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Scandinavian Actuarial Journal / Taylor & Francis Journals

Citation Profile [Updated: 2026-05-04 07:00:09]
5 Years H Index
10
Impact Factor (IF)
0.52
5 Years IF
0.51
Data available in this report

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

Main indicators
Raw Data

 

IF AIF CIF IF5 DOC CDO CIT NCI CCU D2Y C2Y D5Y C5Y SC %SC CiY II AII
1996 0 0.24 0 0 14 14 0 0 0 0 0 0 0.11
1997 0 0.24 0 0 13 27 2 0 14 14 0 0 0.11
1998 0 0.27 0 0 14 41 6 0 27 27 0 0 0.13
1999 0 0.29 0 0 14 55 3 0 27 41 0 0 0.14
2000 0 0.35 0 0 13 68 5 0 28 55 0 0 0.16
2001 0 0.38 0 0 16 84 13 0 27 68 0 0 0.17
2002 0 0.39 0 0 17 101 6 0 29 70 0 0 0.21
2003 0 0.43 0 0 13 114 6 0 33 74 0 0 0.21
2004 0 0.48 0 0 23 137 17 0 30 73 0 0 0.22
2005 0 0.51 0 0 5 142 4 0 36 82 0 0 0.23
2006 0 0.49 0 0 17 159 17 0 28 74 0 0 0.22
2007 0 0.44 0 0 18 177 30 0 22 75 0 0 0.2
2008 0 0.47 0 0 17 194 27 0 35 76 0 0 0.22
2009 0.06 0.46 0.01 0.03 18 212 12 3 3 35 2 80 2 0 1 0.06 0.23
2010 0 0.46 0 0 20 232 17 1 4 35 75 0 1 0.05 0.2
2011 0.03 0.5 0 0.01 19 251 24 1 5 38 1 90 1 0 0 0.23
2012 0 0.5 0 0 13 264 18 5 39 92 0 0 0.21
2013 0 0.54 0 0 21 285 4 5 32 87 0 0 0.23
2014 0 0.53 0 0.01 39 324 44 1 6 34 91 1 0 0 0.22
2015 0 0.52 0 0 37 361 30 6 60 112 0 0 0.22
2016 0 0.5 0.01 0 44 405 88 4 10 76 129 0 0 0.2
2017 0 0.51 0.01 0.01 43 448 70 4 14 81 154 1 0 1 0.02 0.2
2018 0.01 0.52 0.01 0.01 46 494 88 5 19 87 1 184 1 0 3 0.07 0.22
2019 0.01 0.53 0.01 0.01 44 538 81 3 22 89 1 209 3 0 0 0.21
2020 0.07 0.63 0.01 0.03 42 580 84 8 30 90 6 214 6 0 0 0.3
2021 0.02 0.73 0.02 0.02 43 623 88 10 40 86 2 219 4 5 50 0 0.27
2022 0.02 0.72 0.04 0.03 41 664 64 29 69 85 2 218 7 0 4 0.1 0.22
2023 0.38 0.67 0.32 0.34 42 706 57 224 293 84 32 216 73 0 7 0.17 0.19
2024 0.42 0.73 0.43 0.46 40 746 22 321 614 83 35 212 97 0 4 0.1 0.22
2025 0.52 0.96 0.43 0.51 40 786 12 340 954 82 43 208 107 0 9 0.23 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
12007On composite lognormal-Pareto models. (2007). Scollnik, David. In: Scandinavian Actuarial Journal. RePEc:taf:sactxx:v:2007:y:2007:i:1:p:20-33.

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19
22008Modelling and management of mortality risk: a review. (2008). Blake, David ; Dowd, Kevin ; Cairns, Andrew. In: Scandinavian Actuarial Journal. RePEc:taf:sactxx:v:2008:y:2008:i:2-3:p:79-113.

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19
32016On fitting generalized linear and non-linear models of mortality. (2016). Currie, Iain D. In: Scandinavian Actuarial Journal. RePEc:taf:sactxx:v:2016:y:2016:i:4:p:356-383.

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14
42018Robust optimal excess-of-loss reinsurance and investment strategy for an insurer in a model with jumps. (2018). Zeng, Yan ; Yang, Hailiang ; Li, Danping. In: Scandinavian Actuarial Journal. RePEc:taf:sactxx:v:2018:y:2018:i:2:p:145-171.

