Citation analysis for ASTIN Bulletin / Cambridge University Press

Citation Profile [Updated: 2026-05-04 07:00:09]

5 Years H Index

Impact Factor (IF)

0.74

5 Years IF

0.67

Data available in this report

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

Main indicators

Raw Data

	IF	AIF	CIF	IF5	DOC	CDO	CIT	NCI	CCU	D2Y	C2Y	D5Y	C5Y	SC	%SC	CiY	II	AII
1990	0	0.1	0	0	21	21	147		0	50		118			0		0	0.05
1991	0	0.11	0	0	25	46	192		0	46		120			0		0	0.06
1992	0	0.12	0	0	22	68	62		0	46		116			0		0	0.06
1993	0.02	0.13	0.02	0.01	20	88	211	2	2	47	1	118	1		0		0	0.06
1994	0.02	0.14	0.1	0.03	27	115	149	11	13	42	1	113	3		0		0	0.07
1995	0.21	0.22	0.32	0.1	16	131	59	42	55	47	10	115	12		0	1	0.06	0.1
1996	0.09	0.24	0.25	0.09	24	155	428	38	93	43	4	110	10		0		0	0.11
1997	0.13	0.24	0.18	0.11	30	185	254	34	127	40	5	109	12		0		0	0.11
1998	0.17	0.27	0.24	0.1	23	208	126	49	176	54	9	117	12	1	2	1	0.04	0.13
1999	0.09	0.29	0.34	0.18	27	235	144	81	257	53	5	120	22		0		0	0.14
2000	0.16	0.35	0.26	0.16	24	259	180	67	324	50	8	120	19		0	2	0.08	0.16
2001	0.08	0.38	0.21	0.17	23	282	180	60	384	51	4	128	22		0		0	0.17
2002	0.11	0.39	0.32	0.1	23	305	197	96	481	47	5	127	13		0	1	0.04	0.21
2003	0.22	0.43	0.29	0.18	31	336	271	99	580	46	10	120	21		0	3	0.1	0.21
2004	0.22	0.48	0.27	0.2	29	365	137	97	677	54	12	128	25		0	1	0.03	0.22
2005	0.15	0.51	0.29	0.19	31	396	195	115	792	60	9	130	25	2	1.7	1	0.03	0.23
2006	0.07	0.49	0.28	0.16	29	425	375	121	913	60	4	137	22	6	5	6	0.21	0.22
2007	0.17	0.44	0.25	0.13	24	449	368	112	1025	60	10	143	19		0		0	0.2
2008	0.55	0.47	0.46	0.38	31	480	353	220	1246	53	29	144	55		0	2	0.06	0.22
2009	0.35	0.46	0.47	0.31	32	512	188	240	1486	55	19	144	45	3	1.3		0	0.23
2010	0.32	0.46	0.43	0.39	38	550	220	237	1723	63	20	147	57	1	0.4	3	0.08	0.2
2011	0.16	0.5	0.31	0.34	25	575	354	179	1902	70	11	154	53		0	6	0.24	0.23
2012	0.43	0.5	0.42	0.42	26	601	182	252	2154	63	27	150	63		0		0	0.21
2013	0.45	0.54	0.51	0.34	18	619	160	314	2469	51	23	152	51		0	7	0.39	0.23
2014	0.45	0.53	0.41	0.37	24	643	143	264	2735	44	20	139	51		0	3	0.13	0.22
2015	0.52	0.52	0.54	0.47	25	668	176	361	3096	42	22	131	61		0	5	0.2	0.22
2016	0.59	0.5	0.68	0.74	28	696	178	476	3572	49	29	118	87	3	0.6	5	0.18	0.2
2017	0.42	0.51	0.59	0.53	31	727	175	432	4004	53	22	121	64	5	1.2	8	0.26	0.2
2018	0.68	0.52	0.58	0.67	46	773	232	452	4456	59	40	126	84		0	4	0.09	0.22
2019	0.61	0.53	0.68	0.68	33	806	230	548	5004	77	47	154	104	6	1.1	13	0.39	0.21
2020	0.68	0.63	0.68	0.59	35	841	211	568	5572	79	54	163	96		0	16	0.46	0.3
2021	1.16	0.73	0.82	0.87	30	871	69	710	6282	68	79	173	151		0	7	0.23	0.27
2022	0.66	0.72	0.58	0.65	31	902	89	523	6805	65	43	175	113		0	13	0.42	0.22
2023	0.43	0.67	0.47	0.52	31	933	57	443	7248	61	26	175	91		0	3	0.1	0.19
2024	0.6	0.73	0.48	0.58	31	964	27	459	7707	62	37	160	93	3	0.7	4	0.13	0.22
2025	0.74	0.96	0.55	0.67	32	996	10	549	8256	62	46	158	106		0	6	0.19	0.28

IF:	Two years Impact Factor: C2Y / D2Y
AIF:	Average Impact Factor for all series in RePEc in year y
CIF:	Cumulative impact factor
IF5:	Five years Impact Factor: C5Y / D5Y
DOC:	Number of documents published in year y
CDO:	Cumulative number of documents published until year y
CIT:	Number of citations to papers published in year y
NCI:	Number of citations in year y
CCU:	Cumulative number of citations to papers published until year y
D2Y:	Number of articles published in y-1 plus y-2
C2Y:	Cites in y to articles published in y-1 plus y-2
D5Y:	Number of articles published in y-1 until y-5
C5Y:	Cites in y to articles published in y-1 until y-5
SC:	selft citations in y to articles published in y-1 plus y-2
%SC:	Percentage of selft citations in y to articles published in y-1 plus y-2
CiY:	Cites in year y to documents published in year y
II:	Immediacy Index: CiY / Documents.
AII:	Average Immediacy Index for series in RePEc in year y

