Citation analysis for North American Actuarial Journal / Taylor & Francis Journals

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

5 Years H Index

Impact Factor (IF)

0.35

5 Years IF

0.33

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
1997	0	0.24	0.02	0	89	89	76	1	2	0		0			0	1	0.01	0.11
1998	0.02	0.27	0.02	0.02	97	186	673	4	6	89	2	89	2		0	2	0.02	0.13
1999	0.06	0.29	0.07	0.06	102	288	228	20	27	186	11	186	11		0	8	0.08	0.14
2000	0.07	0.35	0.08	0.06	84	372	392	31	58	199	13	288	18		0	5	0.06	0.16
2001	0.06	0.38	0.06	0.06	76	448	253	28	87	186	11	372	24		0	1	0.01	0.17
2002	0.09	0.39	0.11	0.1	48	496	109	53	140	160	15	448	45		0	2	0.04	0.21
2003	0.04	0.43	0.1	0.1	52	548	412	55	195	124	5	407	41		0	4	0.08	0.21
2004	0.18	0.48	0.14	0.11	57	605	216	85	280	100	18	362	39	1	1.2	1	0.02	0.22
2005	0.17	0.51	0.13	0.1	55	660	333	87	367	109	19	317	33		0	5	0.09	0.23
2006	0.18	0.49	0.15	0.14	59	719	212	107	474	112	20	288	40		0	1	0.02	0.22
2007	0.12	0.44	0.11	0.13	70	789	344	88	562	114	14	271	35		0	2	0.03	0.2
2008	0.14	0.47	0.22	0.19	41	830	100	179	742	129	18	293	57		0		0	0.22
2009	0.18	0.46	0.24	0.18	36	866	455	207	950	111	20	282	50	1	0.5	3	0.08	0.23
2010	0.23	0.46	0.21	0.22	33	899	161	191	1142	77	18	261	57		0	2	0.06	0.2
2011	0.38	0.5	0.22	0.21	33	932	329	208	1350	69	26	239	50	1	0.5	19	0.58	0.23
2012	0.27	0.5	0.24	0.27	15	947	56	231	1581	66	18	213	58		0		0	0.21
2013	0.42	0.54	0.29	0.35	22	969	97	281	1863	48	20	158	56		0	1	0.05	0.23
2014	0.19	0.53	0.2	0.34	30	999	249	203	2066	37	7	139	47		0	3	0.1	0.22
2015	0.5	0.52	0.27	0.41	23	1022	81	277	2343	52	26	133	54		0	2	0.09	0.22
2016	0.45	0.5	0.3	0.38	28	1050	61	312	2655	53	24	123	47		0	1	0.04	0.2
2017	0.27	0.51	0.25	0.38	35	1085	141	267	2923	51	14	118	45	9	3.4	3	0.09	0.2
2018	0.27	0.52	0.29	0.35	32	1117	110	328	3252	63	17	138	48		0	7	0.22	0.22
2019	0.36	0.53	0.29	0.37	33	1150	96	331	3583	67	24	148	55		0	7	0.21	0.21
2020	0.37	0.63	0.33	0.35	40	1190	85	389	3972	65	24	151	53		0	3	0.08	0.3
2021	0.34	0.73	0.4	0.39	59	1249	115	494	4466	73	25	168	65		0	36	0.61	0.27
2022	0.38	0.72	0.31	0.4	31	1280	54	391	4857	99	38	199	80		0	5	0.16	0.22
2023	0.43	0.67	0.25	0.34	42	1322	28	334	5191	90	39	195	67		0	1	0.02	0.19
2024	0.36	0.73	0.25	0.34	41	1363	28	342	5533	73	26	205	69		0	2	0.05	0.22
2025	0.35	0.96	0.24	0.33	40	1403	5	341	5874	83	29	213	71		0	3	0.08	0.28