Full description at Econpapers || Download paper

13
52021Household consumption-investment-insurance decisions with uncertain income and market ambiguity. (2021). Siu, Tak Kuen ; Jin, Zhuo ; Wang, Ning ; Qiu, Ming. In: Scandinavian Actuarial Journal. RePEc:taf:sactxx:v:2021:y:2021:i:10:p:832-865.

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13
62020Multi-population mortality forecasting using tensor decomposition. (2020). Dong, Yumo ; Haberman, Steven ; Yu, Honglin ; Huang, Fei. In: Scandinavian Actuarial Journal. RePEc:taf:sactxx:v:2020:y:2020:i:8:p:754-775.

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12
72001Optimal Proportional Reinsurance Policies in a Dynamic Setting. (2001). Schmidli, Hanspeter. In: Scandinavian Actuarial Journal. RePEc:taf:sactxx:v:2001:y:2001:i:1:p:55-68.

Full description at Econpapers || Download paper

11
82006Ruin probabilities and aggregrate claims distributions for shot noise Cox processes. (2006). Asmussen, Soren ; Albrecher, Hansjorg. In: Scandinavian Actuarial Journal. RePEc:taf:sactxx:v:2006:y:2006:i:2:p:86-110.

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11
92019Claims frequency modeling using telematics car driving data. (2019). Meng, Shengwang ; Wuthrich, Mario V ; Gao, Guangyuan. In: Scandinavian Actuarial Journal. RePEc:taf:sactxx:v:2019:y:2019:i:2:p:143-162.

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11
102016Optimal reinsurance with expectile. (2016). Cai, Jun ; Weng, Chengguo. In: Scandinavian Actuarial Journal. RePEc:taf:sactxx:v:2016:y:2016:i:7:p:624-645.

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10
112022Variable annuity pricing, valuation, and risk management: a survey. (2022). Feng, Runhuan ; Zhang, Ning ; Gan, Guojun. In: Scandinavian Actuarial Journal. RePEc:taf:sactxx:v:2022:y:2022:i:10:p:867-900.

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10
122021Time-series forecasting of mortality rates using deep learning. (2021). Scognamiglio, Salvatore ; Richman, Ronald ; Wuthrich, Mario V ; Perla, Francesca. In: Scandinavian Actuarial Journal. RePEc:taf:sactxx:v:2021:y:2021:i:7:p:572-598.

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9
132017Characterizations of optimal reinsurance treaties: a cost-benefit approach. (2017). Cheung, Ka Chun ; Lo, Ambrose. In: Scandinavian Actuarial Journal. RePEc:taf:sactxx:v:2017:y:2017:i:1:p:1-28.

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9
142004Estimation of the Characteristics of the Jumps of a General Poisson-Diffusion Model. (2004). Mancini, Cecilia. In: Scandinavian Actuarial Journal. RePEc:taf:sactxx:v:2004:y:2004:i:1:p:42-52.

Full description at Econpapers || Download paper

9
152017Multi-population mortality models: fitting, forecasting and comparisons. (2017). Enchev, Vasil ; Kleinow, Torsten. In: Scandinavian Actuarial Journal. RePEc:taf:sactxx:v:2017:y:2017:i:4:p:319-342.

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9
162014New composite models for the Danish fire insurance data. (2014). Nadarajah, S ; S. A. A. Bakar, . In: Scandinavian Actuarial Journal. RePEc:taf:sactxx:v:2014:y:2014:i:2:p:180-187.

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8
172021Tontines with mixed cohorts. (2021). Yang, Zhixin ; Qian, Linyi ; Chen, AN. In: Scandinavian Actuarial Journal. RePEc:taf:sactxx:v:2021:y:2021:i:5:p:437-455.

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8
182007Spatial modelling of claim frequency and claim size in non-life insurance. (2007). Gschlossl, Susanne ; Czado, Claudia. In: Scandinavian Actuarial Journal. RePEc:taf:sactxx:v:2007:y:2007:i:3:p:202-225.

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8
192016Optimal investment-consumption-insurance with random parameters. (2016). Shen, Yang ; Wei, Jiaqin. In: Scandinavian Actuarial Journal. RePEc:taf:sactxx:v:2016:y:2016:i:1:p:37-62.

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8
202015Robust optimal strategies for an insurer with reinsurance and investment under benchmark and mean-variance criteria. (2015). Li, Zhongfei ; Zeng, Yan ; Viens, Frederi ; Yi, BO. In: Scandinavian Actuarial Journal. RePEc:taf:sactxx:v:2015:y:2015:i:8:p:725-751.

