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| 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 |
| # | Year | Title | Cited |
|---|---|---|---|
| 1 | 1998 | Understanding 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 |
| 2 | 1998 | On the Time Value of Ruin. (1998). Gerber, Hans ; Shiu, Elias. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:2:y:1998:i:1:p:48-72. Full description at Econpapers || Download paper | 260 |
| 3 | 2009 | A 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 | 207 |
| 4 | 2001 | A Regime-Switching Model of Long-Term Stock Returns. (2001). Hardy, Mary. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:5:y:2001:i:2:p:41-53. Full description at Econpapers || Download paper | 127 |
| 5 | 2003 | Tail Conditional Expectations for Elliptical Distributions. (2003). Landsman, Zinoviy ; Valdez, Emiliano. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:7:y:2003:i:4:p:55-71. Full description at Econpapers || Download paper | 126 |
| 6 | 2000 | The Lee-Carter Method for Forecasting Mortality, with Various Extensions and Applications. (2000). Lee, Ronald. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:4:y:2000:i:1:p:80-91. Full description at Econpapers || Download paper | 124 |
| 7 | 1999 | Extreme 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 | 116 |
| 8 | 2009 | Strategies for Dividend Distribution: A Review. (2009). Avanzi, Benjamin. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:13:y:2009:i:2:p:217-251. Full description at Econpapers || Download paper | 99 |
| 9 | 2005 | Minimizing 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 | 97 |
| 10 | 2007 | Risk 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. Full description at Econpapers || Download paper | 80 |
| 11 | 2011 | Measuring 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 | 74 |
| 12 | 2003 | Economic Capital Allocation Derived from Risk Measures. (2003). Dhaene, Jan ; Kaas, Rob ; Goovaerts, Mark. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:7:y:2003:i:2:p:44-56. Full description at Econpapers || Download paper | 71 |
| 13 | 2006 | On Optimal Dividend Strategies In The Compound Poisson Model. (2006). Gerber, Hans ; Shiu, Elias. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:10:y:2006:i:2:p:76-93. Full description at Econpapers || Download paper | 63 |
| 14 | 2005 | The Time Value of Ruin in a Sparre Andersen Model. (2005). Gerber, Hans ; Shiu, Elias. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:9:y:2005:i:2:p:49-69. Full description at Econpapers || Download paper | 62 |
| 15 | 1999 | Application of Coherent Risk Measures to Capital Requirements in Insurance. (1999). Artzner, Philippe. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:3:y:1999:i:2:p:11-25. Full description at Econpapers || Download paper | 55 |
| 16 | 2007 | Natural 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. Full description at Econpapers || Download paper | 54 |
| 17 | 2011 | A 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. Full description at Econpapers || Download paper | 53 |
| 18 | 2003 | Empirical 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. Full description at Econpapers || Download paper | 51 |
| 19 | 2004 | Optimal Investment Strategy to Minimize the Probability of Lifetime Ruin. (2004). Young, Virginia. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:8:y:2004:i:4:p:106-126. Full description at Econpapers || Download paper | 49 |
| 20 | 2011 | Longevity 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. Full description at Econpapers || Download paper | 47 |
| 21 | 2000 | Catastrophe Risk Bonds. (2000). Cox, Samuel ; Pedersen, Hal. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:4:y:2000:i:4:p:56-82. Full description at Econpapers || Download paper | 46 |
| 22 | 2014 | On 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. Full description at Econpapers || Download paper | 44 |
| 23 | 2000 | Valuing Equity-Indexed Annuities. (2000). Tiong, Serena. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:4:y:2000:i:4:p:149-163. Full description at Econpapers || Download paper | 40 |
| 24 | 2014 | Developing 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. Full description at Econpapers || Download paper | 39 |
| 25 | 2010 | Modeling 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 | 38 |
| 26 | 2000 | The Integration of the Financial Services Industry. (2000). Berger, Allen. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:4:y:2000:i:3:p:25-45. Full description at Econpapers || Download paper | 38 |
| 27 | 2011 | Mortality 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. Full description at Econpapers || Download paper | 35 |
| 28 | 2000 | Self-Annuitization and Ruin in Retirement. (2000). Milevsky, Moshe ; Robinson, Chris. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:4:y:2000:i:4:p:112-124. Full description at Econpapers || Download paper | 35 |
| 29 | 1998 | An Actuarial Index of the Right-Tail Risk. (1998). Wang, Shaun. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:2:y:1998:i:2:p:88-101. Full description at Econpapers || Download paper | 35 |
| 30 | 2009 | Weighted 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. Full description at Econpapers || Download paper | 33 |
| 31 | 2005 | Modeling Surrender and Lapse Rates With Economic Variables. (2005). Kim, Changki. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:9:y:2005:i:4:p:56-70. Full description at Econpapers || Download paper | 33 |