50 most cited documents in this series

#	Year	Title	Cited
1	1996	Premium Calculation by Transforming the Layer Premium Density. (1996). Wang, Shaun. In: ASTIN Bulletin. RePEc:cup:astinb:v:26:y:1996:i:01:p:71-92_00. Full description at Econpapers \|\| Download paper	278
2	1997	Estimating the Tails of Loss Severity Distributions Using Extreme Value Theory. (1997). McNeil, Alexander J. In: ASTIN Bulletin. RePEc:cup:astinb:v:27:y:1997:i:01:p:117-137_01. Full description at Econpapers \|\| Download paper	144
3	2007	A Primer on Copulas for Count Data. (2007). Nelehova, Johanna ; Genest, Christian. In: ASTIN Bulletin. RePEc:cup:astinb:v:37:y:2007:i:02:p:475-515_01. Full description at Econpapers \|\| Download paper	134
4	2008	A Universal Pricing Framework for Guaranteed Minimum Benefits in Variable Annuities 1. (2008). Russ, Jochen ; Bauer, Daniel ; Kling, Alexander. In: ASTIN Bulletin. RePEc:cup:astinb:v:38:y:2008:i:02:p:621-651_01. Full description at Econpapers \|\| Download paper	131
5	1993	Distribution-free Calculation of the Standard Error of Chain Ladder Reserve Estimates. (1993). Mack, Thomas. In: ASTIN Bulletin. RePEc:cup:astinb:v:23:y:1993:i:02:p:213-225_01. Full description at Econpapers \|\| Download paper	117
6	2006	Pricing Death: Frameworks for the Valuation and Securitization of Mortality Risk. (2006). Blake, David ; Dowd, Kevin. In: ASTIN Bulletin. RePEc:cup:astinb:v:36:y:2006:i:01:p:79-120_01*. Full description at Econpapers \|\| Download paper	111
7	1981	Recursive Evaluation of a Family of Compound Distributions. (1981). Panjer, Harry H. In: ASTIN Bulletin. RePEc:cup:astinb:v:12:y:1981:i:01:p:22-26_00*. Full description at Econpapers \|\| Download paper	103
8	2007	Optimal Retention for a Stop-loss Reinsurance Under the VaR and CTE Risk Measures. (2007). Tan, Ken Seng ; Cai, Jun. In: ASTIN Bulletin. RePEc:cup:astinb:v:37:y:2007:i:01:p:93-112_01. Full description at Econpapers \|\| Download paper	102
9	1996	Dependency of Risks and Stop-Loss Order1. (1996). Dhaene, Jan ; Goovaerts, Marc J. In: ASTIN Bulletin. RePEc:cup:astinb:v:26:y:1996:i:02:p:201-212_00. Full description at Econpapers \|\| Download paper	80
10	2011	Bayesian Stochastic Mortality Modelling for Two Populations. (2011). Blake, David ; Khalaf-Allah, Marwa ; Dowd, Kevin ; Coughlan, Guy D. In: ASTIN Bulletin. RePEc:cup:astinb:v:41:y:2011:i:01:p:29-59_00. Full description at Econpapers \|\| Download paper	74
11	1989	A Generalization of Automobile Insurance Rating Models: The Negative Binomial Distribution with a Regression Component. (1989). Dionne, Georges ; Vanasse, Charles. In: ASTIN Bulletin. RePEc:cup:astinb:v:19:y:1989:i:02:p:199-212_00. Full description at Econpapers \|\| Download paper	73
12	2003	Common Poisson Shock Models: Applications to Insurance and Credit Risk Modelling. (2003). Lindskog, Filip ; McNeil, Alexander J. In: ASTIN Bulletin. RePEc:cup:astinb:v:33:y:2003:i:02:p:209-238_01. Full description at Econpapers \|\| Download paper	72
13	2006	Tail Variance Premium with Applications for Elliptical Portfolio of Risks. (2006). Landsman, Zinoviy ; Furman, Edward. In: ASTIN Bulletin. RePEc:cup:astinb:v:36:y:2006:i:02:p:433-462_01. Full description at Econpapers \|\| Download paper	72
14	2000	Some Notes on the Dynamics and Optimal Control of Stochastic Pension Fund Models in Continuous Time. (2000). Cairns, Andrew. In: ASTIN Bulletin. RePEc:cup:astinb:v:30:y:2000:i:01:p:19-55_00. Full description at Econpapers \|\| Download paper	67
15	2002	A Universal Framework for Pricing Financial and Insurance Risks. (2002). Wang, Shaun S. In: ASTIN Bulletin. RePEc:cup:astinb:v:32:y:2002:i:02:p:213-234_01. Full description at Econpapers \|\| Download paper	67
16	2001	Fair Pricing of Life Insurance Participating Policies with a Minimum Interest Rate Guaranteed. (2001). Bacinello, Anna Rita. In: ASTIN Bulletin. RePEc:cup:astinb:v:31:y:2001:i:02:p:275-297_00. Full description at Econpapers \|\| Download paper	66
17	1990	Premium Calculation: Why Standard Deviation Should be Replaced by Absolute Deviation1. (1990). Denneberg, Dieter . In: ASTIN Bulletin. RePEc:cup:astinb:v:20:y:1990:i:02:p:181-190_00. Full description at Econpapers \|\| Download paper	65
18	2011	Optimal Reinsurance under VaR and CVaR Risk Measures: a Simplified Approach. (2011). Chi, Yichun ; Tan, Ken Seng. In: ASTIN Bulletin. RePEc:cup:astinb:v:41:y:2011:i:02:p:487-509_00. Full description at Econpapers \|\| Download paper	64
19	1987	On the Probability and Severity of Ruin. (1987). Kaas, Rob ; Goovaerts, Marc J ; Gerber, Hans U. In: ASTIN Bulletin. RePEc:cup:astinb:v:17:y:1987:i:02:p:151-163_00. Full description at Econpapers \|\| Download paper	61
20	2011	Modelling Adult Mortality in Small Populations: The Saint Model. (2011). Jarner, Soren Fiig ; Kryger, Esben Masotti . In: ASTIN Bulletin. RePEc:cup:astinb:v:41:y:2011:i:02:p:377-418_00. Full description at Econpapers \|\| Download paper	52
21	1993	Prediction of Outstanding Liabilities in Non-Life Insurance1. (1993). Norberg, Ragnar. In: ASTIN Bulletin. RePEc:cup:astinb:v:23:y:1993:i:01:p:95-115_00. Full description at Econpapers \|\| Download paper	49
22	2004	Some Optimal Dividends Problems. (2004). Waters, Howard R. In: ASTIN Bulletin. RePEc:cup:astinb:v:34:y:2004:i:01:p:49-74_01. Full description at Econpapers \|\| Download paper	48
23	2000	Pricing Risk Transfer Transactions1. (2000). Lane, Morton N. In: ASTIN Bulletin. RePEc:cup:astinb:v:30:y:2000:i:02:p:259-293_01. Full description at Econpapers \|\| Download paper	47
24	2010	The Devil is in the Tails: Actuarial Mathematics and the Subprime Mortgage Crisis. (2010). Embrechts, Paul ; Donnelly, Catherine. In: ASTIN Bulletin. RePEc:cup:astinb:v:40:y:2010:i:01:p:1-33_00. Full description at Econpapers \|\| Download paper	45
25	2001	Design of Optimal Bonus-Malus Systems With a Frequency and a Severity Component On an Individual Basis in Automobile Insurance. (2001). Vrontos, Spyridon D ; Frangos, Nicholas E. In: ASTIN Bulletin. RePEc:cup:astinb:v:31:y:2001:i:01:p:1-22_00. Full description at Econpapers \|\| Download paper	45