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8
212018Machine learning in individual claims reserving. (2018). Wuthrich, Mario V. In: Scandinavian Actuarial Journal. RePEc:taf:sactxx:v:2018:y:2018:i:6:p:465-480.

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8
222016Time-consistent mean-variance reinsurance-investment strategy for insurers under CEV model. (2016). Qian, Yiping ; Lin, Xiang. In: Scandinavian Actuarial Journal. RePEc:taf:sactxx:v:2016:y:2016:i:7:p:646-671.

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8
232022Robust reinsurance contract with asymmetric information in a stochastic Stackelberg differential game. (2022). Liang, Zhibin ; Yuan, YU ; Han, Xia. In: Scandinavian Actuarial Journal. RePEc:taf:sactxx:v:2022:y:2022:i:4:p:328-355.

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8
242021Bowley reinsurance with asymmetric information on the insurers risk preferences. (2021). Zhang, Yiying ; Boonen, Tim J ; Cheung, Ka Chun. In: Scandinavian Actuarial Journal. RePEc:taf:sactxx:v:2021:y:2021:i:7:p:623-644.

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8
252012A mixed copula model for insurance claims and claim sizes. (2012). Kastenmeier, Rainer ; Brechmann, Eike ; Czado, Claudia ; Min, Aleksey. In: Scandinavian Actuarial Journal. RePEc:taf:sactxx:v:2012:y:2012:i:4:p:278-305.

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7
262011Extending the Lee–Carter model: a three-way decomposition. (2011). Haberman, Steven ; Russolillo, Maria ; Giordano, Giuseppe. In: Scandinavian Actuarial Journal. RePEc:taf:sactxx:v:2011:y:2011:i:2:p:96-117.

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7
272019Extending composite loss models using a general framework of advanced computational tools. (2019). Miljkovic, Tatjana ; Grun, Bettina. In: Scandinavian Actuarial Journal. RePEc:taf:sactxx:v:2019:y:2019:i:8:p:642-660.

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7
282016Optimal dynamic reinsurance with dependent risks: variance premium principle. (2016). Liang, Zhibin ; Yuen, Kam Chuen. In: Scandinavian Actuarial Journal. RePEc:taf:sactxx:v:2016:y:2016:i:1:p:18-36.

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7
292015Cash flows and policyholder behaviour in the semi-Markov life insurance setup. (2015). Moller, Thomas ; Buchardt, Kristian ; Schmidt, Kristian Bjerre. In: Scandinavian Actuarial Journal. RePEc:taf:sactxx:v:2015:y:2015:i:8:p:660-688.

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7
302018A new efficient method for estimating the Gerber–Shiu function in the classical risk model. (2018). Zhang, Zhimin ; Su, Wen. In: Scandinavian Actuarial Journal. RePEc:taf:sactxx:v:2018:y:2018:i:5:p:426-449.

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7
312023Valuation and optimal surrender of variable annuities with guaranteed minimum benefits and periodic fees. (2023). Kirkby, Lars J ; Aguilar, Jean-Philippe. In: Scandinavian Actuarial Journal. RePEc:taf:sactxx:v:2023:y:2023:i:6:p:624-654.

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7
322019Fair valuation of insurance liabilities via mean-variance hedging in a multi-period setting. (2019). Dhaene, Jan ; Barigou, Karim. In: Scandinavian Actuarial Journal. RePEc:taf:sactxx:v:2019:y:2019:i:2:p:163-187.

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7
332020Optimal excess-of-loss reinsurance contract with ambiguity aversion in the principal-agent model. (2020). Shen, Yang ; Viens, Frederi G ; Gu, Ailing. In: Scandinavian Actuarial Journal. RePEc:taf:sactxx:v:2020:y:2020:i:4:p:342-375.

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7
342011Composite Lognormal–Pareto model with random threshold. (2011). Denuit, Michel ; Pigeon, Mathieu. In: Scandinavian Actuarial Journal. RePEc:taf:sactxx:v:2011:y:2011:i:3:p:177-192.

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7
352021Estimation of the Haezendonck-Goovaerts risk measure for extreme risks. (2021). Zhao, Yanchun ; Mao, Tiantian ; Yang, Fan. In: Scandinavian Actuarial Journal. RePEc:taf:sactxx:v:2021:y:2021:i:7:p:599-622.

