Citation analysis for ASTIN Bulletin / Cambridge University Press

Citation Profile [Updated: 2025-02-04 18:53:44]

5 Years H Index

Impact Factor (IF)

0.45

5 Years IF

0.54

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	0.11	0	0	21	21	132		0	50		118			0		0	0.05
1991	0	0.1	0	0	25	46	184		0	46		120			0		0	0.05
1992	0	0.11	0	0	22	68	61		0	46		116			0		0	0.06
1993	0.02	0.13	0.02	0.01	20	88	200	2	2	47	1	118	1		0		0	0.06
1994	0.02	0.14	0.1	0.03	27	115	145	11	13	42	1	113	3		0		0	0.07
1995	0.21	0.22	0.32	0.1	16	131	58	42	55	47	10	115	12		0	1	0.06	0.09
1996	0.09	0.25	0.23	0.09	24	155	404	35	90	43	4	110	10		0		0	0.12
1997	0.13	0.24	0.18	0.11	30	185	243	34	124	40	5	109	12		0		0	0.11
1998	0.17	0.28	0.23	0.1	23	208	124	48	172	54	9	117	12	1	2.1	1	0.04	0.13
1999	0.09	0.31	0.34	0.18	27	235	136	81	253	53	5	120	22		0		0	0.15
2000	0.16	0.36	0.26	0.16	24	259	168	67	320	50	8	120	19		0	2	0.08	0.16
2001	0.08	0.39	0.21	0.17	23	282	171	60	380	51	4	128	22		0		0	0.17
2002	0.11	0.41	0.31	0.1	23	305	183	96	476	47	5	127	13		0	1	0.04	0.21
2003	0.22	0.44	0.29	0.18	31	336	258	99	575	46	10	120	21		0	3	0.1	0.22
2004	0.22	0.49	0.27	0.2	29	365	132	97	672	54	12	128	25		0	1	0.03	0.22
2005	0.15	0.51	0.29	0.19	31	396	187	114	786	60	9	130	25	2	1.8	1	0.03	0.24
2006	0.07	0.51	0.28	0.16	29	425	354	118	904	60	4	137	22	6	5.1	6	0.21	0.23
2007	0.17	0.46	0.25	0.13	24	449	334	112	1016	60	10	143	19		0		0	0.2
2008	0.55	0.49	0.45	0.38	31	480	334	217	1234	53	29	144	54		0	2	0.06	0.23
2009	0.35	0.48	0.46	0.31	32	512	175	238	1472	55	19	144	45	3	1.3		0	0.24
2010	0.32	0.48	0.43	0.39	38	550	207	236	1708	63	20	147	57	1	0.4	3	0.08	0.21
2011	0.16	0.52	0.31	0.34	25	575	331	178	1886	70	11	154	52		0	6	0.24	0.24
2012	0.43	0.52	0.41	0.41	26	601	169	249	2135	63	27	150	62		0		0	0.22
2013	0.45	0.56	0.51	0.34	18	619	153	312	2448	51	23	152	51		0	7	0.39	0.24
2014	0.45	0.55	0.41	0.37	24	643	134	263	2713	44	20	139	51		0	3	0.13	0.23
2015	0.52	0.55	0.53	0.47	25	668	154	356	3069	42	22	131	61		0	5	0.2	0.23
2016	0.59	0.52	0.68	0.74	28	696	146	476	3545	49	29	118	87	3	0.6	5	0.18	0.21
2017	0.42	0.54	0.59	0.53	31	727	146	431	3976	53	22	121	64	5	1.2	8	0.26	0.22
2018	0.68	0.55	0.58	0.67	46	773	189	452	4428	59	40	126	84		0	4	0.09	0.23
2019	0.61	0.56	0.68	0.66	33	806	184	545	4973	77	47	154	102	6	1.1	13	0.39	0.23
2020	0.68	0.67	0.67	0.58	35	841	161	565	5538	79	54	163	95		0	16	0.46	0.32
2021	1.15	0.79	0.8	0.86	30	871	45	698	6236	68	78	173	149		0	7	0.23	0.29
2022	0.65	0.83	0.57	0.64	31	902	44	510	6746	65	42	175	112		0	12	0.39	0.25
2023	0.41	0.82	0.45	0.5	31	933	16	422	7168	61	25	175	88		0	3	0.1	0.23
2024	0.45	1.05	0.42	0.54	31	964	2	403	7571	62	28	160	86	3	0.7	3	0.1	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

