Annals of Actuarial Science / Cambridge University Press
Citation Profile [Updated: 2026-03-14 21:09:38]
5 Years H Index
12
Impact Factor (IF)
0.32
5 Years IF
0.36
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
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Main indicators
Raw Data
| IF | AIF | CIF | IF5 | DOC | CDO | CIT | NCI | CCU | D2Y | C2Y | D5Y | C5Y | SC | %SC | CiY | II | AII | |
| 2006 | 0 | 0.49 | 0 | 0 | 22 | 22 | 57 | 0 | 0 | 0 | 0 | 0 | 0.22 | |||||
| 2007 | 0.05 | 0.44 | 0.07 | 0.05 | 20 | 42 | 16 | 3 | 3 | 22 | 1 | 22 | 1 | 0 | 2 | 0.1 | 0.2 | |
| 2008 | 0.07 | 0.47 | 0.05 | 0.07 | 14 | 56 | 162 | 3 | 6 | 42 | 3 | 42 | 3 | 0 | 0 | 0.22 | ||
| 2009 | 0.12 | 0.46 | 0.08 | 0.11 | 23 | 79 | 20 | 6 | 12 | 34 | 4 | 56 | 6 | 0 | 0 | 0.23 | ||
| 2011 | 0 | 0.51 | 0.17 | 0.19 | 24 | 103 | 39 | 17 | 34 | 23 | 79 | 15 | 0 | 1 | 0.04 | 0.23 | ||
| 2012 | 0.04 | 0.5 | 0.09 | 0.1 | 23 | 126 | 28 | 11 | 45 | 24 | 1 | 81 | 8 | 0 | 0 | 0.21 | ||
| 2013 | 0.09 | 0.54 | 0.12 | 0.12 | 26 | 152 | 86 | 18 | 63 | 47 | 4 | 84 | 10 | 0 | 2 | 0.08 | 0.24 | |
| 2014 | 0.04 | 0.53 | 0.11 | 0.07 | 21 | 173 | 30 | 19 | 82 | 49 | 2 | 96 | 7 | 0 | 0 | 0.22 | ||
| 2015 | 0.3 | 0.52 | 0.14 | 0.16 | 17 | 190 | 29 | 27 | 109 | 47 | 14 | 94 | 15 | 0 | 1 | 0.06 | 0.22 | |
| 2016 | 0.13 | 0.5 | 0.25 | 0.21 | 14 | 204 | 11 | 52 | 161 | 38 | 5 | 111 | 23 | 0 | 1 | 0.07 | 0.2 | |
| 2017 | 0.23 | 0.52 | 0.18 | 0.15 | 17 | 221 | 42 | 40 | 201 | 31 | 7 | 101 | 15 | 0 | 3 | 0.18 | 0.21 | |
| 2018 | 0.13 | 0.53 | 0.2 | 0.18 | 24 | 245 | 40 | 49 | 250 | 31 | 4 | 95 | 17 | 0 | 1 | 0.04 | 0.22 | |
| 2019 | 0.37 | 0.54 | 0.25 | 0.28 | 24 | 269 | 47 | 67 | 317 | 41 | 15 | 93 | 26 | 0 | 1 | 0.04 | 0.21 | |
| 2020 | 0.33 | 0.64 | 0.26 | 0.25 | 23 | 292 | 56 | 76 | 393 | 48 | 16 | 96 | 24 | 0 | 4 | 0.17 | 0.3 | |
| 2021 | 0.53 | 0.74 | 0.39 | 0.35 | 29 | 321 | 77 | 124 | 517 | 47 | 25 | 102 | 36 | 0 | 18 | 0.62 | 0.27 | |
| 2022 | 0.48 | 0.73 | 0.29 | 0.44 | 24 | 345 | 22 | 100 | 617 | 52 | 25 | 117 | 52 | 0 | 2 | 0.08 | 0.22 | |
| 2023 | 0.42 | 0.69 | 0.24 | 0.35 | 23 | 368 | 12 | 88 | 705 | 53 | 22 | 124 | 43 | 0 | 0 | 0.2 | ||
| 2024 | 0.19 | 0.81 | 0.23 | 0.33 | 27 | 395 | 10 | 90 | 795 | 47 | 9 | 123 | 40 | 0 | 3 | 0.11 | 0.23 | |
| 2025 | 0.32 | 0.18 | 0.36 | 7 | 402 | 0 | 72 | 867 | 50 | 16 | 126 | 45 | 0 | 0 |
| 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 | 2008 | Mortality 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 | 139 |
| 2 | 2013 | Diversification in heavy-tailed portfolios: properties and pitfalls. (2013). Embrechts, Paul ; Mainik, Georg . In: Annals of Actuarial Science. RePEc:cup:anacsi:v:7:y:2013:i:01:p:26-45_00. Full description at Econpapers || Download paper | 25 |
| 3 | 2008 | Individual 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. Full description at Econpapers || Download paper | 24 |
| 4 | 2006 | Predictive 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. Full description at Econpapers || Download paper | 23 |
| 5 | 2019 | Multivariate credibility modelling for usage-based motor insurance pricing with behavioural data. (2019). Guillen, Montserrat ; Denuit, Michel ; Trufin, Julien. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:13:y:2019:i:02:p:378-399_00. Full description at Econpapers || Download paper | 20 |
| 6 | 2021 | AI in actuarial science â a review of recent advances â 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 | 17 |
| 7 | 2021 | AI in actuarial science â a review of recent advances â 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 | 17 |
| 8 | 2013 | A scaling model for severity of operational losses using generalized additive models for location scale and shape (GAMLSS). (2013). Evans, John ; Ganegoda, Amandha . In: Annals of Actuarial Science. RePEc:cup:anacsi:v:7:y:2013:i:01:p:61-100_00. Full description at Econpapers || Download paper | 16 |
