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Insurance: Mathematics and Economics / Elsevier

Citation Profile [Updated: 2026-07-12 11:58:33]
5 Years H Index
59
Impact Factor (IF)
0.27
5 Years IF
0.25
Data available in this report

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

Main indicators
Raw Data

 

IF AIF CIF IF5 DOC CDO CIT NCI CCU D2Y C2Y D5Y C5Y SC %SC CiY II AII
1990 0 0.1 0.06 0 34 34 198 2 2 71 180 0 0 0.05
1991 0.06 0.11 0.07 0.02 25 59 155 4 6 71 4 174 4 1 25 0 0.06
1992 0 0.12 0.01 0 43 102 205 1 7 59 159 0 1 0.02 0.06
1993 0.01 0.13 0.01 0.01 42 144 219 2 9 68 1 173 2 0 0 0.06
1994 0.04 0.14 0.09 0.04 29 173 231 15 25 85 3 181 7 0 1 0.03 0.07
1995 0.07 0.22 0.21 0.06 28 201 288 42 67 71 5 173 11 37 88.1 1 0.04 0.1
1996 0.25 0.25 0.26 0.15 25 226 341 58 125 57 14 167 25 41 70.7 0 0.11
1997 0.19 0.24 0.29 0.17 41 267 776 78 203 53 10 167 28 65 83.3 2 0.05 0.11
1998 0.23 0.28 0.31 0.19 41 308 573 93 297 66 15 165 31 69 74.2 2 0.05 0.13
1999 0.39 0.3 0.4 0.26 51 359 697 145 442 82 32 164 42 121 83.4 8 0.16 0.14
2000 0.23 0.34 0.32 0.22 51 410 698 132 574 92 21 186 41 88 66.7 8 0.16 0.16
2001 0.26 0.38 0.38 0.25 48 458 800 172 746 102 27 209 53 108 62.8 7 0.15 0.17
2002 0.4 0.39 0.55 0.28 57 515 1061 283 1030 99 40 232 66 193 68.2 15 0.26 0.21
2003 0.48 0.43 0.54 0.38 70 585 1024 315 1345 105 50 248 94 188 59.7 7 0.1 0.21
2004 0.3 0.47 0.45 0.28 62 647 1045 293 1638 127 38 277 77 193 65.9 9 0.15 0.21
2005 0.33 0.51 0.5 0.29 70 717 1118 355 1994 132 44 288 84 190 53.5 6 0.09 0.23
2006 0.48 0.5 0.58 0.36 72 789 1390 455 2452 132 63 307 112 180 39.6 12 0.17 0.22
2007 0.38 0.44 0.44 0.33 63 852 860 367 2824 142 54 331 108 166 45.2 5 0.08 0.2
2008 0.83 0.47 0.83 0.64 162 1014 1947 838 3664 135 112 337 214 431 51.4 43 0.27 0.22
2009 0.52 0.46 0.76 0.45 106 1120 2011 843 4511 225 118 429 191 317 37.6 20 0.19 0.23
2010 0.58 0.46 0.77 0.52 108 1228 1152 941 5455 268 155 473 246 439 46.7 26 0.24 0.2
2011 0.59 0.5 0.7 0.43 95 1323 1162 924 6379 214 127 511 222 393 42.5 15 0.16 0.23
2012 0.54 0.5 0.81 0.49 115 1438 1291 1166 7545 203 110 534 261 474 40.7 36 0.31 0.21
2013 0.7 0.53 1.06 0.65 142 1580 1391 1679 9224 210 147 586 380 719 42.8 32 0.23 0.23
2014 0.58 0.52 0.81 0.58 104 1684 1046 1360 10584 257 150 566 328 489 36 30 0.29 0.22
2015 0.67 0.52 0.93 0.56 139 1823 1164 1687 12271 246 164 564 316 693 41.1 32 0.23 0.22
2016 0.77 0.49 0.98 0.61 145 1968 968 1923 14194 243 187 595 365 668 34.7 25 0.17 0.2
2017 0.57 0.51 0.87 0.51 104 2072 745 1796 15990 284 163 645 327 481 26.8 24 0.23 0.2
2018 0.53 0.52 0.83 0.48 103 2175 668 1797 17787 249 132 634 303 614 34.2 25 0.24 0.22
2019 0.66 0.53 0.88 0.51 92 2267 565 1982 19772 207 137 595 306 564 28.5 19 0.21 0.21
2020 0.75 0.63 0.88 0.54 104 2371 451 2095 21867 195 147 583 314 506 24.2 26 0.25 0.3
2021 0.89 0.72 0.98 0.68 130 2501 506 2458 24325 196 175 548 370 855 34.8 52 0.4 0.26
2022 0.61 0.71 0.78 0.55 92 2593 310 2017 26342 234 142 533 295 367 18.2 14 0.15 0.21
2023 0.66 0.66 0.73 0.55 62 2655 146 1941 28283 222 146 521 286 412 21.2 13 0.21 0.19
2024 0.77 0.71 0.65 0.53 80 2735 115 1791 30074 154 119 480 256 442 24.7 16 0.2 0.21
2025 0.82 0.94 0.75 0.7 93 2828 43 2113 32187 142 116 468 327 572 27.1 23 0.25 0.27
2026 0.27 0.26 0.25 58 2886 3 751 32938 173 47 457 113 130 17.3 4 0.07
IF: Two years Impact Factor: C2Y / D2Y
AIF: Average Impact Factor for all series in RePEc in year y
CIF: Cumulative impact factor
IF5: Five years Impact Factor: C5Y / D5Y
DOC: Number of documents published in year y
CDO: Cumulative number of documents published until year y
CIT: Number of citations to papers published in year y
NCI: Number of citations in year y
CCU: Cumulative number of citations to papers published until year y
D2Y: Number of articles published in y-1 plus y-2
C2Y: Cites in y to articles published in y-1 plus y-2
D5Y: Number of articles published in y-1 until y-5
C5Y: Cites in y to articles published in y-1 until y-5
SC: selft citations in y to articles published in y-1 plus y-2
%SC: Percentage of selft citations in y to articles published in y-1 plus y-2
CiY: Cites in year y to documents published in year y
II: Immediacy Index: CiY / Documents.
AII: Average Immediacy Index for series in RePEc in year y
50 most cited documents in this series
#YearTitleCited
12009Pair-copula constructions of multiple dependence. (2009). Aas, Kjersti ; Bakken, Henrik ; Czado, Claudia ; Frigessi, Arnoldo. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:44:y:2009:i:2:p:182-198.