| 32 | 2007 | On 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. Full description at Econpapers || Download paper | 32 |
| 33 | 2011 | Mortality Measurement at Advanced Ages. (2011). Gavrilova, Natalia. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:15:y:2011:i:3:p:432-447. Full description at Econpapers || Download paper | 31 |
| 34 | 2011 | Explaining Mortality Dynamics. (2011). Hanewald, Katja. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:15:y:2011:i:2:p:290-314. Full description at Econpapers || Download paper | 29 |
| 35 | 2010 | Backtesting 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. Full description at Econpapers || Download paper | 29 |
| 36 | 2004 | Projecting 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. Full description at Econpapers || Download paper | 29 |
| 37 | 2004 | Optimal 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. Full description at Econpapers || Download paper | 28 |
| 38 | 2005 | Credibility Using Copulas. (2005). Wang, Ping ; Frees, Edward. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:9:y:2005:i:2:p:31-48. Full description at Econpapers || Download paper | 28 |
| 39 | 2003 | Valuation of Equity-Indexed Annuities Under Stochastic Interest Rates. (2003). Lin, Sheldon X ; Tan, Ken Seng. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:7:y:2003:i:4:p:72-91. Full description at Econpapers || Download paper | 26 |
| 40 | 2009 | Pricing 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 | 26 |
| 41 | 2014 | A 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. Full description at Econpapers || Download paper | 26 |
| 42 | 2014 | Modeling 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. Full description at Econpapers || Download paper | 24 |
| 43 | 2014 | The 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. Full description at Econpapers || Download paper | 24 |
| 44 | 2001 | Optimal Annuitization Policies. (2001). Milevsky, Moshe. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:5:y:2001:i:1:p:57-69. Full description at Econpapers || Download paper | 24 |
| 45 | 2003 | Equity-Indexed Life Insurance: Pricing and Reserving Using the Principle of Equivalent Utility. (2003). Young, Virginia. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:7:y:2003:i:1:p:68-86. Full description at Econpapers || Download paper | 24 |
| 46 | 2005 | Real Longevity Insurance with a Deductible: Introduction to Advanced-Life Delayed Annuities (ALDA). (2005). Milevsky, Moshe. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:9:y:2005:i:4:p:109-122. Full description at Econpapers || Download paper | 23 |
| 47 | 2003 | Pricing Guaranteed Life Insurance Participating Policies with Annual Premiums and Surrender Option. (2003). Bacinello, Anna Rita. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:7:y:2003:i:3:p:1-17. Full description at Econpapers || Download paper | 23 |
| 48 | 2015 | Multistate 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. Full description at Econpapers || Download paper | 23 |
| 49 | 2003 | Pricing 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 | 22 |
| 50 | 2011 | Predicting 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. Full description at Econpapers || Download paper | 22 |
| # | Year | Title | Cited |
|---|---|---|---|
| 1 | 2009 | A 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 |
| 2 | 1998 | Understanding 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 |
| 3 | 2001 | A Regime-Switching Model of Long-Term Stock Returns. (2001). Hardy, Mary. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:5:y:2001:i:2:p:41-53. Full description at Econpapers || Download paper | 21 |
| 4 | 1999 | Extreme 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 |
| 5 | 1998 | On the Time Value of Ruin. (1998). Gerber, Hans ; Shiu, Elias. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:2:y:1998:i:1:p:48-72. Full description at Econpapers || Download paper | 18 |
| 6 | 2009 | Strategies for Dividend Distribution: A Review. (2009). Avanzi, Benjamin. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:13:y:2009:i:2:p:217-251. Full description at Econpapers || Download paper | 16 |
| 7 | 2003 | Tail Conditional Expectations for Elliptical Distributions. (2003). Landsman, Zinoviy ; Valdez, Emiliano. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:7:y:2003:i:4:p:55-71. Full description at Econpapers || Download paper | 15 |
| 8 | 2005 | Minimizing 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 |
| 9 | 2021 | Boosting 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. Full description at Econpapers || Download paper | 13 |
| 10 | 1999 | Application of Coherent Risk Measures to Capital Requirements in Insurance. (1999). Artzner, Philippe. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:3:y:1999:i:2:p:11-25. Full description at Econpapers || Download paper | 12 |
| 11 | 2006 | On Optimal Dividend Strategies In The Compound Poisson Model. (2006). Gerber, Hans ; Shiu, Elias. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:10:y:2006:i:2:p:76-93. Full description at Econpapers || Download paper | 11 |
| 12 | 2014 | Developing 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. Full description at Econpapers || Download paper | 11 |
| 13 | 2020 | Can 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. Full description at Econpapers || Download paper | 9 |
| 14 | 2011 | Measuring 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 |
