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Citation Profile [Updated: 2025-11-20 18:08:17]
5 Years H Index
32
Impact Factor (IF)
0.34
5 Years IF
0.33
Data available in this report

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

Main indicators
Raw Data

 

IF AIF CIF IF5 DOC CDO CIT NCI CCU D2Y C2Y D5Y C5Y SC %SC CiY II AII
1997 0 0.24 0.02 0 89 89 74 1 2 0 0 0 1 0.01 0.11
1998 0.02 0.27 0.02 0.02 97 186 665 4 6 89 2 89 2 0 2 0.02 0.13
1999 0.06 0.29 0.07 0.06 102 288 224 20 27 186 11 186 11 0 8 0.08 0.14
2000 0.07 0.34 0.08 0.06 84 372 390 31 58 199 13 288 18 0 5 0.06 0.16
2001 0.06 0.38 0.06 0.06 76 448 249 28 87 186 11 372 24 0 1 0.01 0.17
2002 0.09 0.39 0.11 0.1 48 496 107 53 140 160 15 448 45 0 2 0.04 0.2
2003 0.04 0.43 0.1 0.1 52 548 408 55 195 124 5 407 41 0 4 0.08 0.21
2004 0.18 0.47 0.14 0.11 57 605 210 85 280 100 18 362 39 1 1.2 1 0.02 0.21
2005 0.17 0.5 0.13 0.1 55 660 326 87 367 109 19 317 33 0 5 0.09 0.23
2006 0.18 0.49 0.15 0.14 59 719 209 107 474 112 20 288 40 0 1 0.02 0.22
2007 0.12 0.44 0.11 0.13 70 789 341 88 562 114 14 271 35 0 2 0.03 0.2
2008 0.14 0.47 0.22 0.19 41 830 97 179 742 129 18 293 57 0 0 0.22
2009 0.18 0.46 0.24 0.18 36 866 442 207 950 111 20 282 50 1 0.5 3 0.08 0.23
2010 0.23 0.46 0.21 0.22 33 899 155 191 1142 77 18 261 57 0 2 0.06 0.2
2011 0.38 0.51 0.22 0.21 33 932 319 208 1350 69 26 239 50 1 0.5 19 0.58 0.24
2012 0.27 0.5 0.24 0.27 15 947 51 231 1581 66 18 213 58 0 0 0.21
2013 0.42 0.54 0.29 0.35 22 969 92 281 1863 48 20 158 56 0 1 0.05 0.24
2014 0.19 0.53 0.2 0.34 30 999 244 203 2066 37 7 139 47 0 3 0.1 0.22
2015 0.5 0.53 0.27 0.41 23 1022 79 277 2343 52 26 133 54 0 2 0.09 0.22
2016 0.45 0.5 0.3 0.38 28 1050 56 312 2655 53 24 123 47 0 1 0.04 0.2
2017 0.27 0.52 0.25 0.38 35 1085 135 267 2923 51 14 118 45 9 3.4 3 0.09 0.21
2018 0.27 0.53 0.29 0.35 32 1117 103 328 3252 63 17 138 48 0 7 0.22 0.22
2019 0.36 0.54 0.29 0.37 33 1150 86 332 3584 67 24 148 55 0 7 0.21 0.21
2020 0.37 0.64 0.33 0.35 40 1190 75 389 3973 65 24 151 53 0 3 0.08 0.3
2021 0.34 0.74 0.4 0.39 59 1249 103 494 4467 73 25 168 65 0 36 0.61 0.27
2022 0.38 0.74 0.3 0.4 31 1280 47 390 4857 99 38 199 80 0 5 0.16 0.22
2023 0.43 0.7 0.25 0.34 42 1322 20 336 5193 90 39 195 67 0 1 0.02 0.2
2024 0.34 0.82 0.25 0.33 41 1363 15 346 5539 73 25 205 68 0 3 0.07 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
11998Understanding Relationships Using Copulas. (1998). Valdez, Emiliano ; Frees, Edward. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:2:y:1998:i:1:p:1-25.

