2-3:p:79-113.

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14
32021Household consumption-investment-insurance decisions with uncertain income and market ambiguity. (2021). Siu, Tak Kuen ; Jin, Zhuo ; Wang, Ning ; Qiu, Ming. In: Scandinavian Actuarial Journal. RePEc:taf:sactxx:v:2021:y:2021:i:10:p:832-865.

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12
42018Robust optimal excess-of-loss reinsurance and investment strategy for an insurer in a model with jumps. (2018). Zeng, Yan ; Yang, Hailiang ; Li, Danping. In: Scandinavian Actuarial Journal. RePEc:taf:sactxx:v:2018:y:2018:i:2:p:145-171.

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12
52020Multi-population mortality forecasting using tensor decomposition. (2020). Dong, Yumo ; Haberman, Steven ; Yu, Honglin ; Huang, Fei. In: Scandinavian Actuarial Journal. RePEc:taf:sactxx:v:2020:y:2020:i:8:p:754-775.

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12
62016On fitting generalized linear and non-linear models of mortality. (2016). Currie, Iain D. In: Scandinavian Actuarial Journal. RePEc:taf:sactxx:v:2016:y:2016:i:4:p:356-383.

Full description at Econpapers || Download paper

11
72001Optimal Proportional Reinsurance Policies in a Dynamic Setting. (2001). Schmidli, Hanspeter. In: Scandinavian Actuarial Journal. RePEc:taf:sactxx:v:2001:y:2001:i:1:p:55-68.

Full description at Econpapers || Download paper

10
82016Optimal reinsurance with expectile. (2016). Cai, Jun ; Weng, Chengguo. In: Scandinavian Actuarial Journal. RePEc:taf:sactxx:v:2016:y:2016:i:7:p:624-645.

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10
92019Claims frequency modeling using telematics car driving data. (2019). Meng, Shengwang ; Wuthrich, Mario V ; Gao, Guangyuan. In: Scandinavian Actuarial Journal. RePEc:taf:sactxx:v:2019:y:2019:i:2:p:143-162.

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10
102017Multi-population mortality models: fitting, forecasting and comparisons. (2017). Enchev, Vasil ; Kleinow, Torsten. In: Scandinavian Actuarial Journal. RePEc:taf:sactxx:v:2017:y:2017:i:4:p:319-342.

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9
112017Characterizations of optimal reinsurance treaties: a cost-benefit approach. (2017). Cheung, Ka Chun ; Lo, Ambrose. In: Scandinavian Actuarial Journal. RePEc:taf:sactxx:v:2017:y:2017:i:1:p:1-28.

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9
122022Variable annuity pricing, valuation, and risk management: a survey. (2022). Feng, Runhuan ; Zhang, Ning ; Gan, Guojun. In: Scandinavian Actuarial Journal. RePEc:taf:sactxx:v:2022:y:2022:i:10:p:867-900.

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9
132006Ruin probabilities and aggregrate claims distributions for shot noise Cox processes. (2006). Asmussen, Soren ; Albrecher, Hansjorg. In: Scandinavian Actuarial Journal. RePEc:taf:sactxx:v:2006:y:2006:i:2:p:86-110.

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9
142018Machine learning in individual claims reserving. (2018). Wuthrich, Mario V. In: Scandinavian Actuarial Journal. RePEc:taf:sactxx:v:2018:y:2018:i:6:p:465-480.

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8
152021Tontines with mixed cohorts. (2021). Yang, Zhixin ; Qian, Linyi ; Chen, AN. In: Scandinavian Actuarial Journal. RePEc:taf:sactxx:v:2021:y:2021:i:5:p:437-455.

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7
162014New composite models for the Danish fire insurance data. (2014). Nadarajah, S ; S. A. A. Bakar, . In: Scandinavian Actuarial Journal. RePEc:taf:sactxx:v:2014:y:2014:i:2:p:180-187.

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7
172011Extending the Lee–Carter model: a three-way decomposition. (2011). Haberman, Steven ; Russolillo, Maria ; Giordano, Giuseppe. In: Scandinavian Actuarial Journal. RePEc:taf:sactxx:v:2011:y:2011:i:2:p:96-117.

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7
182004Estimation of the Characteristics of the Jumps of a General Poisson-Diffusion Model. (2004). Mancini, Cecilia. In: Scandinavian Actuarial Journal. RePEc:taf:sactxx:v:2004:y:2004:i:1:p:42-52.

Full description at Econpapers || Download paper

7
192022Robust reinsurance contract with asymmetric information in a stochastic Stackelberg differential game. (2022). Liang, Zhibin ; Yuan, YU ; Han, Xia. In: Scandinavian Actuarial Journal. RePEc:taf:sactxx:v:2022:y:2022:i:4:p:328-355.

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7
202016Optimal investment-consumption-insurance with random parameters. (2016). Shen, Yang ; Wei, Jiaqin. In: Scandinavian Actuarial Journal. RePEc:taf:sactxx:v:2016:y:2016:i:1:p:37-62.

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7
212016Time-consistent mean-variance reinsurance-investment strategy for insurers under CEV model. (2016). Qian, Yiping ; Lin, Xiang. In: Scandinavian Actuarial Journal. RePEc:taf:sactxx:v:2016:y:2016:i:7:p:646-671.