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537
22009Goodness-of-fit tests for copulas: A review and a power study. (2009). Remillard, Bruno ; Beaudoin, David ; Genest, Christian. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:44:y:2009:i:2:p:199-213.

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345
32002The concept of comonotonicity in actuarial science and finance: theory. (2002). Dhaene, Jan ; Kaas, R. ; Denuit, M. ; Vyncke, D.. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:31:y:2002:i:1:p:3-33.

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288
41997Axiomatic characterization of insurance prices. (1997). Young, Virginia R. ; Wang, Shaun S. ; Panjer, Harry H.. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:21:y:1997:i:2:p:173-183.

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253
52002A Poisson log-bilinear regression approach to the construction of projected lifetables. (2002). Brouhns, Natacha ; Denuit, Michel ; Vermunt, Jeroen K.. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:31:y:2002:i:3:p:373-393.

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245
62002The concept of comonotonicity in actuarial science and finance: applications. (2002). Dhaene, Jan ; Kaas, R. ; Denuit, M. ; Vyncke, D.. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:31:y:2002:i:2:p:133-161.

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242
72006A cohort-based extension to the Lee-Carter model for mortality reduction factors. (2006). Haberman, S. ; Renshaw, A. E.. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:38:y:2006:i:3:p:556-570.

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

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161
92014Generalized quantiles as risk measures. (2014). Müller, Alfred ; Bellini, Fabio ; Gianin, Emanuela Rosazza ; Klar, Bernhard ; Muller, Alfred. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:54:y:2014:i:c:p:41-48.

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156
102004Stochastic mortality in life insurance: market reserves and mortality-linked insurance contracts. (2004). Dahl, Mikkel. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:35:y:2004:i:1:p:113-136.

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151
112005Affine processes for dynamic mortality and actuarial valuations. (2005). Biffis, Enrico. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:37:y:2005:i:3:p:443-468.

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150
122001Mortality derivatives and the option to annuitise. (2001). Milevsky, Moshe ; Promislow, David S.. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:29:y:2001:i:3:p:299-318.

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143
132000Fair valuation of life insurance liabilities: The impact of interest rate guarantees, surrender options, and bonus policies. (2000). Jørgensen, Peter ; Grosen, Anders ; Jorgensen, Peter Lochte. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:26:y:2000:i:1:p:37-57.

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

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140
152001Optimal management under stochastic interest rates: the case of a protected defined contribution pension fund. (2001). Huang, ShaoJuan ; Boulier, Jean-Francois ; Taillard, Gregory. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:28:y:2001:i:2:p:173-189.

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122
162011Mortality density forecasts: An analysis of six stochastic mortality models. (2011). Blake, David ; Khalaf-Allah, Marwa ; Dowd, Kevin ; Coughlan, Guy D. ; Epstein, David ; Cairns, Andrew J. G., . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:48:y:2011:i:3:p:355-367.

