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

Citation Profile [Updated: 2025-04-15 08:32:09]

5 Years H Index

Impact Factor (IF)

0.32

5 Years IF

0.33

Data available in this report

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

Main indicators

Raw Data

	IF	AIF	CIF	IF5	DOC	CDO	CIT	NCI	CCU	D2Y	C2Y	D5Y	C5Y	SC	%SC	CiY	II	AII
1997	0	0.24	0.02	0	89	89	72	1	2	0		0			0	1	0.01	0.11
1998	0.02	0.28	0.02	0.02	97	186	649	4	6	89	2	89	2		0	2	0.02	0.13
1999	0.05	0.3	0.07	0.05	102	288	220	19	25	186	10	186	10		0	8	0.08	0.15
2000	0.07	0.36	0.08	0.06	84	372	376	29	54	199	13	288	18		0	5	0.06	0.16
2001	0.06	0.39	0.06	0.06	76	448	243	28	83	186	11	372	24		0	1	0.01	0.17
2002	0.09	0.41	0.11	0.1	48	496	105	53	136	160	15	448	45		0	2	0.04	0.21
2003	0.04	0.44	0.1	0.1	52	548	397	54	190	124	5	407	40		0	4	0.08	0.22
2004	0.18	0.49	0.14	0.11	57	605	203	85	275	100	18	362	39	1	1.2	1	0.02	0.22
2005	0.17	0.51	0.13	0.1	55	660	317	86	361	109	18	317	33		0	5	0.09	0.23
2006	0.18	0.5	0.15	0.14	59	719	201	105	466	112	20	288	40		0		0	0.23
2007	0.12	0.46	0.11	0.13	70	789	328	87	553	114	14	271	35		0	2	0.03	0.2
2008	0.14	0.49	0.21	0.19	41	830	93	177	731	129	18	293	57		0		0	0.23
2009	0.18	0.48	0.24	0.18	36	866	427	203	935	111	20	282	50	1	0.5	3	0.08	0.24
2010	0.22	0.48	0.21	0.21	33	899	151	190	1126	77	17	261	56		0	2	0.06	0.21
2011	0.38	0.52	0.22	0.21	33	932	312	207	1333	69	26	239	50	1	0.5	19	0.58	0.24
2012	0.27	0.52	0.24	0.27	15	947	47	229	1562	66	18	213	57		0		0	0.22
2013	0.42	0.56	0.29	0.35	22	969	84	277	1840	48	20	158	56		0	1	0.05	0.24
2014	0.19	0.55	0.2	0.34	30	999	233	201	2041	37	7	139	47		0	3	0.1	0.23
2015	0.5	0.55	0.27	0.41	23	1022	71	277	2318	52	26	133	54		0	2	0.09	0.23
2016	0.47	0.52	0.29	0.38	28	1050	49	307	2625	53	25	123	47		0	1	0.04	0.21
2017	0.24	0.54	0.23	0.32	35	1085	123	251	2877	51	12	118	38	9	3.6	3	0.09	0.21
2018	0.27	0.55	0.29	0.35	32	1117	95	327	3205	63	17	138	48		0	7	0.22	0.23
2019	0.36	0.56	0.29	0.37	33	1150	80	332	3537	67	24	148	55		0	7	0.21	0.22
2020	0.37	0.68	0.33	0.35	40	1190	64	388	3925	65	24	151	53		0	3	0.08	0.32
2021	0.34	0.8	0.4	0.39	59	1249	90	494	4419	73	25	168	65		0	36	0.61	0.29
2022	0.38	0.83	0.3	0.4	31	1280	38	386	4805	99	38	199	80		0	5	0.16	0.25
2023	0.43	0.8	0.25	0.34	42	1322	11	337	5142	90	39	195	66		0	1	0.02	0.22
2024	0.32	1.02	0.23	0.33	41	1363	1	309	5451	73	23	205	68		0	2	0.05	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	1998	Understanding Relationships Using Copulas. (1998). Frees, Edward ; Valdez, Emiliano . In: North American Actuarial Journal. RePEc:taf:uaajxx:v:2:y:1998:i:1:p:1-25. Full description at Econpapers \|\| Download paper	283
2	1998	On the Time Value of Ruin. (1998). Gerber, Hans ; Shiu, Elias. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:2:y:1998:i:1:p:48-72. Full description at Econpapers \|\| Download paper	254
3	2009	A Quantitative Comparison of Stochastic Mortality Models Using Data From England and Wales and the United States. (2009). Cairns, Andrew ; Balevich, Igor ; Ong, Alen ; Epstein, David ; Coughlan, Guy ; Dowd, Kevin ; Blake, David. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:13:y:2009:i:1:p:1-35. Full description at Econpapers \|\| Download paper	201
4	2000	The Lee-Carter Method for Forecasting Mortality, with Various Extensions and Applications. (2000). Lee, Ronald. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:4:y:2000:i:1:p:80-91. Full description at Econpapers \|\| Download paper	123
5	2001	A Regime-Switching Model of Long-Term Stock Returns. (2001). Hardy, Mary . In: North American Actuarial Journal. RePEc:taf:uaajxx:v:5:y:2001:i:2:p:41-53. Full description at Econpapers \|\| Download paper	122
6	2003	Tail Conditional Expectations for Elliptical Distributions. (2003). Landsman, Zinoviy ; Valdez, Emiliano . In: North American Actuarial Journal. RePEc:taf:uaajxx:v:7:y:2003:i:4:p:55-71. Full description at Econpapers \|\| Download paper	118
7	1999	Extreme Value Theory as a Risk Management Tool. (1999). Embrechts, Paul ; Samorodnitsky, Gennady ; Resnick, Sidney. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:3:y:1999:i:2:p:30-41. Full description at Econpapers \|\| Download paper	115
8	2009	Strategies for Dividend Distribution: A Review. (2009). Avanzi, Benjamin. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:13:y:2009:i:2:p:217-251. Full description at Econpapers \|\| Download paper	94
9	2005	Minimizing the Probability of Ruin When Claims Follow Brownian Motion with Drift. (2005). Promislow, David S ; Young, Virginia . In: North American Actuarial Journal. RePEc:taf:uaajxx:v:9:y:2005:i:3:p:110-128. Full description at Econpapers \|\| Download paper	93
10	2007	Risk Classification for Claim Counts. (2007). Boucher, Jean-Philippe ; Guillen, Montserrat ; Denuit, Michel. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:11:y:2007:i:4:p:110-131. Full description at Econpapers \|\| Download paper	80