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7
222016Optimal dynamic reinsurance with dependent risks: variance premium principle. (2016). Liang, Zhibin ; Yuen, Kam Chuen. In: Scandinavian Actuarial Journal. RePEc:taf:sactxx:v:2016:y:2016:i:1:p:18-36.

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6
232021Time-series forecasting of mortality rates using deep learning. (2021). Scognamiglio, Salvatore ; Richman, Ronald ; Wuthrich, Mario V ; Perla, Francesca. In: Scandinavian Actuarial Journal. RePEc:taf:sactxx:v:2021:y:2021:i:7:p:572-598.

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6
242012A mixed copula model for insurance claims and claim sizes. (2012). Kastenmeier, Rainer ; Brechmann, Eike ; Czado, Claudia ; Min, Aleksey. In: Scandinavian Actuarial Journal. RePEc:taf:sactxx:v:2012:y:2012:i:4:p:278-305.

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6
252014The moments of the Gompertz distribution and maximum likelihood estimation of its parameters. (2014). Lenart, Adam. In: Scandinavian Actuarial Journal. RePEc:taf:sactxx:v:2014:y:2014:i:3:p:255-277.

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6
262020Optimal excess-of-loss reinsurance contract with ambiguity aversion in the principal-agent model. (2020). Shen, Yang ; Viens, Frederi G ; Gu, Ailing. In: Scandinavian Actuarial Journal. RePEc:taf:sactxx:v:2020:y:2020:i:4:p:342-375.

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6
272021Bowley reinsurance with asymmetric information on the insurers risk preferences. (2021). Zhang, Yiying ; Boonen, Tim J ; Cheung, Ka Chun. In: Scandinavian Actuarial Journal. RePEc:taf:sactxx:v:2021:y:2021:i:7:p:623-644.

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6
282023Valuation and optimal surrender of variable annuities with guaranteed minimum benefits and periodic fees. (2023). Kirkby, Lars J ; Aguilar, Jean-Philippe. In: Scandinavian Actuarial Journal. RePEc:taf:sactxx:v:2023:y:2023:i:6:p:624-654.

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6
292021Estimation of the Haezendonck-Goovaerts risk measure for extreme risks. (2021). Zhao, Yanchun ; Mao, Tiantian ; Yang, Fan. In: Scandinavian Actuarial Journal. RePEc:taf:sactxx:v:2021:y:2021:i:7:p:599-622.

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6
302015Robust optimal strategies for an insurer with reinsurance and investment under benchmark and mean-variance criteria. (2015). Li, Zhongfei ; Zeng, Yan ; Viens, Frederi ; Yi, BO. In: Scandinavian Actuarial Journal. RePEc:taf:sactxx:v:2015:y:2015:i:8:p:725-751.

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6
312022Mortality forecasting at age 65 and above: an age-specific evaluation of the Lee-Carter model. (2022). Kjargaard, Soren ; Bergeron-Boucher, Marie-Pier. In: Scandinavian Actuarial Journal. RePEc:taf:sactxx:v:2022:y:2022:i:1:p:64-79.

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6
322011Composite Lognormal–Pareto model with random threshold. (2011). Denuit, Michel ; Pigeon, Mathieu. In: Scandinavian Actuarial Journal. RePEc:taf:sactxx:v:2011:y:2011:i:3:p:177-192.

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6
332019Fair valuation of insurance liabilities via mean-variance hedging in a multi-period setting. (2019). Dhaene, Jan ; Barigou, Karim. In: Scandinavian Actuarial Journal. RePEc:taf:sactxx:v:2019:y:2019:i:2:p:163-187.

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5
342007Spatial modelling of claim frequency and claim size in non-life insurance. (2007). Gschlossl, Susanne ; Czado, Claudia. In: Scandinavian Actuarial Journal. RePEc:taf:sactxx:v:2007:y:2007:i:3:p:202-225.

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5
352017Forecasting disability: application of a frailty model. (2017). Sherris, Michael ; Fong, Joelle H ; Yap, James. In: Scandinavian Actuarial Journal. RePEc:taf:sactxx:v:2017:y:2017:i:2:p:125-147.

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5
362023Managing cyber risk, a science in the making. (2023). Dacorogna, Michel ; Kratz, Marie. In: Scandinavian Actuarial Journal. RePEc:taf:sactxx:v:2023:y:2023:i:10:p:1000-1021.

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5
372017A class of nonzero-sum investment and reinsurance games subject to systematic risks. (2017). Phillip, Sheung Chi ; Zhao, Hui ; Yang, Hailiang ; Siu, Chi Chung. In: Scandinavian Actuarial Journal. RePEc:taf:sactxx:v:2017:y:2017:i:8:p:670-707.

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5
382017Converting retirement benefit into a life care annuity with graded benefits. (2017). VIDAL-MELIA, CARLOS ; Ventura-Marco, Manuel ; Pla-Porcel, Javier. In: Scandinavian Actuarial Journal. RePEc:taf:sactxx:v:2017:y:2017:i:10:p:829-853.

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5
392018A data driven binning strategy for the construction of insurance tariff classes. (2018). Antonio, Katrien ; Verbelen, Roel ; Henckaerts, Roel ; Clijsters, Maxime. In: Scandinavian Actuarial Journal. RePEc:taf:sactxx:v:2018:y:2018:i:8:p:681-705.