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

50 most cited documents in this series

#	Year	Title	Cited
1	1998	Understanding Relationships Using Copulas. (1998). Valdez, Emiliano ; Frees, Edward. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:2:y:1998:i:1:p:1-25. Full description at Econpapers \|\| Download paper	297
2	1998	On the Time Value of Ruin. (1998). Gerber, Hans ; Shiu, Elias. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:2:y:1998:i:1:p:48-72. Full description at Econpapers \|\| Download paper	261
3	2009	A Quantitative Comparison of Stochastic Mortality Models Using Data From England and Wales and the United States. (2009). Blake, David ; Coughlan, Guy ; Epstein, David ; Cairns, Andrew ; Ong, Alen ; Dowd, Kevin ; Balevich, Igor. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:13:y:2009:i:1:p:1-35. Full description at Econpapers \|\| Download paper	215
4	2001	A Regime-Switching Model of Long-Term Stock Returns. (2001). Hardy, Mary. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:5:y:2001:i:2:p:41-53. Full description at Econpapers \|\| Download paper	129
5	2003	Tail Conditional Expectations for Elliptical Distributions. (2003). Landsman, Zinoviy ; Valdez, Emiliano. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:7:y:2003:i:4:p:55-71. Full description at Econpapers \|\| Download paper	128
6	2000	The Lee-Carter Method for Forecasting Mortality, with Various Extensions and Applications. (2000). Lee, Ronald. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:4:y:2000:i:1:p:80-91. Full description at Econpapers \|\| Download paper	124
7	1999	Extreme Value Theory as a Risk Management Tool. (1999). Resnick, Sidney ; Embrechts, Paul ; Samorodnitsky, Gennady. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:3:y:1999:i:2:p:30-41. Full description at Econpapers \|\| Download paper	118
8	2009	Strategies for Dividend Distribution: A Review. (2009). Avanzi, Benjamin. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:13:y:2009:i:2:p:217-251. Full description at Econpapers \|\| Download paper	103
9	2005	Minimizing the Probability of Ruin When Claims Follow Brownian Motion with Drift. (2005). Young, Virginia ; Promislow, David S. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:9:y:2005:i:3:p:110-128. Full description at Econpapers \|\| Download paper	103
10	2007	Risk Classification for Claim Counts. (2007). Guillen, Montserrat ; Denuit, Michel ; Boucher, Jean-Philippe. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:11:y:2007:i:4:p:110-131. Full description at Econpapers \|\| Download paper	80
11	2011	Measuring Basis Risk in Longevity Hedges. (2011). Hardy, Mary ; Li, Johnny. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:15:y:2011:i:2:p:177-200. Full description at Econpapers \|\| Download paper	77
12	2003	Economic Capital Allocation Derived from Risk Measures. (2003). Dhaene, Jan ; Kaas, Rob ; Goovaerts, Mark. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:7:y:2003:i:2:p:44-56. Full description at Econpapers \|\| Download paper	71
13	2006	On Optimal Dividend Strategies In The Compound Poisson Model. (2006). Gerber, Hans ; Shiu, Elias. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:10:y:2006:i:2:p:76-93. Full description at Econpapers \|\| Download paper	64
14	2005	The Time Value of Ruin in a Sparre Andersen Model. (2005). Gerber, Hans ; Shiu, Elias. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:9:y:2005:i:2:p:49-69. Full description at Econpapers \|\| Download paper	62
15	1999	Application of Coherent Risk Measures to Capital Requirements in Insurance. (1999). Artzner, Philippe. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:3:y:1999:i:2:p:11-25. Full description at Econpapers \|\| Download paper	57
16	2007	Natural Hedging of Life and Annuity Mortality Risks. (2007). Lin, Yijia ; Cox, Samuel. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:11:y:2007:i:3:p:1-15. Full description at Econpapers \|\| Download paper	55
17	2011	A Gravity Model of Mortality Rates for Two Related Populations. (2011). Blake, David ; Khalaf-Allah, Marwa ; Dowd, Kevin ; Coughlan, Guy ; Cairns, Andrew. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:15:y:2011:i:2:p:334-356. Full description at Econpapers \|\| Download paper	54
18	2003	Empirical Estimation of Risk Measures and Related Quantities. (2003). Zitikis, Ri Ardas ; Jones, Bruce. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:7:y:2003:i:4:p:44-54. Full description at Econpapers \|\| Download paper	53
19	2004	Optimal Investment Strategy to Minimize the Probability of Lifetime Ruin. (2004). Young, Virginia. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:8:y:2004:i:4:p:106-126. Full description at Econpapers \|\| Download paper	50
20	2011	Longevity Hedging 101. (2011). Blake, David ; Khalaf-Allah, Marwa ; Dowd, Kevin ; Coughlan, Guy ; Cairns, Andrew ; Ye, Yijing ; Kumar, Sumit. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:15:y:2011:i:2:p:150-176. Full description at Econpapers \|\| Download paper	47
21	2000	Catastrophe Risk Bonds. (2000). Cox, Samuel ; Pedersen, Hal. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:4:y:2000:i:4:p:56-82. Full description at Econpapers \|\| Download paper	46
22	2014	On the Modeling and Forecasting of Socioeconomic Mortality Differentials: An Application to Deprivation and Mortality in England. (2014). Haberman, Steven ; Villegas, Andres. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:18:y:2014:i:1:p:168-193. Full description at Econpapers \|\| Download paper	45
23	2014	Developing Equity Release Markets: Risk Analysis for Reverse Mortgages and Home Reversions. (2014). Hanewald, Katja ; Sherris, Michael ; Chen, Hua ; Cho, Daniel ; Lai, Daniela. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:18:y:2014:i:1:p:217-241. Full description at Econpapers \|\| Download paper	40
24	2000	Valuing Equity-Indexed Annuities. (2000). Tiong, Serena. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:4:y:2000:i:4:p:149-163. Full description at Econpapers \|\| Download paper	40
