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Scandinavian Actuarial Journal / Taylor & Francis Journals

Citation Profile [Updated: 2026-06-12 21:57:20]
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 13 0 0 0 0 0 0.11
1997 0 0.24 0 0 13 27 2 0 14 14 0 0 0.11
1998 0.04 0.27 0.02 0.04 14 41 6 1 1 27 1 27 1 0 0 0.13
1999 0 0.29 0.02 0.02 14 55 3 1 2 27 41 1 0 0 0.14
2000 0 0.34 0 0 13 68 6 2 28 55 0 0 0.16
2001 0 0.38 0 0 16 84 15 2 27 68 0 0 0.17
2002 0 0.39 0.02 0 17 101 6 2 4 29 70 0 0 0.21
2003 0 0.43 0.01 0 13 114 9 1 5 33 74 0 0 0.21
2004 0 0.48 0.01 0.01 23 137 18 1 6 30 73 1 0 0 0.22
2005 0 0.51 0 0 5 142 5 6 36 82 0 0 0.23
2006 0 0.49 0 0 17 159 19 6 28 74 0 0 0.22
2007 0 0.44 0 0 18 177 30 6 22 75 0 0 0.2
2008 0 0.47 0 0 17 194 28 6 35 76 0 0 0.22
2009 0.06 0.46 0.02 0.03 18 212 13 4 10 35 2 80 2 0 1 0.06 0.23
2010 0 0.46 0 0 20 232 18 1 11 35 75 0 1 0.05 0.2
2011 0.03 0.5 0 0.01 19 251 25 1 12 38 1 90 1 0 0 0.23
2012 0 0.5 0 0 13 264 20 1 13 39 92 0 0 0.21
2013 0 0.54 0.01 0.01 21 285 7 4 17 32 87 1 0 0 0.23
2014 0.03 0.52 0.01 0.03 39 324 46 3 20 34 1 91 3 0 0 0.22
2015 0 0.52 0 0 37 361 32 20 60 112 0 0 0.22
2016 0 0.5 0.01 0 44 405 91 4 24 76 129 0 0 0.2
2017 0 0.51 0.01 0.01 43 448 72 6 30 81 154 1 0 1 0.02 0.2
2018 0.01 0.52 0.01 0.01 46 494 90 5 35 87 1 184 1 0 3 0.07 0.22
2019 0.01 0.53 0.01 0.01 44 538 86 4 39 89 1 209 3 0 0 0.21
2020 0.07 0.63 0.02 0.03 42 580 85 13 52 90 6 214 6 0 0 0.3
2021 0.02 0.72 0.02 0.02 43 623 91 12 64 86 2 219 4 5 41.7 0 0.26
2022 0.04 0.71 0.06 0.04 41 664 65 38 102 85 3 218 9 0 4 0.1 0.21
2023 0.38 0.67 0.32 0.34 42 706 59 225 327 84 32 216 73 0 7 0.17 0.19
2024 0.41 0.71 0.43 0.45 40 746 23 320 647 83 34 212 96 0 4 0.1 0.21
2025 0.52 0.93 0.44 0.51 40 786 12 348 995 82 43 208 107 0 9 0.23 0.27
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
12008Modelling 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
22007On 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
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

14
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
62001Optimal 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.

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12
72006Ruin 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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12
82020Multi-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
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
102022Variable 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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11
112021Time-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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10
122016Optimal 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
132017Multi-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
142017Characterizations 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
152004Estimation 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.

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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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9
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
182011Extending 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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8
192007Spatial 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
202016Optimal 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
212022Robust 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
222015Robust 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
232018Machine 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
242023Valuation 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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8
252016Time-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
262021Bowley 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
272012A 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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8
282022Mortality 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
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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7
302016General 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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7
312016Modeling 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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7
322019Extending 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
332016Optimal 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
342017A 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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7
352011Composite 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
362020Optimal 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
372015Cash 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
382018A 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
392019Fair 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
402021Estimation 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
412014The 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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7
422023LocalGLMnet: 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
432020Fair 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
442014Optimal 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
452018A 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
462016The 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
472020Mean-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
481996Phase-type distributions and risk processes with state-dependent premiums. (1996). Asmussen, Soren ; Bladt, Mogens. In: Scandinavian Actuarial Journal. RePEc:taf:sactxx:v:1996:y:1996:i:1:p:19-36.