| 9 | 2011 | Minimizing the ruin probability through capital injections. (2011). Li, Shuanming ; Nie, Ciyu. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:5:y:2011:i:02:p:195-209_00. Full description at Econpapers || Download paper | 15 |
| 10 | 2013 | Investigating 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. Full description at Econpapers || Download paper | 15 |
| 11 | 2012 | A Semi-Markov Multiple State Model for Reverse Mortgage Terminations. (2012). Ji, Min ; Hardy, Mary ; Li, Johnny Siu-Hang. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:6:y:2012:i:02:p:235-257_00. Full description at Econpapers || Download paper | 14 |
| 12 | 2009 | Chain-Ladder as Maximum Likelihood Revisited. (2009). Nielsen, J P ; Kuang, D. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:4:y:2009:i:01:p:105-121_00. Full description at Econpapers || Download paper | 12 |
| 13 | 2011 | A 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. Full description at Econpapers || Download paper | 12 |
| 14 | 2021 | Multivariate Hawkes process for cyber insurance. (2021). Bessy-Roland, Yannick ; Hillairet, Caroline ; Boumezoued, Alexandre. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:15:y:2021:i:1:p:14-39_2. Full description at Econpapers || Download paper | 12 |
| 15 | 2014 | A 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. Full description at Econpapers || Download paper | 12 |
| 16 | 2017 | A unified approach to mortality modelling using state-space framework: characterisation, identification, estimation and forecasting. (2017). Shevchenko, Pavel V ; Fung, Man Chung ; Peters, Gareth W. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:11:y:2017:i:02:p:343-389_00. Full description at Econpapers || Download paper | 11 |
| 17 | 2021 | A neural network extension of the LeeâCarter model to multiple populations. (2021). Richman, Ronald ; Wuthrich, Mario V. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:15:y:2021:i:2:p:346-366_8. Full description at Econpapers || Download paper | 10 |
| 18 | 2018 | On age difference in joint lifetime modelling with life insurance annuity applications. (2018). Toukourou, Youssouf ; Ratovomirija, Gildas ; Dufresne, Franois ; Hashorva, Enkelejd. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:12:y:2018:i:02:p:350-371_00. Full description at Econpapers || Download paper | 10 |
| 19 | 2018 | Conditional 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. Full description at Econpapers || Download paper | 10 |
| 20 | 2015 | Modelling cause-of-death mortality and the impact of cause-elimination. (2015). Arnold, Severine ; Sherris, Michael ; Alai, Daniel H. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:9:y:2015:i:01:p:167-186_00. Full description at Econpapers || Download paper | 9 |
| 21 | 2006 | Unit-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. Full description at Econpapers || Download paper | 9 |
| 22 | 2006 | Income Inequality over the Later-Life Course: a Comparative Analysis of Seven OECD Countries. (2006). Prus, S G ; Brown, R L. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:1:y:2006:i:02:p:307-317_00. Full description at Econpapers || Download paper | 9 |
| 23 | 2017 | Telematic driving profile classification in car insurance pricing. (2017). Weidner, Wiltrud . In: Annals of Actuarial Science. RePEc:cup:anacsi:v:11:y:2017:i:02:p:213-236_00. Full description at Econpapers || Download paper | 9 |
| 24 | 2013 | Actuarial Applications of Multivariate Two-Part Regression Models. (2013). Lin, Xiao ; Jin, Xiaoli ; Frees, Edward W. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:7:y:2013:i:02:p:258-287_00. Full description at Econpapers || Download paper | 8 |
| 25 | 2006 | Regression 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. Full description at Econpapers || Download paper | 8 |