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102
172003Lee-Carter mortality forecasting with age-specific enhancement. (2003). Haberman, S. ; Renshaw, A. E.. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:33:y:2003:i:2:p:255-272.

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102
182011Variable annuities: A unifying valuation approach. (2011). Millossovich, Pietro ; Pitacco, Ermanno ; Bacinello, Anna Rita ; Olivieri, Annamaria. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:49:y:2011:i:3:p:285-297.

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101
192006Risk measures via g-expectations. (2006). Gianin, Emanuela Rosazza. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:39:y:2006:i:1:p:19-34.

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100
201985On convex principles of premium calculation. (1985). Deprez, Olivier ; Gerber, Hans U.. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:4:y:1985:i:3:p:179-189.

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100
212005Optimal investment for insurer with jump-diffusion risk process. (2005). Zhang, Lihong ; Yang, Hailiang. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:37:y:2005:i:3:p:615-634.

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98
222009On stochastic mortality modeling. (2009). Plat, Richard. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:45:y:2009:i:3:p:393-404.

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98
232006Valuation and hedging of life insurance liabilities with systematic mortality risk. (2006). Moller, Thomas ; Dahl, Mikkel. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:39:y:2006:i:2:p:193-217.

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96
242006Financial valuation of guaranteed minimum withdrawal benefits. (2006). Milevsky, Moshe ; Salisbury, Thomas S.. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:38:y:2006:i:1:p:21-38.

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96
252005Estimating the tail-dependence coefficient: Properties and pitfalls. (2005). Schmidt, Rafael ; Junker, Markus ; Frahm, Gabriel. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:37:y:2005:i:1:p:80-100.

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95
262003Optimal investment strategies in the presence of a minimum guarantee. (2003). Koehl, Pierre-Francois ; Grasselli, Martino ; Deelstra, Griselda. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:33:y:2003:i:1:p:189-207.

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90
272011Optimal time-consistent investment and reinsurance policies for mean-variance insurers. (2011). Li, Zhongfei ; Zeng, Yan. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:49:y:2011:i:1:p:145-154.

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88
282006Affine stochastic mortality. (2006). Schrager, David F.. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:38:y:2006:i:1:p:81-97.

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

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86
302000Optimal investment for insurers. (2000). Plum, Michael ; Hipp, Christian. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:27:y:2000:i:2:p:215-228.

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80
311991Risk theory for the compound Poisson process that is perturbed by diffusion. (1991). Gerber, Hans U. ; Dufresne, Francois. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:10:y:1991:i:1:p:51-59.

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79
322000Upper and lower bounds for sums of random variables. (2000). Dhaene, Jan ; Kaas, Rob. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:27:y:2000:i:2:p:151-168.

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79
332009To split or not to split: Capital allocation with convex risk measures. (2009). Tsanakas, Andreas. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:44:y:2009:i:2:p:268-277.

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78
341998Comonotonicity, correlation order and premium principles. (1998). Dhaene, Jan. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:22:y:1998:i:3:p:235-242.

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75
352008Optimal proportional reinsurance and investment with multiple risky assets and no-shorting constraint. (2008). Bai, Lihua ; Guo, Junyi. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:42:y:2008:i:3:p:968-975.

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74
362003Pensionmetrics 2: stochastic pension plan design during the distribution phase. (2003). Dowd, Kevin ; Blake, David ; Cairns, Andrew J. G., . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:33:y:2003:i:1:p:29-47.

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74
371996Actuarial bridges to dynamic hedging and option pricing. (1996). Shiu, Elias S. W., ; Gerber, Hans U.. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:18:y:1996:i:3:p:183-218.

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71
382008Weighted risk capital allocations. (2008). Zitikis, Ricardas ; Furman, Edward. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:43:y:2008:i:2:p:263-269.

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71
391997The joint distribution of the time of ruin, the surplus immediately before ruin, and the deficit at ruin. (1997). Shiu, Elias S. W., ; Gerber, Hans U.. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:21:y:1997:i:2:p:129-137.

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71
402007Optimal dividends in the dual model. (2007). S. W. Shiu, Elias, ; Gerber, Hans U. ; Avanzi, Benjamin. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:41:y:2007:i:1:p:111-123.

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70
412001On the time to ruin for Erlang(2) risk processes. (2001). Dickson, David C. M., ; Hipp, Christian. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:29:y:2001:i:3:p:333-344.

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69
422003The classical risk model with a constant dividend barrier: analysis of the Gerber-Shiu discounted penalty function. (2003). Drekic, Steve ; Lin, Sheldon X. ; Willmot, Gordon E.. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:33:y:2003:i:3:p:551-566.