11	2011	Measuring Basis Risk in Longevity Hedges. (2011). Li, Johnny ; Hardy, Mary . In: North American Actuarial Journal. RePEc:taf:uaajxx:v:15:y:2011:i:2:p:177-200. Full description at Econpapers \|\| Download paper	73
12	2003	Economic Capital Allocation Derived from Risk Measures. (2003). Dhaene, Jan ; Kaas, Rob ; Goovaerts, Mark. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:7:y:2003:i:2:p:44-56. Full description at Econpapers \|\| Download paper	70
13	2005	The Time Value of Ruin in a Sparre Andersen Model. (2005). Gerber, Hans ; Shiu, Elias. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:9:y:2005:i:2:p:49-69. Full description at Econpapers \|\| Download paper	62
14	2006	On Optimal Dividend Strategies In The Compound Poisson Model. (2006). Gerber, Hans ; Shiu, Elias. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:10:y:2006:i:2:p:76-93. Full description at Econpapers \|\| Download paper	61
15	1999	Application of Coherent Risk Measures to Capital Requirements in Insurance. (1999). Artzner, Philippe. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:3:y:1999:i:2:p:11-25. Full description at Econpapers \|\| Download paper	53
16	2011	A Gravity Model of Mortality Rates for Two Related Populations. (2011). Dowd, Kevin ; Khalaf-Allah, Marwa ; Coughlan, Guy ; Blake, David ; Cairns, Andrew . In: North American Actuarial Journal. RePEc:taf:uaajxx:v:15:y:2011:i:2:p:334-356. Full description at Econpapers \|\| Download paper	53
17	2007	Natural Hedging of Life and Annuity Mortality Risks. (2007). Cox, Samuel ; Lin, Yijia. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:11:y:2007:i:3:p:1-15. Full description at Econpapers \|\| Download paper	52
18	2003	Empirical Estimation of Risk Measures and Related Quantities. (2003). Jones, Bruce ; Zitikis, Riardas. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:7:y:2003:i:4:p:44-54. Full description at Econpapers \|\| Download paper	51
19	2004	Optimal Investment Strategy to Minimize the Probability of Lifetime Ruin. (2004). Young, Virginia . In: North American Actuarial Journal. RePEc:taf:uaajxx:v:8:y:2004:i:4:p:106-126. Full description at Econpapers \|\| Download paper	47
20	2011	Longevity Hedging 101. (2011). Coughlan, Guy ; Dowd, Kevin ; Blake, David ; Cairns, Andrew ; Kumar, Sumit ; Ye, Yijing ; Khalaf-Allah, Marwa . In: North American Actuarial Journal. RePEc:taf:uaajxx:v:15:y:2011:i:2:p:150-176. Full description at Econpapers \|\| Download paper	47
21	2014	On the Modeling and Forecasting of Socioeconomic Mortality Differentials: An Application to Deprivation and Mortality in England. (2014). Villegas, Andres ; Haberman, Steven. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:18:y:2014:i:1:p:168-193. Full description at Econpapers \|\| Download paper	43
22	2000	Catastrophe Risk Bonds. (2000). Cox, Samuel ; Pedersen, Hal. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:4:y:2000:i:4:p:56-82. Full description at Econpapers \|\| Download paper	41
23	2000	Valuing Equity-Indexed Annuities. (2000). Tiong, Serena . In: North American Actuarial Journal. RePEc:taf:uaajxx:v:4:y:2000:i:4:p:149-163. Full description at Econpapers \|\| Download paper	40
24	2014	Developing Equity Release Markets: Risk Analysis for Reverse Mortgages and Home Reversions. (2014). Lai, Daniela ; Sherris, Michael ; Hanewald, Katja ; Cho, Daniel ; Chen, Hua ; Alai, Daniel . In: North American Actuarial Journal. RePEc:taf:uaajxx:v:18:y:2014:i:1:p:217-241. Full description at Econpapers \|\| Download paper	38
25	2000	The Integration of the Financial Services Industry. (2000). Berger, Allen . In: North American Actuarial Journal. RePEc:taf:uaajxx:v:4:y:2000:i:3:p:25-45. Full description at Econpapers \|\| Download paper	38
26	2010	Modeling and Evaluating Insurance Losses Via Mixtures of Erlang Distributions. (2010). Lee, Simon ; Lin, X. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:14:y:2010:i:1:p:107-130. Full description at Econpapers \|\| Download paper	36
27	2011	Mortality Regimes and Pricing. (2011). Milidonis, Andreas ; Cox, Samuel ; Lin, Yijia. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:15:y:2011:i:2:p:266-289. Full description at Econpapers \|\| Download paper	34
28	1998	An Actuarial Index of the Right-Tail Risk. (1998). Wang, Shaun . In: North American Actuarial Journal. RePEc:taf:uaajxx:v:2:y:1998:i:2:p:88-101. Full description at Econpapers \|\| Download paper	34
29	2000	Self-Annuitization and Ruin in Retirement. (2000). Milevsky, Moshe ; Robinson, Chris. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:4:y:2000:i:4:p:112-124. Full description at Econpapers \|\| Download paper	32
30	2005	Modeling Surrender and Lapse Rates With Economic Variables. (2005). Kim, Changki. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:9:y:2005:i:4:p:56-70. Full description at Econpapers \|\| Download paper	31