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5
402017Product pricing and solvency capital requirements for long-term care insurance. (2017). Sherris, Michael ; Fong, Joelle H ; Shao, Adam W. In: Scandinavian Actuarial Journal. RePEc:taf:sactxx:v:2017:y:2017:i:2:p:175-208.

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5
412020Mean-variance asset-liability management with affine diffusion factor process and a reinsurance option. (2020). Sun, Zhongyang ; Zhang, Xin ; Yuen, Kam Chuen. In: Scandinavian Actuarial Journal. RePEc:taf:sactxx:v:2020:y:2020:i:3:p:218-244.

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5
422019Extending composite loss models using a general framework of advanced computational tools. (2019). Miljkovic, Tatjana ; Grun, Bettina. In: Scandinavian Actuarial Journal. RePEc:taf:sactxx:v:2019:y:2019:i:8:p:642-660.

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5
432016Modeling claims data with composite Stoppa models. (2016). Calderin-Ojeda, Enrique ; Kwok, Chun Fung. In: Scandinavian Actuarial Journal. RePEc:taf:sactxx:v:2016:y:2016:i:9:p:817-836.

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5
442014Optimal reinsurance under general law-invariant risk measures. (2014). Yung, S P ; S. C. P. Yam, ; Cheung, K C ; K. C. J. Sung, . In: Scandinavian Actuarial Journal. RePEc:taf:sactxx:v:2014:y:2014:i:1:p:72-91.

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5
452010Extremes on the discounted aggregate claims in a time dependent risk model. (2010). Badescu, Andrei ; Asimit, Alexandru. In: Scandinavian Actuarial Journal. RePEc:taf:sactxx:v:2010:y:2010:i:2:p:93-104.

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5
462018A new efficient method for estimating the Gerber–Shiu function in the classical risk model. (2018). Zhang, Zhimin ; Su, Wen. In: Scandinavian Actuarial Journal. RePEc:taf:sactxx:v:2018:y:2018:i:5:p:426-449.

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5
472009The Nash bargaining solution vs. equilibrium in a reinsurance syndicate. (2009). Aase, Knut. In: Scandinavian Actuarial Journal. RePEc:taf:sactxx:v:2009:y:2009:i:3:p:219-238.

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4
482016The valuation of GMWB variable annuities under alternative fund distributions and policyholder behaviours. (2016). Millossovich, Pietro ; Bacinello, Anna Rita ; Montealegre, Alvaro. In: Scandinavian Actuarial Journal. RePEc:taf:sactxx:v:2016:y:2016:i:5:p:446-465.

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4
492019Budget-constrained optimal reinsurance design under coherent risk measures. (2019). Chong, Wing Fung ; Cheung, Ka Chun ; Lo, Ambrose. In: Scandinavian Actuarial Journal. RePEc:taf:sactxx:v:2019:y:2019:i:9:p:729-751.

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4
502015Cash flows and policyholder behaviour in the semi-Markov life insurance setup. (2015). Moller, Thomas ; Buchardt, Kristian ; Schmidt, Kristian Bjerre. In: Scandinavian Actuarial Journal. RePEc:taf:sactxx:v:2015:y:2015:i:8:p:660-688.

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4
50 most relevant documents in this series (papers most cited in the last two years)
#YearTitleCited
12007On composite lognormal-Pareto models. (2007). Scollnik, David. In: Scandinavian Actuarial Journal. RePEc:taf:sactxx:v:2007:y:2007:i:1:p:20-33.

Full description at Econpapers || Download paper

16
22021Household consumption-investment-insurance decisions with uncertain income and market ambiguity. (2021). Siu, Tak Kuen ; Jin, Zhuo ; Wang, Ning ; Qiu, Ming. In: Scandinavian Actuarial Journal. RePEc:taf:sactxx:v:2021:y:2021:i:10:p:832-865.

Full description at Econpapers || Download paper

12
32016Optimal reinsurance with expectile. (2016). Cai, Jun ; Weng, Chengguo. In: Scandinavian Actuarial Journal. RePEc:taf:sactxx:v:2016:y:2016:i:7:p:624-645.

Full description at Econpapers || Download paper

10
42019Claims frequency modeling using telematics car driving data. (2019). Meng, Shengwang ; Wuthrich, Mario V ; Gao, Guangyuan. In: Scandinavian Actuarial Journal. RePEc:taf:sactxx:v:2019:y:2019:i:2:p:143-162.

Full description at Econpapers || Download paper

10
52018Robust optimal excess-of-loss reinsurance and investment strategy for an insurer in a model with jumps. (2018). Zeng, Yan ; Yang, Hailiang ; Li, Danping. In: Scandinavian Actuarial Journal. RePEc:taf:sactxx:v:2018:y:2018:i:2:p:145-171.

Full description at Econpapers || Download paper

10
62006Ruin probabilities and aggregrate claims distributions for shot noise Cox processes. (2006). Asmussen, Soren ; Albrecher, Hansjorg. In: Scandinavian Actuarial Journal. RePEc:taf:sactxx:v:2006:y:2006:i:2:p:86-110.