Full description at Econpapers || Download paper

291
21998On 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

260
32009A Quantitative Comparison of Stochastic Mortality Models Using Data From England and Wales and the United States. (2009). Blake, David ; Coughlan, Guy ; Epstein, David ; Cairns, Andrew ; Ong, Alen ; Dowd, Kevin ; Balevich, Igor. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:13:y:2009:i:1:p:1-35.

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207
42001A 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.

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127
52003Tail 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.

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126
62000The 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.

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124
71999Extreme Value Theory as a Risk Management Tool. (1999). Resnick, Sidney ; Embrechts, Paul ; Samorodnitsky, Gennady. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:3:y:1999:i:2:p:30-41.

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116
82009Strategies 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.

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99
92005Minimizing the Probability of Ruin When Claims Follow Brownian Motion with Drift. (2005). Young, Virginia ; Promislow, David S. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:9:y:2005:i:3:p:110-128.

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97
102007Risk Classification for Claim Counts. (2007). Guillen, Montserrat ; Denuit, Michel ; Boucher, Jean-Philippe. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:11:y:2007:i:4:p:110-131.

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80
112011Measuring Basis Risk in Longevity Hedges. (2011). Hardy, Mary ; Li, Johnny. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:15:y:2011:i:2:p:177-200.

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74
122003Economic 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.

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71
132006On 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.

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63
142005The 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.

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62
151999Application 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.

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55
162007Natural Hedging of Life and Annuity Mortality Risks. (2007). Lin, Yijia ; Cox, Samuel. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:11:y:2007:i:3:p:1-15.

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54
172011A Gravity Model of Mortality Rates for Two Related Populations. (2011). Blake, David ; Khalaf-Allah, Marwa ; Dowd, Kevin ; Coughlan, Guy ; Cairns, Andrew. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:15:y:2011:i:2:p:334-356.

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53
182003Empirical Estimation of Risk Measures and Related Quantities. (2003). Zitikis, Ri Ardas ; Jones, Bruce. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:7:y:2003:i:4:p:44-54.

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51
192004Optimal 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.

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49
202011Longevity Hedging 101. (2011). Blake, David ; Khalaf-Allah, Marwa ; Dowd, Kevin ; Coughlan, Guy ; Cairns, Andrew ; Ye, Yijing ; Kumar, Sumit. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:15:y:2011:i:2:p:150-176.

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47
212000Catastrophe Risk Bonds. (2000). Cox, Samuel ; Pedersen, Hal. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:4:y:2000:i:4:p:56-82.

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46
222014On the Modeling and Forecasting of Socioeconomic Mortality Differentials: An Application to Deprivation and Mortality in England. (2014). Haberman, Steven ; Villegas, Andres. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:18:y:2014:i:1:p:168-193.

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44
232000Valuing Equity-Indexed Annuities. (2000). Tiong, Serena. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:4:y:2000:i:4:p:149-163.

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40
242014Developing Equity Release Markets: Risk Analysis for Reverse Mortgages and Home Reversions. (2014). Hanewald, Katja ; Sherris, Michael ; Chen, Hua ; Cho, Daniel ; Lai, Daniela. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:18:y:2014:i:1:p:217-241.

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39
252010Modeling and Evaluating Insurance Losses Via Mixtures of Erlang Distributions. (2010). Lin, X ; Lee, Simon. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:14:y:2010:i:1:p:107-130.

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38
262000The 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.

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38
272011Mortality Regimes and Pricing. (2011). Milidonis, Andreas ; Lin, Yijia ; Cox, Samuel. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:15:y:2011:i:2:p:266-289.

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35
282000Self-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.

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35
291998An 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.

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35
302009Weighted Pricing Functionals With Applications to Insurance. (2009). Zitikis, Ri Ardas ; Furman, Edward. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:13:y:2009:i:4:p:483-496.

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33
312005Modeling 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.

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33
322007On the Class of Erlang Mixtures with Risk Theoretic Applications. (2007). Woo, Jae-Kyung ; Willmot, Gordon. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:11:y:2007:i:2:p:99-115.