| 26 | 2013 | Dependence modelling in multivariate claims run-off triangles. (2013). Merz, Michael ; Wuthrich, Mario V ; Hashorva, Enkelejd. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:7:y:2013:i:01:p:3-25_00. Full description at Econpapers || Download paper | 8 |
| 27 | 2020 | Optimal portfolio choice with tontines under systematic longevity risk. (2020). Rogalla, Ralph ; Weinert, Jan-Hendrik ; Gemmo, Irina. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:14:y:2020:i:2:p:302-315_4. Full description at Econpapers || Download paper | 8 |
| 28 | 2006 | Optimal 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. Full description at Econpapers || Download paper | 8 |
| 29 | 2020 | CBDX: a workhorse mortality model from the CairnsâBlakeâDowd family. (2020). Blake, David ; Dowd, Kevin. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:14:y:2020:i:2:p:445-460_10. Full description at Econpapers || Download paper | 7 |
| 30 | 2020 | Forecasting 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. Full description at Econpapers || Download paper | 7 |
| 31 | 2019 | Optimal proportional reinsurance with common shock dependence to minimise the probability of drawdown. (2019). Liang, Zhibin ; Han, Xia ; Zhang, Caibin. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:13:y:2019:i:02:p:268-294_00. Full description at Econpapers || Download paper | 7 |
| 32 | 2015 | Experience 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. Full description at Econpapers || Download paper | 7 |
| 33 | 2020 | Identifiability 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. Full description at Econpapers || Download paper | 7 |
| 34 | 2021 | Mortality models incorporating long memory for life table estimation: a comprehensive analysis. (2021). Chan, Jennifer ; Yan, Hongxuan ; Peters, Gareth W. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:15:y:2021:i:3:p:567-604_7. Full description at Econpapers || Download paper | 7 |
| 35 | 2013 | Optimal 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. Full description at Econpapers || Download paper | 7 |
| 36 | 2020 | Variability in pension products: a comparison study between The Netherlands and Denmark. (2020). Kallestrup-Lamb, Malene ; Rangvid, Jesper ; Balter, Anne G. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:14:y:2020:i:2:p:338-357_6. Full description at Econpapers || Download paper | 6 |
| 37 | 2021 | Home and Motor insurance joined at a household level using multivariate credibility. (2021). Denuit, Michel ; Trufin, Julien ; Pechon, Florian. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:15:y:2021:i:1:p:82-114_5. Full description at Econpapers || Download paper | 6 |
| 38 | 2017 | Optimal 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. Full description at Econpapers || Download paper | 6 |
| 39 | 2019 | Modelling multi-state health transitions in China: a generalised linear model with time trends. (2019). Hanewald, Katja ; Li, Han ; Shao, Adam W. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:13:y:2019:i:01:p:145-165_00. Full description at Econpapers || Download paper | 6 |
| 40 | 2021 | A 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 | 6 |
| 41 | 2013 | Do not pay for a Danish interest guarantee. The law of the triple blow. (2013). Guillen, Montserrat ; Nielsen, Jens Perch ; Perez-Marin, Ana M ; Konicz, Agnieszka Karolina . In: Annals of Actuarial Science. RePEc:cup:anacsi:v:7:y:2013:i:02:p:192-209_00. Full description at Econpapers || Download paper | 6 |
| 42 | 2020 | Identifiability 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. Full description at Econpapers || Download paper | 6 |