26	1988	Mathematical Fun with the Compound Binomial Process. (1988). Gerber, Hans U. In: ASTIN Bulletin. RePEc:cup:astinb:v:18:y:1988:i:02:p:161-168_00. Full description at Econpapers \|\| Download paper	44
27	2011	Randomized Observation Periods for the Compound Poisson Risk Model: Dividends. (2011). Thonhauser, Stefan ; Albrecher, Hansjorg. In: ASTIN Bulletin. RePEc:cup:astinb:v:41:y:2011:i:02:p:645-672_00. Full description at Econpapers \|\| Download paper	44
28	2020	DISTORTION RISKMETRICS ON GENERAL SPACES. (2020). Wei, Yunran ; Wang, Ruodu. In: ASTIN Bulletin. RePEc:cup:astinb:v:50:y:2020:i:3:p:827-851_6. Full description at Econpapers \|\| Download paper	43
29	1979	Optimal Risk Exchanges. (1979). Jewell, William S ; Buhlmann, Hans. In: ASTIN Bulletin. RePEc:cup:astinb:v:10:y:1979:i:03:p:243-262_00*. Full description at Econpapers \|\| Download paper	42
30	1960	Reciprocal Reinsurance Treaties. (1960). Borch, Karl. In: ASTIN Bulletin. RePEc:cup:astinb:v:1:y:1960:i:04:p:170-191_00. Full description at Econpapers \|\| Download paper	41
31	1999	Prediction of Outstanding Liabilities II. Model Variations and Extensions. (1999). Norberg, Ragnar. In: ASTIN Bulletin. RePEc:cup:astinb:v:29:y:1999:i:01:p:5-25_00. Full description at Econpapers \|\| Download paper	40
32	1991	Cooperative Game Theory and its Insurance Applications. (1991). Lemaire, Jean. In: ASTIN Bulletin. RePEc:cup:astinb:v:21:y:1991:i:01:p:17-40_00. Full description at Econpapers \|\| Download paper	39
33	1998	On Esscher Transforms in Discrete Finance Models. (1998). Embrechts, Paul ; Buhlmann, Hans ; Delbaen, Freddy ; Shiryaev, Albert N. In: ASTIN Bulletin. RePEc:cup:astinb:v:28:y:1998:i:02:p:171-186_01. Full description at Econpapers \|\| Download paper	38
34	2007	The Quantitative Modeling of Operational Risk: Between G-and-H and EVT. (2007). Embrechts, Paul ; Degen, Matthias ; Lambrigger, Dominik D. In: ASTIN Bulletin. RePEc:cup:astinb:v:37:y:2007:i:02:p:265-291_01. Full description at Econpapers \|\| Download paper	38
35	2012	On the Calculation of the Solvency Capital Requirement Based on Nested Simulations. (2012). Bauer, Daniel ; Singer, Daniela ; Reuss, Andreas. In: ASTIN Bulletin. RePEc:cup:astinb:v:42:y:2012:i:02:p:453-499_00*. Full description at Econpapers \|\| Download paper	38
36	2019	SIZE-BIASED TRANSFORM AND CONDITIONAL MEAN RISK SHARING, WITH APPLICATION TO P2P INSURANCE AND TONTINES. (2019). Denuit, Michel. In: ASTIN Bulletin. RePEc:cup:astinb:v:49:y:2019:i:03:p:591-617_00. Full description at Econpapers \|\| Download paper	38
37	2013	ON OPTIMAL DIVIDENDS IN THE DUAL MODEL. (2013). Bayraktar, Erhan ; Yamazaki, Kazutoshi ; Kyprianou, Andreas E. In: ASTIN Bulletin. RePEc:cup:astinb:v:43:y:2013:i:03:p:359-372_00. Full description at Econpapers \|\| Download paper	37
38	1984	An Application of Game Theory: Cost Allocation. (1984). Lemaire, Jean. In: ASTIN Bulletin. RePEc:cup:astinb:v:14:y:1984:i:01:p:61-81_00. Full description at Econpapers \|\| Download paper	37
39	2002	Erlangian Approximations for Finite-Horizon Ruin Probabilities. (2002). Asmussen, Soren ; Usabel, Miguel ; Avram, Florin. In: ASTIN Bulletin. RePEc:cup:astinb:v:32:y:2002:i:02:p:267-281_01. Full description at Econpapers \|\| Download paper	36
40	1974	On Additive Premium Calculation Principles. (1974). Gerber, Hans U. In: ASTIN Bulletin. RePEc:cup:astinb:v:7:y:1974:i:03:p:215-222_00. Full description at Econpapers \|\| Download paper	35
41	2002	Fitting Tweedies Compound Poisson Model to Insurance Claims Data: Dispersion Modelling. (2002). Smyth, Gordon K ; Jorgensen, Bent . In: ASTIN Bulletin. RePEc:cup:astinb:v:32:y:2002:i:01:p:143-157_01. Full description at Econpapers \|\| Download paper	35
42	1998	Designing Optimal Bonus-Malus Systems from Different Types of Claims. (1998). Pinquet, Jean. In: ASTIN Bulletin. RePEc:cup:astinb:v:28:y:1998:i:02:p:205-220_01. Full description at Econpapers \|\| Download paper	34
43	2015	ACTUARIAL FAIRNESS AND SOLIDARITY IN POOLED ANNUITY FUNDS. (2015). Donnelly, Catherine. In: ASTIN Bulletin. RePEc:cup:astinb:v:45:y:2015:i:01:p:49-74_00. Full description at Econpapers \|\| Download paper	33
44	2006	On the Tail Behavior of Sums of Dependent Risks. (2006). Barbe, Philippe ; Genest, Christian ; Fougeres, Anne-Laure. In: ASTIN Bulletin. RePEc:cup:astinb:v:36:y:2006:i:02:p:361-373_01. Full description at Econpapers \|\| Download paper	32
45	1991	Risk Theory with the Gamma Process. (1991). Gerber, Hans U ; Dufresne, Franois. In: ASTIN Bulletin. RePEc:cup:astinb:v:21:y:1991:i:02:p:177-192_00. Full description at Econpapers \|\| Download paper	32
46	2008	Optimal Dividends in the Dual Model with Diffusion. (2008). Gerber, Hans U ; Avanzi, Benjamin. In: ASTIN Bulletin. RePEc:cup:astinb:v:38:y:2008:i:02:p:653-667_01. Full description at Econpapers \|\| Download paper	32
47	2005	EM Algorithm for Mixed Poisson and Other Discrete Distributions. (2005). Karlis, Dimitris. In: ASTIN Bulletin. RePEc:cup:astinb:v:35:y:2005:i:01:p:3-24_01. Full description at Econpapers \|\| Download paper	32
48	1989	Hedging by Sequential Regression: an Introduction to the Mathematics of Option Trading. (1989). Schweizer, M ; Follmer, H. In: ASTIN Bulletin. RePEc:cup:astinb:v:19:y:1989:i:s1:p:29-42_00. Full description at Econpapers \|\| Download paper	32
49	2016	EQUITABLE RETIREMENT INCOME TONTINES: MIXING COHORTS WITHOUT DISCRIMINATING. (2016). Milevsky, Moshe ; Salisbury, Thomas S. In: ASTIN Bulletin. RePEc:cup:astinb:v:46:y:2016:i:03:p:571-604_00. Full description at Econpapers \|\| Download paper	30
50	2018	ON A NEW PARADIGM OF OPTIMAL REINSURANCE: A STOCHASTIC STACKELBERG DIFFERENTIAL GAME BETWEEN AN INSURER AND A REINSURER. (2018). Shen, Yang ; Chen, LV. In: ASTIN Bulletin. RePEc:cup:astinb:v:48:y:2018:i:02:p:905-960_00. Full description at Econpapers \|\| Download paper	29