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32
332011Mortality Measurement at Advanced Ages. (2011). Gavrilova, Natalia. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:15:y:2011:i:3:p:432-447.

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31
342011Explaining Mortality Dynamics. (2011). Hanewald, Katja. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:15:y:2011:i:2:p:290-314.

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29
352010Backtesting Stochastic Mortality Models. (2010). Blake, David ; Dowd, Kevin ; Coughlan, Guy ; Epstein, David ; Cairns, Andrew ; Khalaf-Allah, Marwa. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:14:y:2010:i:3:p:281-298.

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29
362004Projecting Mortality Trends. (2004). Haberman, Steven ; Wong-Fupuy, Carlos. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:8:y:2004:i:2:p:56-83.

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29
372004Optimal Investment for an Insurer to Minimize Its Probability of Ruin. (2004). Yang, Hailiang ; Liu, Chi. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:8:y:2004:i:2:p:11-31.

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28
382005Credibility Using Copulas. (2005). Wang, Ping ; Frees, Edward. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:9:y:2005:i:2:p:31-48.

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28
392003Valuation 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.

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26
402009Pricing Annuity Guarantees Under a Regime-Switching Model. (2009). Lin, X ; Tan, Ken ; Yang, Hailiang. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:13:y:2009:i:3:p:316-332.

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26
412014A General Procedure for Constructing Mortality Models. (2014). Blake, David ; Hunt, Andrew. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:18:y:2014:i:1:p:116-138.

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26
422014Modeling Period Effects in Multi-Population Mortality Models: Applications to Solvency II. (2014). Wang, Yujiao ; Zhou, Rui ; Tan, Ken ; Kaufhold, Kai ; Li, Johnny. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:18:y:2014:i:1:p:150-167.

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24
432014The CBD Mortality Indexes: Modeling and Applications. (2014). Chan, Wai-Sum ; Li, Johnny. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:18:y:2014:i:1:p:38-58.

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24
442001Optimal Annuitization Policies. (2001). Milevsky, Moshe. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:5:y:2001:i:1:p:57-69.

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24
452003Equity-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.

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24
462005Real 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.

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23
472003Pricing 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.

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23
482015Multistate Actuarial Models of Functional Disability. (2015). Sherris, Michael ; Fong, Joelle H ; Shao, Adam W. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:19:y:2015:i:1:p:41-59.

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23
492003Pricing Lookback Options and Dynamic Guarantees. (2003). Gerber, Hans ; Shiu, Elias. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:7:y:2003:i:1:p:48-66.

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22
502011Predicting the Frequency and Amount of Health Care Expenditures. (2011). Rosenberg, Marjorie ; Gao, Jie ; Frees, Edward. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:15:y:2011:i:3:p:377-392.

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22
50 most relevant documents in this series (papers most cited in the last two years)
#YearTitleCited
12009A Quantitative Comparison of Stochastic Mortality Models Using Data From England and Wales and the United States. (2009). Blake, David ; Coughlan, Guy ; Epstein, David ; Cairns, Andrew ; Ong, Alen ; Dowd, Kevin ; Balevich, Igor. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:13:y:2009:i:1:p:1-35.

Full description at Econpapers || Download paper

31
21998Understanding Relationships Using Copulas. (1998). Valdez, Emiliano ; Frees, Edward. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:2:y:1998:i:1:p:1-25.

Full description at Econpapers || Download paper

22
32001A 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

21
41999Extreme Value Theory as a Risk Management Tool. (1999). Resnick, Sidney ; Embrechts, Paul ; Samorodnitsky, Gennady. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:3:y:1999:i:2:p:30-41.

Full description at Econpapers || Download paper

18
51998On 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

18
62009Strategies 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

16
72003Tail 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

15
82005Minimizing the Probability of Ruin When Claims Follow Brownian Motion with Drift. (2005). Young, Virginia ; Promislow, David S. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:9:y:2005:i:3:p:110-128.