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68
432002Optimal investment strategies and risk measures in defined contribution pension schemes. (2002). Haberman, Steven ; Vigna, Elena. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:31:y:2002:i:1:p:35-69.

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68
442006Evaluating and extending the Lee-Carter model for mortality forecasting: Bootstrap confidence interval. (2006). Koissi, Marie-Claire ; Hognas, Goran ; Shapiro, Arnold F.. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:38:y:2006:i:1:p:1-20.

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67
452004Optimal investment choices post-retirement in a defined contribution pension scheme. (2004). Haberman, Steven ; Gerrard, Russell ; Vigna, Elena. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:35:y:2004:i:2:p:321-342.

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66
462001Optimal reinsurance under mean-variance premium principles. (2001). Kaluszka, Marek. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:28:y:2001:i:1:p:61-67.

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66
472014Risk aggregation with dependence uncertainty. (2014). Jiang, Xiao ; Wang, Ruodu ; Bernard, Carole. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:54:y:2014:i:c:p:93-108.

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66
482004Optimal pension management in a stochastic framework. (2004). Menoncin, Francesco ; Battocchio, Paolo . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:34:y:2004:i:1:p:79-95.

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65
491992A Hilbert space proof of the fundamental theorem of asset pricing in finite discrete time. (1992). Schachermayer, W.. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:11:y:1992:i:4:p:249-257.

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65
501986The determination of life premiums: An international cross-section analysis 1970-1981. (1986). Beenstock, Michael ; Khajuria, Sajay ; Dickinson, Gerry. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:5:y:1986:i:4:p:261-270.

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

Full description at Econpapers || Download paper

44
22014Generalized quantiles as risk measures. (2014). Müller, Alfred ; Bellini, Fabio ; Gianin, Emanuela Rosazza ; Klar, Bernhard ; Muller, Alfred. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:54:y:2014:i:c:p:41-48.

Full description at Econpapers || Download paper

26
31997Axiomatic characterization of insurance prices. (1997). Young, Virginia R. ; Wang, Shaun S. ; Panjer, Harry H.. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:21:y:1997:i:2:p:173-183.

Full description at Econpapers || Download paper

23
42002The concept of comonotonicity in actuarial science and finance: theory. (2002). Dhaene, Jan ; Kaas, R. ; Denuit, M. ; Vyncke, D.. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:31:y:2002:i:1:p:3-33.

Full description at Econpapers || Download paper

20
52009Goodness-of-fit tests for copulas: A review and a power study. (2009). Remillard, Bruno ; Beaudoin, David ; Genest, Christian. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:44:y:2009:i:2:p:199-213.

Full description at Econpapers || Download paper

19
62002The concept of comonotonicity in actuarial science and finance: applications. (2002). Dhaene, Jan ; Kaas, R. ; Denuit, M. ; Vyncke, D.. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:31:y:2002:i:2:p:133-161.

Full description at Econpapers || Download paper

18
72009On stochastic mortality modeling. (2009). Plat, Richard. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:45:y:2009:i:3:p:393-404.

Full description at Econpapers || Download paper

15
82011Variable annuities: A unifying valuation approach. (2011). Millossovich, Pietro ; Pitacco, Ermanno ; Bacinello, Anna Rita ; Olivieri, Annamaria. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:49:y:2011:i:3:p:285-297.

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15
92002A Poisson log-bilinear regression approach to the construction of projected lifetables. (2002). Brouhns, Natacha ; Denuit, Michel ; Vermunt, Jeroen K.. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:31:y:2002:i:3:p:373-393.

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14
102019Stochastic Stackelberg differential reinsurance games under time-inconsistent mean–variance framework. (2019). Shen, Yang ; Chen, LV. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:88:y:2019:i:c:p:120-137.

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14
112012Convex order and comonotonic conditional mean risk sharing. (2012). Dhaene, Jan ; Denuit, Michel. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:51:y:2012:i:2:p:265-270.

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14
122005Affine processes for dynamic mortality and actuarial valuations. (2005). Biffis, Enrico. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:37:y:2005:i:3:p:443-468.

Full description at Econpapers || Download paper

14
131997Controlled diffusion models for optimal dividend pay-out. (1997). Asmussen, Soren ; Taksar, Michael. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:20:y:1997:i:1:p:1-15.

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14
142001Optimal management under stochastic interest rates: the case of a protected defined contribution pension fund. (2001). Huang, ShaoJuan ; Boulier, Jean-Francois ; Taillard, Gregory. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:28:y:2001:i:2:p:173-189.

Full description at Econpapers || Download paper

14
152014Risk aggregation with dependence uncertainty. (2014). Jiang, Xiao ; Wang, Ruodu ; Bernard, Carole. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:54:y:2014:i:c:p:93-108.