Full description at Econpapers || Download paper

9
72020Multi-population mortality forecasting using tensor decomposition. (2020). Dong, Yumo ; Haberman, Steven ; Yu, Honglin ; Huang, Fei. In: Scandinavian Actuarial Journal. RePEc:taf:sactxx:v:2020:y:2020:i:8:p:754-775.

Full description at Econpapers || Download paper

9
82022Variable annuity pricing, valuation, and risk management: a survey. (2022). Feng, Runhuan ; Zhang, Ning ; Gan, Guojun. In: Scandinavian Actuarial Journal. RePEc:taf:sactxx:v:2022:y:2022:i:10:p:867-900.

Full description at Econpapers || Download paper

9
92016On fitting generalized linear and non-linear models of mortality. (2016). Currie, Iain D. In: Scandinavian Actuarial Journal. RePEc:taf:sactxx:v:2016:y:2016:i:4:p:356-383.

Full description at Econpapers || Download paper

9
102001Optimal Proportional Reinsurance Policies in a Dynamic Setting. (2001). Schmidli, Hanspeter. In: Scandinavian Actuarial Journal. RePEc:taf:sactxx:v:2001:y:2001:i:1:p:55-68.

Full description at Econpapers || Download paper

9
112017Characterizations of optimal reinsurance treaties: a cost-benefit approach. (2017). Cheung, Ka Chun ; Lo, Ambrose. In: Scandinavian Actuarial Journal. RePEc:taf:sactxx:v:2017:y:2017:i:1:p:1-28.

Full description at Econpapers || Download paper

9
122017Multi-population mortality models: fitting, forecasting and comparisons. (2017). Enchev, Vasil ; Kleinow, Torsten. In: Scandinavian Actuarial Journal. RePEc:taf:sactxx:v:2017:y:2017:i:4:p:319-342.

Full description at Econpapers || Download paper

7
132011Extending the Lee–Carter model: a three-way decomposition. (2011). Haberman, Steven ; Russolillo, Maria ; Giordano, Giuseppe. In: Scandinavian Actuarial Journal. RePEc:taf:sactxx:v:2011:y:2011:i:2:p:96-117.

Full description at Econpapers || Download paper

7
142004Estimation of the Characteristics of the Jumps of a General Poisson-Diffusion Model. (2004). Mancini, Cecilia. In: Scandinavian Actuarial Journal. RePEc:taf:sactxx:v:2004:y:2004:i:1:p:42-52.

Full description at Econpapers || Download paper

7
152016Time-consistent mean-variance reinsurance-investment strategy for insurers under CEV model. (2016). Qian, Yiping ; Lin, Xiang. In: Scandinavian Actuarial Journal. RePEc:taf:sactxx:v:2016:y:2016:i:7:p:646-671.

Full description at Econpapers || Download paper

7
162014New composite models for the Danish fire insurance data. (2014). Nadarajah, S ; S. A. A. Bakar, . In: Scandinavian Actuarial Journal. RePEc:taf:sactxx:v:2014:y:2014:i:2:p:180-187.

Full description at Econpapers || Download paper

7
172008Modelling and management of mortality risk: a review. (2008). Blake, David ; Dowd, Kevin ; Cairns, Andrew. In: Scandinavian Actuarial Journal. RePEc:taf:sactxx:v:2008:y:2008:i:2-3:p:79-113.

Full description at Econpapers || Download paper

7
182021Tontines with mixed cohorts. (2021). Yang, Zhixin ; Qian, Linyi ; Chen, AN. In: Scandinavian Actuarial Journal. RePEc:taf:sactxx:v:2021:y:2021:i:5:p:437-455.

Full description at Econpapers || Download paper

7
192022Robust reinsurance contract with asymmetric information in a stochastic Stackelberg differential game. (2022). Liang, Zhibin ; Yuan, YU ; Han, Xia. In: Scandinavian Actuarial Journal. RePEc:taf:sactxx:v:2022:y:2022:i:4:p:328-355.

Full description at Econpapers || Download paper

7
202016Optimal investment-consumption-insurance with random parameters. (2016). Shen, Yang ; Wei, Jiaqin. In: Scandinavian Actuarial Journal. RePEc:taf:sactxx:v:2016:y:2016:i:1:p:37-62.

Full description at Econpapers || Download paper

6
212023Valuation and optimal surrender of variable annuities with guaranteed minimum benefits and periodic fees. (2023). Kirkby, Lars J ; Aguilar, Jean-Philippe. In: Scandinavian Actuarial Journal. RePEc:taf:sactxx:v:2023:y:2023:i:6:p:624-654.

Full description at Econpapers || Download paper

6
222021Estimation of the Haezendonck-Goovaerts risk measure for extreme risks. (2021). Zhao, Yanchun ; Mao, Tiantian ; Yang, Fan. In: Scandinavian Actuarial Journal. RePEc:taf:sactxx:v:2021:y:2021:i:7:p:599-622.

Full description at Econpapers || Download paper

6
232012A mixed copula model for insurance claims and claim sizes. (2012). Kastenmeier, Rainer ; Brechmann, Eike ; Czado, Claudia ; Min, Aleksey. In: Scandinavian Actuarial Journal. RePEc:taf:sactxx:v:2012:y:2012:i:4:p:278-305.