Full description at Econpapers || Download paper

14
92021Boosting Insights in Insurance Tariff Plans with Tree-Based Machine Learning Methods. (2021). Antonio, Katrien ; Verbelen, Roel ; Henckaerts, Roel ; Cote, Marie-Pier. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:25:y:2021:i:2:p:255-285.

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13
101999Application 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

12
112006On 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

11
122014Developing Equity Release Markets: Risk Analysis for Reverse Mortgages and Home Reversions. (2014). Hanewald, Katja ; Sherris, Michael ; Chen, Hua ; Cho, Daniel ; Lai, Daniela. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:18:y:2014:i:1:p:217-241.

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11
132020Can Automobile Insurance Telematics Predict the Risk of Near-Miss Events?. (2020). Elpidorou, Valandis ; Guillen, Montserrat ; Nielsen, Jens Perch ; Prez-Marn, Ana M. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:24:y:2020:i:1:p:141-152.

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9
142011Measuring Basis Risk in Longevity Hedges. (2011). Hardy, Mary ; Li, Johnny. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:15:y:2011:i:2:p:177-200.

Full description at Econpapers || Download paper

8
152000Catastrophe 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

7
162010Modeling and Evaluating Insurance Losses Via Mixtures of Erlang Distributions. (2010). Lin, X ; Lee, Simon. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:14:y:2010:i:1:p:107-130.

Full description at Econpapers || Download paper

7
172022Usage-Based Insurance—Impact on Insurers and Potential Implications for InsurTech. (2022). Che, Xin ; Xu, Jianren ; Liebenberg, Andre. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:26:y:2022:i:3:p:428-455.

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7
182021Extreme 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.

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7
192011A Gravity Model of Mortality Rates for Two Related Populations. (2011). Blake, David ; Khalaf-Allah, Marwa ; Dowd, Kevin ; Coughlan, Guy ; Cairns, Andrew. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:15:y:2011:i:2:p:334-356.

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7
202023The Discriminating (Pricing) Actuary. (2023). Huang, Fei ; Frees, Edward W. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:27:y:2023:i:1:p:2-24.

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6
212013Forecasting Mortality Trends Allowing for Cause-of-Death Mortality Dependence. (2013). Arnold, Severine ; Sherris, Michael. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:17:y:2013:i:4:p:273-282.

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6
222003Pricing Lookback Options and Dynamic Guarantees. (2003). Gerber, Hans ; Shiu, Elias. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:7:y:2003:i:1:p:48-66.

Full description at Econpapers || Download paper

6
232012Asymptotic 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.

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6
242009Pricing Annuity Guarantees Under a Regime-Switching Model. (2009). Lin, X ; Tan, Ken ; Yang, Hailiang. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:13:y:2009:i:3:p:316-332.

Full description at Econpapers || Download paper

6
252015Multistate Actuarial Models of Functional Disability. (2015). Sherris, Michael ; Fong, Joelle H ; Shao, Adam W. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:19:y:2015:i:1:p:41-59.

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6
262022Time-Consistent Investment and Reinsurance Strategies for Mean–Variance Insurers in N-Agent and Mean-Field Games. (2022). Hu, Xiang ; Guan, Guohui. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:26:y:2022:i:4:p:537-569.

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6
272017Variable Annuities with VIX-Linked Fee Structure under a Heston-Type Stochastic Volatility Model. (2017). Cui, Zhenyu ; Feng, Runhuan ; MacKay, Anne. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:21:y:2017:i:3:p:458-483.

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6
282007On the Class of Erlang Mixtures with Risk Theoretic Applications. (2007). Woo, Jae-Kyung ; Willmot, Gordon. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:11:y:2007:i:2:p:99-115.

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292017Policyholder Exercise Behavior in Life Insurance: The State of Affairs. (2017). Moenig, Thorsten ; Zhu, Nan ; Gao, Jin ; Ulm, Eric R ; Bauer, Daniel. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:21:y:2017:i:4:p:485-501.

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6
302020Data Clustering with Actuarial Applications. (2020). Gan, Guojun ; Valdez, Emiliano A. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:24:y:2020:i:2:p:168-186.