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12
162015Optimal retirement income tontines. (2015). Milevsky, Moshe ; Salisbury, Thomas S. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:64:y:2015:i:c:p:91-105.

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12
172008Optimal reinsurance under VaR and CTE risk measures. (2008). Zhang, YI ; Tan, Ken Seng ; Cai, Jun ; Weng, Chengguo. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:43:y:2008:i:1:p:185-196.

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11
182018Solvency II, or how to sweep the downside risk under the carpet. (2018). Weber, Stefan. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:82:y:2018:i:c:p:191-200.

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10
192008Optimal consumption and portfolio choice for pooled annuity funds. (2008). Stamos, Michael Z.. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:43:y:2008:i:1:p:56-68.

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10
202015On optimal reinsurance policy with distortion risk measures and premiums. (2015). Assa, Hirbod. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:61:y:2015:i:c:p:70-75.

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10
211996Valuation of the early-exercise price for options using simulations and nonparametric regression. (1996). Carriere, Jacques F.. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:19:y:1996:i:1:p:19-30.

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10
222013Robust optimal control for an insurer with reinsurance and investment under Heston’s stochastic volatility model. (2013). Li, Zhongfei ; Zeng, Yan ; Viens, Frederi G. ; Yi, BO. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:53:y:2013:i:3:p:601-614.

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10
231999The safest dependence structure among risks. (1999). Dhaene, Jan ; Denuit, Michel. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:25:y:1999:i:1:p:11-21.

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10
242019Modern tontine with bequest: Innovation in pooled annuity products. (2019). Bernhardt, Thomas ; Donnelly, Catherine. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:86:y:2019:i:c:p:168-188.

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252021Autocalibration and Tweedie-dominance for insurance pricing with machine learning. (2021). Denuit, Michel ; Trufin, Julien ; Charpentier, Arthur. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:101:y:2021:i:pb:p:485-497.

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261985On convex principles of premium calculation. (1985). Deprez, Olivier ; Gerber, Hans U.. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:4:y:1985:i:3:p:179-189.

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272016Robust equilibrium reinsurance-investment strategy for a mean–variance insurer in a model with jumps. (2016). Zeng, Yan ; Li, Danping ; Gu, Ailing. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:66:y:2016:i:c:p:138-152.

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282008Optimal dividend and issuance of equity policies in the presence of proportional costs. (2008). Zervos, Mihail ; Lokka, Arne. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:42:y:2008:i:3:p:954-961.

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292006Risk measures via g-expectations. (2006). Gianin, Emanuela Rosazza. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:39:y:2006:i:1:p:19-34.

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302016Marginal Indemnification Function formulation for optimal reinsurance. (2016). Zhuang, Sheng Chao ; Tan, Ken Seng ; Assa, Hirbod ; Weng, Chengguo. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:67:y:2016:i:c:p:65-76.

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312001Mortality derivatives and the option to annuitise. (2001). Milevsky, Moshe ; Promislow, David S.. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:29:y:2001:i:3:p:299-318.

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322011Optimal time-consistent investment and reinsurance policies for mean-variance insurers. (2011). Li, Zhongfei ; Zeng, Yan. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:49:y:2011:i:1:p:145-154.

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332021Equilibrium investment strategy for a DC pension plan with learning about stock return predictability. (2021). Kang, Yuxin ; Shen, Yang ; Wang, Pei ; Zhang, Ling. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:100:y:2021:i:c:p:384-407.

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342017Data breaches: Goodness of fit, pricing, and risk measurement. (2017). Loperfido, Nicola ; Eling, Martin. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:75:y:2017:i:c:p:126-136.

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352006A cohort-based extension to the Lee-Carter model for mortality reduction factors. (2006). Haberman, S. ; Renshaw, A. E.. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:38:y:2006:i:3:p:556-570.

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362003Optimal investment strategies in the presence of a minimum guarantee. (2003). Koehl, Pierre-Francois ; Grasselli, Martino ; Deelstra, Griselda. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:33:y:2003:i:1:p:189-207.

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372003Lee-Carter mortality forecasting with age-specific enhancement. (2003). Haberman, S. ; Renshaw, A. E.. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:33:y:2003:i:2:p:255-272.

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382020Range Value-at-Risk bounds for unimodal distributions under partial information. (2020). Vanduffel, Steven ; Kazzi, Rodrigue ; Bernard, Carole. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:94:y:2020:i:c:p:9-24.

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392012Optimal asset allocation for DC pension plans under inflation. (2012). Han, Nan-Wei ; Hung, Mao-Wei. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:51:y:2012:i:1:p:172-181.

