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Insurance: Mathematics and Economics / Elsevier

Citation Profile [Updated: 2026-05-04 07:00:09]
5 Years H Index
59
Impact Factor (IF)
0.8
5 Years IF
0.68
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 0.06 0 34 34 196 2 2 71 180 0 0 0.05
1991 0.06 0.11 0.07 0.02 25 59 153 4 6 71 4 174 4 1 25 0 0.06
1992 0 0.12 0.01 0 43 102 204 1 7 59 159 0 1 0.02 0.06
1993 0.01 0.13 0.01 0.01 42 144 218 2 9 68 1 173 2 0 0 0.06
1994 0.04 0.14 0.09 0.04 29 173 231 15 25 85 3 181 7 0 1 0.03 0.07
1995 0.07 0.22 0.21 0.06 28 201 286 42 67 71 5 173 11 37 88.1 1 0.04 0.1
1996 0.25 0.24 0.26 0.15 25 226 333 58 125 57 14 167 25 41 70.7 0 0.11
1997 0.19 0.24 0.29 0.17 41 267 768 78 203 53 10 167 28 65 83.3 2 0.05 0.11
1998 0.23 0.27 0.31 0.19 41 308 568 93 297 66 15 165 31 69 74.2 2 0.05 0.13
1999 0.39 0.29 0.4 0.26 51 359 694 145 442 82 32 164 42 121 83.4 8 0.16 0.14
2000 0.23 0.35 0.32 0.22 51 410 695 132 574 92 21 186 41 88 66.7 8 0.16 0.16
2001 0.26 0.38 0.38 0.25 48 458 790 172 746 102 27 209 53 108 62.8 7 0.15 0.17
2002 0.4 0.39 0.55 0.28 57 515 1052 283 1030 99 40 232 66 193 68.2 15 0.26 0.21
2003 0.48 0.43 0.54 0.38 70 585 1007 315 1345 105 50 248 94 188 59.7 7 0.1 0.21
2004 0.3 0.48 0.45 0.28 62 647 1038 293 1638 127 38 277 77 193 65.9 9 0.15 0.22
2005 0.33 0.51 0.5 0.29 70 717 1106 355 1994 132 44 288 84 190 53.5 6 0.09 0.23
2006 0.48 0.49 0.58 0.36 72 789 1372 455 2452 132 63 307 112 180 39.6 12 0.17 0.22
2007 0.38 0.44 0.44 0.33 63 852 838 367 2824 142 54 331 108 166 45.2 5 0.08 0.2
2008 0.83 0.47 0.83 0.64 162 1014 1923 839 3665 135 112 337 214 431 51.4 44 0.27 0.22
2009 0.52 0.46 0.76 0.45 106 1120 1991 843 4512 225 118 429 191 317 37.6 20 0.19 0.23
2010 0.58 0.46 0.77 0.52 108 1228 1129 941 5456 268 155 473 246 439 46.7 26 0.24 0.2
2011 0.59 0.5 0.7 0.43 95 1323 1150 924 6380 214 127 511 222 393 42.5 15 0.16 0.23
2012 0.54 0.5 0.8 0.49 115 1438 1268 1157 7537 203 109 534 259 474 41 36 0.31 0.21
2013 0.7 0.54 1.05 0.64 142 1580 1369 1657 9194 210 146 586 373 719 43.4 31 0.22 0.23
2014 0.57 0.53 0.78 0.57 104 1684 1029 1314 10508 257 146 566 321 489 37.2 30 0.29 0.22
2015 0.67 0.52 0.93 0.56 139 1823 1149 1687 12195 246 164 564 316 693 41.1 32 0.23 0.22
2016 0.77 0.5 0.97 0.61 145 1968 952 1913 14108 243 186 595 362 668 34.9 25 0.17 0.2
2017 0.58 0.51 0.87 0.51 104 2072 727 1798 15906 284 164 645 328 481 26.8 24 0.23 0.2
2018 0.53 0.52 0.83 0.48 103 2175 645 1800 17706 249 132 634 305 614 34.1 25 0.24 0.22
2019 0.66 0.53 0.88 0.51 92 2267 548 1982 19691 207 137 595 306 564 28.5 19 0.21 0.21
2020 0.75 0.63 0.88 0.54 104 2371 430 2093 21784 195 146 583 313 506 24.2 26 0.25 0.3
2021 0.89 0.73 0.98 0.68 130 2501 486 2449 24233 196 175 548 370 855 34.9 52 0.4 0.27
2022 0.58 0.72 0.77 0.54 92 2593 293 1985 26218 234 135 533 288 367 18.5 14 0.15 0.22
2023 0.66 0.67 0.72 0.55 62 2655 134 1918 28136 222 146 521 285 412 21.5 13 0.21 0.19
2024 0.79 0.73 0.66 0.53 80 2735 105 1794 29930 154 121 480 255 442 24.6 17 0.21 0.22
2025 0.8 0.96 0.74 0.68 93 2828 35 2097 32027 142 114 468 320 572 27.3 23 0.25 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
#YearTitleCited
12009Pair-copula constructions of multiple dependence. (2009). Aas, Kjersti ; Bakken, Henrik ; Czado, Claudia ; Frigessi, Arnoldo. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:44:y:2009:i:2:p:182-198.

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536
22009Goodness-of-fit tests for copulas: A review and a power study. (2009). Remillard, Bruno ; Beaudoin, David ; Genest, Christian. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:44:y:2009:i:2:p:199-213.

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344
32002The concept of comonotonicity in actuarial science and finance: theory. (2002). Dhaene, Jan ; Kaas, R. ; Denuit, M. ; Vyncke, D.. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:31:y:2002:i:1:p:3-33.

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285
41997Axiomatic characterization of insurance prices. (1997). Young, Virginia R. ; Wang, Shaun S. ; Panjer, Harry H.. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:21:y:1997:i:2:p:173-183.

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250
52002A Poisson log-bilinear regression approach to the construction of projected lifetables. (2002). Brouhns, Natacha ; Denuit, Michel ; Vermunt, Jeroen K.. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:31:y:2002:i:3:p:373-393.

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244
62002The concept of comonotonicity in actuarial science and finance: applications. (2002). Dhaene, Jan ; Kaas, R. ; Denuit, M. ; Vyncke, D.. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:31:y:2002:i:2:p:133-161.

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237
72006A cohort-based extension to the Lee-Carter model for mortality reduction factors. (2006). Haberman, S. ; Renshaw, A. E.. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:38:y:2006:i:3:p:556-570.

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232
81996Valuation of the early-exercise price for options using simulations and nonparametric regression. (1996). Carriere, Jacques F.. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:19:y:1996:i:1:p:19-30.