50 most relevant documents in this series (papers most cited in the last two years)

#	Year	Title	Cited
1	1996	Premium Calculation by Transforming the Layer Premium Density. (1996). Wang, Shaun. In: ASTIN Bulletin. RePEc:cup:astinb:v:26:y:1996:i:01:p:71-92_00. Full description at Econpapers \|\| Download paper	38
2	2020	DISTORTION RISKMETRICS ON GENERAL SPACES. (2020). Wei, Yunran ; Wang, Ruodu. In: ASTIN Bulletin. RePEc:cup:astinb:v:50:y:2020:i:3:p:827-851_6. Full description at Econpapers \|\| Download paper	27
3	2007	A Primer on Copulas for Count Data. (2007). Nelehova, Johanna ; Genest, Christian. In: ASTIN Bulletin. RePEc:cup:astinb:v:37:y:2007:i:02:p:475-515_01. Full description at Econpapers \|\| Download paper	22
4	2008	A Universal Pricing Framework for Guaranteed Minimum Benefits in Variable Annuities 1. (2008). Russ, Jochen ; Bauer, Daniel ; Kling, Alexander. In: ASTIN Bulletin. RePEc:cup:astinb:v:38:y:2008:i:02:p:621-651_01. Full description at Econpapers \|\| Download paper	19
5	1990	Premium Calculation: Why Standard Deviation Should be Replaced by Absolute Deviation1. (1990). Denneberg, Dieter . In: ASTIN Bulletin. RePEc:cup:astinb:v:20:y:1990:i:02:p:181-190_00. Full description at Econpapers \|\| Download paper	18
6	2006	Tail Variance Premium with Applications for Elliptical Portfolio of Risks. (2006). Landsman, Zinoviy ; Furman, Edward. In: ASTIN Bulletin. RePEc:cup:astinb:v:36:y:2006:i:02:p:433-462_01. Full description at Econpapers \|\| Download paper	16
7	2007	Optimal Retention for a Stop-loss Reinsurance Under the VaR and CTE Risk Measures. (2007). Tan, Ken Seng ; Cai, Jun. In: ASTIN Bulletin. RePEc:cup:astinb:v:37:y:2007:i:01:p:93-112_01. Full description at Econpapers \|\| Download paper	15
8	1997	Estimating the Tails of Loss Severity Distributions Using Extreme Value Theory. (1997). McNeil, Alexander J. In: ASTIN Bulletin. RePEc:cup:astinb:v:27:y:1997:i:01:p:117-137_01. Full description at Econpapers \|\| Download paper	13
9	2020	ON THE OPTIMAL COMBINATION OF ANNUITIES AND TONTINES. (2020). Sehner, Thorsten ; Rach, Manuel ; Chen, AN. In: ASTIN Bulletin. RePEc:cup:astinb:v:50:y:2020:i:1:p:95-129_4. Full description at Econpapers \|\| Download paper	12
10	2018	ON A NEW PARADIGM OF OPTIMAL REINSURANCE: A STOCHASTIC STACKELBERG DIFFERENTIAL GAME BETWEEN AN INSURER AND A REINSURER. (2018). Shen, Yang ; Chen, LV. In: ASTIN Bulletin. RePEc:cup:astinb:v:48:y:2018:i:02:p:905-960_00. Full description at Econpapers \|\| Download paper	12
11	2016	EQUITABLE RETIREMENT INCOME TONTINES: MIXING COHORTS WITHOUT DISCRIMINATING. (2016). Milevsky, Moshe ; Salisbury, Thomas S. In: ASTIN Bulletin. RePEc:cup:astinb:v:46:y:2016:i:03:p:571-604_00. Full description at Econpapers \|\| Download paper	12
12	2018	A NEURAL-NETWORK ANALYZER FOR MORTALITY FORECAST. (2018). Hainaut, Donatien. In: ASTIN Bulletin. RePEc:cup:astinb:v:48:y:2018:i:02:p:481-508_00. Full description at Econpapers \|\| Download paper	12
13	1993	Distribution-free Calculation of the Standard Error of Chain Ladder Reserve Estimates. (1993). Mack, Thomas. In: ASTIN Bulletin. RePEc:cup:astinb:v:23:y:1993:i:02:p:213-225_01. Full description at Econpapers \|\| Download paper	11
14	1985	The Reinsurers Monopoly and the Bowley Solution. (1985). Gerber, Hans U ; Chan, Fung-Yee . In: ASTIN Bulletin. RePEc:cup:astinb:v:15:y:1985:i:02:p:141-148_00. Full description at Econpapers \|\| Download paper	10
15	2019	ON THE OPTIMALITY OF A STRAIGHT DEDUCTIBLE UNDER BELIEF HETEROGENEITY. (2019). Chi, Yichun. In: ASTIN Bulletin. RePEc:cup:astinb:v:49:y:2019:i:01:p:243-262_00. Full description at Econpapers \|\| Download paper	10
16	2015	ACTUARIAL FAIRNESS AND SOLIDARITY IN POOLED ANNUITY FUNDS. (2015). Donnelly, Catherine. In: ASTIN Bulletin. RePEc:cup:astinb:v:45:y:2015:i:01:p:49-74_00. Full description at Econpapers \|\| Download paper	10
17	2022	MODERN LIFE-CARE TONTINES. (2022). Hieber, Peter ; Lucas, Nathalie. In: ASTIN Bulletin. RePEc:cup:astinb:v:52:y:2022:i:2:p:563-589_7. Full description at Econpapers \|\| Download paper	9
18	2020	WEIGHTED COMONOTONIC RISK SHARING UNDER HETEROGENEOUS BELIEFS. (2020). Liu, Haiyan. In: ASTIN Bulletin. RePEc:cup:astinb:v:50:y:2020:i:2:p:647-673_11. Full description at Econpapers \|\| Download paper	9
19	2019	TONUITY: A NOVEL INDIVIDUAL-ORIENTED RETIREMENT PLAN. (2019). Hieber, Peter ; Klein, Jakob K ; Chen, AN. In: ASTIN Bulletin. RePEc:cup:astinb:v:49:y:2019:i:01:p:5-30_00. Full description at Econpapers \|\| Download paper	9
20	2019	SIZE-BIASED TRANSFORM AND CONDITIONAL MEAN RISK SHARING, WITH APPLICATION TO P2P INSURANCE AND TONTINES. (2019). Denuit, Michel. In: ASTIN Bulletin. RePEc:cup:astinb:v:49:y:2019:i:03:p:591-617_00. Full description at Econpapers \|\| Download paper	8
21	2022	CALIBRATING THE LEE-CARTER AND THE POISSON LEE-CARTER MODELS VIA NEURAL NETWORKS. (2022). Scognamiglio, Salvatore. In: ASTIN Bulletin. RePEc:cup:astinb:v:52:y:2022:i:2:p:519-561_6. Full description at Econpapers \|\| Download paper	8
22	2022	POINT AND INTERVAL FORECASTS OF DEATH RATES USING NEURAL NETWORKS. (2022). Schnurch, Simon ; Korn, Ralf. In: ASTIN Bulletin. RePEc:cup:astinb:v:52:y:2022:i:1:p:333-360_11. Full description at Econpapers \|\| Download paper	8
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25	2011	Optimal Reinsurance under VaR and CVaR Risk Measures: a Simplified Approach. (2011). Chi, Yichun ; Tan, Ken Seng. In: ASTIN Bulletin. RePEc:cup:astinb:v:41:y:2011:i:02:p:487-509_00. Full description at Econpapers \|\| Download paper	8
26	2017	A COMPARATIVE STUDY OF TWO-POPULATION MODELS FOR THE ASSESSMENT OF BASIS RISK IN LONGEVITY HEDGES. (2017). Kaishev, Vladimir K ; Haberman, Steven ; Millossovich, Pietro ; Villegas, Andres M. In: ASTIN Bulletin. RePEc:cup:astinb:v:47:y:2017:i:03:p:631-679_00. Full description at Econpapers \|\| Download paper	7
27	2022	MORTALITY CREDITS WITHIN LARGE SURVIVOR FUNDS. (2022). Hieber, Peter ; Denuit, Michel ; Robert, Christian Y. In: ASTIN Bulletin. RePEc:cup:astinb:v:52:y:2022:i:3:p:813-834_5. Full description at Econpapers \|\| Download paper	7
28	2022	IMPROVING AUTOMOBILE INSURANCE CLAIMS FREQUENCY PREDICTION WITH TELEMATICS CAR DRIVING DATA. (2022). Shi, Yanlin ; Meng, Shengwang ; Wang, HE ; Gao, Guangyuan. In: ASTIN Bulletin. RePEc:cup:astinb:v:52:y:2022:i:2:p:363-391_1. Full description at Econpapers \|\| Download paper	7
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36	2016	PRICING IN REINSURANCE BARGAINING WITH COMONOTONIC ADDITIVE UTILITY FUNCTIONS. (2016). Boonen, Tim J ; Zhuang, Sheng Chao ; Tan, Ken Seng. In: ASTIN Bulletin. RePEc:cup:astinb:v:46:y:2016:i:02:p:507-530_00. Full description at Econpapers \|\| Download paper	6
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42	2019	A CLASS OF MIXTURE OF EXPERTS MODELS FOR GENERAL INSURANCE: APPLICATION TO CORRELATED CLAIM FREQUENCIES. (2019). Fung, Tsz Chai ; Lin, Sheldon X ; Badescu, Andrei L. In: ASTIN Bulletin. RePEc:cup:astinb:v:49:y:2019:i:03:p:647-688_00. Full description at Econpapers \|\| Download paper	6
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44	2015	FITTING MIXTURES OF ERLANGS TO CENSORED AND TRUNCATED DATA USING THE EM ALGORITHM. (2015). Antonio, Katrien ; Lin, Sheldon ; Verbelen, Roel ; Gong, Lan ; Badescu, Andrei. In: ASTIN Bulletin. RePEc:cup:astinb:v:45:y:2015:i:03:p:729-758_00. Full description at Econpapers \|\| Download paper	6
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49	2023	A defined benefit pension plan model with stochastic salary and heterogeneous discounting. (2023). Josa-Fombellida, Ricardo ; Lopez-Casado, Paula ; Navas, Jorge. In: ASTIN Bulletin. RePEc:cup:astinb:v:53:y:2023:i:1:p:62-83_4. Full description at Econpapers \|\| Download paper	5
50	2010	The Devil is in the Tails: Actuarial Mathematics and the Subprime Mortgage Crisis. (2010). Embrechts, Paul ; Donnelly, Catherine. In: ASTIN Bulletin. RePEc:cup:astinb:v:40:y:2010:i:01:p:1-33_00. Full description at Econpapers \|\| Download paper	5