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7
362017Product pricing and solvency capital requirements for long-term care insurance. (2017). Sherris, Michael ; Fong, Joelle H ; Shao, Adam W. In: Scandinavian Actuarial Journal. RePEc:taf:sactxx:v:2017:y:2017:i:2:p:175-208.

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7
372022Mortality forecasting at age 65 and above: an age-specific evaluation of the Lee-Carter model. (2022). Kjargaard, Soren ; Bergeron-Boucher, Marie-Pier. In: Scandinavian Actuarial Journal. RePEc:taf:sactxx:v:2022:y:2022:i:1:p:64-79.

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7
382018A data driven binning strategy for the construction of insurance tariff classes. (2018). Antonio, Katrien ; Verbelen, Roel ; Henckaerts, Roel ; Clijsters, Maxime. In: Scandinavian Actuarial Journal. RePEc:taf:sactxx:v:2018:y:2018:i:8:p:681-705.

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6
392014The moments of the Gompertz distribution and maximum likelihood estimation of its parameters. (2014). Lenart, Adam. In: Scandinavian Actuarial Journal. RePEc:taf:sactxx:v:2014:y:2014:i:3:p:255-277.

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6
402016Modeling claims data with composite Stoppa models. (2016). Calderin-Ojeda, Enrique ; Kwok, Chun Fung. In: Scandinavian Actuarial Journal. RePEc:taf:sactxx:v:2016:y:2016:i:9:p:817-836.

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6
412023LocalGLMnet: interpretable deep learning for tabular data. (2023). Richman, Ronald ; Wuthrich, Mario V. In: Scandinavian Actuarial Journal. RePEc:taf:sactxx:v:2023:y:2023:i:1:p:71-95.

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6
422020Fair dynamic valuation of insurance liabilities: a loss averse convex hedging approach. (2020). Dhaene, Jan ; Chen, ZE. In: Scandinavian Actuarial Journal. RePEc:taf:sactxx:v:2020:y:2020:i:9:p:792-818.

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6
432016The valuation of GMWB variable annuities under alternative fund distributions and policyholder behaviours. (2016). Millossovich, Pietro ; Bacinello, Anna Rita ; Montealegre, Alvaro. In: Scandinavian Actuarial Journal. RePEc:taf:sactxx:v:2016:y:2016:i:5:p:446-465.

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6
442017A class of nonzero-sum investment and reinsurance games subject to systematic risks. (2017). Phillip, Sheung Chi ; Zhao, Hui ; Yang, Hailiang ; Siu, Chi Chung. In: Scandinavian Actuarial Journal. RePEc:taf:sactxx:v:2017:y:2017:i:8:p:670-707.

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6
452014Optimal reinsurance under general law-invariant risk measures. (2014). Yung, S P ; S. C. P. Yam, ; Cheung, K C ; K. C. J. Sung, . In: Scandinavian Actuarial Journal. RePEc:taf:sactxx:v:2014:y:2014:i:1:p:72-91.

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6
462020Mean-variance asset-liability management with affine diffusion factor process and a reinsurance option. (2020). Sun, Zhongyang ; Zhang, Xin ; Yuen, Kam Chuen. In: Scandinavian Actuarial Journal. RePEc:taf:sactxx:v:2020:y:2020:i:3:p:218-244.

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6
472010Extremes on the discounted aggregate claims in a time dependent risk model. (2010). Badescu, Andrei ; Asimit, Alexandru. In: Scandinavian Actuarial Journal. RePEc:taf:sactxx:v:2010:y:2010:i:2:p:93-104.

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5
482011Minimising expected discounted capital injections by reinsurance in a classical risk model. (2011). Eisenberg, Julia ; Schmidli, Hanspeter. In: Scandinavian Actuarial Journal. RePEc:taf:sactxx:v:2011:y:2011:i:3:p:155-176.

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5
492017Converting retirement benefit into a life care annuity with graded benefits. (2017). VIDAL-MELIA, CARLOS ; Ventura-Marco, Manuel ; Pla-Porcel, Javier. In: Scandinavian Actuarial Journal. RePEc:taf:sactxx:v:2017:y:2017:i:10:p:829-853.