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155
92014Generalized quantiles as risk measures. (2014). Müller, Alfred ; Bellini, Fabio ; Gianin, Emanuela Rosazza ; Klar, Bernhard ; Muller, Alfred. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:54:y:2014:i:c:p:41-48.

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153
102004Stochastic mortality in life insurance: market reserves and mortality-linked insurance contracts. (2004). Dahl, Mikkel. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:35:y:2004:i:1:p:113-136.

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150
112005Affine processes for dynamic mortality and actuarial valuations. (2005). Biffis, Enrico. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:37:y:2005:i:3:p:443-468.

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147
122001Mortality derivatives and the option to annuitise. (2001). Milevsky, Moshe ; Promislow, David S.. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:29:y:2001:i:3:p:299-318.

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141
132000Fair valuation of life insurance liabilities: The impact of interest rate guarantees, surrender options, and bonus policies. (2000). Jørgensen, Peter ; Grosen, Anders ; Jorgensen, Peter Lochte. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:26:y:2000:i:1:p:37-57.

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141
141997Controlled diffusion models for optimal dividend pay-out. (1997). Asmussen, Soren ; Taksar, Michael. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:20:y:1997:i:1:p:1-15.

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137
152001Optimal management under stochastic interest rates: the case of a protected defined contribution pension fund. (2001). Huang, ShaoJuan ; Boulier, Jean-Francois ; Taillard, Gregory. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:28:y:2001:i:2:p:173-189.

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121
162003Lee-Carter mortality forecasting with age-specific enhancement. (2003). Haberman, S. ; Renshaw, A. E.. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:33:y:2003:i:2:p:255-272.

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102
172011Mortality density forecasts: An analysis of six stochastic mortality models. (2011). Blake, David ; Khalaf-Allah, Marwa ; Dowd, Kevin ; Coughlan, Guy D. ; Epstein, David ; Cairns, Andrew J. G., . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:48:y:2011:i:3:p:355-367.

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101
182006Risk measures via g-expectations. (2006). Gianin, Emanuela Rosazza. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:39:y:2006:i:1:p:19-34.

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97
192005Optimal investment for insurer with jump-diffusion risk process. (2005). Zhang, Lihong ; Yang, Hailiang. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:37:y:2005:i:3:p:615-634.

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97
201985On convex principles of premium calculation. (1985). Deprez, Olivier ; Gerber, Hans U.. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:4:y:1985:i:3:p:179-189.

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97
212011Variable annuities: A unifying valuation approach. (2011). Millossovich, Pietro ; Pitacco, Ermanno ; Bacinello, Anna Rita ; Olivieri, Annamaria. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:49:y:2011:i:3:p:285-297.

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97
222006Financial valuation of guaranteed minimum withdrawal benefits. (2006). Milevsky, Moshe ; Salisbury, Thomas S.. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:38:y:2006:i:1:p:21-38.

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96
232009On stochastic mortality modeling. (2009). Plat, Richard. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:45:y:2009:i:3:p:393-404.

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95
242006Valuation and hedging of life insurance liabilities with systematic mortality risk. (2006). Moller, Thomas ; Dahl, Mikkel. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:39:y:2006:i:2:p:193-217.

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95
252005Estimating the tail-dependence coefficient: Properties and pitfalls. (2005). Schmidt, Rafael ; Junker, Markus ; Frahm, Gabriel. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:37:y:2005:i:1:p:80-100.

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94
262011Optimal time-consistent investment and reinsurance policies for mean-variance insurers. (2011). Li, Zhongfei ; Zeng, Yan. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:49:y:2011:i:1:p:145-154.

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88
272006Affine stochastic mortality. (2006). Schrager, David F.. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:38:y:2006:i:1:p:81-97.

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86
282003Optimal investment strategies in the presence of a minimum guarantee. (2003). Koehl, Pierre-Francois ; Grasselli, Martino ; Deelstra, Griselda. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:33:y:2003:i:1:p:189-207.

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86
292008Optimal reinsurance under VaR and CTE risk measures. (2008). Zhang, YI ; Tan, Ken Seng ; Cai, Jun ; Weng, Chengguo. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:43:y:2008:i:1:p:185-196.

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85
302000Optimal investment for insurers. (2000). Plum, Michael ; Hipp, Christian. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:27:y:2000:i:2:p:215-228.

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80
312000Upper and lower bounds for sums of random variables. (2000). Dhaene, Jan ; Kaas, Rob. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:27:y:2000:i:2:p:151-168.

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78
321991Risk theory for the compound Poisson process that is perturbed by diffusion. (1991). Gerber, Hans U. ; Dufresne, Francois. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:10:y:1991:i:1:p:51-59.

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77
332009To split or not to split: Capital allocation with convex risk measures. (2009). Tsanakas, Andreas. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:44:y:2009:i:2:p:268-277.

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76
341998Comonotonicity, correlation order and premium principles. (1998). Dhaene, Jan. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:22:y:1998:i:3:p:235-242.

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75
352003Pensionmetrics 2: stochastic pension plan design during the distribution phase. (2003). Dowd, Kevin ; Blake, David ; Cairns, Andrew J. G., . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:33:y:2003:i:1:p:29-47.

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74
362008Optimal proportional reinsurance and investment with multiple risky assets and no-shorting constraint. (2008). Bai, Lihua ; Guo, Junyi. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:42:y:2008:i:3:p:968-975.

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73
371997The joint distribution of the time of ruin, the surplus immediately before ruin, and the deficit at ruin. (1997). Shiu, Elias S. W., ; Gerber, Hans U.. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:21:y:1997:i:2:p:129-137.

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70
381996Actuarial bridges to dynamic hedging and option pricing. (1996). Shiu, Elias S. W., ; Gerber, Hans U.. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:18:y:1996:i:3:p:183-218.

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70
392008Weighted risk capital allocations. (2008). Zitikis, Ricardas ; Furman, Edward. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:43:y:2008:i:2:p:263-269.

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69
402002Optimal investment strategies and risk measures in defined contribution pension schemes. (2002). Haberman, Steven ; Vigna, Elena. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:31:y:2002:i:1:p:35-69.

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68
412001On the time to ruin for Erlang(2) risk processes. (2001). Dickson, David C. M., ; Hipp, Christian. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:29:y:2001:i:3:p:333-344.

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67
422003The classical risk model with a constant dividend barrier: analysis of the Gerber-Shiu discounted penalty function. (2003). Drekic, Steve ; Lin, Sheldon X. ; Willmot, Gordon E.. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:33:y:2003:i:3:p:551-566.