#	Year	Title	Cited
1	1996	Premium Calculation by Transforming the Layer Premium Density. (1996). Wang, Shaun . In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:26:y:1996:i:01:p:71-92_00. Full description at Econpapers \|\| Download paper	259
2	1997	Estimating the Tails of Loss Severity Distributions Using Extreme Value Theory. (1997). McNeil, Alexander J. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:27:y:1997:i:01:p:117-137_01. Full description at Econpapers \|\| Download paper	136
3	2007	A Primer on Copulas for Count Data. (2007). Nelehova, Johanna ; Genest, Christian. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:37:y:2007:i:02:p:475-515_01. Full description at Econpapers \|\| Download paper	125
4	2008	A Universal Pricing Framework for Guaranteed Minimum Benefits in Variable Annuities. (2008). Bauer, Daniel ; Russ, Jochen ; Kling, Alexander . In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:38:y:2008:i:02:p:621-651_01. Full description at Econpapers \|\| Download paper	121
5	1993	Distribution-free Calculation of the Standard Error of Chain Ladder Reserve Estimates. (1993). Mack, Thomas. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:23:y:1993:i:02:p:213-225_01. Full description at Econpapers \|\| Download paper	109
6	2006	Pricing Death: Frameworks for the Valuation and Securitization of Mortality Risk. (2006). Blake, David ; Dowd, Kevin. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:36:y:2006:i:01:p:79-120_01. Full description at Econpapers \|\| Download paper	107
7	1981	Recursive Evaluation of a Family of Compound Distributions. (1981). Panjer, Harry H. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:12:y:1981:i:01:p:22-26_00. Full description at Econpapers \|\| Download paper	100
8	2007	Optimal Retention for a Stop-loss Reinsurance Under the VaR and CTE Risk Measures. (2007). Cai, Jun ; Tan, Ken Seng. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:37:y:2007:i:01:p:93-112_01. Full description at Econpapers \|\| Download paper	92
9	1996	Dependency of Risks and Stop-Loss Order. (1996). Dhaene, Jan ; Goovaerts, Marc J. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:26:y:1996:i:02:p:201-212_00. Full description at Econpapers \|\| Download paper	77
10	1989	A Generalization of Automobile Insurance Rating Models: The Negative Binomial Distribution with a Regression Component. (1989). Dionne, Georges ; Vanasse, Charles . In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:19:y:1989:i:02:p:199-212_00. Full description at Econpapers \|\| Download paper	70
11	2003	Common Poisson Shock Models: Applications to Insurance and Credit Risk Modelling. (2003). McNeil, Alexander J ; Lindskog, Filip. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:33:y:2003:i:02:p:209-238_01. Full description at Econpapers \|\| Download paper	69
12	2011	Bayesian Stochastic Mortality Modelling for Two Populations. (2011). Blake, David ; Khalaf-Allah, Marwa ; Coughlan, Guy D ; Dowd, Kevin. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:41:y:2011:i:01:p:29-59_00. Full description at Econpapers \|\| Download paper	69
13	2006	Tail Variance Premium with Applications for Elliptical Portfolio of Risks. (2006). Landsman, Zinoviy ; Furman, Edward. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:36:y:2006:i:02:p:433-462_01. Full description at Econpapers \|\| Download paper	64
14	2002	A Universal Framework for Pricing Financial and Insurance Risks. (2002). Wang, Shaun S. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:32:y:2002:i:02:p:213-234_01. Full description at Econpapers \|\| Download paper	63
15	2001	Fair Pricing of Life Insurance Participating Policies with a Minimum Interest Rate Guaranteed. (2001). Bacinello, Anna Rita . In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:31:y:2001:i:02:p:275-297_00. Full description at Econpapers \|\| Download paper	62
16	2000	Some Notes on the Dynamics and Optimal Control of Stochastic Pension Fund Models in Continuous Time. (2000). Cairns, Andrew . In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:30:y:2000:i:01:p:19-55_00. Full description at Econpapers \|\| Download paper	62
17	1987	On the Probability and Severity of Ruin. (1987). Gerber, Hans U ; Kaas, Rob ; Goovaerts, Marc J. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:17:y:1987:i:02:p:151-163_00. Full description at Econpapers \|\| Download paper	60
18	2011	Optimal Reinsurance under VaR and CVaR Risk Measures: a Simplified Approach. (2011). Chi, Yichun ; Tan, Ken Seng. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:41:y:2011:i:02:p:487-509_00. Full description at Econpapers \|\| Download paper	59
19	1990	Premium Calculation: Why Standard Deviation Should be Replaced by Absolute Deviation. (1990). Denneberg, Dieter . In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:20:y:1990:i:02:p:181-190_00. Full description at Econpapers \|\| Download paper	55
20	2011	Modelling Adult Mortality in Small Populations: The Saint Model. (2011). Jarner, Soren Fiig ; Kryger, Esben Masotti . In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:41:y:2011:i:02:p:377-418_00. Full description at Econpapers \|\| Download paper	51
21	1993	Prediction of Outstanding Liabilities in Non-Life Insurance. (1993). Norberg, Ragnar. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:23:y:1993:i:01:p:95-115_00. Full description at Econpapers \|\| Download paper	47
22	2004	Some Optimal Dividends Problems. (2004). David, ; Waters, Howard R. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:34:y:2004:i:01:p:49-74_01. Full description at Econpapers \|\| Download paper	45
23	1988	Mathematical Fun with the Compound Binomial Process. (1988). Gerber, Hans U. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:18:y:1988:i:02:p:161-168_00. Full description at Econpapers \|\| Download paper	44
24	2001	Design of Optimal Bonus-Malus Systems With a Frequency and a Severity Component On an Individual Basis in Automobile Insurance. (2001). Vrontos, Spyridon D ; Frangos, Nicholas E. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:31:y:2001:i:01:p:1-22_00. Full description at Econpapers \|\| Download paper	44