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5
502023Managing cyber risk, a science in the making. (2023). Dacorogna, Michel ; Kratz, Marie. In: Scandinavian Actuarial Journal. RePEc:taf:sactxx:v:2023:y:2023:i:10:p:1000-1021.

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5
50 most relevant documents in this series (papers most cited in the last two years)
#YearTitleCited
12007On composite lognormal-Pareto models. (2007). Scollnik, David. In: Scandinavian Actuarial Journal. RePEc:taf:sactxx:v:2007:y:2007:i:1:p:20-33.

Full description at Econpapers || Download paper

16
22001Optimal Proportional Reinsurance Policies in a Dynamic Setting. (2001). Schmidli, Hanspeter. In: Scandinavian Actuarial Journal. RePEc:taf:sactxx:v:2001:y:2001:i:1:p:55-68.

Full description at Econpapers || Download paper

10
32022Variable annuity pricing, valuation, and risk management: a survey. (2022). Feng, Runhuan ; Zhang, Ning ; Gan, Guojun. In: Scandinavian Actuarial Journal. RePEc:taf:sactxx:v:2022:y:2022:i:10:p:867-900.

Full description at Econpapers || Download paper

9
42018Robust optimal excess-of-loss reinsurance and investment strategy for an insurer in a model with jumps. (2018). Zeng, Yan ; Yang, Hailiang ; Li, Danping. In: Scandinavian Actuarial Journal. RePEc:taf:sactxx:v:2018:y:2018:i:2:p:145-171.

Full description at Econpapers || Download paper

9
52021Household consumption-investment-insurance decisions with uncertain income and market ambiguity. (2021). Siu, Tak Kuen ; Jin, Zhuo ; Wang, Ning ; Qiu, Ming. In: Scandinavian Actuarial Journal. RePEc:taf:sactxx:v:2021:y:2021:i:10:p:832-865.

Full description at Econpapers || Download paper

9
62021Time-series forecasting of mortality rates using deep learning. (2021). Scognamiglio, Salvatore ; Richman, Ronald ; Wuthrich, Mario V ; Perla, Francesca. In: Scandinavian Actuarial Journal. RePEc:taf:sactxx:v:2021:y:2021:i:7:p:572-598.

Full description at Econpapers || Download paper

8
72019Claims frequency modeling using telematics car driving data. (2019). Meng, Shengwang ; Wuthrich, Mario V ; Gao, Guangyuan. In: Scandinavian Actuarial Journal. RePEc:taf:sactxx:v:2019:y:2019:i:2:p:143-162.

Full description at Econpapers || Download paper

8
82014New composite models for the Danish fire insurance data. (2014). Nadarajah, S ; S. A. A. Bakar, . In: Scandinavian Actuarial Journal. RePEc:taf:sactxx:v:2014:y:2014:i:2:p:180-187.

Full description at Econpapers || Download paper

8
92008Modelling and management of mortality risk: a review. (2008). Blake, David ; Dowd, Kevin ; Cairns, Andrew. In: Scandinavian Actuarial Journal. RePEc:taf:sactxx:v:2008:y:2008:i:2-3:p:79-113.

Full description at Econpapers || Download paper

8
102016On fitting generalized linear and non-linear models of mortality. (2016). Currie, Iain D. In: Scandinavian Actuarial Journal. RePEc:taf:sactxx:v:2016:y:2016:i:4:p:356-383.

Full description at Econpapers || Download paper

8
112006Ruin probabilities and aggregrate claims distributions for shot noise Cox processes. (2006). Asmussen, Soren ; Albrecher, Hansjorg. In: Scandinavian Actuarial Journal. RePEc:taf:sactxx:v:2006:y:2006:i:2:p:86-110.

Full description at Econpapers || Download paper

8
122015Robust optimal strategies for an insurer with reinsurance and investment under benchmark and mean-variance criteria. (2015). Li, Zhongfei ; Zeng, Yan ; Viens, Frederi ; Yi, BO. In: Scandinavian Actuarial Journal. RePEc:taf:sactxx:v:2015:y:2015:i:8:p:725-751.

Full description at Econpapers || Download paper

7
132016Time-consistent mean-variance reinsurance-investment strategy for insurers under CEV model. (2016). Qian, Yiping ; Lin, Xiang. In: Scandinavian Actuarial Journal. RePEc:taf:sactxx:v:2016:y:2016:i:7:p:646-671.