| 15 | 2000 | Catastrophe Risk Bonds. (2000). Cox, Samuel ; Pedersen, Hal. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:4:y:2000:i:4:p:56-82. Full description at Econpapers || Download paper | 7 |
| 16 | 2010 | Modeling 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 |
| 17 | 2022 | Usage-Based InsuranceâImpact 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. Full description at Econpapers || Download paper | 7 |
| 18 | 2021 | Extreme Data Breach Losses: An Alternative Approach to Estimating Probable Maximum Loss for Data Breach Risk. (2021). Jung, Kwangmin. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:25:y:2021:i:4:p:580-603. Full description at Econpapers || Download paper | 7 |
| 19 | 2011 | A 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. Full description at Econpapers || Download paper | 7 |
| 20 | 2023 | The 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. Full description at Econpapers || Download paper | 6 |
| 21 | 2013 | Forecasting 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. Full description at Econpapers || Download paper | 6 |
| 22 | 2003 | Pricing 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 |
| 23 | 2012 | Asymptotic Analysis of Multivariate Tail Conditional Expectations. (2012). Zhu, LI ; Li, Haijun. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:16:y:2012:i:3:p:350-363. Full description at Econpapers || Download paper | 6 |
| 24 | 2009 | Pricing 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 |
| 25 | 2015 | Multistate 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. Full description at Econpapers || Download paper | 6 |
| 26 | 2022 | Time-Consistent Investment and Reinsurance Strategies for MeanâVariance 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. Full description at Econpapers || Download paper | 6 |
| 27 | 2017 | Variable 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. Full description at Econpapers || Download paper | 6 |
| 28 | 2007 | On 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. Full description at Econpapers || Download paper | 6 |
| 29 | 2017 | Policyholder 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. Full description at Econpapers || Download paper | 6 |
| 30 | 2020 | Data 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. Full description at Econpapers || Download paper | 6 |
| 31 | 2014 | On 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. Full description at Econpapers || Download paper | 5 |
| 32 | 2019 | Cybersecurity 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. Full description at Econpapers || Download paper | 5 |
| 33 | 2016 | Modeling 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. Full description at Econpapers || Download paper | 5 |
| 34 | 2005 | Modeling Surrender and Lapse Rates With Economic Variables. (2005). Kim, Changki. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:9:y:2005:i:4:p:56-70. Full description at Econpapers || Download paper | 5 |
| 35 | 2009 | Weighted 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. Full description at Econpapers || Download paper | 5 |
| 36 | 2019 | Management 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. Full description at Econpapers || Download paper | 5 |
| 37 | 2022 | Joint Extremes in Temperature and Mortality: A Bivariate POT Approach. (2022). Tang, Qihe ; Li, Han. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:26:y:2022:i:1:p:43-63. Full description at Econpapers || Download paper | 5 |
| 38 | 2017 | Impact 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. Full description at Econpapers || Download paper | 5 |
| 39 | 2006 | Modeling 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. Full description at Econpapers || Download paper | 5 |
| 40 | 2011 | Predicting 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. Full description at Econpapers || Download paper | 5 |
| 41 | 2021 | A 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. Full description at Econpapers || Download paper | 5 |
| 42 | 2018 | CEO Overconfidence and Earnings Management: Evidence from Property-Liability Insurers Loss Reserves. (2018). Berry-Stolzle, Thomas R ; Xu, Jianren ; Eastman, Evan M. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:22:y:2018:i:3:p:380-404. Full description at Econpapers || Download paper | 5 |
| 43 | 2014 | Keeping 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. Full description at Econpapers || Download paper | 5 |
| 44 | 2018 | The Annuity Puzzle and an Outline of Its Solution. (2018). Oguledo, Victor I ; Ramsay, Colin M. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:22:y:2018:i:4:p:623-645. Full description at Econpapers || Download paper | 5 |
| 45 | 2003 | Empirical 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. Full description at Econpapers || Download paper | 5 |
| 46 | 2003 | Economic Capital Allocation Derived from Risk Measures. (2003). Dhaene, Jan ; Kaas, Rob ; Goovaerts, Mark. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:7:y:2003:i:2:p:44-56. Full description at Econpapers || Download paper | 4 |
| 47 | 1998 | An Actuarial Index of the Right-Tail Risk. (1998). Wang, Shaun. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:2:y:1998:i:2:p:88-101. Full description at Econpapers || Download paper | 4 |
| 48 | 2007 | Coherent 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. Full description at Econpapers || Download paper | 4 |
| 49 | 2015 | Causes-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. Full description at Econpapers || Download paper | 4 |
