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Annals of Actuarial Science / Cambridge University Press

Citation Profile [Updated: 2025-02-04 18:53:44]
5 Years H Index
11
Impact Factor (IF)
0.23
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
2006 0 0.51 0 0 22 22 57 0 0 0 0 0 0.23
2007 0.05 0.46 0.07 0.05 20 42 15 3 3 22 1 22 1 0 2 0.1 0.2
2008 0.07 0.49 0.05 0.07 14 56 149 3 6 42 3 42 3 0 0 0.23
2009 0.12 0.48 0.08 0.11 23 79 19 6 12 34 4 56 6 0 0 0.24
2011 0 0.52 0.17 0.19 24 103 38 17 34 23 79 15 0 1 0.04 0.24
2012 0 0.52 0.08 0.09 23 126 27 10 44 24 81 7 0 0 0.22
2013 0.06 0.56 0.11 0.11 26 152 78 17 61 47 3 84 9 0 2 0.08 0.24
2014 0.04 0.55 0.11 0.07 21 173 27 19 80 49 2 96 7 0 0 0.23
2015 0.3 0.55 0.14 0.16 17 190 27 27 107 47 14 94 15 0 1 0.06 0.23
2016 0.13 0.52 0.25 0.21 14 204 11 52 159 38 5 111 23 0 1 0.07 0.21
2017 0.23 0.54 0.18 0.15 17 221 41 40 199 31 7 101 15 0 3 0.18 0.22
2018 0.13 0.55 0.2 0.18 24 245 38 48 247 31 4 95 17 0 1 0.04 0.23
2019 0.37 0.56 0.25 0.28 24 269 38 66 313 41 15 93 26 0 1 0.04 0.23
2020 0.33 0.67 0.25 0.25 23 292 46 74 387 48 16 96 24 0 4 0.17 0.32
2021 0.51 0.79 0.38 0.34 29 321 48 123 510 47 24 102 35 0 18 0.62 0.29
2022 0.44 0.83 0.26 0.42 24 345 13 89 599 52 23 117 49 0 0 0.25
2023 0.36 0.82 0.21 0.31 23 368 3 78 677 53 19 124 38 0 0 0.23
2024 0.23 1.05 0.17 0.25 27 395 0 69 746 47 11 123 31 0 0 0.27
IF: Two years Impact Factor: C2Y / D2Y
AIF: Average Impact Factor for all series in RePEc in year y
CIF: Cumulative impact factor
IF5: Five years Impact Factor: C5Y / D5Y
DOC: Number of documents published in year y
CDO: Cumulative number of documents published until year y
CIT: Number of citations to papers published in year y
NCI: Number of citations in year y
CCU: Cumulative number of citations to papers published until year y
D2Y: Number of articles published in y-1 plus y-2
C2Y: Cites in y to articles published in y-1 plus y-2
D5Y: Number of articles published in y-1 until y-5
C5Y: Cites in y to articles published in y-1 until y-5
SC: selft citations in y to articles published in y-1 plus y-2
%SC: Percentage of selft citations in y to articles published in y-1 plus y-2
CiY: Cites in year y to documents published in year y
II: Immediacy Index: CiY / Documents.
AII: Average Immediacy Index for series in RePEc in year y
50 most cited documents in this series
#YearTitleCited
12008Mortality Modelling and Forecasting: a Review of Methods. (2008). Tickle, L ; Booth, H. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:3:y:2008:i:1-2:p:3-43_00.

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128
22006Predictive Distributions of Outstanding Liabilities in General Insurance. (2006). Verrall, R J ; England, P D. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:1:y:2006:i:02:p:221-270_00.

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23
32013Diversification in heavy-tailed portfolios: properties and pitfalls. (2013). Mainik, Georg ; Embrechts, Paul. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:7:y:2013:i:01:p:26-45_00.

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23
42008Individual Claim Loss Reserving Conditioned by Case Estimates. (2008). Sullivan, James ; Taylor, Greg ; McGuire, Grainne . In: Annals of Actuarial Science. RePEc:cup:anacsi:v:3:y:2008:i:1-2:p:215-256_00.

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22
52019Multivariate credibility modelling for usage-based motor insurance pricing with behavioural data. (2019). Trufin, Julien ; Guillen, Montserrat ; Denuit, Michel. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:13:y:2019:i:02:p:378-399_00.