| 43 | 2021 | LRMoE.jl: a software package for insurance loss modelling using mixture of experts regression model. (2021). Fung, Tsz Chai ; Tseung, Spark C ; Lin, Sheldon X ; Badescu, Andrei L. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:15:y:2021:i:2:p:419-440_11. Full description at Econpapers || Download paper | 5 |
| 44 | 2019 | Assessing basis risk in index-based longevity swap transactions. (2019). Tickle, Leonie ; Li, Johnny Siu-Hang ; It, Chong. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:13:y:2019:i:01:p:166-197_00. Full description at Econpapers || Download paper | 5 |
| 45 | 2009 | Mean Square Error of Prediction in the BornhuetterâFerguson Claims Reserving Method. (2009). Wuthrich, M V ; Merz, M ; Alai, D H. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:4:y:2009:i:01:p:7-31_00. Full description at Econpapers || Download paper | 5 |
| 46 | 2014 | Estimation of Disability Transition Probabilities in Australia II: Implementation. (2014). Hariyanto, Evan A. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:8:y:2014:i:01:p:156-175_00. Full description at Econpapers || Download paper | 5 |
| 47 | 2007 | Some Finite Time Ruin Problems. (2007). . In: Annals of Actuarial Science. RePEc:cup:anacsi:v:2:y:2007:i:02:p:217-232_00. Full description at Econpapers || Download paper | 5 |
| 48 | 2016 | Capturing non-exchangeable dependence in multivariate loss processes with nested Archimedean Lévy copulas. (2016). Yang, Xinda ; Tao, Jamie ; Wong, Bernard ; Avanzi, Benjamin. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:10:y:2016:i:01:p:87-117_00. Full description at Econpapers || Download paper | 5 |
| 49 | 2014 | Estimation of Disability Transition Probabilities in Australia I: Preliminary. (2014). Hariyanto, Evan A. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:8:y:2014:i:01:p:131-155_00. Full description at Econpapers || Download paper | 5 |
| 50 | 2020 | Constraints, 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. Full description at Econpapers || Download paper | 5 |
50 most relevant documents in this series (papers most cited in the last two years)
| # | Year | Title | Cited |
|---|---|---|---|
| 1 | 2021 | AI in actuarial science â a review of recent advances â 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 | 13 |
| 2 | 2021 | AI in actuarial science â a review of recent advances â 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 | 13 |
| 3 | 2008 | Mortality 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 | 9 |
| 4 | 2021 | Multivariate Hawkes process for cyber insurance. (2021). Bessy-Roland, Yannick ; Hillairet, Caroline ; Boumezoued, Alexandre. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:15:y:2021:i:1:p:14-39_2. Full description at Econpapers || Download paper | 7 |
| 5 | 2020 | Optimal portfolio choice with tontines under systematic longevity risk. (2020). Rogalla, Ralph ; Weinert, Jan-Hendrik ; Gemmo, Irina. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:14:y:2020:i:2:p:302-315_4. Full description at Econpapers || Download paper | 6 |
| 6 | 2019 | Multivariate credibility modelling for usage-based motor insurance pricing with behavioural data. (2019). Guillen, Montserrat ; Denuit, Michel ; Trufin, Julien. 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 |
| 7 | 2013 | Diversification in heavy-tailed portfolios: properties and pitfalls. (2013). Embrechts, Paul ; Mainik, Georg . In: Annals of Actuarial Science. RePEc:cup:anacsi:v:7:y:2013:i:01:p:26-45_00. Full description at Econpapers || Download paper | 4 |
| 8 | 2008 | Individual 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. Full description at Econpapers || Download paper | 3 |
| 9 | 2021 | A 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 | 3 |
| 10 | 2021 | Mortality models incorporating long memory for life table estimation: a comprehensive analysis. (2021). Chan, Jennifer ; Yan, Hongxuan ; Peters, Gareth W. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:15:y:2021:i:3:p:567-604_7. Full description at Econpapers || Download paper | 3 |