25	2010	Modeling and Evaluating Insurance Losses Via Mixtures of Erlang Distributions. (2010). Lin, X ; Lee, Simon. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:14:y:2010:i:1:p:107-130. Full description at Econpapers \|\| Download paper	39
26	2000	The Integration of the Financial Services Industry. (2000). Berger, Allen. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:4:y:2000:i:3:p:25-45. Full description at Econpapers \|\| Download paper	38
27	1998	An Actuarial Index of the Right-Tail Risk. (1998). Wang, Shaun. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:2:y:1998:i:2:p:88-101. Full description at Econpapers \|\| Download paper	36
28	2011	Mortality Regimes and Pricing. (2011). Milidonis, Andreas ; Lin, Yijia ; Cox, Samuel. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:15:y:2011:i:2:p:266-289. Full description at Econpapers \|\| Download paper	36
29	2000	Self-Annuitization and Ruin in Retirement. (2000). Milevsky, Moshe ; Robinson, Chris. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:4:y:2000:i:4:p:112-124. Full description at Econpapers \|\| Download paper	35
30	2009	Weighted Pricing Functionals With Applications to Insurance. (2009). Zitikis, Ri Ardas ; Furman, Edward. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:13:y:2009:i:4:p:483-496. Full description at Econpapers \|\| Download paper	34
31	2005	Modeling Surrender and Lapse Rates With Economic Variables. (2005). Kim, Changki. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:9:y:2005:i:4:p:56-70. Full description at Econpapers \|\| Download paper	33
32	2007	On the Class of Erlang Mixtures with Risk Theoretic Applications. (2007). Woo, Jae-Kyung ; Willmot, Gordon. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:11:y:2007:i:2:p:99-115. Full description at Econpapers \|\| Download paper	33
33	2011	Mortality Measurement at Advanced Ages. (2011). Gavrilova, Natalia. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:15:y:2011:i:3:p:432-447. Full description at Econpapers \|\| Download paper	31
34	2011	Explaining Mortality Dynamics. (2011). Hanewald, Katja. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:15:y:2011:i:2:p:290-314. Full description at Econpapers \|\| Download paper	30
35	2005	Credibility Using Copulas. (2005). Wang, Ping ; Frees, Edward. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:9:y:2005:i:2:p:31-48. Full description at Econpapers \|\| Download paper	29
36	2004	Projecting Mortality Trends. (2004). Haberman, Steven ; Wong-Fupuy, Carlos. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:8:y:2004:i:2:p:56-83. Full description at Econpapers \|\| Download paper	29
37	2010	Backtesting Stochastic Mortality Models. (2010). Blake, David ; Dowd, Kevin ; Coughlan, Guy ; Epstein, David ; Cairns, Andrew ; Khalaf-Allah, Marwa. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:14:y:2010:i:3:p:281-298. Full description at Econpapers \|\| Download paper	29
38	2004	Optimal Investment for an Insurer to Minimize Its Probability of Ruin. (2004). Yang, Hailiang ; Liu, Chi. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:8:y:2004:i:2:p:11-31. Full description at Econpapers \|\| Download paper	29
39	2014	A General Procedure for Constructing Mortality Models. (2014). Blake, David ; Hunt, Andrew. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:18:y:2014:i:1:p:116-138. Full description at Econpapers \|\| Download paper	26
40	2009	Pricing Annuity Guarantees Under a Regime-Switching Model. (2009). Lin, X ; Tan, Ken ; Yang, Hailiang. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:13:y:2009:i:3:p:316-332. Full description at Econpapers \|\| Download paper	26
41	2003	Valuation of Equity-Indexed Annuities Under Stochastic Interest Rates. (2003). Lin, Sheldon X ; Tan, Ken Seng. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:7:y:2003:i:4:p:72-91. Full description at Econpapers \|\| Download paper	26
42	2015	Multistate Actuarial Models of Functional Disability. (2015). Sherris, Michael ; Fong, Joelle H ; Shao, Adam W. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:19:y:2015:i:1:p:41-59. Full description at Econpapers \|\| Download paper	25
43	2014	Modeling Period Effects in Multi-Population Mortality Models: Applications to Solvency II. (2014). Wang, Yujiao ; Zhou, Rui ; Tan, Ken ; Kaufhold, Kai ; Li, Johnny. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:18:y:2014:i:1:p:150-167. Full description at Econpapers \|\| Download paper	25
44	2001	Optimal Annuitization Policies. (2001). Milevsky, Moshe. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:5:y:2001:i:1:p:57-69. Full description at Econpapers \|\| Download paper	24
45	2014	The CBD Mortality Indexes: Modeling and Applications. (2014). Chan, Wai-Sum ; Li, Johnny. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:18:y:2014:i:1:p:38-58. Full description at Econpapers \|\| Download paper	24
46	2003	Equity-Indexed Life Insurance: Pricing and Reserving Using the Principle of Equivalent Utility. (2003). Young, Virginia. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:7:y:2003:i:1:p:68-86. Full description at Econpapers \|\| Download paper	24
47	2011	Predicting the Frequency and Amount of Health Care Expenditures. (2011). Rosenberg, Marjorie ; Gao, Jie ; Frees, Edward. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:15:y:2011:i:3:p:377-392. Full description at Econpapers \|\| Download paper	24
48	2003	Pricing Guaranteed Life Insurance Participating Policies with Annual Premiums and Surrender Option. (2003). Bacinello, Anna Rita. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:7:y:2003:i:3:p:1-17. Full description at Econpapers \|\| Download paper	23
49	2017	Variable Annuities with VIX-Linked Fee Structure under a Heston-Type Stochastic Volatility Model. (2017). Cui, Zhenyu ; Feng, Runhuan ; MacKay, Anne. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:21:y:2017:i:3:p:458-483. Full description at Econpapers \|\| Download paper	23
50	2021	Boosting Insights in Insurance Tariff Plans with Tree-Based Machine Learning Methods. (2021). Antonio, Katrien ; Verbelen, Roel ; Henckaerts, Roel ; Cote, Marie-Pier. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:25:y:2021:i:2:p:255-285. Full description at Econpapers \|\| Download paper	23