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67
432006Evaluating and extending the Lee-Carter model for mortality forecasting: Bootstrap confidence interval. (2006). Koissi, Marie-Claire ; Hognas, Goran ; Shapiro, Arnold F.. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:38:y:2006:i:1:p:1-20.

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67
442004Optimal investment choices post-retirement in a defined contribution pension scheme. (2004). Haberman, Steven ; Gerrard, Russell ; Vigna, Elena. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:35:y:2004:i:2:p:321-342.

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66
452001Optimal reinsurance under mean-variance premium principles. (2001). Kaluszka, Marek. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:28:y:2001:i:1:p:61-67.

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66
462007Optimal dividends in the dual model. (2007). S. W. Shiu, Elias, ; Gerber, Hans U. ; Avanzi, Benjamin. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:41:y:2007:i:1:p:111-123.

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65
472004Optimal pension management in a stochastic framework. (2004). Menoncin, Francesco ; Battocchio, Paolo . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:34:y:2004:i:1:p:79-95.

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65
481999Fitting bivariate loss distributions with copulas. (1999). Klugman, Stuart A. ; Parsa, Rahul. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:24:y:1999:i:1-2:p:139-148.

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64
492008Weighted premium calculation principles. (2008). Zitikis, Ricardas ; Furman, Edward. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:42:y:2008:i:1:p:459-465.

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64
501992A Hilbert space proof of the fundamental theorem of asset pricing in finite discrete time. (1992). Schachermayer, W.. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:11:y:1992:i:4:p:249-257.

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64
50 most relevant documents in this series (papers most cited in the last two years)
#YearTitleCited
12009Pair-copula constructions of multiple dependence. (2009). Aas, Kjersti ; Bakken, Henrik ; Czado, Claudia ; Frigessi, Arnoldo. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:44:y:2009:i:2:p:182-198.

Full description at Econpapers || Download paper

70
22014Generalized quantiles as risk measures. (2014). Müller, Alfred ; Bellini, Fabio ; Gianin, Emanuela Rosazza ; Klar, Bernhard ; Muller, Alfred. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:54:y:2014:i:c:p:41-48.

Full description at Econpapers || Download paper

43
31997Axiomatic characterization of insurance prices. (1997). Young, Virginia R. ; Wang, Shaun S. ; Panjer, Harry H.. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:21:y:1997:i:2:p:173-183.

Full description at Econpapers || Download paper

36
42002The concept of comonotonicity in actuarial science and finance: theory. (2002). Dhaene, Jan ; Kaas, R. ; Denuit, M. ; Vyncke, D.. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:31:y:2002:i:1:p:3-33.

Full description at Econpapers || Download paper

27
52009Goodness-of-fit tests for copulas: A review and a power study. (2009). Remillard, Bruno ; Beaudoin, David ; Genest, Christian. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:44:y:2009:i:2:p:199-213.

Full description at Econpapers || Download paper

27
62002The concept of comonotonicity in actuarial science and finance: applications. (2002). Dhaene, Jan ; Kaas, R. ; Denuit, M. ; Vyncke, D.. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:31:y:2002:i:2:p:133-161.

Full description at Econpapers || Download paper

22
72002A Poisson log-bilinear regression approach to the construction of projected lifetables. (2002). Brouhns, Natacha ; Denuit, Michel ; Vermunt, Jeroen K.. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:31:y:2002:i:3:p:373-393.

Full description at Econpapers || Download paper

21
82011Variable annuities: A unifying valuation approach. (2011). Millossovich, Pietro ; Pitacco, Ermanno ; Bacinello, Anna Rita ; Olivieri, Annamaria. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:49:y:2011:i:3:p:285-297.

Full description at Econpapers || Download paper

20
91997Controlled diffusion models for optimal dividend pay-out. (1997). Asmussen, Soren ; Taksar, Michael. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:20:y:1997:i:1:p:1-15.

Full description at Econpapers || Download paper

19
102011Optimal time-consistent investment and reinsurance policies for mean-variance insurers. (2011). Li, Zhongfei ; Zeng, Yan. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:49:y:2011:i:1:p:145-154.

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19
112015Optimal retirement income tontines. (2015). Milevsky, Moshe ; Salisbury, Thomas S. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:64:y:2015:i:c:p:91-105.

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19
122019Stochastic Stackelberg differential reinsurance games under time-inconsistent mean–variance framework. (2019). Shen, Yang ; Chen, LV. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:88:y:2019:i:c:p:120-137.

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18
132016Robust equilibrium reinsurance-investment strategy for a mean–variance insurer in a model with jumps. (2016). Zeng, Yan ; Li, Danping ; Gu, Ailing. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:66:y:2016:i:c:p:138-152.

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18
142001Optimal management under stochastic interest rates: the case of a protected defined contribution pension fund. (2001). Huang, ShaoJuan ; Boulier, Jean-Francois ; Taillard, Gregory. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:28:y:2001:i:2:p:173-189.

Full description at Econpapers || Download paper

16
152006A cohort-based extension to the Lee-Carter model for mortality reduction factors. (2006). Haberman, S. ; Renshaw, A. E.. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:38:y:2006:i:3:p:556-570.

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16
161996Actuarial bridges to dynamic hedging and option pricing. (1996). Shiu, Elias S. W., ; Gerber, Hans U.. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:18:y:1996:i:3:p:183-218.

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16
172008Optimal consumption and portfolio choice for pooled annuity funds. (2008). Stamos, Michael Z.. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:43:y:2008:i:1:p:56-68.

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15
182015On optimal reinsurance policy with distortion risk measures and premiums. (2015). Assa, Hirbod. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:61:y:2015:i:c:p:70-75.

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15
192012Convex order and comonotonic conditional mean risk sharing. (2012). Dhaene, Jan ; Denuit, Michel. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:51:y:2012:i:2:p:265-270.

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15
201999The safest dependence structure among risks. (1999). Dhaene, Jan ; Denuit, Michel. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:25:y:1999:i:1:p:11-21.

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15
212015Modeling loss data using composite models. (2015). Nadarajah, S. ; Hamzah, N. A. ; Maghsoudi, M. ; Abu Bakar, S. A., . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:61:y:2015:i:c:p:146-154.

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15
222005Affine processes for dynamic mortality and actuarial valuations. (2005). Biffis, Enrico. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:37:y:2005:i:3:p:443-468.

Full description at Econpapers || Download paper

15
232009On stochastic mortality modeling. (2009). Plat, Richard. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:45:y:2009:i:3:p:393-404.

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15
242014Risk aggregation with dependence uncertainty. (2014). Jiang, Xiao ; Wang, Ruodu ; Bernard, Carole. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:54:y:2014:i:c:p:93-108.