Full description at Econpapers || Download paper

7
142016Optimal reinsurance with expectile. (2016). Cai, Jun ; Weng, Chengguo. In: Scandinavian Actuarial Journal. RePEc:taf:sactxx:v:2016:y:2016:i:7:p:624-645.

Full description at Econpapers || Download paper

7
152022Robust reinsurance contract with asymmetric information in a stochastic Stackelberg differential game. (2022). Liang, Zhibin ; Yuan, YU ; Han, Xia. In: Scandinavian Actuarial Journal. RePEc:taf:sactxx:v:2022:y:2022:i:4:p:328-355.

Full description at Econpapers || Download paper

7
162019Extending composite loss models using a general framework of advanced computational tools. (2019). Miljkovic, Tatjana ; Grun, Bettina. In: Scandinavian Actuarial Journal. RePEc:taf:sactxx:v:2019:y:2019:i:8:p:642-660.

Full description at Econpapers || Download paper

7
172004Estimation of the Characteristics of the Jumps of a General Poisson-Diffusion Model. (2004). Mancini, Cecilia. In: Scandinavian Actuarial Journal. RePEc:taf:sactxx:v:2004:y:2004:i:1:p:42-52.

Full description at Econpapers || Download paper

7
182023Valuation and optimal surrender of variable annuities with guaranteed minimum benefits and periodic fees. (2023). Kirkby, Lars J ; Aguilar, Jean-Philippe. In: Scandinavian Actuarial Journal. RePEc:taf:sactxx:v:2023:y:2023:i:6:p:624-654.

Full description at Econpapers || Download paper

7
192021Bowley reinsurance with asymmetric information on the insurers risk preferences. (2021). Zhang, Yiying ; Boonen, Tim J ; Cheung, Ka Chun. In: Scandinavian Actuarial Journal. RePEc:taf:sactxx:v:2021:y:2021:i:7:p:623-644.

Full description at Econpapers || Download paper

7
202023LocalGLMnet: interpretable deep learning for tabular data. (2023). Richman, Ronald ; Wuthrich, Mario V. In: Scandinavian Actuarial Journal. RePEc:taf:sactxx:v:2023:y:2023:i:1:p:71-95.

Full description at Econpapers || Download paper

6
212021Tontines with mixed cohorts. (2021). Yang, Zhixin ; Qian, Linyi ; Chen, AN. In: Scandinavian Actuarial Journal. RePEc:taf:sactxx:v:2021:y:2021:i:5:p:437-455.

Full description at Econpapers || Download paper

6
222016Optimal investment-consumption-insurance with random parameters. (2016). Shen, Yang ; Wei, Jiaqin. In: Scandinavian Actuarial Journal. RePEc:taf:sactxx:v:2016:y:2016:i:1:p:37-62.

Full description at Econpapers || Download paper

6
232017Characterizations of optimal reinsurance treaties: a cost-benefit approach. (2017). Cheung, Ka Chun ; Lo, Ambrose. In: Scandinavian Actuarial Journal. RePEc:taf:sactxx:v:2017:y:2017:i:1:p:1-28.

Full description at Econpapers || Download paper

6
242016Modeling claims data with composite Stoppa models. (2016). Calderin-Ojeda, Enrique ; Kwok, Chun Fung. In: Scandinavian Actuarial Journal. RePEc:taf:sactxx:v:2016:y:2016:i:9:p:817-836.

Full description at Econpapers || Download paper

6
252020Fair dynamic valuation of insurance liabilities: a loss averse convex hedging approach. (2020). Dhaene, Jan ; Chen, ZE. In: Scandinavian Actuarial Journal. RePEc:taf:sactxx:v:2020:y:2020:i:9:p:792-818.

Full description at Econpapers || Download paper

6
262017Multi-population mortality models: fitting, forecasting and comparisons. (2017). Enchev, Vasil ; Kleinow, Torsten. In: Scandinavian Actuarial Journal. RePEc:taf:sactxx:v:2017:y:2017:i:4:p:319-342.

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6
272007Spatial modelling of claim frequency and claim size in non-life insurance. (2007). Gschlossl, Susanne ; Czado, Claudia. In: Scandinavian Actuarial Journal. RePEc:taf:sactxx:v:2007:y:2007:i:3:p:202-225.

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282018A new efficient method for estimating the Gerber–Shiu function in the classical risk model. (2018). Zhang, Zhimin ; Su, Wen. In: Scandinavian Actuarial Journal. RePEc:taf:sactxx:v:2018:y:2018:i:5:p:426-449.