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

#	Year	Title	Cited
1	2009	A Quantitative Comparison of Stochastic Mortality Models Using Data From England and Wales and the United States. (2009). Blake, David ; Coughlan, Guy ; Epstein, David ; Cairns, Andrew ; Ong, Alen ; Dowd, Kevin ; Balevich, Igor. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:13:y:2009:i:1:p:1-35. Full description at Econpapers \|\| Download paper	26
2	1998	Understanding Relationships Using Copulas. (1998). Valdez, Emiliano ; Frees, Edward. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:2:y:1998:i:1:p:1-25. Full description at Econpapers \|\| Download paper	22
3	2001	A Regime-Switching Model of Long-Term Stock Returns. (2001). Hardy, Mary. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:5:y:2001:i:2:p:41-53. Full description at Econpapers \|\| Download paper	17
4	2009	Strategies for Dividend Distribution: A Review. (2009). Avanzi, Benjamin. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:13:y:2009:i:2:p:217-251. Full description at Econpapers \|\| Download paper	15
5	2005	Minimizing the Probability of Ruin When Claims Follow Brownian Motion with Drift. (2005). Young, Virginia ; Promislow, David S. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:9:y:2005:i:3:p:110-128. Full description at Econpapers \|\| Download paper	15
6	2021	Boosting Insights in Insurance Tariff Plans with Tree-Based Machine Learning Methods. (2021). Antonio, Katrien ; Verbelen, Roel ; Henckaerts, Roel ; Cote, Marie-Pier. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:25:y:2021:i:2:p:255-285. Full description at Econpapers \|\| Download paper	12
7	1999	Extreme Value Theory as a Risk Management Tool. (1999). Resnick, Sidney ; Embrechts, Paul ; Samorodnitsky, Gennady. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:3:y:1999:i:2:p:30-41. Full description at Econpapers \|\| Download paper	12
8	2003	Tail Conditional Expectations for Elliptical Distributions. (2003). Landsman, Zinoviy ; Valdez, Emiliano. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:7:y:2003:i:4:p:55-71. Full description at Econpapers \|\| Download paper	11
9	1998	On the Time Value of Ruin. (1998). Gerber, Hans ; Shiu, Elias. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:2:y:1998:i:1:p:48-72. Full description at Econpapers \|\| Download paper	11
10	2011	Measuring Basis Risk in Longevity Hedges. (2011). Hardy, Mary ; Li, Johnny. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:15:y:2011:i:2:p:177-200. Full description at Econpapers \|\| Download paper	9
11	2006	On Optimal Dividend Strategies In The Compound Poisson Model. (2006). Gerber, Hans ; Shiu, Elias. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:10:y:2006:i:2:p:76-93. Full description at Econpapers \|\| Download paper	8
12	2022	Time-Consistent Investment and Reinsurance Strategies for MeanâVariance Insurers in N-Agent and Mean-Field Games. (2022). Hu, Xiang ; Guan, Guohui. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:26:y:2022:i:4:p:537-569. Full description at Econpapers \|\| Download paper	8
13	2023	The Discriminating (Pricing) Actuary. (2023). Huang, Fei ; Frees, Edward W. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:27:y:2023:i:1:p:2-24. Full description at Econpapers \|\| Download paper	8
14	2010	Modeling and Evaluating Insurance Losses Via Mixtures of Erlang Distributions. (2010). Lin, X ; Lee, Simon. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:14:y:2010:i:1:p:107-130. Full description at Econpapers \|\| Download paper	7
15	1999	Application of Coherent Risk Measures to Capital Requirements in Insurance. (1999). Artzner, Philippe. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:3:y:1999:i:2:p:11-25. Full description at Econpapers \|\| Download paper	7
16	2022	Usage-Based InsuranceâImpact on Insurers and Potential Implications for InsurTech. (2022). Che, Xin ; Xu, Jianren ; Liebenberg, Andre. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:26:y:2022:i:3:p:428-455. Full description at Econpapers \|\| Download paper	7
17	2017	Policyholder Exercise Behavior in Life Insurance: The State of Affairs. (2017). Moenig, Thorsten ; Zhu, Nan ; Gao, Jin ; Ulm, Eric R ; Bauer, Daniel. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:21:y:2017:i:4:p:485-501. Full description at Econpapers \|\| Download paper	7
18	2020	Can Automobile Insurance Telematics Predict the Risk of Near-Miss Events?. (2020). Elpidorou, Valandis ; Guillen, Montserrat ; Nielsen, Jens Perch ; Prez-Marn, Ana M. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:24:y:2020:i:1:p:141-152. Full description at Econpapers \|\| Download paper	6
19	2020	Capital Requirements for Cyber Risk and Cyber Risk Insurance: An Analysis of Solvency II, the U.S. Risk-Based Capital Standards, and the Swiss Solvency Test. (2020). Eling, Martin ; Schnell, Werner. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:24:y:2020:i:3:p:370-392. Full description at Econpapers \|\| Download paper	6
20	2014	Developing Equity Release Markets: Risk Analysis for Reverse Mortgages and Home Reversions. (2014). Hanewald, Katja ; Sherris, Michael ; Chen, Hua ; Cho, Daniel ; Lai, Daniela. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:18:y:2014:i:1:p:217-241. Full description at Econpapers \|\| Download paper	6
21	2003	Empirical Estimation of Risk Measures and Related Quantities. (2003). Zitikis, Ri Ardas ; Jones, Bruce. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:7:y:2003:i:4:p:44-54. Full description at Econpapers \|\| Download paper	6
22	2017	Variable Annuities with VIX-Linked Fee Structure under a Heston-Type Stochastic Volatility Model. (2017). Cui, Zhenyu ; Feng, Runhuan ; MacKay, Anne. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:21:y:2017:i:3:p:458-483. Full description at Econpapers \|\| Download paper	6
23	2006	Modeling Disability in Long-Term Care Insurance. (2006). Pritchard, D J. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:10:y:2006:i:4:p:48-75. Full description at Econpapers \|\| Download paper	6
24	2015	Multistate Actuarial Models of Functional Disability. (2015). Sherris, Michael ; Fong, Joelle H ; Shao, Adam W. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:19:y:2015:i:1:p:41-59. Full description at Econpapers \|\| Download paper	6