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312014On the Modeling and Forecasting of Socioeconomic Mortality Differentials: An Application to Deprivation and Mortality in England. (2014). Haberman, Steven ; Villegas, Andres. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:18:y:2014:i:1:p:168-193.

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5
322019Cybersecurity Insurance: Modeling and Pricing. (2019). Xu, Maochao ; Hua, Lei. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:23:y:2019:i:2:p:220-249.

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332016Modeling Severity and Measuring Tail Risk of Norwegian Fire Claims. (2016). Brazauskas, Vytaras ; Kleefeld, Andreas. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:20:y:2016:i:1:p:1-16.

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5
342005Modeling 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.

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352009Weighted Pricing Functionals With Applications to Insurance. (2009). Zitikis, Ri Ardas ; Furman, Edward. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:13:y:2009:i:4:p:483-496.

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362019Management of Portfolio Depletion Risk through Optimal Life Cycle Asset Allocation. (2019). Forsyth, Peter A ; Vetzal, Kenneth R ; Westmacott, Graham. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:23:y:2019:i:3:p:447-468.

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372022Joint 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.

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382017Impact of Flexible Periodic Premiums on Variable Annuity Guarantees. (2017). Vanduffel, Steven ; Cui, Zhenyu ; Bernard, Carole. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:21:y:2017:i:1:p:63-86.

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392006Modeling Disability in Long-Term Care Insurance. (2006). Pritchard, D J. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:10:y:2006:i:4:p:48-75.

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402011Predicting the Frequency and Amount of Health Care Expenditures. (2011). Rosenberg, Marjorie ; Gao, Jie ; Frees, Edward. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:15:y:2011:i:3:p:377-392.

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412021A Multi-state Model of Functional Disability and Health Status in the Presence of Systematic Trend and Uncertainty. (2021). Wei, Pengyu ; Sherris, Michael. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:25:y:2021:i:1:p:17-39.

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422018CEO Overconfidence and Earnings Management: Evidence from Property-Liability Insurers Loss Reserves. (2018). Berry-Stolzle, Thomas R ; Xu, Jianren ; Eastman, Evan M. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:22:y:2018:i:3:p:380-404.

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5
432014Keeping Some Skin in the Game: How to Start a Capital Market in Longevity Risk Transfers. (2014). Blake, David ; Biffis, Enrico. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:18:y:2014:i:1:p:14-21.

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442018The 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.

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452003Empirical Estimation of Risk Measures and Related Quantities. (2003). Zitikis, Ri Ardas ; Jones, Bruce. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:7:y:2003:i:4:p:44-54.

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462003Economic 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.

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471998An 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.

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4
482007Coherent Distortion Risk Measures and Higher-Order Stochastic Dominances. (2007). Bellini, Fabio ; Caperdoni, Camilla. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:11:y:2007:i:2:p:35-42.

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492015Causes-of-Death Mortality: What Do We Know on Their Dependence?. (2015). Arnold, Severine ; Sherris, Michael. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:19:y:2015:i:2:p:116-128.

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4
502014A General Procedure for Constructing Mortality Models. (2014). Blake, David ; Hunt, Andrew. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:18:y:2014:i:1:p:116-138.

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Citing documents used to compute impact factor: 25
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2024Difference-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.

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2024Bayesian modelling of best-performance healthy life expectancy. (2024). Li, Jackie. In: Journal of Population Research. RePEc:spr:joprea:v:41:y:2024:i:2:d:10.1007_s12546-024-09330-5.

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2024Climate Risk and its Impact on Insurance. (2024). Milhaud, Xavier ; Popp, Max ; Garrido, Jose ; Olympio, Anani. In: Post-Print. RePEc:hal:journl:hal-04684634.

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2024Measuring climate change from an actuarial perspective: A survey of insurance applications. (2024). Garrido, Jose ; Vilarzann, Jos Luis ; Zhou, Nan ; Herasmartnez, Antonio Jos. In: Global Policy. RePEc:bla:glopol:v:15:y:2024:i:s7:p:34-46.