Citing documents used to compute impact factor: 46

Year	Title
2025	Target benefit pension with longevity risk and stochastic interest rate valuation. (2025). Rong, Ximin ; Tao, Cheng ; Zhao, Hui. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:120:y:2025:i:c:p:285-301. Full description at Econpapers \|\| Download paper
2025	Equilibrium intergenerational risk-sharing design for a target benefit pension plan. (2025). Zhu, Xiaobai ; Wang, Yumin ; Li, Danping ; Chen, LV. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:122:y:2025:i:c:p:275-299. Full description at Econpapers \|\| Download paper
2025	Care-dependent target benefit pension plan with minimum liability gap. (2025). Ti, Ruotian ; Tao, Cheng ; Zhao, Hui ; Rong, Ximin. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:124:y:2025:i:c:s0167668725000745. Full description at Econpapers \|\| Download paper
2025	Distributionally robust insurance under the Wasserstein distance. (2025). Boonen, Tim J ; Jiang, Wenjun. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:120:y:2025:i:c:p:61-78. Full description at Econpapers \|\| Download paper
2025	Pareto-optimal insurance under robust distortion risk measures. (2025). Boonen, Tim J ; Jiang, Wenjun. In: European Journal of Operational Research. RePEc:eee:ejores:v:324:y:2025:i:2:p:690-705. Full description at Econpapers \|\| Download paper
2025	Conditional generalized quantiles as systemic risk measures: Properties, estimation, and application. (2025). Syuhada, Khreshna ; Salman, A. N. M., ; Hakim, Arief. In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:235:y:2025:i:c:p:60-84. Full description at Econpapers \|\| Download paper
2025	Risk measures based on target risk profiles. (2025). Sass, Jorn ; Laudag, Christian ; Alexander, Jascha. In: Papers. RePEc:arx:papers:2409.17676. Full description at Econpapers \|\| Download paper
2025	Neural networks for insurance pricing with frequency and severity data: a benchmark study from data preprocessing to technical tariff. (2025). Antonio, Katrien ; Henckaerts, Roel ; Holvoet, Freek. In: Papers. RePEc:arx:papers:2310.12671. Full description at Econpapers \|\| Download paper
2025	A multi-view contrastive learning framework for spatial embeddings in risk modelling. (2025). Holvoet, Freek ; Blier-Wong, Christopher ; Antonio, Katrien. In: Papers. RePEc:arx:papers:2511.17954. Full description at Econpapers \|\| Download paper
2025	Wasserstein boosting trees algorithm for count data, with application to claim frequencies in motor insurance. (2025). Verelst, Harrison ; Trufin, Julien ; Michaelides, Marie ; Denuit, Michel. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2025024. Full description at Econpapers \|\| Download paper
2025	Boosting domain-specific models with shrinkage: An application in mortality forecasting. (2025). Li, Han ; Panagiotelis, Anastasios. In: International Journal of Forecasting. RePEc:eee:intfor:v:41:y:2025:i:1:p:191-207. Full description at Econpapers \|\| Download paper
2025	qlifetable: An R package for constructing quarterly life tables. (2025). Lled, Josep ; Pava, Jose M. In: PLOS ONE. RePEc:plo:pone00:0315937. Full description at Econpapers \|\| Download paper
2025	Tail similarity. (2025). Asimit, Vali ; Yuan, Zhongyi ; Zhou, Feng. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:121:y:2025:i:c:p:26-44. Full description at Econpapers \|\| Download paper
2025	On data-driven robust distortion risk measures for non-negative risks with partial information. (2025). Hu, Yijun ; Wei, Linxiao ; Wang, Ran ; Han, Xiangyu. In: Papers. RePEc:arx:papers:2508.10682. Full description at Econpapers \|\| Download paper
2025	Worst-case values of target semi-variances with applications to robust portfolio selection. (2025). Jiao, Zhanyi ; Mao, Tiantian ; Cai, Jun. In: European Journal of Operational Research. RePEc:eee:ejores:v:327:y:2025:i:3:p:905-921. Full description at Econpapers \|\| Download paper
2025	ResPoNet: A Residual Neural Network for Efficient Valuation of Large Variable Annuity Portfolios. (2025). Xiong, Heng ; Xu, Jie ; Mamon, Rogemar ; Zhao, Yixing. In: Mathematics. RePEc:gam:jmathe:v:13:y:2025:i:12:p:1916-:d:1674370. Full description at Econpapers \|\| Download paper
2025	Cyber insurance valuation with endogenous cyber loss. (2025). Yu, Min-Teh ; Rui, Ying ; Chang, Chia-Chien ; Chen, Chang-Chih. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:181:y:2025:i:c:s0378426625001840. Full description at Econpapers \|\| Download paper
2025	Forecasting and backtesting gradient allocations of expected shortfall. (2025). Koike, Takaaki. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:124:y:2025:i:c:s0167668725000770. Full description at Econpapers \|\| Download paper
2025	Variable annuities: A closer look at ratchet guarantees, hybrid contract designs, and taxation. (2025). Ziveyi, Jonathan ; Dominic, Len Patrick ; Alonso-Garcia, Jennifer. In: Papers. RePEc:arx:papers:2507.07358. Full description at Econpapers \|\| Download paper
2025	Optimal investment and reinsurance under exponential forward preferences. (2025). Salterini, Benedetta ; Colaneri, Katia ; Cretarola, Alessandra. In: Mathematics and Financial Economics. RePEc:spr:mathfi:v:19:y:2025:i:1:d:10.1007_s11579-024-00372-0. Full description at Econpapers \|\| Download paper
2025	Insurance contract for electric vehicle charging stations: A Stackelberg game-theoretic approach. (2025). Wei, Jiaqin ; Jin, Yuanmin. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:122:y:2025:i:c:p:61-81. Full description at Econpapers \|\| Download paper
2025	A lattice-based approach for life insurance pricing in a stochastic correlation framework. (2025). Costabile, Massimo ; Massab, Ivar ; Russo, Emilio ; Staino, Alessandro ; Mamon, Rogemar ; Zhao, Yixing. In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:235:y:2025:i:c:p:145-159. Full description at Econpapers \|\| Download paper
2025	Modeling Excess Mortality and Interest Rates using Mixed Fractional Brownian Motions. (2025). Zhou, Hongjuan. In: Papers. RePEc:arx:papers:2507.19445. Full description at Econpapers \|\| Download paper