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18
62013A scaling model for severity of operational losses using generalized additive models for location scale and shape (GAMLSS). (2013). Ganegoda, Amandha ; Evans, John. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:7:y:2013:i:01:p:61-100_00.

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16
72011Minimizing the ruin probability through capital injections. (2011). Li, Shuanming ; Nie, Ciyu ; David, . In: Annals of Actuarial Science. RePEc:cup:anacsi:v:5:y:2011:i:02:p:195-209_00.

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15
82012A Semi-Markov Multiple State Model for Reverse Mortgage Terminations. (2012). Ji, Min ; Li, Johnny Siu-Hang ; Hardy, Mary . In: Annals of Actuarial Science. RePEc:cup:anacsi:v:6:y:2012:i:02:p:235-257_00.

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14
92013Investigating the Broken-Heart Effect: a Model for Short-Term Dependence between the Remaining Lifetimes of Joint Lives. (2013). Spreeuw, Jaap ; Owadally, Iqbal . In: Annals of Actuarial Science. RePEc:cup:anacsi:v:7:y:2013:i:02:p:236-257_00.

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13
102011A Trend-Change Extension of the Cairns-Blake-Dowd Model. (2011). Sweeting, P J. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:5:y:2011:i:02:p:143-162_00.

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12
112009Chain-Ladder as Maximum Likelihood Revisited. (2009). Kuang, D ; Nielsen, J P. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:4:y:2009:i:01:p:105-121_00.

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12
122017A unified approach to mortality modelling using state-space framework: characterisation, identification, estimation and forecasting. (2017). Fung, Man Chung ; Shevchenko, Pavel V ; Peters, Gareth W. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:11:y:2017:i:02:p:343-389_00.

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11
132014A quantitative comparison of simulation strategies for mortality projection. (2014). Li, Jackie. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:8:y:2014:i:02:p:281-297_00.

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11
142018Conditional Monte Carlo for sums, with applications to insurance and finance. (2018). Asmussen, Soren. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:12:y:2018:i:02:p:455-478_00.

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9
152021AI in actuarial science – a review of recent advances – part 2. (2021). Richman, Ronald. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:15:y:2021:i:2:p:230-258_3.

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9
162021AI in actuarial science – a review of recent advances – part 1. (2021). Richman, Ronald. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:15:y:2021:i:2:p:207-229_2.

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9
172006Unit-Linked Life Insurance Contracts with Lapse Rates Dependent on Economic Factors. (2006). Tan, K S ; Kolkiewicz, A W. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:1:y:2006:i:01:p:49-78_00.

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9
182018On age difference in joint lifetime modelling with life insurance annuity applications. (2018). Dufresne, Franois ; Toukourou, Youssouf ; Ratovomirija, Gildas ; Hashorva, Enkelejd . In: Annals of Actuarial Science. RePEc:cup:anacsi:v:12:y:2018:i:02:p:350-371_00.

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9
192006Income Inequality over the Later-Life Course: a Comparative Analysis of Seven OECD Countries. (2006). Brown, R L ; Prus, S G. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:1:y:2006:i:02:p:307-317_00.

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9
202017Telematic driving profile classification in car insurance pricing. (2017). Weidner, Wiltrud ; Fabian, . In: Annals of Actuarial Science. RePEc:cup:anacsi:v:11:y:2017:i:02:p:213-236_00.

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9
212006Optimal Dividends Under a Ruin Probability Constraint. (2006). Drekic, S. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:1:y:2006:i:02:p:291-306_00.

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8
222013Dependence modelling in multivariate claims run-off triangles. (2013). Hashorva, Enkelejd ; Merz, Michael ; Wuthrich, Mario V. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:7:y:2013:i:01:p:3-25_00.

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8
232021Multivariate Hawkes process for cyber insurance. (2021). Hillairet, Caroline ; Boumezoued, Alexandre ; Bessy-Roland, Yannick. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:15:y:2021:i:1:p:14-39_2.

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8
242015Modelling cause-of-death mortality and the impact of cause-elimination. (2015). Sherris, Michael ; Arnold, Severine ; Alai, Daniel H. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:9:y:2015:i:01:p:167-186_00.

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8
252006Regression Quantile Analysis of Claim Termination Rates for Income Protection Insurance. (2006). , . In: Annals of Actuarial Science. RePEc:cup:anacsi:v:1:y:2006:i:02:p:345-357_00.