| 50 | 2014 | A 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. Full description at Econpapers || Download paper | 4 |
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| 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 | Bayesian 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. Full description at Econpapers || Download paper | |
| 2024 | Impact Assessment of Climate Change on Hailstorm Risk in Spanish Wine Grape Crop Insurance: Insights from Linear and Quantile Regressions. (2024). Zhou, Nan ; Vilar-Zanon, Jose L. In: Risks. RePEc:gam:jrisks:v:12:y:2024:i:2:p:20-:d:1327220. Full description at Econpapers || Download paper | |
| 2024 | Climate Risk and its Impact on Insurance. (2024). Milhaud, Xavier ; Popp, Max ; Garrido, Jose ; Olympio, Anani. In: Post-Print. RePEc:hal:journl:hal-04684634. Full description at Econpapers || Download paper | |
| 2024 | The Impact of Air Pollution Risk on the Sustainability of Crop Insurance Losses. (2024). Siri, Zailan ; Haron, Mohd Azmi ; Wang, Bingxia. In: Sustainability. RePEc:gam:jsusta:v:16:y:2024:i:19:p:8581-:d:1491450. Full description at Econpapers || Download paper | |
| 2024 | Measuring 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. Full description at Econpapers || Download paper | |
| 2024 | Improving 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. Full description at Econpapers || Download paper | |
| 2024 | Insurtech 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. Full description at Econpapers || Download paper | |
| 2024 | Big 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. Full description at Econpapers || Download paper | |
| 2024 | Analyzing 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. Full description at Econpapers || Download paper | |
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| 2024 | Fairness: 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. 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 | 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 | |
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| 2024 | Global 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. 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 | A 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. Full description at Econpapers || Download paper | |
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| 2024 | LSTM-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. 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 | |
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| 2024 | The Concentration Risk Indicator: Raising the Bar for Financial Stability and Portfolio Performance Measurement. (2024). Kashyap, Ravi. In: Papers. RePEc:arx:papers:2408.07271. Full description at Econpapers || Download paper | |
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| 2024 | Value-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. Full description at Econpapers || Download paper |
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| 2022 | Dynamic 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. Full description at Econpapers || Download paper | |
| 2022 | Optimal 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. Full description at Econpapers || Download paper | |
| 2022 | Using a realist lens to understand the Victorian Family Preservation and Reunification Response in the first year of implementation â Towards a better understanding of practice. (2022). 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. Full description at Econpapers || Download paper | |
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| 2021 | Joint Models for Cause-of-Death Mortality in Multiple Populations. (2021). Huynh, Nhan ; Ludkovski, Mike. In: Papers. RePEc:arx:papers:2111.06631. Full description at Econpapers || Download paper | |
| 2021 | Deep Quantile and Deep Composite Model Regression. (2021). Fissler, Tobias ; Merz, Michael ; Wuthrich, Mario V. In: Papers. RePEc:arx:papers:2112.03075. Full description at Econpapers || Download paper | |
| 2021 | Multivariate matrix-exponential affine mixtures and their applications in risk theory. (2021). Peralta, Oscar ; Woo, Jae-Kyung. In: Papers. RePEc:arx:papers:2201.11122. Full description at Econpapers || Download paper | |
| 2021 | Intergenerational Actuarial Fairness when Longevity Increases: Amending the Retirement Age. (2021). Holzmann, Robert ; Bravo, Jorge ; Ayuso, Mercedes ; Palmer, Edward. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9408. Full description at Econpapers || Download paper | |
| 2021 | Addressing the life expectancy gap in pension policy. (2021). 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. 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 | Longevity 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. Full description at Econpapers || Download paper | |
| 2021 | Pooling mortality risk in Eurozone state pension liabilities: An application of a Bayesian coherent multi-population cohort-based mortality model. (2021). Wang, Po-Lin ; McCarthy, David G. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:99:y:2021:i:c:p:459-485. Full description at Econpapers || Download paper | |
| 2021 | Automatic Indexation of the Pension Age to Life Expectancy: When Policy Design Matters. (2021). Holzmann, Robert ; Bravo, Jorge ; Ayuso, Mercedes ; Palmer, Edward. In: Risks. RePEc:gam:jrisks:v:9:y:2021:i:5:p:96-:d:554249. Full description at Econpapers || Download paper |