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402022Parametric measures of variability induced by risk measures. (2022). Wei, Yunran ; Fadina, Tolulope ; Wang, Ruodu ; Bellini, Fabio. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:106:y:2022:i:c:p:270-284.

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412004Stochastic mortality in life insurance: market reserves and mortality-linked insurance contracts. (2004). Dahl, Mikkel. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:35:y:2004:i:1:p:113-136.

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422017Equity-linked annuity pricing with cliquet-style guarantees in regime-switching and stochastic volatility models with jumps. (2017). Cui, Zhenyu ; Kirkby, Lars J ; Nguyen, Duy. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:74:y:2017:i:c:p:46-62.

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432019Risk-adjusted Bowley reinsurance under distorted probabilities. (2019). Zhang, Yiying ; Phillip, Sheung Chi ; Cheung, Ka Chun. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:86:y:2019:i:c:p:64-72.

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442021From risk sharing to pure premium for a large number of heterogeneous losses. (2021). Denuit, Michel ; Robert, Christian Y. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:96:y:2021:i:c:p:116-126.

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452020Convex risk functionals: Representation and applications. (2020). Wang, Ruodu ; Cai, Jun ; Liu, Fangda ; Lemieux, Christiane. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:90:y:2020:i:c:p:66-79.

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462021Optimal retirement products under subjective mortality beliefs. (2021). Hieber, Peter ; Rach, Manuel ; Chen, AN. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:101:y:2021:i:pa:p:55-69.

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472022Distributionally robust reinsurance with Value-at-Risk and Conditional Value-at-Risk. (2022). Mao, Tiantian ; Liu, Haiyan. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:107:y:2022:i:c:p:393-417.

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482021Cyber claim analysis using Generalized Pareto regression trees with applications to insurance. (2021). Farkas, Sebastien ; Lopez, Olivier ; Thomas, Maud. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:98:y:2021:i:c:p:92-105.

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7
492013Stochastic modeling and fair valuation of drawdown insurance. (2013). Leung, Tim ; Hadjiliadis, Olympia ; Zhang, Hongzhong. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:53:y:2013:i:3:p:840-850.

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502019A data-driven neural network approach to optimal asset allocation for target based defined contribution pension plans. (2019). Li, Yuying ; Forsyth, Peter A. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:86:y:2019:i:c:p:189-204.

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Citing documents used to compute impact factor: 47
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2026The optimal demand for insurance against asset risk. (2026). Hong, Jimin. In: Journal of Economics. RePEc:kap:jeczfn:v:147:y:2026:i:1:d:10.1007_s00712-025-00920-2.

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2026Ranking Metrics: Extending Acceptability and Performance Indexes. (2026). Righi, Marcelo ; Peri, Ilaria ; Mastrogiacomo, Elisa ; Hitaj, Asmerilda. In: Papers. RePEc:arx:papers:2604.16438.

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2026Monotonic mean–deviation risk measures. (2026). Wu, Qinyu ; Wang, Ruodu ; Han, Xia. In: Finance and Stochastics. RePEc:spr:finsto:v:30:y:2026:i:2:d:10.1007_s00780-026-00586-8.

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2026Competitive insurance pricing in a duopoly. (2026). Boonen, Tim J ; Mourdoukoutas, Fotios ; Koo, Bonsoo ; Pantelous, Athanasios A. In: European Journal of Operational Research. RePEc:eee:ejores:v:330:y:2026:i:3:p:972-994.

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2026Beating the Correlation Breakdown: Robust Inference, Flexible Scenarios, and Stress Testing for Financial Portfolios. (2025). Opdyke, JD. In: Papers. RePEc:arx:papers:2504.15268.

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2026Tail copula representation of path-based maximal tail dependence. (2026). Tsunekawa, Haruki ; Hofert, Marius ; Koike, Takaaki. In: Papers. RePEc:arx:papers:2604.05985.

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2026Measuring multivariate maximal tail dependence. (2026). Tsunekawa, Haruki ; Hofert, Marius ; Koike, Takaaki. In: Papers. RePEc:arx:papers:2605.25766.

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2026Tail Structure and the Ordering of the Standard Deviation and Gini Mean Difference. (2026). Mohammed, Nawaf. In: Papers. RePEc:arx:papers:2601.12414.

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2026Asymptotics of Ruin Probabilities in a Subordinated Cram\er-Lundberg Model. (2026). Schmeck, Maren Diane ; Klinge, Jonathan. In: Papers. RePEc:arx:papers:2603.01821.

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2026The last passage time before ruin: Theory and applications in liquidation risk management. (2026). Wang, Zijia ; Li, Shu ; Cao, Jingyi. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:126:y:2026:i:c:s0167668725001209.