31	2009	Weighted Pricing Functionals With Applications to Insurance. (2009). Furman, Edward ; Zitikis, Riardas. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:13:y:2009:i:4:p:483-496. Full description at Econpapers \|\| Download paper	31
32	2011	Mortality Measurement at Advanced Ages. (2011). Gavrilov, Leonid ; Gavrilova, Natalia . In: North American Actuarial Journal. RePEc:taf:uaajxx:v:15:y:2011:i:3:p:432-447. Full description at Econpapers \|\| Download paper	31
33	2007	On the Class of Erlang Mixtures with Risk Theoretic Applications. (2007). Willmot, Gordon ; Woo, Jae-Kyung. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:11:y:2007:i:2:p:99-115. Full description at Econpapers \|\| Download paper	30
34	2004	Projecting Mortality Trends. (2004). Wong-Fupuy, Carlos ; Haberman, Steven. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:8:y:2004:i:2:p:56-83. Full description at Econpapers \|\| Download paper	29
35	2010	Backtesting Stochastic Mortality Models. (2010). Dowd, Kevin ; Khalaf-Allah, Marwa ; Epstein, David ; Coughlan, Guy ; Blake, David ; Cairns, Andrew . In: North American Actuarial Journal. RePEc:taf:uaajxx:v:14:y:2010:i:3:p:281-298. Full description at Econpapers \|\| Download paper	29
36	2011	Explaining Mortality Dynamics. (2011). Hanewald, Katja . In: North American Actuarial Journal. RePEc:taf:uaajxx:v:15:y:2011:i:2:p:290-314. Full description at Econpapers \|\| Download paper	28
37	2004	Optimal Investment for an Insurer to Minimize Its Probability of Ruin. (2004). Liu, Chi ; Yang, Hailiang. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:8:y:2004:i:2:p:11-31. Full description at Econpapers \|\| Download paper	28
38	2005	Credibility Using Copulas. (2005). Frees, Edward ; Wang, Ping. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:9:y:2005:i:2:p:31-48. Full description at Econpapers \|\| Download paper	28
39	2003	Valuation of Equity-Indexed Annuities Under Stochastic Interest Rates. (2003). Lin, Sheldon X ; Tan, Ken Seng. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:7:y:2003:i:4:p:72-91. Full description at Econpapers \|\| Download paper	26
40	2014	A General Procedure for Constructing Mortality Models. (2014). Hunt, Andrew ; Blake, David. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:18:y:2014:i:1:p:116-138. Full description at Econpapers \|\| Download paper	26
41	2009	Pricing Annuity Guarantees Under a Regime-Switching Model. (2009). Lin, X ; Yang, Hailiang ; Tan, Ken . In: North American Actuarial Journal. RePEc:taf:uaajxx:v:13:y:2009:i:3:p:316-332. Full description at Econpapers \|\| Download paper	25
42	2001	Optimal Annuitization Policies. (2001). Milevsky, Moshe Arye. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:5:y:2001:i:1:p:57-69. Full description at Econpapers \|\| Download paper	24
43	2003	Equity-Indexed Life Insurance: Pricing and Reserving Using the Principle of Equivalent Utility. (2003). Young, Virginia . In: North American Actuarial Journal. RePEc:taf:uaajxx:v:7:y:2003:i:1:p:68-86. Full description at Econpapers \|\| Download paper	24
44	2014	The CBD Mortality Indexes: Modeling and Applications. (2014). Chan, Wai-Sum ; Li, Jackie. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:18:y:2014:i:1:p:38-58. Full description at Econpapers \|\| Download paper	24
45	2014	Modeling Period Effects in Multi-Population Mortality Models: Applications to Solvency II. (2014). Zhou, Rui ; Tan, Ken ; Li, Johnny ; Kaufhold, Kai ; Wang, Yujiao. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:18:y:2014:i:1:p:150-167. Full description at Econpapers \|\| Download paper	24
46	2003	Pricing Guaranteed Life Insurance Participating Policies with Annual Premiums and Surrender Option. (2003). Bacinello, Anna Rita . In: North American Actuarial Journal. RePEc:taf:uaajxx:v:7:y:2003:i:3:p:1-17. Full description at Econpapers \|\| Download paper	23
47	2005	Real Longevity Insurance with a Deductible: Introduction to Advanced-Life Delayed Annuities (ALDA). (2005). Milevsky, Moshe . In: North American Actuarial Journal. RePEc:taf:uaajxx:v:9:y:2005:i:4:p:109-122. Full description at Econpapers \|\| Download paper	23
48	2003	Geometric Brownian Motion Models for Assets and Liabilities: From Pension Funding to Optimal Dividends. (2003). Gerber, Hans ; Shiu, Elias. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:7:y:2003:i:3:p:37-51. Full description at Econpapers \|\| Download paper	22
49	2011	Predicting the Frequency and Amount of Health Care Expenditures. (2011). Frees, Edward ; Rosenberg, Marjorie ; Gao, Jie. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:15:y:2011:i:3:p:377-392. Full description at Econpapers \|\| Download paper	21
50	2003	Pricing Lookback Options and Dynamic Guarantees. (2003). Gerber, Hans ; Shiu, Elias. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:7:y:2003:i:1:p:48-66. Full description at Econpapers \|\| Download paper	21