25	2011	Randomized Observation Periods for the Compound Poisson Risk Model: Dividends. (2011). Albrecher, Hansjorg ; Thonhauser, Stefan. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:41:y:2011:i:02:p:645-672_00. Full description at Econpapers \|\| Download paper	43
26	2000	Pricing Risk Transfer Transactions. (2000). Lane, Morton N. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:30:y:2000:i:02:p:259-293_01. Full description at Econpapers \|\| Download paper	42
27	2010	The Devil is in the Tails: Actuarial Mathematics and the Subprime Mortgage Crisis. (2010). Donnelly, Catherine ; Embrechts, Paul. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:40:y:2010:i:01:p:1-33_00. Full description at Econpapers \|\| Download paper	41
28	1979	Optimal Risk Exchanges. (1979). Buhlmann, Hans ; Jewell, William S. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:10:y:1979:i:03:p:243-262_00. Full description at Econpapers \|\| Download paper	38
29	1999	Prediction of Outstanding Liabilities II. Model Variations and Extensions. (1999). Norberg, Ragnar. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:29:y:1999:i:01:p:5-25_00. Full description at Econpapers \|\| Download paper	38
30	1998	On Esscher Transforms in Discrete Finance Models. (1998). Shiryaev, Albert N ; Embrechts, Paul ; Delbaen, Freddy ; Buhlmann, Hans. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:28:y:1998:i:02:p:171-186_01. Full description at Econpapers \|\| Download paper	38
31	1960	Reciprocal Reinsurance Treaties. (1960). Borch, Karl . In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:1:y:1960:i:04:p:170-191_00. Full description at Econpapers \|\| Download paper	37
32	1991	Cooperative Game Theory and its Insurance Applications. (1991). Lemaire, Jean . In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:21:y:1991:i:01:p:17-40_00. Full description at Econpapers \|\| Download paper	36
33	1984	An Application of Game Theory: Cost Allocation. (1984). Lemaire, Jean . In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:14:y:1984:i:01:p:61-81_00. Full description at Econpapers \|\| Download paper	36
34	2013	ON OPTIMAL DIVIDENDS IN THE DUAL MODEL. (2013). Bayraktar, Erhan ; Kyprianou, Andreas E ; Yamazaki, Kazutoshi. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:43:y:2013:i:03:p:359-372_00. Full description at Econpapers \|\| Download paper	36
35	2012	On the Calculation of the Solvency Capital Requirement Based on Nested Simulations. (2012). Bauer, Daniel ; Singer, Daniela ; Reuss, Andreas . In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:42:y:2012:i:02:p:453-499_00. Full description at Econpapers \|\| Download paper	35
36	2007	The Quantitative Modeling of Operational Risk: Between G-and-H and EVT. (2007). Degen, Matthias ; Lambrigger, Dominik D ; Embrechts, Paul. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:37:y:2007:i:02:p:265-291_01. Full description at Econpapers \|\| Download paper	34
37	1974	On Additive Premium Calculation Principles. (1974). Gerber, Hans U. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:7:y:1974:i:03:p:215-222_00. Full description at Econpapers \|\| Download paper	34
38	1998	Designing Optimal Bonus-Malus Systems from Different Types of Claims. (1998). Pinquet, Jean. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:28:y:1998:i:02:p:205-220_01. Full description at Econpapers \|\| Download paper	33
39	2019	SIZE-BIASED TRANSFORM AND CONDITIONAL MEAN RISK SHARING, WITH APPLICATION TO P2P INSURANCE AND TONTINES. (2019). Denuit, Michel. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:49:y:2019:i:03:p:591-617_00. Full description at Econpapers \|\| Download paper	32
40	1989	Hedging by Sequential Regression: an Introduction to the Mathematics of Option Trading. (1989). Follmer, H ; Schweizer, M. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:19:y:1989:i:s1:p:29-42_00. Full description at Econpapers \|\| Download paper	32
41	2002	Erlangian Approximations for Finite-Horizon Ruin Probabilities. (2002). Asmussen, Soren ; Usabel, Miguel ; Avram, Florin. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:32:y:2002:i:02:p:267-281_01. Full description at Econpapers \|\| Download paper	32
42	2005	EM Algorithm for Mixed Poisson and Other Discrete Distributions. (2005). Karlis, Dimitris. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:35:y:2005:i:01:p:3-24_01. Full description at Econpapers \|\| Download paper	32
43	2008	Optimal Dividends in the Dual Model with Diffusion. (2008). Avanzi, Benjamin ; Gerber, Hans U. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:38:y:2008:i:02:p:653-667_01. Full description at Econpapers \|\| Download paper	32
44	1991	Risk Theory with the Gamma Process. (1991). Dufresne, Franois ; Gerber, Hans U. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:21:y:1991:i:02:p:177-192_00. Full description at Econpapers \|\| Download paper	31
45	2020	DISTORTION RISKMETRICS ON GENERAL SPACES. (2020). Wei, Yunran ; Wang, Ruodu. In: ASTIN Bulletin. RePEc:cup:astinb:v:50:y:2020:i:3:p:827-851_6. Full description at Econpapers \|\| Download paper	30
46	2006	On the Tail Behavior of Sums of Dependent Risks. (2006). Genest, Christian ; Barbe, Philippe ; Fougeres, Anne-Laure . In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:36:y:2006:i:02:p:361-373_01. Full description at Econpapers \|\| Download paper	30
47	2002	Fitting Tweedies Compound Poisson Model to Insurance Claims Data: Dispersion Modelling. (2002). Jorgensen, Bent ; Smyth, Gordon K. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:32:y:2002:i:01:p:143-157_01. Full description at Econpapers \|\| Download paper	29
48	2009	Risk Measures and Efficient use of Capital. (2009). Artzner, Philippe ; Delbaen, Freddy ; Koch-Medina, Pablo. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:39:y:2009:i:01:p:101-116_00. Full description at Econpapers \|\| Download paper	27
49	1981	Further Results on Recursive Evaluation of Compound Distributions. (1981). Sundt, Bjorn ; Jewell, William S. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:12:y:1981:i:01:p:27-39_00. Full description at Econpapers \|\| Download paper	27
50	1999	On Multivariate Panjer Recursions. (1999). Sundt, Bjorn . In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:29:y:1999:i:01:p:29-45_00. Full description at Econpapers \|\| Download paper	26