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2026Optimal Risk-Sharing Rules in Network-based Decentralized Insurance. (2026). Thomann, Enrique A ; Marshall, Nicholas F ; Loke, Sooie-Hoe ; Fogarty, Heather N. In: Papers. RePEc:arx:papers:2602.05155.

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2026Decentralized Finance risk transfer and smart contract-based insurance. (2026). Schmeiser, Hato ; Bekemeier, Felix ; Schr, Fabian. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:183:y:2026:i:c:s0378426625002262.

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2026Valuation of variable annuities under the Volterra mortality and rough Heston models. (2026). Lyu, Haoqi ; Li, Wenyuan. In: Papers. RePEc:arx:papers:2604.00472.

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2026A capital and dividend problem for a general Lévy surplus process. (2026). Roch, Alexandre. In: Mathematics and Financial Economics. RePEc:spr:mathfi:v:20:y:2026:i:1:d:10.1007_s11579-025-00410-5.

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2026Revealing Geography-Driven Signals in Zone-Level Claim Frequency Models: An Empirical Study using Environmental and Visual Predictors. (2026). Stankova, Kristina G ; Bravo, Cristi'An ; Alfonso, Sherly. In: Papers. RePEc:arx:papers:2604.21893.

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2026Distributionally Robust Insurance under Bregman-Wasserstein Divergence. (2026). Zhang, Yiying ; Jiang, Wenjun. In: Papers. RePEc:arx:papers:2604.27837.

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2026Optimal reinsurance design under convex premium principles and distortion risk measures. (2026). Zhang, Yiying ; Jiang, Wenjun. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:126:y:2026:i:c:s0167668725001489.

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2026Optimal Underreporting and Competitive Equilibrium. (2026). Liang, Zongxia ; Zhou, Zhou ; Zhang, Jiayu ; Zou, Bin. In: Papers. RePEc:arx:papers:2601.12655.

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2026Multi-agent Equilibrium Model with Heterogeneous Views on Fundamental Risks in Incomplete Market. (2024). Saito, Taiga ; Kizaki, Keisuke ; Takahashi, Akihiko. In: CARF F-Series. RePEc:cfi:fseres:cf578.

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2026Super-Long Discount Rates for Insurers in Incomplete Markets with Bond Supply Control. (2025). Saito, Taiga ; Takahashi, Akihiko. In: CARF F-Series. RePEc:cfi:fseres:cf599.

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2026Optimal Dividend, Reinsurance, and Capital Injection for Collaborating Business Lines under Model Uncertainty. (2026). Dominic, Len Patrick ; John, Engel ; Boonen, Tim J. In: Papers. RePEc:arx:papers:2603.25350.

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2026Contract Structure and Risk Aversion in Longevity Risk Transfers. (2024). Zhang, Yuanyuan ; Li, Hong ; Landriault, David. In: Papers. RePEc:arx:papers:2409.08914.

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2026An Enhanced Focal Loss Function to Mitigate Class Imbalance in Auto Insurance Fraud Detection with Explainable AI. (2025). Gyamerah, Samuel Asante ; Boabang, Francis. In: Papers. RePEc:arx:papers:2508.02283.

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2026Forward Performance Processes under Multiple Default Risks. (2026). Chong, Wing Fung ; Dumitrescu, Roxana ; Hin, Kenneth Tsz ; Liang, Gechun. In: Papers. RePEc:arx:papers:2601.02276.

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2026On measuring COVID-19 excess mortality: Insights and challenges. (2026). Li, Han ; Arik, Ayse ; Klein, Allen. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:126:y:2026:i:c:s0167668725001453.

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2026Capital-Allocation-Induced Risk Sharing. (2026). Hin, Kenneth Tsz ; Feng, Runhuan ; Chong, Wing Fung. In: Papers. RePEc:arx:papers:2603.26491.

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2026Performance-based variable premium scheme and reinsurance design. (2026). Shi, Ziyue ; Liu, Fangda ; Landriault, David. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:126:y:2026:i:c:s0167668725001167.

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2026Wishart conditional tail risk measures: An analytic approach. (2026). Wong, Patrick ; da Fonseca, Jose. In: Papers. RePEc:arx:papers:2602.06401.

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2026A Laplace-based perspective on conditional mean risk sharing. (2026). Blier-Wong, Christopher. In: Papers. RePEc:arx:papers:2603.01434.

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2026Mortality modeling via vitality: Model constructions and actuarial applications. (2026). Wang, Zijia ; Zhu, Xiaobai ; Zhou, Kenneth Q. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:126:y:2026:i:c:s0167668725001283.

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2026$\alpha$-robust utility maximization with intractable claims: A quantile optimization approach. (2026). Xu, Zuo Quan ; Chen, Xinyu. In: Papers. RePEc:arx:papers:2604.04649.