25	2019	Life-Cycle Planning with Ambiguous Economics and Mortality Risks. (2019). Shen, Yang ; Su, Jianxi. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:23:y:2019:i:4:p:598-625. Full description at Econpapers \|\| Download paper	6
26	2024	Antidiscrimination Insurance Pricing: Regulations, Fairness Criteria, and Models. (2024). Xin, XI ; Huang, Fei. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:28:y:2024:i:2:p:285-319. Full description at Econpapers \|\| Download paper	5
27	2011	A Gravity Model of Mortality Rates for Two Related Populations. (2011). Blake, David ; Khalaf-Allah, Marwa ; Dowd, Kevin ; Coughlan, Guy ; Cairns, Andrew. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:15:y:2011:i:2:p:334-356. Full description at Econpapers \|\| Download paper	5
28	2021	A Multi-state Model of Functional Disability and Health Status in the Presence of Systematic Trend and Uncertainty. (2021). Wei, Pengyu ; Sherris, Michael. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:25:y:2021:i:1:p:17-39. Full description at Econpapers \|\| Download paper	5
29	2017	Impact of Flexible Periodic Premiums on Variable Annuity Guarantees. (2017). Vanduffel, Steven ; Cui, Zhenyu ; Bernard, Carole. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:21:y:2017:i:1:p:63-86. Full description at Econpapers \|\| Download paper	5
30	2000	Catastrophe Risk Bonds. (2000). Cox, Samuel ; Pedersen, Hal. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:4:y:2000:i:4:p:56-82. Full description at Econpapers \|\| Download paper	5
31	2018	Delta Boosting Machine with Application to General Insurance. (2018). , Simon ; Lin, Sheldon. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:22:y:2018:i:3:p:405-425. Full description at Econpapers \|\| Download paper	5
32	2010	Conditional Tail Moments of the Exponential Family and Its Related Distributions. (2010). Kim, Joseph. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:14:y:2010:i:2:p:198-216. Full description at Econpapers \|\| Download paper	5
33	1998	An Actuarial Index of the Right-Tail Risk. (1998). Wang, Shaun. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:2:y:1998:i:2:p:88-101. Full description at Econpapers \|\| Download paper	5
34	2007	On the Class of Erlang Mixtures with Risk Theoretic Applications. (2007). Woo, Jae-Kyung ; Willmot, Gordon. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:11:y:2007:i:2:p:99-115. Full description at Econpapers \|\| Download paper	5
35	2016	Modeling Severity and Measuring Tail Risk of Norwegian Fire Claims. (2016). Brazauskas, Vytaras ; Kleefeld, Andreas. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:20:y:2016:i:1:p:1-16. Full description at Econpapers \|\| Download paper	4
36	2004	Optimal Investment for an Insurer to Minimize Its Probability of Ruin. (2004). Yang, Hailiang ; Liu, Chi. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:8:y:2004:i:2:p:11-31. Full description at Econpapers \|\| Download paper	4
37	2020	Size-Biased Risk Measures of Compound Sums. (2020). Denuit, Michel. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:24:y:2020:i:4:p:512-532. Full description at Econpapers \|\| Download paper	4
38	2018	The Annuity Puzzle and an Outline of Its Solution. (2018). Oguledo, Victor I ; Ramsay, Colin M. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:22:y:2018:i:4:p:623-645. Full description at Econpapers \|\| Download paper	4
39	2021	On the Structure and Classification of Mortality Models. (2021). Blake, David ; Hunt, Andrew. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:25:y:2021:i:s1:p:s215-s234. Full description at Econpapers \|\| Download paper	4
40	2019	Management of Portfolio Depletion Risk through Optimal Life Cycle Asset Allocation. (2019). Forsyth, Peter A ; Vetzal, Kenneth R ; Westmacott, Graham. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:23:y:2019:i:3:p:447-468. Full description at Econpapers \|\| Download paper	4
41	2021	Longevity Greeks: What Do Insurers and Capital Market Investors Need to Know?. (2021). Zhou, Kenneth Q ; Li, Johnny Siu-Hang. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:25:y:2021:i:s1:p:s66-s96. Full description at Econpapers \|\| Download paper	4
42	2003	Pricing Lookback Options and Dynamic Guarantees. (2003). Gerber, Hans ; Shiu, Elias. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:7:y:2003:i:1:p:48-66. Full description at Econpapers \|\| Download paper	4
43	2011	Longevity-Indexed Life Annuities. (2011). Haberman, Steven ; Denuit, Michel ; Renshaw, Arthur. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:15:y:2011:i:1:p:97-111. Full description at Econpapers \|\| Download paper	4
44	2021	Extreme Data Breach Losses: An Alternative Approach to Estimating Probable Maximum Loss for Data Breach Risk. (2021). Jung, Kwangmin. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:25:y:2021:i:4:p:580-603. Full description at Econpapers \|\| Download paper	4
45	2016	Empirical Evidence on the Use of Credit Scoring for Predicting Insurance Losses with Psycho-social and Biochemical Explanations. (2016). Brockett, Patrick L ; Golden, Linda L ; Ai, Jing ; Kellison, Bruce. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:20:y:2016:i:3:p:233-251. Full description at Econpapers \|\| Download paper	4
46	2004	On Pricing Derivatives Under GARCH Models: A Dynamic Gerber-Shiu Approach. (2004). Siu, Tak Kuen ; Tong, Howell ; Yang, Hailiang. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:8:y:2004:i:3:p:17-31. Full description at Econpapers \|\| Download paper	4
47	2004	Optimal Investment Strategy to Minimize the Probability of Lifetime Ruin. (2004). Young, Virginia. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:8:y:2004:i:4:p:106-126. Full description at Econpapers \|\| Download paper	4
48	2016	Testing Alternative Regression Frameworks for Predictive Modeling of Health Care Costs. (2016). Ludkovski, M ; Loginov, M ; Duncan, I. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:20:y:2016:i:1:p:65-87. Full description at Econpapers \|\| Download paper	4
49	2020	Data Clustering with Actuarial Applications. (2020). Gan, Guojun ; Valdez, Emiliano A. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:24:y:2020:i:2:p:168-186. Full description at Econpapers \|\| Download paper	4
50	2012	Asymptotic Analysis of Multivariate Tail Conditional Expectations. (2012). Zhu, LI ; Li, Haijun. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:16:y:2012:i:3:p:350-363. Full description at Econpapers \|\| Download paper	4