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

#	Year	Title	Cited
1	1996	Premium Calculation by Transforming the Layer Premium Density. (1996). Wang, Shaun . In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:26:y:1996:i:01:p:71-92_00. Full description at Econpapers \|\| Download paper	29
2	2020	DISTORTION RISKMETRICS ON GENERAL SPACES. (2020). Wei, Yunran ; Wang, Ruodu. In: ASTIN Bulletin. RePEc:cup:astinb:v:50:y:2020:i:3:p:827-851_6. Full description at Econpapers \|\| Download paper	21
3	2007	A Primer on Copulas for Count Data. (2007). Nelehova, Johanna ; Genest, Christian. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:37:y:2007:i:02:p:475-515_01. Full description at Econpapers \|\| Download paper	20
4	2008	A Universal Pricing Framework for Guaranteed Minimum Benefits in Variable Annuities. (2008). Bauer, Daniel ; Russ, Jochen ; Kling, Alexander . In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:38:y:2008:i:02:p:621-651_01. Full description at Econpapers \|\| Download paper	15
5	2007	Optimal Retention for a Stop-loss Reinsurance Under the VaR and CTE Risk Measures. (2007). Cai, Jun ; Tan, Ken Seng. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:37:y:2007:i:01:p:93-112_01. Full description at Econpapers \|\| Download paper	15
6	1993	Distribution-free Calculation of the Standard Error of Chain Ladder Reserve Estimates. (1993). Mack, Thomas. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:23:y:1993:i:02:p:213-225_01. Full description at Econpapers \|\| Download paper	13
7	2006	Tail Variance Premium with Applications for Elliptical Portfolio of Risks. (2006). Landsman, Zinoviy ; Furman, Edward. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:36:y:2006:i:02:p:433-462_01. Full description at Econpapers \|\| Download paper	12
8	1990	Premium Calculation: Why Standard Deviation Should be Replaced by Absolute Deviation. (1990). Denneberg, Dieter . In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:20:y:1990:i:02:p:181-190_00. Full description at Econpapers \|\| Download paper	12
9	1997	Estimating the Tails of Loss Severity Distributions Using Extreme Value Theory. (1997). McNeil, Alexander J. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:27:y:1997:i:01:p:117-137_01. Full description at Econpapers \|\| Download paper	11
10	2019	SIZE-BIASED TRANSFORM AND CONDITIONAL MEAN RISK SHARING, WITH APPLICATION TO P2P INSURANCE AND TONTINES. (2019). Denuit, Michel. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:49:y:2019:i:03:p:591-617_00. Full description at Econpapers \|\| Download paper	11
11	2019	ON THE OPTIMALITY OF A STRAIGHT DEDUCTIBLE UNDER BELIEF HETEROGENEITY. (2019). Chi, Yichun. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:49:y:2019:i:01:p:243-262_00. Full description at Econpapers \|\| Download paper	10
12	2011	Optimal Reinsurance under VaR and CVaR Risk Measures: a Simplified Approach. (2011). Chi, Yichun ; Tan, Ken Seng. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:41:y:2011:i:02:p:487-509_00. Full description at Econpapers \|\| Download paper	8
13	2011	Bayesian Stochastic Mortality Modelling for Two Populations. (2011). Blake, David ; Khalaf-Allah, Marwa ; Coughlan, Guy D ; Dowd, Kevin. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:41:y:2011:i:01:p:29-59_00. Full description at Econpapers \|\| Download paper	7
14	2007	Modeling Earthquake Risk via Extreme Value Theory and Pricing the Respective Catastrophe Bonds. (2007). Zimbidis, Alexandros A ; Pantelous, Athanasios A ; Frangos, Nickolaos E. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:37:y:2007:i:01:p:163-183_01. Full description at Econpapers \|\| Download paper	7
15	2018	A NEURAL-NETWORK ANALYZER FOR MORTALITY FORECAST. (2018). Hainaut, Donatien. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:48:y:2018:i:02:p:481-508_00. Full description at Econpapers \|\| Download paper	7
16	2009	New Goodness-of-Fit Tests for Pareto Distributions. (2009). Rizzo, Maria L. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:39:y:2009:i:02:p:691-715_00. Full description at Econpapers \|\| Download paper	7
17	1985	The Reinsurers Monopoly and the Bowley Solution. (1985). Chan, Fung-Yee ; Gerber, Hans U. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:15:y:1985:i:02:p:141-148_00. Full description at Econpapers \|\| Download paper	7