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

#	Year	Title	Cited
1	2009	A Quantitative Comparison of Stochastic Mortality Models Using Data From England and Wales and the United States. (2009). Cairns, Andrew ; Balevich, Igor ; Ong, Alen ; Epstein, David ; Coughlan, Guy ; Dowd, Kevin ; Blake, David. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:13:y:2009:i:1:p:1-35. Full description at Econpapers \|\| Download paper	25
2	1999	Extreme Value Theory as a Risk Management Tool. (1999). Embrechts, Paul ; Samorodnitsky, Gennady ; Resnick, Sidney. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:3:y:1999:i:2:p:30-41. Full description at Econpapers \|\| Download paper	17
3	2001	A Regime-Switching Model of Long-Term Stock Returns. (2001). Hardy, Mary . In: North American Actuarial Journal. RePEc:taf:uaajxx:v:5:y:2001:i:2:p:41-53. Full description at Econpapers \|\| Download paper	16
4	1998	On the Time Value of Ruin. (1998). Gerber, Hans ; Shiu, Elias. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:2:y:1998:i:1:p:48-72. Full description at Econpapers \|\| Download paper	15
5	1998	Understanding Relationships Using Copulas. (1998). Frees, Edward ; Valdez, Emiliano . In: North American Actuarial Journal. RePEc:taf:uaajxx:v:2:y:1998:i:1:p:1-25. Full description at Econpapers \|\| Download paper	15
6	2009	Strategies for Dividend Distribution: A Review. (2009). Avanzi, Benjamin. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:13:y:2009:i:2:p:217-251. Full description at Econpapers \|\| Download paper	12
7	2021	Boosting Insights in Insurance Tariff Plans with Tree-Based Machine Learning Methods. (2021). Verbelen, Roel ; Antonio, Katrien ; Cote, Marie-Pier ; Henckaerts, Roel. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:25:y:2021:i:2:p:255-285. Full description at Econpapers \|\| Download paper	11
8	1999	Application of Coherent Risk Measures to Capital Requirements in Insurance. (1999). Artzner, Philippe. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:3:y:1999:i:2:p:11-25. Full description at Econpapers \|\| Download paper	11
9	2005	Minimizing the Probability of Ruin When Claims Follow Brownian Motion with Drift. (2005). Promislow, David S ; Young, Virginia . In: North American Actuarial Journal. RePEc:taf:uaajxx:v:9:y:2005:i:3:p:110-128. Full description at Econpapers \|\| Download paper	11
10	2014	Developing Equity Release Markets: Risk Analysis for Reverse Mortgages and Home Reversions. (2014). Lai, Daniela ; Sherris, Michael ; Hanewald, Katja ; Cho, Daniel ; Chen, Hua ; Alai, Daniel . In: North American Actuarial Journal. RePEc:taf:uaajxx:v:18:y:2014:i:1:p:217-241. Full description at Econpapers \|\| Download paper	10
11	2006	On Optimal Dividend Strategies In The Compound Poisson Model. (2006). Gerber, Hans ; Shiu, Elias. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:10:y:2006:i:2:p:76-93. Full description at Econpapers \|\| Download paper	10
12	2003	Tail Conditional Expectations for Elliptical Distributions. (2003). Landsman, Zinoviy ; Valdez, Emiliano . In: North American Actuarial Journal. RePEc:taf:uaajxx:v:7:y:2003:i:4:p:55-71. Full description at Econpapers \|\| Download paper	8
13	2011	Measuring Basis Risk in Longevity Hedges. (2011). Li, Johnny ; Hardy, Mary . In: North American Actuarial Journal. RePEc:taf:uaajxx:v:15:y:2011:i:2:p:177-200. Full description at Econpapers \|\| Download paper	8
14	2011	A Gravity Model of Mortality Rates for Two Related Populations. (2011). Dowd, Kevin ; Khalaf-Allah, Marwa ; Coughlan, Guy ; Blake, David ; Cairns, Andrew . In: North American Actuarial Journal. RePEc:taf:uaajxx:v:15:y:2011:i:2:p:334-356. Full description at Econpapers \|\| Download paper	7
15	2020	Can Automobile Insurance Telematics Predict the Risk of Near-Miss Events?. (2020). Nielsen, Jens Perch ; Guillen, Montserrat ; Elpidorou, Valandis ; Prez-Marn, Ana M. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:24:y:2020:i:1:p:141-152. Full description at Econpapers \|\| Download paper	7
16	2022	Usage-Based InsuranceâImpact on Insurers and Potential Implications for InsurTech. (2022). Xu, Jianren ; Liebenberg, Andre ; Che, Xin. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:26:y:2022:i:3:p:428-455. Full description at Econpapers \|\| Download paper	6