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5
292017Product pricing and solvency capital requirements for long-term care insurance. (2017). Sherris, Michael ; Fong, Joelle H ; Shao, Adam W. In: Scandinavian Actuarial Journal. RePEc:taf:sactxx:v:2017:y:2017:i:2:p:175-208.

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302020Multi-population mortality forecasting using tensor decomposition. (2020). Dong, Yumo ; Haberman, Steven ; Yu, Honglin ; Huang, Fei. In: Scandinavian Actuarial Journal. RePEc:taf:sactxx:v:2020:y:2020:i:8:p:754-775.

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312020Weighted utility optimization of the participating endowment contract. (2020). Liang, Zongxia ; Liu, Yang ; Ma, Ming ; He, Lin. In: Scandinavian Actuarial Journal. RePEc:taf:sactxx:v:2020:y:2020:i:7:p:577-613.

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322018A data driven binning strategy for the construction of insurance tariff classes. (2018). Antonio, Katrien ; Verbelen, Roel ; Henckaerts, Roel ; Clijsters, Maxime. In: Scandinavian Actuarial Journal. RePEc:taf:sactxx:v:2018:y:2018:i:8:p:681-705.

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5
332020Optimal excess-of-loss reinsurance contract with ambiguity aversion in the principal-agent model. (2020). Shen, Yang ; Viens, Frederi G ; Gu, Ailing. In: Scandinavian Actuarial Journal. RePEc:taf:sactxx:v:2020:y:2020:i:4:p:342-375.

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342016Optimal dynamic reinsurance with dependent risks: variance premium principle. (2016). Liang, Zhibin ; Yuen, Kam Chuen. In: Scandinavian Actuarial Journal. RePEc:taf:sactxx:v:2016:y:2016:i:1:p:18-36.

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352017A class of nonzero-sum investment and reinsurance games subject to systematic risks. (2017). Phillip, Sheung Chi ; Zhao, Hui ; Yang, Hailiang ; Siu, Chi Chung. In: Scandinavian Actuarial Journal. RePEc:taf:sactxx:v:2017:y:2017:i:8:p:670-707.

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362021Estimation of the Haezendonck-Goovaerts risk measure for extreme risks. (2021). Zhao, Yanchun ; Mao, Tiantian ; Yang, Fan. In: Scandinavian Actuarial Journal. RePEc:taf:sactxx:v:2021:y:2021:i:7:p:599-622.

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372019Fair valuation of insurance liabilities via mean-variance hedging in a multi-period setting. (2019). Dhaene, Jan ; Barigou, Karim. In: Scandinavian Actuarial Journal. RePEc:taf:sactxx:v:2019:y:2019:i:2:p:163-187.

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382016General convex order on risk aggregation. (2016). Han, Xiaoying ; Wang, Ruodu ; Jakobsons, Edgars. In: Scandinavian Actuarial Journal. RePEc:taf:sactxx:v:2016:y:2016:i:8:p:713-740.

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392015Cash flows and policyholder behaviour in the semi-Markov life insurance setup. (2015). Moller, Thomas ; Buchardt, Kristian ; Schmidt, Kristian Bjerre. In: Scandinavian Actuarial Journal. RePEc:taf:sactxx:v:2015:y:2015:i:8:p:660-688.

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402012A mixed copula model for insurance claims and claim sizes. (2012). Kastenmeier, Rainer ; Brechmann, Eike ; Czado, Claudia ; Min, Aleksey. In: Scandinavian Actuarial Journal. RePEc:taf:sactxx:v:2012:y:2012:i:4:p:278-305.

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412023Optimal investment and reinsurance strategies under 4/2 stochastic volatility model. (2023). Zeng, Yan ; Shen, Yang ; Wang, Wenyuan ; Muravey, Dmitry. In: Scandinavian Actuarial Journal. RePEc:taf:sactxx:v:2023:y:2023:i:5:p:413-449.

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4
422020Robust reinsurance contracts with risk constraint. (2020). Siu, Tak Kuen ; Wang, Ning. In: Scandinavian Actuarial Journal. RePEc:taf:sactxx:v:2020:y:2020:i:5:p:419-453.

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4
432010Extremes on the discounted aggregate claims in a time dependent risk model. (2010). Badescu, Andrei ; Asimit, Alexandru. In: Scandinavian Actuarial Journal. RePEc:taf:sactxx:v:2010:y:2010:i:2:p:93-104.