18	2018	PRICING OF CYBER INSURANCE CONTRACTS IN A NETWORK MODEL. (2018). Fahrenwaldt, Matthias A ; Weske, Kerstin ; Weber, Stefan. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:48:y:2018:i:03:p:1175-1218_00. Full description at Econpapers \|\| Download paper	6
19	2019	A CLASS OF MIXTURE OF EXPERTS MODELS FOR GENERAL INSURANCE: APPLICATION TO CORRELATED CLAIM FREQUENCIES. (2019). Lin, Sheldon X ; Badescu, Andrei L ; Fung, Tsz Chai. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:49:y:2019:i:03:p:647-688_00. Full description at Econpapers \|\| Download paper	6
20	2019	ANALYZING MORTALITY BOND INDEXES VIA HIERARCHICAL FORECAST RECONCILIATION. (2019). Tang, Qihe ; Li, Han. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:49:y:2019:i:03:p:823-846_00. Full description at Econpapers \|\| Download paper	6
21	2019	TONUITY: A NOVEL INDIVIDUAL-ORIENTED RETIREMENT PLAN. (2019). Klein, Jakob K ; Hieber, Peter ; Chen, AN. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:49:y:2019:i:01:p:5-30_00. Full description at Econpapers \|\| Download paper	6
22	2006	Pricing Death: Frameworks for the Valuation and Securitization of Mortality Risk. (2006). Blake, David ; Dowd, Kevin. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:36:y:2006:i:01:p:79-120_01. Full description at Econpapers \|\| Download paper	6
23	2010	The Devil is in the Tails: Actuarial Mathematics and the Subprime Mortgage Crisis. (2010). Donnelly, Catherine ; Embrechts, Paul. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:40:y:2010:i:01:p:1-33_00. Full description at Econpapers \|\| Download paper	6
24	2012	The Impact of Culture on the Demand for Non-Life Insurance. (2012). Park, Sojung Carol ; Lemaire, Jean . In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:42:y:2012:i:02:p:501-527_00. Full description at Econpapers \|\| Download paper	6
25	2019	CAT BOND PRICING UNDER A PRODUCT PROBABILITY MEASURE WITH POT RISK CHARACTERIZATION. (2019). Yuan, Zhongyi ; Tang, Qihe. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:49:y:2019:i:02:p:457-490_00. Full description at Econpapers \|\| Download paper	6
26	1999	Prediction of Outstanding Liabilities II. Model Variations and Extensions. (1999). Norberg, Ragnar. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:29:y:1999:i:01:p:5-25_00. Full description at Econpapers \|\| Download paper	6
27	2020	WEIGHTED COMONOTONIC RISK SHARING UNDER HETEROGENEOUS BELIEFS. (2020). Liu, Haiyan. In: ASTIN Bulletin. RePEc:cup:astinb:v:50:y:2020:i:2:p:647-673_11. Full description at Econpapers \|\| Download paper	6
28	2003	Common Poisson Shock Models: Applications to Insurance and Credit Risk Modelling. (2003). McNeil, Alexander J ; Lindskog, Filip. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:33:y:2003:i:02:p:209-238_01. Full description at Econpapers \|\| Download paper	6
29	2012	On the Calculation of the Solvency Capital Requirement Based on Nested Simulations. (2012). Bauer, Daniel ; Singer, Daniela ; Reuss, Andreas . In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:42:y:2012:i:02:p:453-499_00. Full description at Econpapers \|\| Download paper	6
30	2018	ON A NEW PARADIGM OF OPTIMAL REINSURANCE: A STOCHASTIC STACKELBERG DIFFERENTIAL GAME BETWEEN AN INSURER AND A REINSURER. (2018). Chen, LV ; Shen, Yang. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:48:y:2018:i:02:p:905-960_00. Full description at Econpapers \|\| Download paper	5
31	2008	Dividend Moments in the Dual Risk Model: Exact and Approximate Approaches. (2008). , Eric ; Drekic, Steve . In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:38:y:2008:i:02:p:399-422_01. Full description at Econpapers \|\| Download paper	5
32	2015	Fitting Mixtures of Erlangs to Censored and Truncated Data Using the EM Algorithm. (2015). Verbelen, Roel ; Antonio, Katrien ; Lin, Sheldon ; Badescu, Andrei ; Gong, Lan . In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:45:y:2015:i:03:p:729-758_00. Full description at Econpapers \|\| Download paper	5
33	2022	MORTALITY CREDITS WITHIN LARGE SURVIVOR FUNDS. (2022). Robert, Christian Y ; Hieber, Peter ; Denuit, Michel. In: ASTIN Bulletin. RePEc:cup:astinb:v:52:y:2022:i:3:p:813-834_5. Full description at Econpapers \|\| Download paper	5