17	2013	Forecasting Mortality Trends Allowing for Cause-of-Death Mortality Dependence. (2013). Arnold, Severine ; Sherris, Michael. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:17:y:2013:i:4:p:273-282. Full description at Econpapers \|\| Download paper	6
18	2021	Extreme Data Breach Losses: An Alternative Approach to Estimating Probable Maximum Loss for Data Breach Risk. (2021). Jung, Kwangmin. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:25:y:2021:i:4:p:580-603. Full description at Econpapers \|\| Download paper	6
19	2017	Policyholder Exercise Behavior in Life Insurance: The State of Affairs. (2017). Bauer, Daniel ; Zhu, Nan ; Ulm, Eric R ; Moenig, Thorsten ; Gao, Jin . In: North American Actuarial Journal. RePEc:taf:uaajxx:v:21:y:2017:i:4:p:485-501. Full description at Econpapers \|\| Download paper	6
20	2009	Pricing Annuity Guarantees Under a Regime-Switching Model. (2009). Lin, X ; Yang, Hailiang ; Tan, Ken . In: North American Actuarial Journal. RePEc:taf:uaajxx:v:13:y:2009:i:3:p:316-332. Full description at Econpapers \|\| Download paper	5
21	2010	Modeling and Evaluating Insurance Losses Via Mixtures of Erlang Distributions. (2010). Lee, Simon ; Lin, X. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:14:y:2010:i:1:p:107-130. Full description at Econpapers \|\| Download paper	5
22	2003	Empirical Estimation of Risk Measures and Related Quantities. (2003). Jones, Bruce ; Zitikis, Riardas. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:7:y:2003:i:4:p:44-54. Full description at Econpapers \|\| Download paper	5
23	2003	Pricing Lookback Options and Dynamic Guarantees. (2003). Gerber, Hans ; Shiu, Elias. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:7:y:2003:i:1:p:48-66. Full description at Econpapers \|\| Download paper	5
24	2019	Management of Portfolio Depletion Risk through Optimal Life Cycle Asset Allocation. (2019). Westmacott, Graham ; Vetzal, Kenneth R ; Forsyth, Peter A. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:23:y:2019:i:3:p:447-468. Full description at Econpapers \|\| Download paper	5
25	2022	Time-Consistent Investment and Reinsurance Strategies for MeanâVariance Insurers in N-Agent and Mean-Field Games. (2022). Hu, Xiang ; Guan, Guohui. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:26:y:2022:i:4:p:537-569. Full description at Econpapers \|\| Download paper	5
26	2022	Joint Extremes in Temperature and Mortality: A Bivariate POT Approach. (2022). Tang, Qihe ; Li, Han. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:26:y:2022:i:1:p:43-63. Full description at Econpapers \|\| Download paper	5
27	2000	Catastrophe Risk Bonds. (2000). Cox, Samuel ; Pedersen, Hal. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:4:y:2000:i:4:p:56-82. Full description at Econpapers \|\| Download paper	5
28	2014	Keeping Some Skin in the Game: How to Start a Capital Market in Longevity Risk Transfers. (2014). Biffis, Enrico ; Blake, David. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:18:y:2014:i:1:p:14-21. Full description at Econpapers \|\| Download paper	5
29	2018	CEO Overconfidence and Earnings Management: Evidence from Property-Liability Insurers Loss Reserves. (2018). Berry-Stolzle, Thomas R ; Xu, Jianren ; Eastman, Evan M. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:22:y:2018:i:3:p:380-404. Full description at Econpapers \|\| Download paper	5
30	2014	A General Procedure for Constructing Mortality Models. (2014). Hunt, Andrew ; Blake, David. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:18:y:2014:i:1:p:116-138. Full description at Econpapers \|\| Download paper	4
31	2000	Valuing Equity-Indexed Annuities. (2000). Tiong, Serena . In: North American Actuarial Journal. RePEc:taf:uaajxx:v:4:y:2000:i:4:p:149-163. Full description at Econpapers \|\| Download paper	4
32	2005	The Time Value of Ruin in a Sparre Andersen Model. (2005). Gerber, Hans ; Shiu, Elias. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:9:y:2005:i:2:p:49-69. Full description at Econpapers \|\| Download paper	4
33	2012	Asymptotic Analysis of Multivariate Tail Conditional Expectations. (2012). Zhu, LI ; Li, Haijun. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:16:y:2012:i:3:p:350-363. Full description at Econpapers \|\| Download paper	4