2025	The Equilibrium Effects of Mortality Risk. (2025). Regis, Luca ; Modena, Andrea ; Rizzini, Giorgio. In: CRC TR 224 Discussion Paper Series. RePEc:bon:boncrc:crctr224_2025_709. Full description at Econpapers \|\| Download paper
2025	Continuous-time optimal reporting with full insurance under the mean-variance criterion. (2025). Li, Dongchen ; Cao, Jingyi ; Zou, Bin ; Young, Virginia R. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:120:y:2025:i:c:p:79-90. Full description at Econpapers \|\| Download paper
2025	Automated machine learning in insurance. (2025). Quan, Zhiyu ; Dong, Panyi. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:120:y:2025:i:c:p:17-41. Full description at Econpapers \|\| Download paper
2025	Approximations of multi-period liability values by simple formulas. (2025). Engler, Nils ; Lindskog, Filip. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:123:y:2025:i:c:s0167668725000599. Full description at Econpapers \|\| Download paper
2025	Optimal investment and benefit strategies for a target benefit pension plan where the risky assets are jump diffusion processes. (2025). Josa-Fombellida, Ricardo ; Lpez-Casado, Paula. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:121:y:2025:i:c:p:100-110. Full description at Econpapers \|\| Download paper
2025	Goal-oriented preferences for green bonds: A model of sustainable investment strategies. (2025). Uddin, Gazi Salah ; Nguyen, Thai ; Chen, Yusha. In: Economic Modelling. RePEc:eee:ecmode:v:150:y:2025:i:c:s0264999325001233. Full description at Econpapers \|\| Download paper
2025	Optimal Investment Based on Performance Measure and Stochastic Benchmark Under PI and Position Constraints. (2025). Wang, Chengzhe ; Zhou, Congjin ; Dong, Yinghui. In: Mathematics. RePEc:gam:jmathe:v:13:y:2025:i:11:p:1846-:d:1670232. Full description at Econpapers \|\| Download paper
2025	Pareto efficiency and financial fairness under limited expected loss constraint. (2025). Nguyen, Thai ; Wa, Tak. In: Journal of Mathematical Economics. RePEc:eee:mateco:v:117:y:2025:i:c:s0304406825000138. Full description at Econpapers \|\| Download paper
2025	Individual survivor fund account: The impact of bequest motives on tontine participation. (2025). Nguyen, Thai ; Wa, Tak. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:125:y:2025:i:c:s0167668725001088. Full description at Econpapers \|\| Download paper
2025	Co-opetition in reinsurance markets: When Pareto meets Stackelberg and Nash. (2025). Young, Virginia R ; Cao, Jingyi ; Li, Dongchen ; Zou, Bin. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:125:y:2025:i:c:s0167668725000800. Full description at Econpapers \|\| Download paper
2025	Optimal reinsurance from an optimal transport perspective. (2025). Flores, Brandon Garca ; Albrecher, Hansjrg ; Acciaio, Beatrice. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:122:y:2025:i:c:p:194-213. Full description at Econpapers \|\| Download paper
2025	Reducing the dimensionality and granularity in hierarchical categorical variables. (2025). Wilsens, Paul ; Antonio, Katrien ; Claeskens, Gerda. In: Advances in Data Analysis and Classification. RePEc:spr:advdac:v:19:y:2025:i:4:d:10.1007_s11634-024-00614-5. Full description at Econpapers \|\| Download paper
2025	An observation-driven state-space count model for experience rating. (2025). Lu, Yang ; Wthrich, Mario V ; Ahn, Jae Youn ; Jeong, Himchan. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:125:y:2025:i:c:s0167668725000964. Full description at Econpapers \|\| Download paper
2025	A revisit of the optimal excess-of-loss contract. (2025). Aboagye, Ernest ; Fung, Tsz Chai ; Peng, Liang ; Wang, Qiuqi ; Asimit, Vali. In: European Journal of Operational Research. RePEc:eee:ejores:v:322:y:2025:i:1:p:341-354. Full description at Econpapers \|\| Download paper
2025	Mortality models ensemble via Shapley value. (2025). Shang, Han Lin ; Yang, Yang ; Russolillo, Maria ; Bimonte, Giovanna. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:48:y:2025:i:2:d:10.1007_s10203-024-00455-z. Full description at Econpapers \|\| Download paper
2025	Utility maximization of household with information learning and health shocks. (2025). Siu, Tak Kuen ; Wang, Rongming. In: Finance Research Letters. RePEc:eee:finlet:v:86:y:2025:i:pa:s1544612325014965. Full description at Econpapers \|\| Download paper
2025	Risk Measures for DC Pension Plan Decumulation. (2025). Li, Yuying ; Forsyth, Peter A. In: Papers. RePEc:arx:papers:2502.16364. Full description at Econpapers \|\| Download paper
2025	The Riccati tontine: how to satisfy regulators on average. (2025). Salisbury, Thomas S ; Milevsky, Moshe A. In: The Geneva Risk and Insurance Review. RePEc:pal:genrir:v:50:y:2025:i:1:d:10.1057_s10713-024-00105-9. Full description at Econpapers \|\| Download paper
2025	Equitable Longevity Risk Sharing or, the raison d\^etre for a First Nations Pension Plan. (2025). Milevsky, Moshe ; Salisbury, Thomas S ; Allen, Robyn. In: Papers. RePEc:arx:papers:2512.00122. Full description at Econpapers \|\| Download paper
2025	Tenure of the insurerâreinsurer relationship and underwriting performance: evidence from the US property-casualty insurance industry. (2025). Shiu, Yung-Ming ; Chen, Juei-Hsiang. In: The Geneva Papers on Risk and Insurance - Issues and Practice. RePEc:pal:gpprii:v:50:y:2025:i:4:d:10.1057_s41288-025-00363-2. Full description at Econpapers \|\| Download paper
2025	Transformers-based least square Monte Carlo for solvency calculation in life insurance. (2025). Scognamiglio, Salvatore ; Zanetti, Paolo ; Perla, Francesca ; Spadaro, Andrea. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:125:y:2025:i:c:s0167668725001106. Full description at Econpapers \|\| Download paper
2025	Periodic evaluation of defined-contribution pension fund: A dynamic risk measure approach. (2025). He, Wanting ; Li, Wenyuan ; Wei, Yunran. In: Papers. RePEc:arx:papers:2508.05241. Full description at Econpapers \|\| Download paper
2025	Optimal life insurance and annuity decisions under money illusion. (2025). Li, Wenyuan ; Wei, Pengyu. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:125:y:2025:i:c:s0167668725000885. Full description at Econpapers \|\| Download paper