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15
252008Optimal proportional reinsurance and investment with multiple risky assets and no-shorting constraint. (2008). Bai, Lihua ; Guo, Junyi. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:42:y:2008:i:3:p:968-975.

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14
262013Robust optimal control for an insurer with reinsurance and investment under Heston’s stochastic volatility model. (2013). Li, Zhongfei ; Zeng, Yan ; Viens, Frederi G. ; Yi, BO. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:53:y:2013:i:3:p:601-614.

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14
272013Optimal reinsurance minimizing the distortion risk measure under general reinsurance premium principles. (2013). Cui, Wei ; Wu, Lan ; Yang, Jingping. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:53:y:2013:i:1:p:74-85.

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14
282021Deep hedging of long-term financial derivatives. (2021). Carbonneau, Alexandre. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:99:y:2021:i:c:p:327-340.

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13
292020Convex risk functionals: Representation and applications. (2020). Wang, Ruodu ; Cai, Jun ; Liu, Fangda ; Lemieux, Christiane. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:90:y:2020:i:c:p:66-79.

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13
302022Systemic risk: Conditional distortion risk measures. (2022). Laeven, Roger ; Dhaene, Jan ; Zhang, Yiying. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:102:y:2022:i:c:p:126-145.

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13
311996Valuation of the early-exercise price for options using simulations and nonparametric regression. (1996). Carriere, Jacques F.. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:19:y:1996:i:1:p:19-30.

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13
322018Solvency II, or how to sweep the downside risk under the carpet. (2018). Weber, Stefan. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:82:y:2018:i:c:p:191-200.

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13
332019Modern tontine with bequest: Innovation in pooled annuity products. (2019). Bernhardt, Thomas ; Donnelly, Catherine. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:86:y:2019:i:c:p:168-188.

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13
342008Optimal reinsurance under VaR and CTE risk measures. (2008). Zhang, YI ; Tan, Ken Seng ; Cai, Jun ; Weng, Chengguo. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:43:y:2008:i:1:p:185-196.

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12
352017Equity-linked annuity pricing with cliquet-style guarantees in regime-switching and stochastic volatility models with jumps. (2017). Cui, Zhenyu ; Kirkby, Lars J ; Nguyen, Duy. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:74:y:2017:i:c:p:46-62.

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12
362022Stackelberg differential game for insurance under model ambiguity. (2022). Young, Virginia R ; Cao, Jingyi ; Li, Dongchen ; Zou, Bin. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:106:y:2022:i:c:p:128-145.

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12
372005Optimal investment for insurer with jump-diffusion risk process. (2005). Zhang, Lihong ; Yang, Hailiang. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:37:y:2005:i:3:p:615-634.

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12
382006Financial valuation of guaranteed minimum withdrawal benefits. (2006). Milevsky, Moshe ; Salisbury, Thomas S.. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:38:y:2006:i:1:p:21-38.

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12
392006Risk measures via g-expectations. (2006). Gianin, Emanuela Rosazza. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:39:y:2006:i:1:p:19-34.

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11
402021Autocalibration and Tweedie-dominance for insurance pricing with machine learning. (2021). Denuit, Michel ; Trufin, Julien ; Charpentier, Arthur. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:101:y:2021:i:pb:p:485-497.

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11
412009To split or not to split: Capital allocation with convex risk measures. (2009). Tsanakas, Andreas. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:44:y:2009:i:2:p:268-277.

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11
422014Bringing cost transparency to the life annuity market. (2014). Guillen, Montserrat ; Nielsen, Jens Perch ; Donnelly, Catherine. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:56:y:2014:i:c:p:14-27.

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11
432003Lee-Carter mortality forecasting with age-specific enhancement. (2003). Haberman, S. ; Renshaw, A. E.. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:33:y:2003:i:2:p:255-272.

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11
442011Asymptotics for risk capital allocations based on Conditional Tail Expectation. (2011). Vernic, Raluca ; Tang, Qihe ; Furman, Edward ; Asimit, Alexandru V.. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:49:y:2011:i:3:p:310-324.

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11
452019Risk-adjusted Bowley reinsurance under distorted probabilities. (2019). Zhang, Yiying ; Phillip, Sheung Chi ; Cheung, Ka Chun. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:86:y:2019:i:c:p:64-72.

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11
462016Marginal Indemnification Function formulation for optimal reinsurance. (2016). Zhuang, Sheng Chao ; Tan, Ken Seng ; Assa, Hirbod ; Weng, Chengguo. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:67:y:2016:i:c:p:65-76.

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11
472015Optimal investment–reinsurance strategy for mean–variance insurers with square-root factor process. (2015). Zeng, Yan ; Shen, Yang. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:62:y:2015:i:c:p:118-137.

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10
482021Optimal retirement products under subjective mortality beliefs. (2021). Hieber, Peter ; Rach, Manuel ; Chen, AN. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:101:y:2021:i:pa:p:55-69.

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492021Equilibrium investment strategy for a DC pension plan with learning about stock return predictability. (2021). Kang, Yuxin ; Shen, Yang ; Wang, Pei ; Zhang, Ling. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:100:y:2021:i:c:p:384-407.

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10
502004Optimal pension management in a stochastic framework. (2004). Menoncin, Francesco ; Battocchio, Paolo . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:34:y:2004:i:1:p:79-95.

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2025The interaction between variable annuity providers and their customers under a dynamic approach. (2025). Maggistro, Rosario ; Zoccolan, Ivan ; Bacinello, Anna Rita. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:48:y:2025:i:2:d:10.1007_s10203-023-00430-0.

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2025Super-Long Discount Rates for Insurers in Incomplete Markets with Bond Supply Control. (2025). Takahashi, Akihiko ; Saito, Taiga. In: CIRJE F-Series. RePEc:tky:fseres:2025cf1241.

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2025Kullback-Leibler Barycentre of Stochastic Processes. (2025). Pesenti, Silvana M ; Jaimungal, Sebastian. In: Papers. RePEc:arx:papers:2407.04860.

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2025The VaR-based Probability Equivalent Level under the Esscher premium principle. (2025). Zhang, YI ; Wen, Limin. In: Finance Research Letters. RePEc:eee:finlet:v:86:y:2025:i:pb:s1544612325015387.

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2025Monopoly Pricing of Weather Index Insurance. (2025). Quan, Zixiao ; Li, Wenyuan ; Boonen, Tim J. In: Papers. RePEc:arx:papers:2512.01623.

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2025Analyzing distortion riskmetrics and weighted entropy for unimodal and symmetric distributions under partial information constraints. (2025). Yin, Chuancun ; Zuo, Baishuai. In: Papers. RePEc:arx:papers:2504.19725.