Full description at Econpapers || Download paper

6
242021Time-series forecasting of mortality rates using deep learning. (2021). Scognamiglio, Salvatore ; Richman, Ronald ; Wuthrich, Mario V ; Perla, Francesca. In: Scandinavian Actuarial Journal. RePEc:taf:sactxx:v:2021:y:2021:i:7:p:572-598.

Full description at Econpapers || Download paper

6
252021Bowley reinsurance with asymmetric information on the insurers risk preferences. (2021). Zhang, Yiying ; Boonen, Tim J ; Cheung, Ka Chun. In: Scandinavian Actuarial Journal. RePEc:taf:sactxx:v:2021:y:2021:i:7:p:623-644.

Full description at Econpapers || Download paper

6
262015Robust optimal strategies for an insurer with reinsurance and investment under benchmark and mean-variance criteria. (2015). Li, Zhongfei ; Zeng, Yan ; Viens, Frederi ; Yi, BO. In: Scandinavian Actuarial Journal. RePEc:taf:sactxx:v:2015:y:2015:i:8:p:725-751.

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6
272018A new efficient method for estimating the Gerber–Shiu function in the classical risk model. (2018). Zhang, Zhimin ; Su, Wen. In: Scandinavian Actuarial Journal. RePEc:taf:sactxx:v:2018:y:2018:i:5:p:426-449.

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5
282019Fair valuation of insurance liabilities via mean-variance hedging in a multi-period setting. (2019). Dhaene, Jan ; Barigou, Karim. In: Scandinavian Actuarial Journal. RePEc:taf:sactxx:v:2019:y:2019:i:2:p:163-187.

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5
292016Optimal dynamic reinsurance with dependent risks: variance premium principle. (2016). Liang, Zhibin ; Yuen, Kam Chuen. In: Scandinavian Actuarial Journal. RePEc:taf:sactxx:v:2016:y:2016:i:1:p:18-36.

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5
302023Managing cyber risk, a science in the making. (2023). Dacorogna, Michel ; Kratz, Marie. In: Scandinavian Actuarial Journal. RePEc:taf:sactxx:v:2023:y:2023:i:10:p:1000-1021.

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5
312020Mean-variance asset-liability management with affine diffusion factor process and a reinsurance option. (2020). Sun, Zhongyang ; Zhang, Xin ; Yuen, Kam Chuen. In: Scandinavian Actuarial Journal. RePEc:taf:sactxx:v:2020:y:2020:i:3:p:218-244.

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322011Composite Lognormal–Pareto model with random threshold. (2011). Denuit, Michel ; Pigeon, Mathieu. In: Scandinavian Actuarial Journal. RePEc:taf:sactxx:v:2011:y:2011:i:3:p:177-192.

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5
332014The moments of the Gompertz distribution and maximum likelihood estimation of its parameters. (2014). Lenart, Adam. In: Scandinavian Actuarial Journal. RePEc:taf:sactxx:v:2014:y:2014:i:3:p:255-277.

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342019Extending composite loss models using a general framework of advanced computational tools. (2019). Miljkovic, Tatjana ; Grun, Bettina. In: Scandinavian Actuarial Journal. RePEc:taf:sactxx:v:2019:y:2019:i:8:p:642-660.

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352014Optimal reinsurance under general law-invariant risk measures. (2014). Yung, S P ; S. C. P. Yam, ; Cheung, K C ; K. C. J. Sung, . In: Scandinavian Actuarial Journal. RePEc:taf:sactxx:v:2014:y:2014:i:1:p:72-91.

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5
362007Spatial modelling of claim frequency and claim size in non-life insurance. (2007). Gschlossl, Susanne ; Czado, Claudia. In: Scandinavian Actuarial Journal. RePEc:taf:sactxx:v:2007:y:2007:i:3:p:202-225.

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372017Product pricing and solvency capital requirements for long-term care insurance. (2017). Sherris, Michael ; Fong, Joelle H ; Shao, Adam W. In: Scandinavian Actuarial Journal. RePEc:taf:sactxx:v:2017:y:2017:i:2:p:175-208.

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382010Extremes on the discounted aggregate claims in a time dependent risk model. (2010). Badescu, Andrei ; Asimit, Alexandru. In: Scandinavian Actuarial Journal. RePEc:taf:sactxx:v:2010:y:2010:i:2:p:93-104.

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392018A data driven binning strategy for the construction of insurance tariff classes. (2018). Antonio, Katrien ; Verbelen, Roel ; Henckaerts, Roel ; Clijsters, Maxime. In: Scandinavian Actuarial Journal. RePEc:taf:sactxx:v:2018:y:2018:i:8:p:681-705.

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402016Modeling claims data with composite Stoppa models. (2016). Calderin-Ojeda, Enrique ; Kwok, Chun Fung. In: Scandinavian Actuarial Journal. RePEc:taf:sactxx:v:2016:y:2016:i:9:p:817-836.

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412020Optimal excess-of-loss reinsurance contract with ambiguity aversion in the principal-agent model. (2020). Shen, Yang ; Viens, Frederi G ; Gu, Ailing. In: Scandinavian Actuarial Journal. RePEc:taf:sactxx:v:2020:y:2020:i:4:p:342-375.