34	2004	Optimal Investment for an Insurer to Minimize Its Probability of Ruin. (2004). Liu, Chi ; Yang, Hailiang. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:8:y:2004:i:2:p:11-31. Full description at Econpapers \|\| Download paper	4
35	2007	On the Class of Erlang Mixtures with Risk Theoretic Applications. (2007). Willmot, Gordon ; Woo, Jae-Kyung. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:11:y:2007:i:2:p:99-115. Full description at Econpapers \|\| Download paper	4
36	2011	Predicting the Frequency and Amount of Health Care Expenditures. (2011). Frees, Edward ; Rosenberg, Marjorie ; Gao, Jie. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:15:y:2011:i:3:p:377-392. Full description at Econpapers \|\| Download paper	4
37	2021	Constructing Out-of-the-Money Longevity Hedges Using Parametric Mortality Indexes. (2021). Zhou, Kenneth Q ; Balasooriya, Uditha ; Li, Jackie. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:25:y:2021:i:s1:p:s341-s372. Full description at Econpapers \|\| Download paper	4
38	2022	Fitting Censored and Truncated Regression Data Using the Mixture of Experts Models. (2022). Lin, Sheldon X ; Badescu, Andrei L ; Fung, Tsz Chai. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:26:y:2022:i:4:p:496-520. Full description at Econpapers \|\| Download paper	4
39	2014	On the Modeling and Forecasting of Socioeconomic Mortality Differentials: An Application to Deprivation and Mortality in England. (2014). Villegas, Andres ; Haberman, Steven. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:18:y:2014:i:1:p:168-193. Full description at Econpapers \|\| Download paper	4
40	2021	New Solutions to an Age-Old Problem: Innovative Strategies for Managing Pension and Longevity Risk. (2021). Kessler, Amy. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:25:y:2021:i:s1:p:s7-s24. Full description at Econpapers \|\| Download paper	4
41	2020	Data Clustering with Actuarial Applications. (2020). Valdez, Emiliano A ; Gan, Guojun. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:24:y:2020:i:2:p:168-186. Full description at Econpapers \|\| Download paper	4
42	2019	Regression Tree Credibility Model. (2019). Weng, Chengguo ; Diao, Liqun. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:23:y:2019:i:2:p:169-196. Full description at Econpapers \|\| Download paper	4
43	2006	On The Expected Discounted Penalty function for LÃÂ©vy Risk Processes. (2006). Garrido, Jose ; Morales, Manuel. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:10:y:2006:i:4:p:196-216. Full description at Econpapers \|\| Download paper	4
44	2005	Real Longevity Insurance with a Deductible: Introduction to Advanced-Life Delayed Annuities (ALDA). (2005). Milevsky, Moshe . In: North American Actuarial Journal. RePEc:taf:uaajxx:v:9:y:2005:i:4:p:109-122. Full description at Econpapers \|\| Download paper	4
45	2018	Delta Boosting Machine with Application to General Insurance. (2018). Simon, ; Lin, Sheldon . In: North American Actuarial Journal. RePEc:taf:uaajxx:v:22:y:2018:i:3:p:405-425. Full description at Econpapers \|\| Download paper	4
46	2015	Causes-of-Death Mortality: What Do We Know on Their Dependence?. (2015). Arnold, Severine ; Sherris, Michael. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:19:y:2015:i:2:p:116-128. Full description at Econpapers \|\| Download paper	4
47	1999	Raising Value at Risk. (1999). Wirch, Julia Lynn. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:3:y:1999:i:2:p:106-115. Full description at Econpapers \|\| Download paper	4
48	2019	Cybersecurity Insurance: Modeling and Pricing. (2019). Hua, Lei ; Xu, Maochao. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:23:y:2019:i:2:p:220-249. Full description at Econpapers \|\| Download paper	4
49	2018	The Annuity Puzzle and an Outline of Its Solution. (2018). Oguledo, Victor I ; Ramsay, Colin M. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:22:y:2018:i:4:p:623-645. Full description at Econpapers \|\| Download paper	4
50	2014	Modeling Period Effects in Multi-Population Mortality Models: Applications to Solvency II. (2014). Zhou, Rui ; Tan, Ken ; Li, Johnny ; Kaufhold, Kai ; Wang, Yujiao. In: North American Actuarial Journal. RePEc:taf:uaajxx:v:18:y:2014:i:1:p:150-167. Full description at Econpapers \|\| Download paper	3