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2025Informative Risk Measures in the Banking Industry: A Proposal based on the Magnitude-Propensity Approach. (2025). Bonollo, Michele ; Grasselli, Martino ; Mori, Gianmarco ; Oz, Havva Nilsu. In: Papers. RePEc:arx:papers:2511.21556.

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2025Co-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.

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2025Modelling jumps with CARMA(p,q)-Hawkes: An application to corporate bond markets. (2025). Rroji, Edit ; Perchiazzo, Andrea ; Mercuri, Lorenzo. In: Finance Research Letters. RePEc:eee:finlet:v:73:y:2025:i:c:s1544612324015927.

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2025The randomly distorted Choquet integrals with respect to a G-randomly distorted capacity and risk measures. (2025). Grigorova, Miryana ; Aldalbahi, Ohood. In: Papers. RePEc:arx:papers:2509.17555.

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2025Recursive partitioning based on gini index for insurance pricing. (2025). Trufin, Julien ; Simon, Pierre-Alexandre ; Petit, Robin ; Denuit, Michel. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2025025.

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2025Modelling seasonal mortality: An age–period–cohort approach. (2025). Landry, Thomas ; Boudreault, Mathieu ; Bgin, Jean-Franois. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:125:y:2025:i:c:s016766872500109x.

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2025The limiting distribution of a bivariate random vector under univariate truncation. (2025). Jaworski, P ; Ignazzi, C ; Durante, F. In: Statistical Papers. RePEc:spr:stpapr:v:66:y:2025:i:2:d:10.1007_s00362-025-01663-4.

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2025On multivariate contribution measures of systemic risk with applications in cryptocurrency market. (2025). Zhang, Yiying ; Pu, Tong ; Li, Junxue ; Wen, Limin. In: Papers. RePEc:arx:papers:2411.13384.

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2025Tail 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.

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2025Numerical Calculation of Finite-Time Ruin Probabilities in the Dual Risk Model. (2025). , Andressa. In: Risks. RePEc:gam:jrisks:v:13:y:2025:i:9:p:174-:d:1747289.

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2025Worst-case distortion riskmetrics and weighted entropy with partial information. (2025). Yin, Chuancun ; Zuo, Baishuai. In: European Journal of Operational Research. RePEc:eee:ejores:v:321:y:2025:i:2:p:476-492.

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2025Self-protection under Nth-degree risk increase of random unit cost. (2025). Meng, Shengwang ; Yin, Yongjin. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:122:y:2025:i:c:p:137-142.

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2025Optimal Dividend, Reinsurance, and Capital Injection Strategies for an Insurer with Two Collaborating Business Lines. (2025). Boonen, Tim J ; Zou, Bin ; John, Engel. In: Papers. RePEc:arx:papers:2508.08130.

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2025Nash equilibrium in insurance pricing and investment under common shocks. (2025). Zhang, Jinjin. In: Finance Research Letters. RePEc:eee:finlet:v:86:y:2025:i:pa:s1544612325016630.

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2025Disaster Risk Financing through Taxation: A Framework for Regional Participation in Collective Risk-Sharing. (2025). Niakh, Fallou ; Charpentier, Arthur ; Hillairet, Caroline ; Ratz, Philipp. In: Papers. RePEc:arx:papers:2506.18895.

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2025Bayesian adaptive portfolio optimization for DC pension plans. (2025). Liang, Xiaoqing ; Guo, Junyi ; Gao, Shuping. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:122:y:2025:i:c:p:262-274.

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2025Optimal portfolio choice in jump-diffusion markets with longevity risk. (2025). Feleppa, Davide ; Oliva, Immacolata. In: Computational Management Science. RePEc:spr:comgts:v:22:y:2025:i:2:d:10.1007_s10287-025-00539-0.

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2025Comonotonicity and Pareto optimality, with application to collaborative insurance. (2025). Dhaene, Jan ; Denuit, Michel ; Robert, Christian Y ; Ghossoub, Mario. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:120:y:2025:i:c:p:1-16.

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2025The 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.

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2025Compensation-based risk-sharing. (2025). Riis-Due, Austin ; Cheung, Ka Chun ; Chaudhry, Atibhav ; Dhaene, Jan. In: Papers. RePEc:arx:papers:2510.19511.

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2025Efficient valuation of joint life variable annuities with guaranteed minimum death benefits. (2025). Cui, Zhenyu ; Zhang, Zhi Min ; Xie, Jiayi. In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:236:y:2025:i:c:p:135-153.

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2025Continuous-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.

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2025Utility 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.

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2025Modeling Excess Mortality and Interest Rates using Mixed Fractional Brownian Motions. (2025). Zhou, Hongjuan. In: Papers. RePEc:arx:papers:2507.19445.

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2025An extended Merton problem with relaxed benchmark tracking. (2025). Huang, Yijie ; Yu, Xiang ; Bo, Lijun. In: Papers. RePEc:arx:papers:2304.10802.

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2025Optimal consumption under relaxed benchmark tracking and consumption drawdown constraint. (2024). Yu, Xiang ; Yan, Kaixin ; Huang, Yijie ; Bo, Lijun. In: Papers. RePEc:arx:papers:2410.16611.

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2025Job switching and bequest motives in an optimal consumption–investment model under inflation and mortality risks. (2025). Shin, Yong Hyun ; Li, QI ; Yoon, Ji-Hun. In: Economic Modelling. RePEc:eee:ecmode:v:153:y:2025:i:c:s0264999325003025.

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2025A novel fuzzy decision-making approach to pension fund investments in renewable energy. (2025). Umar, Muhammad ; Meral, Hasan ; Diner, Hasan ; Eti, Serkan ; Yksel, Serhat ; Gkalp, Yaar. In: Financial Innovation. RePEc:spr:fininn:v:11:y:2025:i:1:d:10.1186_s40854-024-00703-6.

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2025Framework for asset-liability management with fixed-term securities. (2025). Havrylenko, Yevhen. In: Papers. RePEc:arx:papers:2502.19213.

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2025Optimal investment strategy for DC pension with mean-weighted variance-CVaR criterion under partial information. (2025). Luo, Liuling ; Peng, Xingchun. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:120:y:2025:i:c:p:302-324.

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2025Risk-constrained portfolio choice under rank-dependent utility. (2025). Zhu, Michael Boyuan ; Ghossoub, Mario. In: Finance and Stochastics. RePEc:spr:finsto:v:29:y:2025:i:2:d:10.1007_s00780-024-00555-z.

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2025Pareto 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.

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2025Dynamic reinsurance design with heterogeneous beliefs under the mean-variance framework. (2025). Wang, Hao ; Han, Xia ; Guo, Junyi. In: Papers. RePEc:arx:papers:2502.05474.