34	2020	BILATERAL RISK SHARING WITH HETEROGENEOUS BELIEFS AND EXPOSURE CONSTRAINTS. (2020). Boonen, Tim J ; Ghossoub, Mario. In: ASTIN Bulletin. RePEc:cup:astinb:v:50:y:2020:i:1:p:293-323_10. Full description at Econpapers \|\| Download paper	5
35	1993	Prediction of Outstanding Liabilities in Non-Life Insurance. (1993). Norberg, Ragnar. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:23:y:1993:i:01:p:95-115_00. Full description at Econpapers \|\| Download paper	5
36	2021	APPLYING ECONOMIC MEASURES TO LAPSE RISK MANAGEMENT WITH MACHINE LEARNING APPROACHES. (2021). Tsai, Cheng-Hsien Jason ; Piette, Pierrick ; Loisel, Stephane. In: ASTIN Bulletin. RePEc:cup:astinb:v:51:y:2021:i:3:p:839-871_6. Full description at Econpapers \|\| Download paper	5
37	2015	Actuarial Fairness and Solidarity in Pooled Annuity Funds. (2015). Donnelly, Catherine . In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:45:y:2015:i:01:p:49-74_00. Full description at Econpapers \|\| Download paper	5
38	2020	LARGE-LOSS BEHAVIOR OF CONDITIONAL MEAN RISK SHARING. (2020). Robert, Christian Y ; Denuit, Michel. In: ASTIN Bulletin. RePEc:cup:astinb:v:50:y:2020:i:3:p:1093-1122_14. Full description at Econpapers \|\| Download paper	5
39	2016	Equitable Retirement Income Tontines: Mixing Cohorts Without Discriminating. (2016). Milevsky, Moshe A ; Salisbury, Thomas S. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:46:y:2016:i:03:p:571-604_00. Full description at Econpapers \|\| Download paper	5
40	2020	OPTIMAL INSURANCE CONTRACTS UNDER DISTORTION RISK MEASURES WITH AMBIGUITY AVERSION. (2020). Escobar Anel, Marcos ; Ren, Jiandong ; Escobar-Anel, Marcos ; Jiang, Wenjun. In: ASTIN Bulletin. RePEc:cup:astinb:v:50:y:2020:i:2:p:619-646_10. Full description at Econpapers \|\| Download paper	5
41	1989	A Generalization of Automobile Insurance Rating Models: The Negative Binomial Distribution with a Regression Component. (1989). Dionne, Georges ; Vanasse, Charles . In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:19:y:1989:i:02:p:199-212_00. Full description at Econpapers \|\| Download paper	5
42	2022	MODERN LIFE-CARE TONTINES. (2022). Lucas, Nathalie ; Hieber, Peter. In: ASTIN Bulletin. RePEc:cup:astinb:v:52:y:2022:i:2:p:563-589_7. Full description at Econpapers \|\| Download paper	5
43	2002	A Universal Framework for Pricing Financial and Insurance Risks. (2002). Wang, Shaun S. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:32:y:2002:i:02:p:213-234_01. Full description at Econpapers \|\| Download paper	5
44	2018	LINEAR VERSUS NONLINEAR ALLOCATION RULES IN RISK SHARING UNDER FINANCIAL FAIRNESS. (2018). Schumacher, Johannes M. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:48:y:2018:i:03:p:995-1024_00. Full description at Econpapers \|\| Download paper	4
45	2022	POINT AND INTERVAL FORECASTS OF DEATH RATES USING NEURAL NETWORKS. (2022). Korn, Ralf ; Schnurch, Simon. In: ASTIN Bulletin. RePEc:cup:astinb:v:52:y:2022:i:1:p:333-360_11. Full description at Econpapers \|\| Download paper	4
46	1996	Claims Reserving in Continuous Time; A Nonparametric Bayesian Approach. (1996). Haastrup, Svend ; Arjas, Elja. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:26:y:1996:i:02:p:139-164_00. Full description at Econpapers \|\| Download paper	4
47	1974	Credible Means are exact Bayesian for Exponential Families. (1974). Jewell, William S. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:8:y:1974:i:01:p:77-90_00. Full description at Econpapers \|\| Download paper	4
48	2000	Pricing Risk Transfer Transactions. (2000). Lane, Morton N. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:30:y:2000:i:02:p:259-293_01. Full description at Econpapers \|\| Download paper	4
49	2016	Optimal Reinsurance from the Perspectives of both an Insurer and a Reinsurer. (2016). Cai, Jun ; Liu, Fangda ; Lemieux, Christiane . In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:46:y:2016:i:03:p:815-849_00. Full description at Econpapers \|\| Download paper	4
50	2002	Fitting Tweedies Compound Poisson Model to Insurance Claims Data: Dispersion Modelling. (2002). Jorgensen, Bent ; Smyth, Gordon K. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:32:y:2002:i:01:p:143-157_01. Full description at Econpapers \|\| Download paper	4