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8
262021A neural network extension of the Lee–Carter model to multiple populations. (2021). Wuthrich, Mario V ; Richman, Ronald. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:15:y:2021:i:2:p:346-366_8.

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7
272015Experience rating with Poisson mixtures. (2015). Buckley, Winston S ; Brown, Garfield O. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:9:y:2015:i:02:p:304-321_00.

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7
282020Optimal portfolio choice with tontines under systematic longevity risk. (2020). Weinert, Jan-Hendrik ; Rogalla, Ralph ; Gemmo, Irina. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:14:y:2020:i:2:p:302-315_4.

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6
292013Actuarial Applications of Multivariate Two-Part Regression Models. (2013). Jin, Xiaoli ; Frees, Edward W ; Lin, Xiao. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:7:y:2013:i:02:p:258-287_00.

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6
302020Identifiability in age/period/cohort mortality models. (2020). Blake, David ; Hunt, Andrew . In: Annals of Actuarial Science. RePEc:cup:anacsi:v:14:y:2020:i:2:p:500-536_12.

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6
312020Variability in pension products: a comparison study between The Netherlands and Denmark. (2020). Rangvid, Jesper ; Kallestrup-Lamb, Malene ; Balter, Anne G. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:14:y:2020:i:2:p:338-357_6.

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6
322013Do not pay for a Danish interest guarantee. The law of the triple blow. (2013). Konicz, Agnieszka Karolina ; Perez-Marin, Ana M ; Nielsen, Jens Perch ; Guillen, Montserrat. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:7:y:2013:i:02:p:192-209_00.

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6
332020CBDX: a workhorse mortality model from the Cairns–Blake–Dowd family. (2020). Blake, David ; Dowd, Kevin. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:14:y:2020:i:2:p:445-460_10.

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6
342020Forecasting age distribution of death counts: an application to annuity pricing. (2020). Shang, Han Lin ; Haberman, Steven. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:14:y:2020:i:1:p:150-169_9.

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6
352013Optimal premium pricing policy in a competitive insurance market environment. (2013). Passalidou, Eudokia ; Pantelous, Athanasios A. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:7:y:2013:i:02:p:175-191_00.

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6
362020Mortality in the US by education level. (2020). , Andrew ; Loures, Cristian Redondo. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:14:y:2020:i:2:p:384-419_8.

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5
372017Optimal strategies for a non-linear premium-reserve model in a competitive insurance market. (2017). Passalidou, Eudokia ; Pantelous, Athanasios A. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:11:y:2017:i:01:p:1-19_00.

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5
382009Mean Square Error of Prediction in the Bornhuetter–Ferguson Claims Reserving Method. (2009). Alai, D H ; Wuthrich, M V ; Merz, M. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:4:y:2009:i:01:p:7-31_00.

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5
392020Identifiability in age/period mortality models. (2020). Blake, David ; Hunt, Andrew . In: Annals of Actuarial Science. RePEc:cup:anacsi:v:14:y:2020:i:2:p:461-499_11.

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5
402016Capturing non-exchangeable dependence in multivariate loss processes with nested Archimedean Lévy copulas. (2016). Wong, Bernard ; Avanzi, Benjamin ; Tao, Jamie ; Yang, Xinda . In: Annals of Actuarial Science. RePEc:cup:anacsi:v:10:y:2016:i:01:p:87-117_00.

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5
412007Some Finite Time Ruin Problems. (2007). , . In: Annals of Actuarial Science. RePEc:cup:anacsi:v:2:y:2007:i:02:p:217-232_00.

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5
422021Home and Motor insurance joined at a household level using multivariate credibility. (2021). Trufin, Julien ; Denuit, Michel ; Pechon, Florian. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:15:y:2021:i:1:p:82-114_5.

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5
432019Optimal proportional reinsurance with common shock dependence to minimise the probability of drawdown. (2019). Zhang, Caibin ; Liang, Zhibin. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:13:y:2019:i:02:p:268-294_00.

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5
442014Bonus–Malus systems with Weibull distributed claim severities. (2014). Ni, Weihong ; Pantelous, Athanasios A ; Constantinescu, Corina . In: Annals of Actuarial Science. RePEc:cup:anacsi:v:8:y:2014:i:02:p:217-233_00.