Citing documents used to compute impact factor: 29

Year	Title
2025	Bayesian Approach to Simultaneous Variable Selection and Estimation in a Linear Regression Model with Applications in Driver Telematics. (2025). Jeong, Himchan ; Kim, Minwoo. In: Mathematics. RePEc:gam:jmathe:v:13:y:2025:i:20:p:3341-:d:1775357. Full description at Econpapers \|\| Download paper
2025	Discrimination-free Insurance Pricing with Privatized Sensitive Attributes. (2025). Shi, Peng ; Liu, Suhan ; Zhang, Tianhe. In: Papers. RePEc:arx:papers:2504.11775. Full description at Econpapers \|\| Download paper
2025	Marginal Fairness: Fair Decision-Making under Risk Measures. (2025). Pesenti, Silvana M ; Huang, Fei. In: Papers. RePEc:arx:papers:2505.18895. Full description at Econpapers \|\| Download paper
2025	Regulation of price discrimination in the transportation market under duopoly competition. (2025). Jian, Sisi ; Ding, Yanyan ; Cai, Jinshu. In: Transportation Research Part E: Logistics and Transportation Review. RePEc:eee:transe:v:199:y:2025:i:c:s1366554525001681. Full description at Econpapers \|\| Download paper
2025	Machine Learning with Multitype Protected Attributes: Intersectional Fairness through Regularisation. (2025). Avanzi, Benjamin ; Antonio, Katrien ; Marchi, Lorenzo ; Zhou, Rui ; Lee, Ho Ming. In: Papers. RePEc:arx:papers:2509.08163. Full description at Econpapers \|\| Download paper
2025	Relationship between Price Focus Positioning and Market Performance of Insurance Firms in Kenya. (2025). Bosuben, Isaac Kipyegon ; Rop, Prof Williter ; Langat, Lydia. In: International Journal of Research and Innovation in Social Science. RePEc:bcp:journl:v:9:y:2025:issue-7:p:4890-4900. Full description at Econpapers \|\| Download paper
2025	Revisiting key mortality rate models: novel findings and application of CIR processes to describe mortality trends. (2025). Navarro, Eliseo ; Atance, David. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:48:y:2025:i:2:d:10.1007_s10203-024-00481-x. Full description at Econpapers \|\| Download paper
2025	Modeling cost-effectiveness analysis of treatment sequencing. (2025). Keller, Robin L ; Bai, Jiaru ; del Campo, Cristina. In: Socio-Economic Planning Sciences. RePEc:eee:soceps:v:99:y:2025:i:c:s003801212500059x. Full description at Econpapers \|\| Download paper
2025	A Natural Hedging Framework for Longevity Risk with Graphical Risk Assessment. (2025). Gabric, Lydia J ; Zhou, Kenneth Q. In: Papers. RePEc:arx:papers:2510.18721. Full description at Econpapers \|\| Download paper
2025	Automated machine learning in insurance. (2025). Quan, Zhiyu ; Dong, Panyi. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:120:y:2025:i:c:p:17-41. Full description at Econpapers \|\| Download paper
2025	Fairness-Aware Insurance Pricing: A Multi-Objective Optimization Approach. (2025). Quan, Zixiao ; Fan, Xinyue ; Boonen, Tim J. In: Papers. RePEc:arx:papers:2512.24747. Full description at Econpapers \|\| Download paper
2025	Multi-population mortality modeling with economic, environmental and lifestyle variables. (2025). Dimai, Matteo. In: Quality & Quantity: International Journal of Methodology. RePEc:spr:qualqt:v:59:y:2025:i:1:d:10.1007_s11135-024-01971-1. Full description at Econpapers \|\| Download paper
2025	Extreme-case Range Value-at-Risk under Increasing Failure Rate. (2025). Su, Yuting ; Hu, Taizhong ; Zou, Zhenfeng. In: Papers. RePEc:arx:papers:2506.23073. Full description at Econpapers \|\| Download paper
2025	Risk exchange under infinite-mean Pareto models. (2025). Chen, Yuyu ; Embrechts, Paul ; Wang, Ruodu. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:124:y:2025:i:c:s0167668725000782. Full description at Econpapers \|\| Download paper