Citing documents used to compute impact factor: 28

Year	Title
2024
2024	Allocating Capital to Time: Introducing Credit Migration for Measuring Time-Related Risks. (2024). Dacorogna, Michel M ; Albrecher, Hansjrg. In: MPRA Paper. RePEc:pra:mprapa:122323. Full description at Econpapers \|\| Download paper
2024
2024
2024	Quantile mortality modelling of multiple populations via neural networks. (2024). Scognamiglio, Salvatore ; Marino, Zelda ; Corsaro, Stefania. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:116:y:2024:i:c:p:114-133. Full description at Econpapers \|\| Download paper
2024	Effective experience rating for large insurance portfolios via surrogate modeling. (2024). Lin, Sheldon X ; Vanegas, Sebastian Calcetero ; Badescu, Andrei L. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:118:y:2024:i:c:p:25-43. Full description at Econpapers \|\| Download paper
2024
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2024
2024	Pooling functional disability and mortality in long-term care insurance and care annuities: A matrix approach for multi-state pools. (2024). Ziveyi, Jonathan ; Villegas, Andres M ; Sherris, Michael ; Kabuche, Doreen. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:116:y:2024:i:c:p:165-188. Full description at Econpapers \|\| Download paper
2024	Benefit volatility-targeting strategies in lifetime pension pools. (2024). Begin, Jean-Franois ; Sanders, Barbara. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:118:y:2024:i:c:p:72-94. Full description at Econpapers \|\| Download paper
2024	Bowley solution under the reinsurers default risk. (2024). Zhang, Yiying ; Cheung, Ka Chun ; Chen, Yanhong. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:115:y:2024:i:c:p:36-61. Full description at Econpapers \|\| Download paper
2024
2024
2024
2024	Modeling mispricing risk of defined contribution pension plan with a meanâvariance criteria. (2024). Wang, Zihui. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001621. Full description at Econpapers \|\| Download paper
2024	Diversification quotient based on expectiles. (2024). Wang, Hao ; Lin, Liyuan ; Han, Xia. In: Papers. RePEc:arx:papers:2411.14646. Full description at Econpapers \|\| Download paper
2024
2024
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2024	. Full description at Econpapers \|\| Download paper
2024	Enhancing Valuation of Variable Annuities in L\evy Models with Stochastic Interest Rate. (2024). Zanette, Antonino ; Wei, Xiao ; Molent, Andrea ; Goudenege, Ludovic. In: Papers. RePEc:arx:papers:2404.07658. Full description at Econpapers \|\| Download paper
2024
2024	A Two-layer Stochastic Game Approach to Reinsurance Contracting and Competition. (2024). Zou, Bin ; Xia, YI ; Liang, Zongxia. In: Papers. RePEc:arx:papers:2405.06235. Full description at Econpapers \|\| Download paper
2024

Recent citations

Recent citations received in 2024

Year	Citing document
2024	The Riccati Tontine: How to Satisfy Regulators on Average. (2024). Milevsky, Moshe ; Salisbury, Thomas S. In: Papers. RePEc:arx:papers:2402.14555. Full description at Econpapers \|\| Download paper
2024	A Revisit of the Optimal Excess-of-Loss Contract. (2024). Wang, Qiuqi ; Peng, Liang ; Fung, Tsz Chai ; Asimit, Vali ; Aboagye, Ernest. In: Papers. RePEc:arx:papers:2405.00188. Full description at Econpapers \|\| Download paper
2024	A hybrid variable annuity contract embedded with living and death benefit riders. (2024). Ziveyi, Jonathan ; Thirurajah, Samuel ; Garcia, Jennifer Alonso. In: ULB Institutional Repository. RePEc:ulb:ulbeco:2013/385588. Full description at Econpapers \|\| Download paper

Recent citations received in 2023

Year	Citing document
2023	A cohort-based Partial Internal Model for demographic risk. (2023). Savelli, Nino ; Clemente, Gian Paolo ; della Corte, Francesco. In: Papers. RePEc:arx:papers:2307.03090. Full description at Econpapers \|\| Download paper
2023	. Full description at Econpapers \|\| Download paper
2023	Markov-Switching Bayesian Vector Autoregression Model in Mortality Forecasting. (2023). Droms, Sean ; Brewer, Patrick ; Smith, Barry R ; Fu, Wanying. In: Risks. RePEc:gam:jrisks:v:11:y:2023:i:9:p:152-:d:1222432. Full description at Econpapers \|\| Download paper