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422023LocalGLMnet: interpretable deep learning for tabular data. (2023). Richman, Ronald ; Wuthrich, Mario V. In: Scandinavian Actuarial Journal. RePEc:taf:sactxx:v:2023:y:2023:i:1:p:71-95.

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4
432015Cash flows and policyholder behaviour in the semi-Markov life insurance setup. (2015). Moller, Thomas ; Buchardt, Kristian ; Schmidt, Kristian Bjerre. In: Scandinavian Actuarial Journal. RePEc:taf:sactxx:v:2015:y:2015:i:8:p:660-688.

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4
442020Weighted utility optimization of the participating endowment contract. (2020). Liang, Zongxia ; Liu, Yang ; Ma, Ming ; He, Lin. In: Scandinavian Actuarial Journal. RePEc:taf:sactxx:v:2020:y:2020:i:7:p:577-613.

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452022Bowley reinsurance with asymmetric information: a first-best solution. (2022). Zhang, Yiying ; Boonen, Tim J. In: Scandinavian Actuarial Journal. RePEc:taf:sactxx:v:2022:y:2022:i:6:p:532-551.

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462018Lifetime asset allocation with idiosyncratic and systematic mortality risks. (2018). Shen, Yang ; Sherris, Michael. In: Scandinavian Actuarial Journal. RePEc:taf:sactxx:v:2018:y:2018:i:4:p:294-327.

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472009The Nash bargaining solution vs. equilibrium in a reinsurance syndicate. (2009). Aase, Knut. In: Scandinavian Actuarial Journal. RePEc:taf:sactxx:v:2009:y:2009:i:3:p:219-238.

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482019Spatial statistical modelling of insurance risk: a spatial epidemiological approach to car insurance. (2019). Tufvesson, Oskar ; Lindstrom, Johan. In: Scandinavian Actuarial Journal. RePEc:taf:sactxx:v:2019:y:2019:i:6:p:508-522.

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492019Interplay of insurance and financial risks in a stochastic environment. (2019). Yang, Yang ; Tang, Qihe. In: Scandinavian Actuarial Journal. RePEc:taf:sactxx:v:2019:y:2019:i:5:p:432-451.

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502016Asymptotic ruin probabilities for a discrete-time risk model with dependent insurance and financial risks. (2016). Gao, Wei ; Li, Jinzhu ; Yang, Haizhong. In: Scandinavian Actuarial Journal. RePEc:taf:sactxx:v:2016:y:2016:i:1:p:1-17.

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Citing documents used to compute impact factor: 35
YearTitle
2024Coping 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.

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2024Scenario selection with LASSO regression for the valuation of variable annuity portfolios. (2024). Sherris, Michael ; Ziveyi, Jonathan ; Nguyen, Hang ; Villegas, Andres M. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:116:y:2024:i:c:p:27-43.

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2024Guaranteed minimum withdrawal benefits with high-water mark fee structure. (2024). Han, Jiaqi ; Li, Dongchen ; Wu, Lianxia. In: PLOS ONE. RePEc:plo:pone00:0302740.

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2024Stackelberg reinsurance and premium decisions with MV criterion and irreversibility. (2024). Liang, Zongxia ; Luo, Xiaodong. In: Papers. RePEc:arx:papers:2402.11580.

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2024Worst-case risk measures of stop-loss and limited loss random variables under distribution uncertainty with applications to robust reinsurance. (2024). Yin, Mingren ; Cai, Jun ; Liu, Fangda. In: European Journal of Operational Research. RePEc:eee:ejores:v:318:y:2024:i:1:p:310-326.

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2024Forecasting Inequalities in Survival to Retirement Age by Socioeconomic Status in Denmark and Sweden. (2024). Drefahl, Sven ; Callaway, Julia ; Bergeron-Boucher, Marie-Pier ; Strozza, Cosmo. In: European Journal of Population. RePEc:spr:eurpop:v:40:y:2024:i:1:d:10.1007_s10680-024-09704-8.

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2024Lapse-supported life insurance and adverse selection. (2024). Kleinow, Torsten ; Haccariz, Oytun ; MacDonald, Angus S. In: Papers. RePEc:arx:papers:2409.01843.

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2024Valuation of a Mixture of GMIB and GMDB Variable Annuity. (2024). Han, Yichen ; Li, Luyan ; Fan, Kun ; Wan, Jiaxin. In: Mathematics. RePEc:gam:jmathe:v:12:y:2024:i:3:p:441-:d:1329602.

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2024The Credibility Transformer. (2024). Wuthrich, Mario V ; Scognamiglio, Salvatore ; Richman, Ronald. In: Papers. RePEc:arx:papers:2409.16653.

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2024A theory of multivariate stress testing. (2024). Wang, Ruodu ; Millossovich, Pietro ; Tsanakas, Andreas. In: European Journal of Operational Research. RePEc:eee:ejores:v:318:y:2024:i:3:p:851-866.

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2024Time-consistent reinsurance-investment games for multiple mean-variance insurers with mispricing and default risks. (2024). Yang, Yang ; Yao, Jing ; Wang, Guojing. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:114:y:2024:i:c:p:79-107.

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2024Optimal Investment-reinsurance Strategies for an Insurer with Options Trading Under Model Ambiguity. (2024). Liu, Bing ; Yin, Weijun ; Chen, Cuixia ; Qian, Tong. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:26:y:2024:i:4:d:10.1007_s11009-024-10110-0.