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2025Non-parametric estimators of scaled cash flows. (2025). Bathke, Theis ; Furrer, Christian. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:125:y:2025:i:c:s016766872500099x.

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2025Robust Nash equilibrium for defined contribution pension games with delay under multivariate stochastic covariance models. (2025). Zhang, Yumo ; Zhu, Huainian. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:120:y:2025:i:c:p:236-268.

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2025A study of asset and liability management applied to Brazilian pension funds. (2025). , Joao ; Falcao, Rodrigo ; Bernardino, Wilton ; Alves, Jos Jonas ; de Souza, Filipe Costa ; Ospina, Raydonal. In: European Journal of Operational Research. RePEc:eee:ejores:v:322:y:2025:i:3:p:1059-1076.

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2025An Incomplete Multi-Currency Equilibrium Model with Heterogeneous Time Preferences and Subjective Beliefs. (2025). Saito, Taiga ; Mita, Daiya ; Takahashi, Akihiko. In: CARF F-Series. RePEc:cfi:fseres:cf603.

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2025An Incomplete Multi-Currency Equilibrium Model with Heterogeneous Time Preferences and Subjective Beliefs. (2025). Saito, Taiga ; Mita, Daiya ; Takahashi, Akihiko. In: CIRJE F-Series. RePEc:tky:fseres:2025cf1257.

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2025How might model uncertainty and transaction costs impact retained earning & dividend strategies? An examination through a classical insurance risk model. (2025). Siu, Tak Kuen ; Feng, Yang ; Zhu, Jinxia. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:120:y:2025:i:c:p:131-158.

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2025Zero-Shot Forecasting Mortality Rates: A Global Study. (2025). Aradi, Bernadett ; Gall, Jozsef ; al Shaggah, Laith ; Petnehazi, Gabor. In: Papers. RePEc:arx:papers:2505.13521.

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2025Transformers-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.

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2025Multi-period fuzzy portfolio selection model with preference-regret criterion. (2025). Liu, Yong-Jun. In: Fuzzy Optimization and Decision Making. RePEc:spr:fuzodm:v:24:y:2025:i:1:d:10.1007_s10700-024-09437-7.

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2025Mean-tail Gini framework for optimal portfolio selection. (2025). Shanthirajah, Judeto ; Ricci, Stephano ; Furman, Edward ; Chen, Jinghui. In: Papers. RePEc:arx:papers:2509.17225.

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2025Efficient and proper generalised linear models with power link functions. (2025). Zhou, Feng ; Chen, Ziwei ; Badescu, Alexandru ; Asimit, Vali. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:122:y:2025:i:c:p:91-118.

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2025Valuation of variable annuity portfolios using finite and infinite width neural networks. (2025). Shyamalkumar, Nariankadu D ; Lim, Hong Beng ; Tao, Siyang. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:120:y:2025:i:c:p:269-284.

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2025Sensitivity of robust optimization problems under drift and volatility uncertainty. (2025). Park, Kyunghyun ; Bartl, Daniel ; Neufeld, Ariel. In: Papers. RePEc:arx:papers:2311.11248.

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2025Striking the Balance: Life Insurance Timing and Asset Allocation in Financial Planning. (2023). Zhu, Shihao ; Ferrari, Giorgio ; Chen, AN. In: Papers. RePEc:arx:papers:2312.02943.

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2025Robust dividend policy: Equivalence of Epstein-Zin and Maenhout preferences. (2024). Park, Kyunghyun ; Chen, Kexin ; Wong, Hoi Ying. In: Papers. RePEc:arx:papers:2406.12305.

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2025Equilibrium investment strategies for a defined contribution pension plan with random risk aversion. (2025). Wang, Ling ; Jia, Bowen. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:125:y:2025:i:c:s0167668725000873.

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2025Optimal consumption-leisure-investment and retirement choices with nonconcave aspirational utility. (2025). Li, Shuang ; Zhou, Ming ; Meng, Hui. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:125:y:2025:i:c:s016766872500112x.

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2025Optimal investment-withdrawal strategy for variable annuities under a performance fee structure. (2025). Feng, Runhuan ; Hin, Kenneth Tsz ; Jing, Xiaochen. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:170:y:2025:i:c:s0165188924001957.

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2025Competitive optimal portfolio selection under mean-variance criterion. (2025). Shao, Guojiang ; Xu, Zuo Quan ; Zhang, QI. In: Papers. RePEc:arx:papers:2511.05270.

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2025Mean Field Analysis of Mutual Insurance Market. (2025). Li, Bohan ; Phillip, Sheung Chi ; Hin, Kenneth Tsz. In: Papers. RePEc:arx:papers:2511.12292.

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2025Mean-variance optimization for participating life insurance contracts. (2025). Fiessinger, Felix ; Stadje, Mitja. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:122:y:2025:i:c:p:230-248.

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2025Uncertainty in heteroscedastic Bayesian model averaging. (2025). Mailhot, Mlina ; Pigeon, Mathieu ; Jessup, Sbastien. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:121:y:2025:i:c:p:63-78.

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2025Moments of polynomial functionals of spectrally positive Lévy processes. (2025). Jacobovic, Royi ; Glynn, Peter ; Mandjes, Michel. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:190:y:2025:i:c:s030441492500167x.

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2025Optimal annuitization with labor income under age-dependent force of mortality. (2025). Hyndman, Cody ; Birungi, Criscent. In: Papers. RePEc:arx:papers:2510.10371.

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2025Asset allocation for a DC pension plan with dynamic attention. (2025). Peng, Xingchun ; Fan, Shiqi. In: Finance Research Letters. RePEc:eee:finlet:v:82:y:2025:i:c:s154461232500772x.

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2025Improving detections of serial dynamics for longitudinal actuarial data with underwriting-controlled testing. (2025). Fung, Tsz Chai. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:123:y:2025:i:c:s0167668725000587.

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2025An 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.

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2025Adaptation to Catastrophic Events with Two Layers of Uncertainty: Central Planner Perspective. (2025). Bondarev, Anton ; Krysiak, Frank C. In: Environmental & Resource Economics. RePEc:kap:enreec:v:88:y:2025:i:12:d:10.1007_s10640-025-01027-4.

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2025Public Long-Term Care Insurance and Retirement Intentions of Urban Workers: Evidence from China. (2025). Zhao, Zhong ; Yang, Tianli. In: IZA Discussion Papers. RePEc:iza:izadps:dp17642.

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2025Public Long‐Term Care Insurance and Retirement Intentions of Urban Workers: Evidence From China. (2025). Zhao, Zhong ; Yang, Tianli. In: Health Economics. RePEc:wly:hlthec:v:34:y:2025:i:9:p:1537-1559.