| 11 | 2021 | A neural network extension of the LeeâCarter model to multiple populations. (2021). Richman, Ronald ; Wuthrich, Mario V. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:15:y:2021:i:2:p:346-366_8. Full description at Econpapers || Download paper | 3 |
| 12 | 2023 | Pseudo-model-free hedging for variable annuities via deep reinforcement learning. (2023). Li, Yuxuan ; Chong, Wing Fung ; Cui, Haoen. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:17:y:2023:i:3:p:503-546_6. Full description at Econpapers || Download paper | 3 |
| 13 | 2024 | Valuation of guaranteed minimum accumulation benefits (GMABs) with physics-inspired neural networks. (2024). Hainaut, Donatien. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:18:y:2024:i:2:p:442-473_8. Full description at Econpapers || Download paper | 3 |
| 14 | 2023 | Modelling the burden of long-term care for institutionalised elderly based on care duration and intensity. (2023). Fuino, Michel ; Bladt, Martin ; Wagner, Joel ; Shemendyuk, Aleksandr. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:17:y:2023:i:1:p:83-117_5. Full description at Econpapers || Download paper | 3 |
| 15 | 2021 | Fitting multi-population mortality models to socio-economic groups. (2021). Kleinow, Torsten ; Wen, Jie. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:15:y:2021:i:1:p:144-172_7. Full description at Econpapers || Download paper | 3 |
| 16 | 2020 | Variability in pension products: a comparison study between The Netherlands and Denmark. (2020). Kallestrup-Lamb, Malene ; Rangvid, Jesper ; Balter, Anne G. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:14:y:2020:i:2:p:338-357_6. Full description at Econpapers || Download paper | 2 |
| 17 | 2020 | Linking 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. Full description at Econpapers || Download paper | 2 |
| 18 | 2018 | Conditional 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. Full description at Econpapers || Download paper | 2 |
| 19 | 2021 | Multi-output Gaussian processes for multi-population longevity modelling. (2021). Huynh, Nhan ; Ludkovski, Mike. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:15:y:2021:i:2:p:318-345_7. Full description at Econpapers || Download paper | 2 |
| 20 | 2022 | The impact of mortality shocks on modelling and insurance valuation as exemplified by COVID-19. (2022). Kleinow, Torsten ; Schnurch, Simon ; Korn, Ralf ; Wagner, Andreas. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:16:y:2022:i:3:p:498-526_6. Full description at Econpapers || Download paper | 2 |
| 21 | 2022 | A multi-parameter-level model for simulating future mortality scenarios with COVID-alike effects. (2022). Zhou, Rui ; Li, Johnny Siu-Hang. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:16:y:2022:i:3:p:453-477_4. Full description at Econpapers || Download paper | 2 |
| 22 | 2022 | Functional disability with systematic trends and uncertainty: a comparison between China and the US. (2022). Fu, YU ; Sherris, Michael ; Xu, Mengyi. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:16:y:2022:i:2:p:289-318_6. Full description at Econpapers || Download paper | 2 |
| 23 | 2019 | Assessing basis risk in index-based longevity swap transactions. (2019). Tickle, Leonie ; Li, Johnny Siu-Hang ; It, Chong. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:13:y:2019:i:01:p:166-197_00. Full description at Econpapers || Download paper | 2 |
| 24 | 2023 | Less-expensive long-term annuities linked to mortality, cash and equity. (2023). Fergusson, Kevin ; Platen, Eckhard. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:17:y:2023:i:1:p:170-207_8. Full description at Econpapers || Download paper | 2 |