Recent citations

Recent citations received in 2025

Year	Citing document
2025	When risk defies order: On the limits of fractional stochastic dominance. (2025). Liebrich, Felix-Benedikt ; Laudag, Christian. In: Papers. RePEc:arx:papers:2509.24747. Full description at Econpapers \|\| Download paper
2025	Lambda Value-at-Risk under ambiguity and risk sharing. (2025). Schied, Alexander ; Liu, Peng. In: Papers. RePEc:arx:papers:2511.00717. Full description at Econpapers \|\| Download paper
2025	Arbitrage-Free Bond and Yield Curve Forecasting with Neural Filters under HJM Constraints. (2025). Gao, Xiang ; Hyndman, Cody. In: Papers. RePEc:arx:papers:2511.17892. Full description at Econpapers \|\| Download paper
2025	An observation-driven state-space count model for experience rating. (2025). Lu, Yang ; Wthrich, Mario V ; Ahn, Jae Youn ; Jeong, Himchan. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:125:y:2025:i:c:s0167668725000964. Full description at Econpapers \|\| Download paper
2025	Tail Conditional Expectation and Tail Variance for Extended Generalized Skew-Elliptical Distributions. (2025). Yao, Jing ; Yang, Yang ; Wang, Pin. In: Mathematics. RePEc:gam:jmathe:v:13:y:2025:i:18:p:2972-:d:1749120. Full description at Econpapers \|\| Download paper