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2024Improving Business Insurance Loss Models by Leveraging InsurTech Innovation. (2024). Quan, Zhiyu ; Dong, Panyi ; Valdez, Emiliano A ; Hu, Changyue. In: Papers. RePEc:arx:papers:2401.16723.

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2024Insurtech in Europe: identifying the top investment priorities for driving innovation. (2024). Gokalp, Yaar ; Eti, Serkan ; Yuksel, Serhat ; Meral, Hasan ; Diner, Hasan. In: Financial Innovation. RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-023-00541-y.

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2024Big data, risk classification, and privacy in insurance markets. (2024). Eling, Martin ; Gemmo, Irina ; Schmeiser, Hato ; Guxha, Danjela. In: The Geneva Risk and Insurance Review. RePEc:pal:genrir:v:49:y:2024:i:1:d:10.1057_s10713-024-00098-5.

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2024Analyzing the Influence of Telematics-Based Pricing Strategies on Traditional Rating Factors in Auto Insurance Rate Regulation. (2024). Xie, Shengkun. In: Mathematics. RePEc:gam:jmathe:v:12:y:2024:i:19:p:3150-:d:1494357.

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2024Monotonicity of savings function in Endogenous Gridpoint Method with stochastic portfolio returns. (2024). Chong, Wing Fung ; Huang, Tiancheng ; Khemka, Gaurav. In: Economics Letters. RePEc:eee:ecolet:v:239:y:2024:i:c:s0165176524002234.

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2024Fairness: plurality, causality, and insurability. (2024). Hiabu, Munir Eberhardt ; Steffensen, Mogens ; Fahrenwaldt, Matthias ; Lindholm, Mathias ; Loftus, Joshua ; Jorgensen, Frederik Hytting ; Huang, Fei ; Furrer, Christian ; Tsanakas, Andreas. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:124031.

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2024A new paradigm of mortality modeling via individual vitality dynamics. (2024). Wang, Zijia ; Zhu, Xiaobai ; Zhou, Kenneth Q. In: Papers. RePEc:arx:papers:2407.15388.

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2024A 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.

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2024Claim Reserving via Inverse Probability Weighting: A Micro-Level Chain-Ladder Method. (2024). Lin, Sheldon X ; Calcetero-Vanegas, Sebastian ; Badescu, Andrei L. In: Papers. RePEc:arx:papers:2307.10808.

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2024Global banks and the picking order in internal capital markets: Do locational activity patterns matter?. (2024). Davino, Carmela. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:97:y:2024:i:c:s1042443124001495.

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2024Robust 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.

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2024A mean field game approach to optimal investment and risk control for competitive insurers. (2024). Wang, Shihua ; Bo, Lijun ; Zhou, Chao. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:116:y:2024:i:c:p:202-217.

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2024Many-insurer robust games of reinsurance and investment under model uncertainty in incomplete markets. (2024). Xia, YI ; Liang, Zongxia ; Guan, Guohui. In: Papers. RePEc:arx:papers:2412.09157.

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2024LSTM-Based Coherent Mortality Forecasting for Developing Countries. (2024). Shang, Yuxiang ; Xu, Ran ; Garrido, Jose. In: Risks. RePEc:gam:jrisks:v:12:y:2024:i:2:p:27-:d:1330999.

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2024Machine 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.

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2024Mortality modelling with arrival of additional year of mortality data: Calibration and forecasting. (2024). Shi, Yanlin ; Zhang, Jinhui ; It, Chong ; Kuen, Kenny Kam. In: Demographic Research. RePEc:dem:demres:v:50:y:2024:i:28.

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2024The Concentration Risk Indicator: Raising the Bar for Financial Stability and Portfolio Performance Measurement. (2024). Kashyap, Ravi. In: Papers. RePEc:arx:papers:2408.07271.

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2024Profits over care? An analysis of the relationship between corporate capitalism in the healthcare industry and cancer mortality in the United States. (2024). Perry, Teresa ; Bernasek, Alexandra. In: Social Science & Medicine. RePEc:eee:socmed:v:349:y:2024:i:c:s0277953624002958.