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2024Upper Comonotonicity and Risk Aggregation under Dependence Uncertainty. (2024). Nendel, Max ; Streicher, Jan ; de Vecchi, Corrado. In: Papers. RePEc:arx:papers:2406.19242.

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2024Machine Learning techniques in joint default assessment. (2024). luciano, elisa ; Semeraro, Patrizia ; Fadda, Edoardo. In: Carlo Alberto Notebooks. RePEc:cca:wpaper:723.

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2024Optimal dividend policy with self-exciting claims in the Gamma–Omega model. (2024). Jin, Zhuo ; Liu, Guo. In: Finance Research Letters. RePEc:eee:finlet:v:69:y:2024:i:pa:s1544612324011917.

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2024Enhancing 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.

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2024On variable annuities with surrender charges. (2024). stabile, gabriele ; de Angelis, Tiziano ; Milazzo, Alessandro. In: Papers. RePEc:arx:papers:2405.02115.

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2024Efficient valuation of guaranteed minimum accumulation benefits in regime switching jump diffusion models with lapse risk. (2024). Zhang, Zhimin ; Zhong, Wei. In: Applied Mathematics and Computation. RePEc:eee:apmaco:v:478:y:2024:i:c:s0096300324002947.

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2024Cyber Risk Taxonomies: Statistical Analysis of Cybersecurity Risk Classifications. (2024). Sofronov, Georgy ; Jang, Jiwook ; Shevchenko, Pavel V ; Treuck, Stefan ; Peters, Gareth W ; Malavasi, Matteo. In: Papers. RePEc:arx:papers:2410.05297.

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2024A Methodological Approach to Securing Cyber-Physical Systems for Critical Infrastructures. (2024). Forestiero, Agostino ; Durante, Luca ; Bertolotti, Ivan Cibrario ; Manco, Giuseppe ; Marchetti, Eda ; Orlando, Albina ; Papuzzo, Giuseppe ; Calabr, Antonello ; Cambiaso, Enrico ; Cheminod, Manuel ; Lombardi, Flavio. In: Future Internet. RePEc:gam:jftint:v:16:y:2024:i:11:p:418-:d:1519174.

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2024Testing for auto-calibration with Lorenz and Concentration curves. (2024). Verdebout, Thomas ; Denuit, Michel ; Trufin, Julien ; Huyghe, Julie. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:117:y:2024:i:c:p:130-139.

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2024Convex and Lorenz orders under balance correction in nonlife insurance pricing: Review and new developments. (2024). Denuit, Michel ; Trufin, Julien. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:118:y:2024:i:c:p:123-128.

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2024Potential Applications of Explainable Artificial Intelligence to Actuarial Problems. (2024). Olivas, Jose A ; Serrano-Guerrero, Jesus ; Romero, Francisco P ; Lozano-Murcia, Catalina ; Peralta, Arturo. In: Mathematics. RePEc:gam:jmathe:v:12:y:2024:i:5:p:635-:d:1343128.

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2024Stochastic differential investment and reinsurance game between an insurer and a reinsurer under thinning dependence structure. (2024). Liang, Zhibin ; Yuan, YU ; Zhang, Caibin. In: European Journal of Operational Research. RePEc:eee:ejores:v:315:y:2024:i:1:p:213-227.

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2024Stackelberg differential reinsurance and investment game for a dependent risk model with Ornstein–Uhlenbeck process. (2024). Zhang, Yawen. In: Statistics & Probability Letters. RePEc:eee:stapro:v:214:y:2024:i:c:s0167715224001925.

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2024Stochastic differential reinsurance game for two competitive insurers with ambiguity-aversion under mean-variance premium principle. (2024). Zhang, Caibin ; Wang, Kexin ; Yuan, YU. In: Annals of Operations Research. RePEc:spr:annopr:v:335:y:2024:i:1:d:10.1007_s10479-024-05844-6.

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2024Estimation–Calibration of Continuous-Time Non-Homogeneous Markov Chains with Finite State Space. (2024). Krasii, Nadezhda P ; Esquivel, Manuel L ; Guerreiro, Gracinda R. In: Mathematics. RePEc:gam:jmathe:v:12:y:2024:i:5:p:668-:d:1345266.

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2024Tweedie multivariate semi-parametric credibility with the exchangeable correlation. (2024). Jeong, Himchan. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:115:y:2024:i:c:p:13-21.

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2024Constrained portfolio optimization in a life-cycle model. (2024). Wei, Pengyu ; Li, Wenyuan. In: Papers. RePEc:arx:papers:2410.20060.

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2024Optimal portfolio and insurance strategy with biometric risks, habit formation and smooth ambiguity. (2024). Chen, Zhiping ; Wang, Tao. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:118:y:2024:i:c:p:195-222.

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2024Unifying mortality forecasting model: an investigation of the COM–Poisson distribution in the GAS model for improved projections. (2024). Abbas, Nasir ; Riaz, Muhammad ; Rakhmawan, Suryo Adi ; Mahmood, Tahir. In: Lifetime Data Analysis: An International Journal Devoted to Statistical Methods and Applications for Time-to-Event Data. RePEc:spr:lifeda:v:30:y:2024:i:4:d:10.1007_s10985-024-09634-x.