| 25 | 2021 | LRMoE.jl: a software package for insurance loss modelling using mixture of experts regression model. (2021). Fung, Tsz Chai ; Tseung, Spark C ; Lin, Sheldon X ; Badescu, Andrei L. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:15:y:2021:i:2:p:419-440_11. Full description at Econpapers || Download paper | 2 |
| 26 | 2022 | Conditional mean risk sharing in the individual model with graphical dependencies. (2022). Denuit, Michel ; Robert, Christian Y. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:16:y:2022:i:1:p:183-209_10. Full description at Econpapers || Download paper | 2 |
| 27 | 2020 | CBDX: a workhorse mortality model from the CairnsâBlakeâDowd family. (2020). Blake, David ; Dowd, Kevin. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:14:y:2020:i:2:p:445-460_10. Full description at Econpapers || Download paper | 2 |
| 28 | 2021 | Statistical features of persistence and long memory in mortality data. (2021). Chan, Jennifer ; Yan, Hongxuan ; Peters, Gareth W. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:15:y:2021:i:2:p:291-317_6. Full description at Econpapers || Download paper | 2 |
| 29 | 2021 | On the use of Archimedean copulas for insurance modelling. (2021). Kularatne, Thilini Dulanjali ; Li, Jackie ; Pitt, David. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:15:y:2021:i:1:p:57-81_4. Full description at Econpapers || Download paper | 2 |
| 30 | 2021 | Home and Motor insurance joined at a household level using multivariate credibility. (2021). Denuit, Michel ; Trufin, Julien ; Pechon, Florian. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:15:y:2021:i:1:p:82-114_5. Full description at Econpapers || Download paper | 2 |
| 31 | 2019 | Modelling multi-state health transitions in China: a generalised linear model with time trends. (2019). Hanewald, Katja ; Li, Han ; Shao, Adam W. In: Annals of Actuarial Science. RePEc:cup:anacsi:v:13:y:2019:i:01:p:145-165_00. Full description at Econpapers || Download paper | 2 |
Citing documents used to
compute impact factor: 16
| Year | Title | |
|---|---|---|
| 2025 | Clustering of mortality paths with the Hellinger distance and visualization through the DISTATIS technique. (2025). Dimai, Matteo. In: Statistical Methods & Applications. RePEc:spr:stmapp:v:34:y:2025:i:2:d:10.1007_s10260-024-00770-0. Full description at Econpapers || Download paper | |
| 2025 | Mean-field approximations in insurance. (2025). Hornung, Philipp C. In: Papers. RePEc:arx:papers:2511.04198. Full description at Econpapers || Download paper | |
| 2025 | Information-minimizing stationary financial market dynamics. (2025). Platen, Eckhard. In: Papers. RePEc:arx:papers:2507.18395. Full description at Econpapers || Download paper | |
| 2025 | Free Lunches with Vanishing Risks Most Likely Exist. (2025). Platen, Eckhard ; Fergusson, Kevin. In: Papers. RePEc:arx:papers:2508.07108. Full description at Econpapers || Download paper | |
| 2025 | Uncertainty in heteroscedastic Bayesian model averaging. (2025). Mailhot, Mlina ; Pigeon, Mathieu ; Jessup, Sbastien. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:121:y:2025:i:c:p:63-78. Full description at Econpapers || Download paper | |
| 2025 | Extreme-case Range Value-at-Risk under Increasing Failure Rate. (2025). Su, Yuting ; Hu, Taizhong ; Zou, Zhenfeng. In: Papers. RePEc:arx:papers:2506.23073. Full description at Econpapers || Download paper | |
| 2025 | Learning to Hedge Swaptions. (2025). Ahmadi, Zaniar ; Fr'ed'eric Godin, . In: Papers. RePEc:arx:papers:2512.06639. Full description at Econpapers || Download paper | |
| 2025 | An Interpretable Deep Learning Model for General Insurance Pricing. (2025). Laub, Patrick J ; Wong, Bernard ; Pho, TU. In: Papers. RePEc:arx:papers:2509.08467. Full description at Econpapers || Download paper | |