Recent citations received in 2022

Year	Citing document
2022	Allocation of benefits in mutual aid and survivor funds. (2022). Robert, Christian Y ; Denuit, Michel. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2022029. Full description at Econpapers \|\| Download paper
2022	A multi-task network approach for calculating discrimination-free insurance prices. (2022). Wuthrich, Mario V ; Tsanakas, Andreas ; Richman, Ronald ; Lindholm, Mathias. In: Papers. RePEc:arx:papers:2207.02799. Full description at Econpapers \|\| Download paper
2022	A Discussion of Discrimination and Fairness in Insurance Pricing. (2022). Wuthrich, Mario V ; Tsanakas, Andreas ; Richman, Ronald ; Lindholm, Mathias. In: Papers. RePEc:arx:papers:2209.00858. Full description at Econpapers \|\| Download paper
2022	Leveraging deep neural networks to estimate age-specific mortality from life expectancy at birth. (2022). Aburto, Jose Manuel ; Levantesi, Susanna ; Nigri, Andrea. In: Demographic Research. RePEc:dem:demres:v:47:y:2022:i:8. Full description at Econpapers \|\| Download paper
2022	Future global electricity demand load curves. (2022). Muoz, Raul Maicas ; de Boer, Harmen-Sytze ; Castillo, Victhalia Zapata ; van Vuuren, Detlef ; Benders, Rene. In: Energy. RePEc:eee:energy:v:258:y:2022:i:c:s0360544222016449. Full description at Econpapers \|\| Download paper
2022	Insurance with heterogeneous preferences. (2022). Liu, Fangda ; Boonen, Tim J. In: Journal of Mathematical Economics. RePEc:eee:mateco:v:102:y:2022:i:c:s030440682200074x. Full description at Econpapers \|\| Download paper
2022	Sex Differential Dynamics in Coherent Mortality Models. (2022). Jallbjorn, Snorre ; Jarner, Soren Fiig. In: Forecasting. RePEc:gam:jforec:v:4:y:2022:i:4:p:45-844:d:929756. Full description at Econpapers \|\| Download paper
2022	. Full description at Econpapers \|\| Download paper
2022	. Full description at Econpapers \|\| Download paper
2022	Heat Equation as a Tool for Outliers Mitigation in Run-Off Triangles for Valuing the Technical Provisions in Non-Life Insurance Business. (2022). Mokrisova, Martina ; Rovnak, Martin ; Bakon, Matus ; Barlak, Jan. In: Risks. RePEc:gam:jrisks:v:10:y:2022:i:9:p:171-:d:899780. Full description at Econpapers \|\| Download paper
2022	Modelling USA Age-Cohort Mortality: A Comparison of Multi-Factor Affine Mortality Models. (2022). Ziveyi, Jonathan ; Villegas, Andres M ; Sherris, Michael ; Huang, Zhiping. In: Risks. RePEc:gam:jrisks:v:10:y:2022:i:9:p:183-:d:915479. Full description at Econpapers \|\| Download paper
2022	Analysis of IBNR Liabilities with Interevent Times Depending on Claim Counts. (2022). Geiger, Daniel J ; Adekpedjou, Akim. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:24:y:2022:i:2:d:10.1007_s11009-022-09950-5. Full description at Econpapers \|\| Download paper

Recent citations received in 2021

Year	Citing document
2021	Risk measures induced by efficient insurance contracts. (2021). Zitikis, Ricardas ; Wang, Ruodu. In: Papers. RePEc:arx:papers:2109.00314. Full description at Econpapers \|\| Download paper
2021	A combined analysis of hedge effectiveness and capital efficiency in longevity hedging. (2021). Russ, Jochen ; Freimann, Arne ; Borger, Matthias . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:99:y:2021:i:c:p:309-326. Full description at Econpapers \|\| Download paper
2021	An expectation-maximization algorithm for the exponential-generalized inverse Gaussian regression model with varying dispersion and shape for modelling the aggregate claim amount. (2021). Jeong, Himchan ; Tzougas, George. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:108210. Full description at Econpapers \|\| Download paper
2021	. Full description at Econpapers \|\| Download paper
2021	Stochastic Claims Reserving Methods with State Space Representations: A Review. (2021). Johannssen, Arne ; Chukhrova, Nataliya. In: Risks. RePEc:gam:jrisks:v:9:y:2021:i:11:p:198-:d:672160. Full description at Econpapers \|\| Download paper
2021	Kalman Filter Learning Algorithms and State Space Representations for Stochastic Claims Reserving. (2021). Johannssen, Arne ; Chukhrova, Nataliya. In: Risks. RePEc:gam:jrisks:v:9:y:2021:i:6:p:112-:d:569870. Full description at Econpapers \|\| Download paper
2021	The Combined Stop-Loss and Quota-Share Reinsurance: Conditional Tail Expectation-Based Optimization from the Joint Perspective of Insurer and Reinsurer. (2021). Sari, Suci ; Hakim, Arief ; Syuhada, Khreshna. In: Risks. RePEc:gam:jrisks:v:9:y:2021:i:7:p:125-:d:587197. Full description at Econpapers \|\| Download paper

10 most frequent citing series

#	Series	H	Cites
1	Insurance: Mathematics and Economics / Elsevier	56	658
2	Papers / arXiv.org	90	503
3	Risks / MDPI	18	225
4			141
5	Methodology and Computing in Applied Probability / Springer	15	78
6	LIDAM Discussion Papers ISBA / UniversitÃ© catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA)	12	65
7	European Journal of Operational Research / Elsevier	135	61
8	Journal of Risk & Insurance / The American Risk and Insurance Association	45	46
9	The Geneva Papers on Risk and Insurance - Issues and Practice / Palgrave Macmillan	25	40
10	Applied Mathematics and Computation / Elsevier	31	40
11	LSE Research Online Documents on Economics / London School of Economics and Political Science, LSE Library	132	31