Citing documents used to compute impact factor: 23

Year	Title
2024
2024	Bayesian modelling of best-performance healthy life expectancy. (2024). Li, Jackie. In: Journal of Population Research. RePEc:spr:joprea:v:41:y:2024:i:2:d:10.1007_s12546-024-09330-5. Full description at Econpapers \|\| Download paper
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2024	Claim Reserving via Inverse Probability Weighting: A Micro-Level Chain-Ladder Method. (2023). Lin, Sheldon X ; Badescu, Andrei L ; Calcetero-Vanegas, Sebastian. In: Papers. RePEc:arx:papers:2307.10808. Full description at Econpapers \|\| Download paper
2024	Global banks and the picking order in internal capital markets: Do locational activity patterns matter?. (2024). Davino, Carmela. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:97:y:2024:i:c:s1042443124001495. Full description at Econpapers \|\| Download paper
2024
2024	A mean field game approach to optimal investment and risk control for competitive insurers. (2024). Zhou, Chao ; Wang, Shihua ; Bo, Lijun. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:116:y:2024:i:c:p:202-217. Full description at Econpapers \|\| Download paper
2024	Many-insurer robust games of reinsurance and investment under model uncertainty in incomplete markets. (2024). Xia, YI ; Liang, Zongxia ; Guan, Guohui. In: Papers. RePEc:arx:papers:2412.09157. Full description at Econpapers \|\| Download paper
2024
2024
2024	Mortality modelling with arrival of additional year of mortality data: Calibration and forecasting. (2024). Kuen, Kenny Kam ; Shi, Yanlin ; Zhang, Jinhui ; It, Chong. In: Demographic Research. RePEc:dem:demres:v:50:y:2024:i:28. Full description at Econpapers \|\| Download paper
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2024	Measuring climate change from an actuarial perspective: A survey of insurance applications. (2024). Vilarzann, Jos Luis ; Zhou, Nan ; Herasmartnez, Antonio Jos ; Garrido, Jose. In: Global Policy. RePEc:bla:glopol:v:15:y:2024:i:s7:p:34-46. Full description at Econpapers \|\| Download paper
2024