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2026General bounds on functionals of the lifetime under life table constraints in a joint actuarial-financial framework. (2026). Motte, Edouard ; Dupret, Jean-Loup. In: Papers. RePEc:arx:papers:2603.06238.

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2026Cost-of-capital valuation with risky assets. (2025). Albrecher, Hansjorg ; Lindskog, Filip. In: Papers. RePEc:arx:papers:2511.00895.

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2026Pareto and Bowley Reinsurance Games in Peer-to-Peer Insurance. (2026). Nguyen, Thai ; Wa, Tak ; Hin, Kenneth Tsz ; Boonen, Tim J. In: Papers. RePEc:arx:papers:2602.14223.

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2026Habit Formation, Labor Supply, and the Dynamics of Retirement and Annuitization. (2026). Hyndman, Cody ; Birungi, Criscent. In: Papers. RePEc:arx:papers:2602.02816.

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2026Equilibrium Investment with Random Risk Aversion: (Non-)uniqueness, Optimality, and Comparative Statics. (2026). Jianming, Xia ; Sheng, Wang ; Zongxia, Liang ; Weilun, Cheng. In: Papers. RePEc:arx:papers:2512.00830.

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2026Robust Investment-Driven Insurance Pricing and Liquidity Management. (2026). Pang, Shunzhi ; Liu, Chun ; Dhaene, Jan ; Chen, Bingzheng. In: Papers. RePEc:arx:papers:2603.18962.

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2026Robust Investment-Driven Insurance Pricing under Correlation Ambiguity. (2026). Pang, Shunzhi. In: Papers. RePEc:arx:papers:2603.18969.

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2026Joint survival annuity derivative valuation in the linear-rational Wishart mortality model. (2026). Wong, Patrick ; da Fonseca, Jose. In: Papers. RePEc:arx:papers:2602.06415.

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2026Optimizing portfolios with surrender variable annuities: A deep reinforcement learning approach. (2026). Jin, Zhuo ; Li, Pengbo ; Huang, Huifang ; Yang, Hailiang ; Wu, Fuke. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:126:y:2026:i:c:s0167668725001246.

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2026Carbon-Penalised Portfolio Insurance Strategies in a Stochastic Factor Model with Partial Information. (2025). Colaneri, Katia ; Mancinelli, Daniele ; D'Amario, Federico. In: Papers. RePEc:arx:papers:2511.19186.

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Recent citations
Recent citations received in 2026
YearCiting document
2026Dynamic Mortality Forecasting via Mixed-Frequency State-Space Models. (2026). Li, Runze ; Zhou, Rui ; Pitt, David. In: Papers. RePEc:arx:papers:2601.05702.

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2026Stackelberg Equilibria in Monopoly Insurance Markets with Probability Weighting. (2026). Shi, Benxuan ; Li, Bin ; Ghossoub, Mario ; Andraos, Maria. In: Papers. RePEc:arx:papers:2602.16401.

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2026Distributionally Robust Insurance under Bregman-Wasserstein Divergence. (2026). Zhang, Yiying ; Jiang, Wenjun. In: Papers. RePEc:arx:papers:2604.27837.

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2026Dual Representation of Robust Risk Measures and Uncertainty Sets. (2026). Pesenti, Silvana M ; Righi, Marcelo ; Moresco, Marlon R. In: Papers. RePEc:arx:papers:2606.05392.

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

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

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2025On data-driven robust distortion risk measures for non-negative risks with partial information. (2025). Hu, Yijun ; Wei, Linxiao ; Wang, Ran ; Han, Xiangyu. In: Papers. RePEc:arx:papers:2508.10682.

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

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

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

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2025Pareto-optimal insurance under robust distortion risk measures. (2025). Boonen, Tim J ; Jiang, Wenjun. In: European Journal of Operational Research. RePEc:eee:ejores:v:324:y:2025:i:2:p:690-705.

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

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2025An observation-driven state-space count model for experience rating. (2025). Lu, Yang ; Wthrich, Mario V ; Ahn, Jae Youn ; Jeong, Himchan. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:125:y:2025:i:c:s0167668725000964.

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

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

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

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

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2025Tail Conditional Expectation and Tail Variance for Extended Generalized Skew-Elliptical Distributions. (2025). Yao, Jing ; Yang, Yang ; Wang, Pin. In: Mathematics. RePEc:gam:jmathe:v:13:y:2025:i:18:p:2972-:d:1749120.

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

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

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

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2024A new paradigm of mortality modeling via individual vitality dynamics. (2024). Wang, Zijia ; Zhu, Xiaobai ; Zhou, Kenneth Q. In: Papers. RePEc:arx:papers:2407.15388.

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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