2025	A multi-view contrastive learning framework for spatial embeddings in risk modelling. (2025). Holvoet, Freek ; Blier-Wong, Christopher ; Antonio, Katrien. In: Papers. RePEc:arx:papers:2511.17954. Full description at Econpapers \|\| Download paper
2025	Modelling seasonal mortality: An ageâperiodâcohort approach. (2025). Landry, Thomas ; Boudreault, Mathieu ; Bgin, Jean-Franois. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:125:y:2025:i:c:s016766872500109x. Full description at Econpapers \|\| Download paper
2025	A CAT Bond Pricing Model Based on the Distortion of Aggregate Loss Distributions. (2025). Ma, Ning. In: Mathematics. RePEc:gam:jmathe:v:13:y:2025:i:19:p:3113-:d:1760744. Full description at Econpapers \|\| Download paper
2025	Joint frequency analysis of streamflow and sediment amount with copula functions in the KÄ±zlÄ±rmak Basin, Turkey. (2025). Baykal, Tahsin. In: Natural Hazards: Journal of the International Society for the Prevention and Mitigation of Natural Hazards. RePEc:spr:nathaz:v:121:y:2025:i:4:d:10.1007_s11069-024-06966-7. Full description at Econpapers \|\| Download paper
2025	Innovative combo product design embedding variable annuity and long-term care insurance contracts. (2025). Shen, Yang ; Sherris, Michael ; Wang, Yawei ; Ziveyi, Jonathan. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:121:y:2025:i:c:p:79-99. Full description at Econpapers \|\| Download paper
2025	Robust estimation and diagnostic of generalized linear model for insurance losses: a weighted likelihood approach. (2025). Fung, Tsz Chai. In: Metrika: International Journal for Theoretical and Applied Statistics. RePEc:spr:metrik:v:88:y:2025:i:2:d:10.1007_s00184-024-00952-6. Full description at Econpapers \|\| Download paper
2025	Insurance loss modeling with gradient tree-boosted mixture models. (2025). Gao, Guangyuan ; Li, Jiahong ; Hou, Yanxi. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:121:y:2025:i:c:p:45-62. Full description at Econpapers \|\| Download paper
2025	Longevity risk, health state transitions, and the demand for insurance. (2025). Zeng, YI ; Hu, Xiang ; Deng, Ruihan. In: International Review of Financial Analysis. RePEc:eee:finana:v:108:y:2025:i:pb:s1057521925007987. Full description at Econpapers \|\| Download paper
2025	Spatial Equity in Access to Urban Parks via Public Transit: A Centrality-Driven Assessment of Mexico City. (2025). Gmez, Clida Gmez ; Nez, Juan Manuel ; Durn-Prez, Ana Mara. In: Land. RePEc:gam:jlands:v:14:y:2025:i:9:p:1773-:d:1738781. Full description at Econpapers \|\| Download paper
2025	L-estimation of claim severity models weighted by Kumaraswamy density. (2025). Pokhrel, Keshav P ; Aryal, Gokarna R ; Poudyal, Chudamani. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:125:y:2025:i:c:s0167668725000812. Full description at Econpapers \|\| Download paper
2025	Monopoly Pricing of Weather Index Insurance. (2025). Quan, Zixiao ; Li, Wenyuan ; Boonen, Tim J. In: Papers. RePEc:arx:papers:2512.01623. Full description at Econpapers \|\| Download paper
2025	Hidden semi-Markov models for rainfall-related insurance claims. (2025). Punzo, Antonio ; Shi, Yue ; Maruotti, Antonello ; Otneim, Hkon. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:120:y:2025:i:c:p:91-106. Full description at Econpapers \|\| Download paper
2025	An observation-driven state-space count model for experience rating. (2025). Lu, Yang ; Wthrich, Mario V ; Ahn, Jae Youn ; Jeong, Himchan. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:125:y:2025:i:c:s0167668725000964. Full description at Econpapers \|\| Download paper
2025	A simplified condition for quantile regression. (2025). Qi, Yongcheng ; Peng, Liang. In: Statistics & Probability Letters. RePEc:eee:stapro:v:224:y:2025:i:c:s0167715225000896. Full description at Econpapers \|\| Download paper
2025	Improving 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. Full description at Econpapers \|\| Download paper