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2025Variable 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.

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2025Optimal Dividend, Reinsurance and Capital Injection Strategies for Collaborating Business Lines: The Case of Excess-of-Loss Reinsurance. (2025). John, Engel ; Boonen, Tim J. In: Papers. RePEc:arx:papers:2511.11383.

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Recent citations received in 2025
YearCiting document
2025Forecasting ROA and ROE for Retail Companies in Vietnam by Using Machine Learning Techniques. (2025). Do, Quang Hung. In: Advances in Decision Sciences. RePEc:aag:wpaper:v:29:y:2025:i:4:p:63-93.

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2025Risk-sensitive Reinforcement Learning Based on Convex Scoring Functions. (2025). Liu, Yang ; Yu, Xiang ; Han, Shanyu. In: Papers. RePEc:arx:papers:2505.04553.

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2025On 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.

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2025A Note on Subadditivity of Value at Risks (VaRs): A New Connection to Comonotonicity. (2025). Kato, Takashi ; Imamura, Yuri. In: Papers. RePEc:arx:papers:2509.12558.

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2025When risk defies order: On the limits of fractional stochastic dominance. (2025). Liebrich, Felix-Benedikt ; Laudag, Christian. In: Papers. RePEc:arx:papers:2509.24747.

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2025Compensation-based risk-sharing. (2025). Riis-Due, Austin ; Cheung, Ka Chun ; Chaudhry, Atibhav ; Dhaene, Jan. In: Papers. RePEc:arx:papers:2510.19511.

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2025Stackelberg equilibrium strategies between insurance demand and government interventions. (2025). Liang, Zhibin ; Zhang, Yiying ; Wang, Fudong. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:179:y:2025:i:c:s0165188925001459.

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2025Pareto-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.

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2025Research on the impact of extended life expectancy on household risk asset allocation: Examining the moderating effects of human capital accumulation. (2025). Xie, Xiaoyu ; Kang, Chenyu. In: International Review of Financial Analysis. RePEc:eee:finana:v:107:y:2025:i:c:s1057521925006738.

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2025Robust risk sharing and reinsurance contract design for contagious catastrophe and secondary claims under principal–agent framework. (2025). Feng, Yang ; Li, Shuanming ; Jang, Jiwook ; Liu, Guo. In: International Review of Financial Analysis. RePEc:eee:finana:v:108:y:2025:i:pb:s1057521925007331.

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2025Asset allocation for a DC pension plan with dynamic attention. (2025). Peng, Xingchun ; Fan, Shiqi. In: Finance Research Letters. RePEc:eee:finlet:v:82:y:2025:i:c:s154461232500772x.

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2025Utility 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.

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2025An 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.

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2025Robust time-consistent Stackelberg differential game for insurance with stochastic interest rates and 4/2 stochastic volatility. (2025). Li, Xiao-Jia ; Chang, Hao. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:125:y:2025:i:c:s0167668725001064.

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2025Dynamic investment-driven insurance pricing and optimal regulation. (2025). Liang, Zongxia ; Pang, Shunzhi ; Chen, Bingzheng. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:125:y:2025:i:c:s0167668725001076.

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2025Additive tree latent variable models with applications to insurance loss prediction. (2025). Wang, Zhihao ; Shi, Yanlin ; Gao, Guangyuan. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:125:y:2025:i:c:s0167668725001155.

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2025Trend in length-of-stay in nursing homes: Evidence from the Netherlands. (2025). Alders, Peter ; Schut, Frederik T ; Wouterse, Bram. In: The Journal of the Economics of Ageing. RePEc:eee:joecag:v:32:y:2025:i:c:s2212828x25000519.

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2025Efficient valuation of joint life variable annuities with guaranteed minimum death benefits. (2025). Cui, Zhenyu ; Zhang, Zhi Min ; Xie, Jiayi. In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:236:y:2025:i:c:p:135-153.

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2025ResPoNet: 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.

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2025Tail 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.

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2025Generalized FGM dependence: geometrical representation and convex bounds on sums. (2025). Marceau, Etienne ; Mutti, Alessandro ; Semeraro, Patrizia ; Cossette, Hlne. In: Statistical Papers. RePEc:spr:stpapr:v:66:y:2025:i:7:d:10.1007_s00362-025-01775-x.

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

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2024Worst-cases of distortion riskmetrics and weighted entropy with partial information. (2024). Yin, Chuancun ; Zuo, Baishuai. In: Papers. RePEc:arx:papers:2405.19075.

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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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2024Pareto-Optimal Peer-to-Peer Risk Sharing with Robust Distortion Risk Measures. (2024). Chong, Wing Fung ; Zhu, Michael B ; Ghossoub, Mario. In: Papers. RePEc:arx:papers:2409.05103.

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

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2024Optimal life insurance and annuity decision under money illusion. (2024). Wei, Pengyu ; Li, Wenyuan. In: Papers. RePEc:arx:papers:2410.20128.

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2024Neural Operators Can Play Dynamic Stackelberg Games. (2024). Yang, Xuwei ; Kratsios, Anastasis ; Ekren, Ibrahim ; Alvarez, Guillermo. In: Papers. RePEc:arx:papers:2411.09644.

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2024Pareto‐efficient risk sharing in centralized insurance markets with application to flood risk. (2024). Chong, Wing Fung ; Ghossoub, Mario ; Boonen, Tim J. In: Journal of Risk & Insurance. RePEc:bla:jrinsu:v:91:y:2024:i:2:p:449-488.

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2024Modeling stationary, periodic, and long memory processes by superposed jump-driven processes. (2024). Yoshioka, Hidekazu. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:188:y:2024:i:c:s0960077924009093.

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2024Deferred annuities with gender-neutral pricing: Benefitting most women without adversely affecting too many men. (2024). Ying, Yinan ; Lau, Sau-Him Paul. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:168:y:2024:i:c:s0165188924001398.

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2024Star-shaped acceptability indexes. (2024). Righi, Marcelo. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:117:y:2024:i:c:p:170-181.

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2024Valuation of guaranteed lifelong withdrawal benefit with the long-term care option. (2024). Chen, Shaoying ; Yang, Yang ; Zhang, Zhimin ; Cui, Zhenyu. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:119:y:2024:i:c:p:179-193.

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2024A two-layer stochastic game approach to reinsurance contracting and competition. (2024). Xia, YI ; Liang, Zongxia ; Zou, Bin. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:119:y:2024:i:c:p:226-237.