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5
452020Constraints, the identifiability problem and the forecasting of mortality. (2020). Currie, Iain D. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:14:y:2020:i:2:p:537-566_13.

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4
462009Calendar Year Effects, Claims Inflation and the Chain-Ladder Technique. (2009). Brydon, D ; Verrall, R J. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:4:y:2009:i:02:p:287-301_00.

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4
472007Zone-Adaptive Control Strategy for a Multiperiodic Model of Risk. (2007). Malinovskii, V K. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:2:y:2007:i:02:p:349-367_00.

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4
482021A review on Poisson, Cox, Hawkes, shot-noise Poisson and dynamic contagion process and their compound processes. (2021). Oh, Rosy ; Jang, Jiwook. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:15:y:2021:i:3:p:623-644_9.

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4
4920194
502014Estimation of Disability Transition Probabilities in Australia II: Implementation. (2014). Hariyanto, Evan A ; David, . In: Annals of Actuarial Science. RePEc:cup:anacsi:v:8:y:2014:i:01:p:156-175_00.

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4
50 most relevant documents in this series (papers most cited in the last two years)
#YearTitleCited
12008Mortality Modelling and Forecasting: a Review of Methods. (2008). Tickle, L ; Booth, H. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:3:y:2008:i:1-2:p:3-43_00.

Full description at Econpapers || Download paper

10
22021AI in actuarial science – a review of recent advances – part 1. (2021). Richman, Ronald. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:15:y:2021:i:2:p:207-229_2.

Full description at Econpapers || Download paper

8
32021AI in actuarial science – a review of recent advances – part 2. (2021). Richman, Ronald. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:15:y:2021:i:2:p:230-258_3.

Full description at Econpapers || Download paper

8
42013Diversification in heavy-tailed portfolios: properties and pitfalls. (2013). Mainik, Georg ; Embrechts, Paul. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:7:y:2013:i:01:p:26-45_00.

Full description at Econpapers || Download paper

7
52011Minimizing the ruin probability through capital injections. (2011). Li, Shuanming ; Nie, Ciyu ; David, . In: Annals of Actuarial Science. RePEc:cup:anacsi:v:5:y:2011:i:02:p:195-209_00.

Full description at Econpapers || Download paper

4
62021A review on Poisson, Cox, Hawkes, shot-noise Poisson and dynamic contagion process and their compound processes. (2021). Oh, Rosy ; Jang, Jiwook. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:15:y:2021:i:3:p:623-644_9.

Full description at Econpapers || Download paper

4
72019Multivariate credibility modelling for usage-based motor insurance pricing with behavioural data. (2019). Trufin, Julien ; Guillen, Montserrat ; Denuit, Michel. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:13:y:2019:i:02:p:378-399_00.

Full description at Econpapers || Download paper

4
82020Optimal portfolio choice with tontines under systematic longevity risk. (2020). Weinert, Jan-Hendrik ; Rogalla, Ralph ; Gemmo, Irina. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:14:y:2020:i:2:p:302-315_4.

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4
92021Multivariate Hawkes process for cyber insurance. (2021). Hillairet, Caroline ; Boumezoued, Alexandre ; Bessy-Roland, Yannick. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:15:y:2021:i:1:p:14-39_2.

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3
102013Investigating the Broken-Heart Effect: a Model for Short-Term Dependence between the Remaining Lifetimes of Joint Lives. (2013). Spreeuw, Jaap ; Owadally, Iqbal . In: Annals of Actuarial Science. RePEc:cup:anacsi:v:7:y:2013:i:02:p:236-257_00.

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3
112022The impact of mortality shocks on modelling and insurance valuation as exemplified by COVID-19. (2022). Wagner, Andreas ; Korn, Ralf ; Kleinow, Torsten ; Schnurch, Simon. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:16:y:2022:i:3:p:498-526_6.

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3
122020Identifiability in age/period mortality models. (2020). Blake, David ; Hunt, Andrew . In: Annals of Actuarial Science. RePEc:cup:anacsi:v:14:y:2020:i:2:p:461-499_11.

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3
132018Conditional Monte Carlo for sums, with applications to insurance and finance. (2018). Asmussen, Soren. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:12:y:2018:i:02:p:455-478_00.