Recent citations

Recent citations received in 2025

Year	Citing document
2025	A multi-view contrastive learning framework for spatial embeddings in risk modelling. (2025). Holvoet, Freek ; Blier-Wong, Christopher ; Antonio, Katrien. In: Papers. RePEc:arx:papers:2511.17954. Full description at Econpapers \|\| Download paper
2025	Optimal life insurance and annuity decisions under money illusion. (2025). Li, Wenyuan ; Wei, Pengyu. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:125:y:2025:i:c:s0167668725000885. Full description at Econpapers \|\| Download paper
2025	Bayesian Approach to Simultaneous Variable Selection and Estimation in a Linear Regression Model with Applications in Driver Telematics. (2025). Jeong, Himchan ; Kim, Minwoo. In: Mathematics. RePEc:gam:jmathe:v:13:y:2025:i:20:p:3341-:d:1775357. Full description at Econpapers \|\| Download paper

Recent citations received in 2024

Year	Citing document
2024	A new characterization of second-order stochastic dominance. (2024). Huang, Muqiao ; Guan, Yuanying ; Wang, Ruodu. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:119:y:2024:i:c:p:261-267. Full description at Econpapers \|\| Download paper
2024	A silent revolution: Rapid rise of cycling to school in rural India. (2024). Agrawal, Srishti ; Goel, Rahul ; Seth, Adit. In: Journal of Transport Geography. RePEc:eee:jotrge:v:119:y:2024:i:c:s0966692324001595. Full description at Econpapers \|\| Download paper

Recent citations received in 2023

Year	Citing document
2023	Measuring Discrete Risks on Infinite Domains: Theoretical Foundations, Conditional Five Number Summaries, and Data Analyses. (2023). Brazauskas, Vytaras ; Zitikis, Ricardas ; Yu, Daoping. In: Papers. RePEc:arx:papers:2304.02723. Full description at Econpapers \|\| Download paper

Recent citations received in 2022

Year	Citing document
2022	Dynamic conditional mean risk sharing in the compound Poisson surplus model. (2022). Denuit, Michel ; Robert, Christian Y. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2022034. Full description at Econpapers \|\| Download paper
2022	Optimal performance of a tontine overlay subject to withdrawal constraints. (2022). Forsyth, Peter A ; Vetzal, Kenneth R ; Westmacott, G. In: Papers. RePEc:arx:papers:2211.10509. Full description at Econpapers \|\| Download paper
2022	Using a realist lens to understand the Victorian Family Preservation and Reunification Response in the first year of implementation â Towards a better understanding of practice. (2022). Halfpenny, Nick ; Savaglio, Melissa ; Skouteris, Helen ; Morris, Heather ; Carolan, Erin ; Blewitt, Claire ; Miller, Robyn. In: Children and Youth Services Review. RePEc:eee:cysrev:v:143:y:2022:i:c:s0190740922002997. Full description at Econpapers \|\| Download paper
2022	Maximum weighted likelihood estimator for robust heavy-tail modelling of finite mixture models. (2022). Fung, Tsz Chai. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:107:y:2022:i:c:p:180-198. Full description at Econpapers \|\| Download paper
2022	The gender reveal: The effect of sons on young fathersâ criminal behavior and labor market activities. (2022). Plum, Alexander ; Diegmann (geb. Nolte), AndrÃ© ; Kirchmaier, Tom ; Dasgupta, Kabir. In: Labour Economics. RePEc:eee:labeco:v:78:y:2022:i:c:s0927537122001142. Full description at Econpapers \|\| Download paper

10 most frequent citing series

#	Series	H	Cites
1	Insurance: Mathematics and Economics / Elsevier	59	496
2	Papers / arXiv.org	98	304
3	Risks / MDPI	21	125
4	Mathematics / MDPI	21	91
5	The Geneva Papers on Risk and Insurance - Issues and Practice / Palgrave Macmillan	25	50
6	Methodology and Computing in Applied Probability / Springer	16	49
7	Decisions in Economics and Finance / Springer	12	44
8	Journal of Risk & Insurance / The American Risk and Insurance Association	47	44
9	European Journal of Operational Research / Elsevier	140	33
10	SocArXiv / Center for Open Science	35	23
11	Annals of Operations Research / Springer	54	20