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442023Managing cyber risk, a science in the making. (2023). Dacorogna, Michel ; Kratz, Marie. In: Scandinavian Actuarial Journal. RePEc:taf:sactxx:v:2023:y:2023:i:10:p:1000-1021.

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452018Conditional risk measures in a bipartite market structure. (2018). Kley, Oliver ; Reinert, Gesine ; Kluppelberg, Claudia. In: Scandinavian Actuarial Journal. RePEc:taf:sactxx:v:2018:y:2018:i:4:p:328-355.

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4
462020Optimal asset allocation for participating contracts under the VaR and PI constraint. (2020). Dong, Yinghui ; Lv, Wenxin ; Wu, Sang ; Wang, Guojing. In: Scandinavian Actuarial Journal. RePEc:taf:sactxx:v:2020:y:2020:i:2:p:84-109.

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472022Bowley reinsurance with asymmetric information: a first-best solution. (2022). Zhang, Yiying ; Boonen, Tim J. In: Scandinavian Actuarial Journal. RePEc:taf:sactxx:v:2022:y:2022:i:6:p:532-551.

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482020Continuous-time multi-cohort mortality modelling with affine processes. (2020). Xu, Yajing ; Sherris, Michael ; Ziveyi, Jonathan. In: Scandinavian Actuarial Journal. RePEc:taf:sactxx:v:2020:y:2020:i:6:p:526-552.

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492020Mean-variance asset-liability management with affine diffusion factor process and a reinsurance option. (2020). Sun, Zhongyang ; Zhang, Xin ; Yuen, Kam Chuen. In: Scandinavian Actuarial Journal. RePEc:taf:sactxx:v:2020:y:2020:i:3:p:218-244.

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4
502011Composite Lognormal–Pareto model with random threshold. (2011). Denuit, Michel ; Pigeon, Mathieu. In: Scandinavian Actuarial Journal. RePEc:taf:sactxx:v:2011:y:2011:i:3:p:177-192.

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2025ESG-driven optimal portfolio selection for separated environmental, social, and governance preferences. (2025). Shushi, Tomer. In: Operational Research. RePEc:spr:operea:v:25:y:2025:i:2:d:10.1007_s12351-025-00907-3.

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2025A multistate approach to disability insurance reserving with information delays. (2025). Sandqvist, Oliver Lunding. In: Papers. RePEc:arx:papers:2312.14324.

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2025Statistics of Extremes for the Insurance Industry. (2025). Beirlant, Jan ; Albrecher, Hansjoerg. In: Papers. RePEc:arx:papers:2511.22272.

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2025Avoiding overconfidence: Evidence from the M6 financial competition. (2025). Makridakis, Spyros ; Michailidis, Maria ; Spiliotis, Evangelos. In: International Journal of Forecasting. RePEc:eee:intfor:v:41:y:2025:i:4:p:1395-1403.

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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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2025A Natural Hedging Framework for Longevity Risk with Graphical Risk Assessment. (2025). Gabric, Lydia J ; Zhou, Kenneth Q. In: Papers. RePEc:arx:papers:2510.18721.

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2025Optimal 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.

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2025Insurance products with guarantees in an affine setting. (2025). Gaspar, Raquel M ; Schmidt, Thorsten. In: Papers. RePEc:arx:papers:2510.06698.

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2025The Three-step method in a dynamic setting. (2025). Linders, Daniel ; Devolder, Pierre ; Belhouari, Oussama. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2025018.

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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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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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Recent citations
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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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2025Pricing and hedging of variable annuities with path-dependent guarantee in Wishart stochastic volatility models. (2025). Wong, Patrick ; da Fonseca, Jos. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:123:y:2025:i:c:s0167668725000617.

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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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2025Risk Retention and the Performance of Nigeria Reinsurance Corporation (1994-2024). (2025). Jeremiah, Mfon Solomon ; Joseph, Emem Matthew. In: International Journal of Finance, Insurance and Risk Management. RePEc:ers:ijfirm:v:15:y:2025:i:4:p:87-126.

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2025Estimating Skewness and Kurtosis for Asymmetric Heavy-Tailed Data: A Regression Approach. (2025). Kim, Heejin. In: Mathematics. RePEc:gam:jmathe:v:13:y:2025:i:16:p:2694-:d:1729540.

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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