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5
492009The Nash bargaining solution vs. equilibrium in a reinsurance syndicate. (2009). Aase, Knut. In: Scandinavian Actuarial Journal. RePEc:taf:sactxx:v:2009:y:2009:i:3:p:219-238.

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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
22018Robust 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

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

10
42001Optimal 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
52006Ruin 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

9
62021Household 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
72021Time-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

9
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
92016On 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
102023Valuation 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

8
112008Modelling 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
122019Claims 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
132022Robust 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
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
152016Time-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
162021Bowley 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
172016General 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.

Full description at Econpapers || Download paper

7
182015Robust 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
192004Estimation 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
202019Extending 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
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
222023LocalGLMnet: 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
232016Modeling 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
242007Spatial 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.

Full description at Econpapers || Download paper

6
252016Optimal 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
262020Fair 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
272017Multi-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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282017A 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
292017Characterizations 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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6
302012A 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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6
312018A 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
322016Optimal 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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5
332021Estimation 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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5
342020Optimal 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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352020Multi-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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362020Weighted 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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5
372015Cash 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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382011Extending 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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392018A 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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402019Spatial statistical modelling of insurance risk: a spatial epidemiological approach to car insurance. (2019). Tufvesson, Oskar ; Lindstrom, Johan. In: Scandinavian Actuarial Journal. RePEc:taf:sactxx:v:2019:y:2019:i:6:p:508-522.

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412017Product 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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5
422019Fair 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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5
432009The Nash bargaining solution vs. equilibrium in a reinsurance syndicate. (2009). Aase, Knut. In: Scandinavian Actuarial Journal. RePEc:taf:sactxx:v:2009:y:2009:i:3:p:219-238.

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4
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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4
452023The impact of correlation on (Range) Value-at-Risk. (2023). Vanduffel, Steven ; de Vecchi, Corrado ; Bernard, Carole. In: Scandinavian Actuarial Journal. RePEc:taf:sactxx:v:2023:y:2023:i:6:p:531-564.

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4
462024Time-series forecasting of mortality rates using transformer. (2024). Xiao, LU ; Wen, Lihong ; Wang, Jun. In: Scandinavian Actuarial Journal. RePEc:taf:sactxx:v:2024:y:2024:i:2:p:109-123.

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472011Composite 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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482014The 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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492022Bowley 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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4
502017Valuing variable annuity guarantees on multiple assets. (2017). DA FONSECA, José ; Ziveyi, Jonathan. In: Scandinavian Actuarial Journal. RePEc:taf:sactxx:v:2017:y:2017:i:3:p:209-230.

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Citing documents used to compute impact factor: 43
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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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2025The decline of ‘Deaths of Despair’ in Italy: unveiling this phenomenon in a new context. (2025). Barbi, Elisabetta ; Trias-Llimos, Sergi ; Nigri, Andrea ; Baldi, Giacomo Lanfiuti. In: SocArXiv. RePEc:osf:socarx:jnq2e.

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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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2025An Analytical Review of Cyber Risk Management by Insurance Companies: A Mathematical Perspective. (2025). Carannante, Maria ; Mazzoccoli, Alessandro. In: Risks. RePEc:gam:jrisks:v:13:y:2025:i:8:p:144-:d:1714534.

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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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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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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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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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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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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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2025Machine-learning a family of solutions to an optimal pension investment problem. (2025). Hobbs, Rohan ; Armstrong, John ; Buescu, Cristin ; Dalby, James. In: Papers. RePEc:arx:papers:2511.07045.

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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 asset-liability management games in a stochastic market with stochastic cash flows under HARA utility. (2025). Wang, Ning ; Zhang, Yumo. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:124:y:2025:i:c:s0167668725000721.

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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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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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