| 2025 | Optimising pandemic response through vaccination strategies using neural networks. (2025). Zhai, Chang ; Chen, Ping ; Jin, Zhuo ; Pitt, David. In: Papers. RePEc:arx:papers:2511.16932. Full description at Econpapers || Download paper | |
| 2025 | On the use of case estimate and transactional payment data in neural networks for individual loss reserving. (2025). Lambrianidis, Matthew ; Taylor, Greg ; Wong, Bernard ; Avanzi, Benjamin. In: Papers. RePEc:arx:papers:2601.05274. Full description at Econpapers || Download paper | |
| 2025 | Evolution of institutional long-term care costs based on health factors. (2025). Wagner, Jol ; Shemendyuk, Aleksandr. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:120:y:2025:i:c:p:107-130. Full description at Econpapers || Download paper | |
| 2025 | Length of stay in residential aged care: Patterns and determinants from a population-based cohort study. (2025). Yan, Gaoyun ; Xu, Mengyi. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:122:y:2025:i:c:p:214-229. Full description at Econpapers || Download paper | |
| 2025 | Fault detection for time-varying process in nuclear power plants based on improved moving window and dynamic kernel principal component analysis. (2025). Yin, Wenzhe ; Zhu, Shaomin ; Xia, Hong. In: Reliability Engineering and System Safety. RePEc:eee:reensy:v:264:y:2025:i:pb:s0951832025006416. Full description at Econpapers || Download paper | |
| 2025 | Competition-based two-stage evolutionary algorithm for constrained multi-objective optimization. (2025). Peng, Weihang ; Hao, Lupeng ; Qin, Kaixuan ; Li, Yuan ; Zhang, Wei ; Liu, Junhua. In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:230:y:2025:i:c:p:207-226. Full description at Econpapers || Download paper | |
| 2025 | Robust forward investment and consumption under drift and volatility uncertainties: A randomization approach. (2024). Liang, Gechun ; Chong, Wing Fung. In: Papers. RePEc:arx:papers:2410.01378. Full description at Econpapers || Download paper | |
| 2025 | Deep Reinforcement Learning Algorithms for Option Hedging. (2025). Kosseim, Leila ; Fr'ed'eric Godin, ; Neagu, Andrei. In: Papers. RePEc:arx:papers:2504.05521. Full description at Econpapers || Download paper |
Recent citations
Recent citations received in 2024
| Year | Citing document | |
|---|---|---|
| 2024 | European option pricing with model constrained Gaussian process regressions. (2024). Vrins, Frederic ; Hainaut, Donatien. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2024021. Full description at Econpapers || Download paper | |
| 2024 | Option pricing in the Heston model with physics inspired neural networks. (2024). Casas, Alex ; Hainaut, Donatien. In: Annals of Finance. RePEc:kap:annfin:v:20:y:2024:i:3:d:10.1007_s10436-024-00452-7. Full description at Econpapers || Download paper | |
| 2024 | Predictive performance of count regression models versus machine learning techniques: A comparative analysis using an automobile insurance claims frequency dataset. (2024). Alomair, Gadir. In: PLOS ONE. RePEc:plo:pone00:0314975. Full description at Econpapers || Download paper |
Recent citations received in 2023
| Year | Citing document |
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Recent citations received in 2022
| Year | Citing document | |
|---|---|---|
| 2022 | Modeling and Pricing Cyber Insurance -- Idiosyncratic, Systematic, and Systemic Risks. (2022). Knispel, Thomas ; Weber, Stefan ; Awiszus, Kerstin ; Penner, Irina ; Svindland, Gregor ; Voss, Alexander. In: Papers. RePEc:arx:papers:2209.07415. 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). Bakon, Matus ; Rovnak, Martin ; Mokrisova, Martina ; Barlak, Jan. In: Risks. RePEc:gam:jrisks:v:10:y:2022:i:9:p:171-:d:899780. Full description at Econpapers || Download paper |
10 most frequent citing series