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2024Optimal Strategies for the Decumulation of Retirement Savings under Differing Appetites for Liquidity and Investment Risks. (2024). de Felice, Lewis ; Avanzi, Benjamin. In: Papers. RePEc:arx:papers:2312.14355.

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2024Robust Investment and Proportional Reinsurance Strategy with Delay and Jumps in a Stochastic Stackelberg Differential Game. (2024). Zhang, Qiang ; Cui, Qianqian. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:26:y:2024:i:4:d:10.1007_s11009-024-10108-8.

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2024Contract Structure and Risk Aversion in Longevity Risk Transfers. (2024). Zhang, Yuanyuan ; Li, Hong ; Landriault, David. In: Papers. RePEc:arx:papers:2409.08914.

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2024Ex-ante evaluation of a cross-sectorial business model for risk management in new product development: the case of Haitian farming. (2024). Shimoguchi, Nina ; Ohe, Yasuo ; Hatanaka, Katsumori ; Terano, Rika ; Uchiyama, Tomohiro ; Valcin, Rival. In: Review of Agricultural, Food and Environmental Studies. RePEc:spr:roafes:v:105:y:2024:i:4:d:10.1007_s41130-024-00220-1.

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Recent citations
Recent citations received in 2024
YearCiting document
2024The equilibrium strategy of insurance companies’ dividends and reinsurance games. (2024). Wang, Yueyang ; Xu, Xin ; Yang, BO ; Yao, Dingjun. In: Economics Letters. RePEc:eee:ecolet:v:245:y:2024:i:c:s016517652400524x.

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2024Equilibrium reinsurance strategies for catastrophe and secondary claims under α-maxmin mean–variance criterion. (2024). Wang, Ning ; Zhao, Qian ; Wu, Hongping ; Zhang, Liming. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pb:s1057521924006616.

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2024Stackelberg differential reinsurance and investment game for a dependent risk model with Ornstein–Uhlenbeck process. (2024). Zhang, Yawen. In: Statistics & Probability Letters. RePEc:eee:stapro:v:214:y:2024:i:c:s0167715224001925.

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2024Predictive performance of count regression models versus machine learning techniques: A comparative analysis using an automobile insurance claims frequency dataset. (2024). Alomair, Gadir. In: PLOS ONE. RePEc:plo:pone00:0314975.

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Recent citations received in 2023
YearCiting document
2023Optimal dividend strategies for a catastrophe insurer. (2023). Azcue, Pablo ; Muler, Nora ; Albrecher, Hansjoerg. In: Papers. RePEc:arx:papers:2311.05781.

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2023On the economics of the longevity risk transfer market. (2023). Russ, Jochen ; Freimann, Arne ; Brger, Matthias. In: Journal of Risk & Insurance. RePEc:bla:jrinsu:v:90:y:2023:i:3:p:597-632.

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2023Building up cyber resilience by better grasping cyber risk via a new algorithm for modelling heavy-tailed data. (2023). Dacorogna, Michel ; Debbabi, Nehla ; Kratz, Marie. In: European Journal of Operational Research. RePEc:eee:ejores:v:311:y:2023:i:2:p:708-729.

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2023Conditional mean risk sharing of losses at occurrence time in the compound Poisson surplus model. (2023). Denuit, Michel ; Robert, Christian Y. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:112:y:2023:i:c:p:23-32.

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2023Optimal Consumption and Investment Problem under 4/2-CIR Stochastic Hybrid Model. (2023). Wang, Yubing ; Zhang, Cuiyun ; Ma, Aiqin. In: Mathematics. RePEc:gam:jmathe:v:11:y:2023:i:17:p:3695-:d:1226881.

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2023An Age–Period–Cohort Model in a Dirichlet Framework: A Coherent Causes of Death Estimation. (2023). Graziani, Rebecca ; Nigri, Andrea. In: SocArXiv. RePEc:osf:socarx:856yw.

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2023An Age–Period–Cohort Model in a Dirichlet Framework: A Coherent Causes of Death Estimation. (2023). Nigri, Andrea ; Graziani, Rebecca. In: SocArXiv. RePEc:osf:socarx:856yw_v1.

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Recent citations received in 2022
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2022A modal age at death approach to forecasting mortality. (2022). Missov, Trifon ; Vazquez-Castillo, Paola ; Bergeron-Boucher, Marie-Pier. In: SocArXiv. RePEc:osf:socarx:5zr2k.

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2022A modal age at death approach to forecasting mortality. (2022). Missov, Trifon ; Vzquez-Castillo, Paola ; Bergeron-Boucher, Marie-Pier. In: SocArXiv. RePEc:osf:socarx:5zr2k_v1.

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2022Thirty years on: A review of the Lee-Carter method for forecasting mortality. (2022). Basellini, Ugofilippo ; Booth, Heather ; Camarda, Carlo Giovanni. In: SocArXiv. RePEc:osf:socarx:8u34d.

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2022Thirty years on: A review of the Lee-Carter method for forecasting mortality. (2022). Booth, Heather ; Camarda, Carlo Giovanni ; Basellini, Ugofilippo. In: SocArXiv. RePEc:osf:socarx:8u34d_v1.

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