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2024Dependence Modelling for Heavy-Tailed Multi-Peril Insurance Losses. (2024). Lu, YI ; Yan, Tianxing ; Jeong, Himchan. In: Risks. RePEc:gam:jrisks:v:12:y:2024:i:6:p:97-:d:1416036.

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2024Optimal insurance for repetitive natural disasters under moral hazard. (2024). Hong, Jimin ; Lee, Minha. In: Journal of Economics. RePEc:kap:jeczfn:v:143:y:2024:i:3:d:10.1007_s00712-024-00876-9.

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2024Multi-agent Equilibrium Model with Heterogeneous Views on Fundamental Risks in Incomplete Market. (2024). Saito, Taiga ; Kizaki, Keisuke ; Takahashi, Akihiko. In: CIRJE F-Series. RePEc:tky:fseres:2024cf1224.

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Recent citations received in 2023
YearCiting document
2023Conditional mean risk sharing of independent discrete losses in large pools. (2023). Denuit, Michel ; Robert, Christian Y. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2023010.

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2023Pairwise counter-monotonicity. (2023). Wang, Ruodu ; Lin, Liyuan ; Lauzier, Jean-Gabriel. In: Papers. RePEc:arx:papers:2302.11701.

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2023Robust optimized certainty equivalents and quantiles for loss positions with distribution uncertainty. (2023). Tian, Dejian ; Li, Weiwei. In: Papers. RePEc:arx:papers:2304.04396.

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2023Optimal Management of DC Pension Plan with Inflation Risk and Tail VaR Constraint. (2023). Xu, Zuo Quan ; Mi, Hui ; Yang, Dongfang. In: Papers. RePEc:arx:papers:2309.01936.

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

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2023Optimal insurance with mean-deviation measures. (2023). Han, Xia ; Boonen, Tim J. In: Papers. RePEc:arx:papers:2312.01813.

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2023Irreversible Reinsurance: Minimization of Capital Injections in Presence of a Fixed Cost. (2023). Federico, Salvatore ; Torrente, Maria Laura ; Ferrari, Giorgio. In: Center for Mathematical Economics Working Papers. RePEc:bie:wpaper:682.

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2023Pairwise counter-monotonicity. (2023). Wang, Ruodu ; Lin, Liyuan ; Lauzier, Jean-Gabriel. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:111:y:2023:i:c:p:279-287.

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2023Robust optimal asset-liability management with mispricing and stochastic factor market dynamics. (2023). Zhang, Yumo ; Wang, Ning. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:113:y:2023:i:c:p:251-273.

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2023Estimating the Gerber–Shiu Function in the Two-Sided Jumps Risk Model by Laguerre Series Expansion. (2023). Deng, Yingchun ; Huang, YA. In: Mathematics. RePEc:gam:jmathe:v:11:y:2023:i:9:p:1994-:d:1130818.

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2023On Risk Management of Mortality and Longevity Capital Requirement: A Predictive Simulation Approach. (2023). Yang, Shuai ; Zhou, Kenneth Q. In: Risks. RePEc:gam:jrisks:v:11:y:2023:i:12:p:206-:d:1288573.

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2023Modelling Motor Insurance Claim Frequency and Severity Using Gradient Boosting. (2023). Bravo, Jorge ; Guerreiro, Gracinda R ; Clemente, Carina. In: Risks. RePEc:gam:jrisks:v:11:y:2023:i:9:p:163-:d:1238092.

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2023Interest rate risk of Chinese commercial banks based on the GARCH-EVT model. (2023). Shan, Zhangming ; Chen, Xin ; Boamah, Valentina ; Tang, Decai ; Zhou, Biao. In: Palgrave Communications. RePEc:pal:palcom:v:10:y:2023:i:1:d:10.1057_s41599-023-02321-6.

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Recent citations received in 2022
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2022The Gerber-Shiu discounted penalty function: A review from practical perspectives. (2022). He, Yue ; Shimizu, Yasutaka ; Kawai, Reiichiro ; Yamazaki, Kazutoshi. In: Papers. RePEc:arx:papers:2203.10680.

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2022Choquet regularization for reinforcement learning. (2022). Yu, Xun ; Han, Xia ; Wang, Ruodu. In: Papers. RePEc:arx:papers:2208.08497.

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2022mCube: Multinomial Micro-level reserving Model. (2022). Verdonck, Tim ; van Oirbeek, Robin ; Ponnet, Jolien ; Menvouta, Emmanuel Jordy. In: Papers. RePEc:arx:papers:2212.00101.

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2022Equilibrium mean–variance reinsurance and investment strategies for a general insurance company under smooth ambiguity. (2022). Hu, Xiang ; Guan, Guohui. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:63:y:2022:i:c:s1062940822001310.

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2022Stackelberg differential game for insurance under model ambiguity. (2022). Young, Virginia R ; Cao, Jingyi ; Li, Dongchen ; Zou, Bin. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:106:y:2022:i:c:p:128-145.

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2022Inference for the tail conditional allocation: Large sample properties, insurance risk assessment, and compound sums of concomitants. (2022). Zitikis, R ; Gribkova, N V ; Su, J. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:107:y:2022:i:c:p:199-222.

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2022Nonparametric Estimation of the Expected Shortfall Regression for Quasi-Associated Functional Data. (2022). Kaid, Zoulikha ; Rachdi, Mustapha ; Ait-Hennani, Larbi ; Laksaci, Ali. In: Mathematics. RePEc:gam:jmathe:v:10:y:2022:i:23:p:4508-:d:987723.

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2022Relief Policy and the Sustainability of COVID-19 Pandemic: Empirical Evidence from the Italian Manufacturing Industry. (2022). Ippoliti, Roberto ; Falavigna, Greta. In: Sustainability. RePEc:gam:jsusta:v:14:y:2022:i:22:p:15437-:d:978890.

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2022Heterogeneity in cyber loss severity and its impact on cyber risk measurement. (2022). Jung, Kwangmin ; Eling, Martin. In: Risk Management. RePEc:pal:risman:v:24:y:2022:i:4:d:10.1057_s41283-022-00095-w.

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2022Segmentation and estimation of claim severity in motor third-party liability insurance through contrast analysis. (2022). Oltesova, Tatiana ; Zelinova, Silvia ; Komara, Silvia ; Reiff, Marian. In: Equilibrium. Quarterly Journal of Economics and Economic Policy. RePEc:pes:ierequ:v:17:y:2022:i:3:p:803-842.

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2022Entropy as Leading Indicator for Extreme Systemic Risk Events. (2022). Lupu, Iulia ; Stamule, Tanase ; Roman, Mihai. In: Journal for Economic Forecasting. RePEc:rjr:romjef:v::y:2022:i:4:p:58-73.

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