Recent citations

Recent citations received in 2024

Year	Citing document
2024	Counter-monotonic Risk Sharing with Heterogeneous Distortion Risk Measures. (2024). Wang, Ruodu ; Ren, Qinghua ; Ghossoub, Mario. In: Papers. RePEc:arx:papers:2412.00655. Full description at Econpapers \|\| Download paper
2024	A silent revolution: Rapid rise of cycling to school in rural India. (2024). Agrawal, Srishti ; Goel, Rahul ; Seth, Adit. In: Journal of Transport Geography. RePEc:eee:jotrge:v:119:y:2024:i:c:s0966692324001595. Full description at Econpapers \|\| Download paper

Recent citations received in 2023

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

Recent citations received in 2022

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

Recent citations received in 2021

Year	Citing document
2021	Joint Models for Cause-of-Death Mortality in Multiple Populations. (2021). Ludkovski, Mike ; Huynh, Nhan. In: Papers. RePEc:arx:papers:2111.06631. Full description at Econpapers \|\| Download paper
2021	Deep Quantile and Deep Composite Model Regression. (2021). Wuthrich, Mario V ; Merz, Michael ; Fissler, Tobias. In: Papers. RePEc:arx:papers:2112.03075. Full description at Econpapers \|\| Download paper
2021	Multivariate matrix-exponential affine mixtures and their applications in risk theory. (2021). Woo, Jae-Kyung ; Peralta, Oscar. In: Papers. RePEc:arx:papers:2201.11122. Full description at Econpapers \|\| Download paper
2021	Intergenerational Actuarial Fairness when Longevity Increases: Amending the Retirement Age. (2021). Palmer, Edward ; Holzmann, Robert ; Ayuso, Mercedes ; Miguelbravo, Jorge. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9408. Full description at Econpapers \|\| Download paper
2021	Addressing the life expectancy gap in pension policy. (2021). Palmer, Edward ; Holzmann, Robert ; Ayuso, Mercedes ; Bravo, Jorge M. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:99:y:2021:i:c:p:200-221. 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	Longevity risk and capital markets: The 2019-20 update. (2021). , Andrew ; Blake, David. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:99:y:2021:i:c:p:395-439. Full description at Econpapers \|\| Download paper
2021	Pooling mortality risk in Eurozone state pension liabilities: An application of a Bayesian coherent multi-population cohort-based mortality model. (2021). Wang, Po-Lin ; McCarthy, David G. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:99:y:2021:i:c:p:459-485. Full description at Econpapers \|\| Download paper
2021	Automatic Indexation of the Pension Age to Life Expectancy: When Policy Design Matters. (2021). Holzmann, Robert ; Bravo, Jorge ; Ayuso, Mercedes ; Palmer, Edward. In: Risks. RePEc:gam:jrisks:v:9:y:2021:i:5:p:96-:d:554249. Full description at Econpapers \|\| Download paper

10 most frequent citing series

#	Series	H	Cites
1	Insurance: Mathematics and Economics / Elsevier	56	475
2	Papers / arXiv.org	92	276
3	Risks / MDPI	19	165
4			95
5	Methodology and Computing in Applied Probability / Springer	15	49
6	The Geneva Papers on Risk and Insurance - Issues and Practice / Palgrave Macmillan	25	46
7	Journal of Risk & Insurance / The American Risk and Insurance Association	46	46
8	European Journal of Operational Research / Elsevier	135	35
9	LIDAM Discussion Papers ISBA / UniversitÃ© catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA)	13	23
10	SocArXiv / Center for Open Science	31	22
11	Decisions in Economics and Finance / Springer	11	20