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3
142021Valuation of no-negative-equity guarantees with a lower reflecting barrier. (2021). Thomas, Guy R. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:15:y:2021:i:1:p:115-143_6.

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2
152021Home and Motor insurance joined at a household level using multivariate credibility. (2021). Trufin, Julien ; Denuit, Michel ; Pechon, Florian. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:15:y:2021:i:1:p:82-114_5.

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2
162022Functional disability with systematic trends and uncertainty: a comparison between China and the US. (2022). Xu, Mengyi ; Sherris, Michael ; Fu, YU. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:16:y:2022:i:2:p:289-318_6.

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2
172020Variability in pension products: a comparison study between The Netherlands and Denmark. (2020). Rangvid, Jesper ; Kallestrup-Lamb, Malene ; Balter, Anne G. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:14:y:2020:i:2:p:338-357_6.

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2
182022A stochastic model for capital requirement assessment for mortality and longevity risk, focusing on idiosyncratic and trend components. (2022). Savelli, Nino ; della Corte, Francesco ; Clemente, Gian Paolo. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:16:y:2022:i:3:p:527-546_7.

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2
192015Modelling cause-of-death mortality and the impact of cause-elimination. (2015). Sherris, Michael ; Arnold, Severine ; Alai, Daniel H. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:9:y:2015:i:01:p:167-186_00.

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2
202017A unified approach to mortality modelling using state-space framework: characterisation, identification, estimation and forecasting. (2017). Fung, Man Chung ; Shevchenko, Pavel V ; Peters, Gareth W. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:11:y:2017:i:02:p:343-389_00.

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2
212022A multi-parameter-level model for simulating future mortality scenarios with COVID-alike effects. (2022). Li, Johnny Siu-Hang ; Zhou, Rui. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:16:y:2022:i:3:p:453-477_4.

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2
222012A Semi-Markov Multiple State Model for Reverse Mortgage Terminations. (2012). Ji, Min ; Li, Johnny Siu-Hang ; Hardy, Mary . In: Annals of Actuarial Science. RePEc:cup:anacsi:v:6:y:2012:i:02:p:235-257_00.

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2
232019Methods for generating coherent distortion risk measures. (2019). Sepanski, Jungsywan. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:13:y:2019:i:02:p:400-416_00.

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2
242021LRMoE.jl: a software package for insurance loss modelling using mixture of experts regression model. (2021). Lin, Sheldon X ; Fung, Tsz Chai ; Badescu, Andrei L ; Tseung, Spark C. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:15:y:2021:i:2:p:419-440_11.

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2
252020Linking annuity benefits to the longevity experience: alternative solutions. (2020). Pitacco, Ermanno ; Olivieri, Annamaria. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:14:y:2020:i:2:p:316-337_5.

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2
262020Asymmetry in mortality volatility and its implications on index-based longevity hedging. (2020). Li, Johnny Siu-Hang ; Zhou, Kenneth Q. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:14:y:2020:i:2:p:278-301_3.

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2
272020Identifiability in age/period/cohort mortality models. (2020). Blake, David ; Hunt, Andrew . In: Annals of Actuarial Science. RePEc:cup:anacsi:v:14:y:2020:i:2:p:500-536_12.

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2
282018Validation of aggregated risks models. (2018). Dacorogna, Michel ; Kratz, Marie ; Elbahtouri, Laila . In: Annals of Actuarial Science. RePEc:cup:anacsi:v:12:y:2018:i:02:p:433-454_00.

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2
292021A neural network extension of the Lee–Carter model to multiple populations. (2021). Wuthrich, Mario V ; Richman, Ronald. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:15:y:2021:i:2:p:346-366_8.

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302021A spatial machine learning model for analysing customers’ lapse behaviour in life insurance. (2021). Ghahramani, Mohammadhossein ; Sweeney, James ; Ohagan, Adrian ; Hu, Sen. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:15:y:2021:i:2:p:367-393_9.

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2024COVID-19 and Excess Mortality: An Actuarial Study. (2024). Alonso-Garcia, Jennifer ; Delbrouck, Camille. In: Risks. RePEc:gam:jrisks:v:12:y:2024:i:4:p:61-:d:1367677.

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2021Infinitely stochastic micro reserving. (2021). Peta, Michal ; Okhrin, Ostap ; MacIak, Matu. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:100:y:2021:i:c:p:30-58.

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