Recent citations received in 2024

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

Recent citations received in 2023

Year	Citing document
2023	A cohort-based Partial Internal Model for demographic risk. (2023). Savelli, Nino ; Clemente, Gian Paolo ; della Corte, Francesco. In: Papers. RePEc:arx:papers:2307.03090. Full description at Econpapers \|\| Download paper
2023	Distributionally Robust Reinsurance with Glue Value-at-Risk and Expected Value Premium. (2023). Lv, Wenhua ; Wei, Linxiao. In: Mathematics. RePEc:gam:jmathe:v:11:y:2023:i:18:p:3923-:d:1240532. Full description at Econpapers \|\| Download paper
2023	Markov-Switching Bayesian Vector Autoregression Model in Mortality Forecasting. (2023). Fu, Wanying ; Droms, Sean ; Brewer, Patrick ; Smith, Barry R. In: Risks. RePEc:gam:jrisks:v:11:y:2023:i:9:p:152-:d:1222432. Full description at Econpapers \|\| Download paper

Recent citations received in 2022

Year	Citing document
2022	Allocation of benefits in mutual aid and survivor funds. (2022). Denuit, Michel ; Robert, Christian Y. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2022029. Full description at Econpapers \|\| Download paper
2022	A multi-task network approach for calculating discrimination-free insurance prices. (2022). Richman, Ronald ; Lindholm, Mathias ; Wuthrich, Mario V ; Tsanakas, Andreas. In: Papers. RePEc:arx:papers:2207.02799. Full description at Econpapers \|\| Download paper
2022	A Discussion of Discrimination and Fairness in Insurance Pricing. (2022). Richman, Ronald ; Lindholm, Mathias ; Wuthrich, Mario V ; Tsanakas, Andreas. In: Papers. RePEc:arx:papers:2209.00858. Full description at Econpapers \|\| Download paper
2022	Leveraging deep neural networks to estimate age-specific mortality from life expectancy at birth. (2022). Levantesi, Susanna ; Aburto, Jose Manuel ; Nigri, Andrea. In: Demographic Research. RePEc:dem:demres:v:47:y:2022:i:8. Full description at Econpapers \|\| Download paper
2022	Future global electricity demand load curves. (2022). Castillo, Victhalia Zapata ; Benders, Rene ; Muoz, Raul Maicas ; de Boer, Harmen-Sytze ; van Vuuren, Detlef. In: Energy. RePEc:eee:energy:v:258:y:2022:i:c:s0360544222016449. Full description at Econpapers \|\| Download paper
2022	Bilateral risk sharing in a comonotone market with rank-dependent utilities. (2022). Jiang, Wenjun ; Boonen, Tim J. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:107:y:2022:i:c:p:361-378. Full description at Econpapers \|\| Download paper
2022	Insurance with heterogeneous preferences. (2022). Boonen, Tim J ; Liu, Fangda. In: Journal of Mathematical Economics. RePEc:eee:mateco:v:102:y:2022:i:c:s030440682200074x. Full description at Econpapers \|\| Download paper
2022	Sex Differential Dynamics in Coherent Mortality Models. (2022). Jarner, Soren Fiig ; Jallbjorn, Snorre. In: Forecasting. RePEc:gam:jforec:v:4:y:2022:i:4:p:45-844:d:929756. Full description at Econpapers \|\| Download paper
2022	Bootstrapping Not Independent and Not Identically Distributed Data. (2022). Peta, Michal ; MacIak, Matu ; Hrba, Martin ; Petova, Barbora. In: Mathematics. RePEc:gam:jmathe:v:10:y:2022:i:24:p:4671-:d:998884. Full description at Econpapers \|\| Download paper
2022	Transforming Private Pensions: An Actuarial Model to Face Long-Term Costs. (2022). Martin, Iratxe D ; de la Pea, Iaki J ; Fernandez-Ramos, Cristina M ; Garayeta, Asier. In: Mathematics. RePEc:gam:jmathe:v:10:y:2022:i:7:p:1082-:d:781133. Full description at Econpapers \|\| Download paper
2022	Heat Equation as a Tool for Outliers Mitigation in Run-Off Triangles for Valuing the Technical Provisions in Non-Life Insurance Business. (2022). Bakon, Matus ; Rovnak, Martin ; Mokrisova, Martina ; Barlak, Jan. In: Risks. RePEc:gam:jrisks:v:10:y:2022:i:9:p:171-:d:899780. Full description at Econpapers \|\| Download paper
2022	Modelling USA Age-Cohort Mortality: A Comparison of Multi-Factor Affine Mortality Models. (2022). Huang, Zhiping ; Sherris, Michael ; Ziveyi, Jonathan ; Villegas, Andres M. In: Risks. RePEc:gam:jrisks:v:10:y:2022:i:9:p:183-:d:915479. Full description at Econpapers \|\| Download paper
2022	Analysis of IBNR Liabilities with Interevent Times Depending on Claim Counts. (2022). Geiger, Daniel J ; Adekpedjou, Akim. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:24:y:2022:i:2:d:10.1007_s11009-022-09950-5. Full description at Econpapers \|\| Download paper

10 most frequent citing series

#	Series	H	Cites
1	Insurance: Mathematics and Economics / Elsevier	59	715
2	Papers / arXiv.org	98	569
3	Risks / MDPI	21	164
4	Mathematics / MDPI	21	133
5	Methodology and Computing in Applied Probability / Springer	16	83
6	European Journal of Operational Research / Elsevier	140	74
7	LIDAM Discussion Papers ISBA / UniversitÃ© catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA)	13	50
8	Journal of Risk & Insurance / The American Risk and Insurance Association	47	46
9	The Geneva Papers on Risk and Insurance - Issues and Practice / Palgrave Macmillan	25	41
10	Decisions in Economics and Finance / Springer	12	39
11	Applied Mathematics and Computation / Elsevier	34	35