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2024Value-enhancing modeling of surrenders and lapses. (2024). Tsai, Chenghsien Jason ; Chan, Linus Fang-Shu ; Hwang, Yawen ; Huang, Hsiao-Tzu. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:119:y:2024:i:c:p:48-63.

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Recent citations
Recent citations received in 2024

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2024Counter-monotonic Risk Sharing with Heterogeneous Distortion Risk Measures. (2024). Wang, Ruodu ; Ren, Qinghua ; Ghossoub, Mario. In: Papers. RePEc:arx:papers:2412.00655.

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2024A new characterization of second-order stochastic dominance. (2024). Huang, Muqiao ; Guan, Yuanying ; Wang, Ruodu. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:119:y:2024:i:c:p:261-267.

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2024A silent revolution: Rapid rise of cycling to school in rural India. (2024). Agrawal, Srishti ; Goel, Rahul ; Seth, Adit. In: Journal of Transport Geography. RePEc:eee:jotrge:v:119:y:2024:i:c:s0966692324001595.

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Recent citations received in 2023

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2023Measuring Discrete Risks on Infinite Domains: Theoretical Foundations, Conditional Five Number Summaries, and Data Analyses. (2023). Brazauskas, Vytaras ; Zitikis, Ricardas ; Yu, Daoping. In: Papers. RePEc:arx:papers:2304.02723.

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Recent citations received in 2022

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2022Dynamic conditional mean risk sharing in the compound Poisson surplus model. (2022). Denuit, Michel ; Robert, Christian Y. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2022034.

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2022Optimal performance of a tontine overlay subject to withdrawal constraints. (2022). Forsyth, Peter A ; Vetzal, Kenneth R ; Westmacott, G. In: Papers. RePEc:arx:papers:2211.10509.

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2022Using a realist lens to understand the Victorian Family Preservation and Reunification Response in the first year of implementation — Towards a better understanding of practice. (2022). Halfpenny, Nick ; Savaglio, Melissa ; Skouteris, Helen ; Morris, Heather ; Carolan, Erin ; Blewitt, Claire ; Miller, Robyn. In: Children and Youth Services Review. RePEc:eee:cysrev:v:143:y:2022:i:c:s0190740922002997.

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2022Maximum 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.

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2022The gender reveal: The effect of sons on young fathers’ criminal behavior and labor market activities. (2022). Plum, Alexander ; Diegmann (geb. Nolte), André ; Kirchmaier, Tom ; Dasgupta, Kabir. In: Labour Economics. RePEc:eee:labeco:v:78:y:2022:i:c:s0927537122001142.

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Recent citations received in 2021

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2021Joint Models for Cause-of-Death Mortality in Multiple Populations. (2021). Huynh, Nhan ; Ludkovski, Mike. In: Papers. RePEc:arx:papers:2111.06631.

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2021Deep Quantile and Deep Composite Model Regression. (2021). Fissler, Tobias ; Merz, Michael ; Wuthrich, Mario V. In: Papers. RePEc:arx:papers:2112.03075.

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2021Multivariate matrix-exponential affine mixtures and their applications in risk theory. (2021). Peralta, Oscar ; Woo, Jae-Kyung. In: Papers. RePEc:arx:papers:2201.11122.

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2021Intergenerational Actuarial Fairness when Longevity Increases: Amending the Retirement Age. (2021). Holzmann, Robert ; Bravo, Jorge ; Ayuso, Mercedes ; Palmer, Edward. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9408.

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2021Addressing the life expectancy gap in pension policy. (2021). Holzmann, Robert ; Bravo, Jorge ; Ayuso, Mercedes ; Palmer, Edward. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:99:y:2021:i:c:p:200-221.

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2021A 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.

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2021Longevity risk and capital markets: The 2019-20 update. (2021). Blake, David. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:99:y:2021:i:c:p:395-439.

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2021Pooling 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.

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2021Automatic 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.

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