Citation analysis for Insurance: Mathematics and Economics / Elsevier

Citation Profile [Updated: 2026-03-14 21:09:38]

5 Years H Index

Impact Factor (IF)

0.66

5 Years IF

0.56

Data available in this report

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

Main indicators

Raw Data

	IF	AIF	CIF	IF5	DOC	CDO	CIT	NCI	CCU	D2Y	C2Y	D5Y	C5Y	SC	%SC	CiY	II	AII
1990	0	0.1	0.06	0	34	34	195	2	2	71		180			0		0	0.05
1991	0.06	0.11	0.07	0.02	25	59	153	4	6	71	4	174	4	1	25		0	0.06
1992	0	0.12	0.01	0	43	102	202	1	7	59		159			0	1	0.02	0.06
1993	0.01	0.13	0.01	0.01	42	144	217	2	9	68	1	173	2		0		0	0.06
1994	0.04	0.14	0.09	0.04	29	173	228	15	25	85	3	181	7		0	1	0.03	0.07
1995	0.07	0.22	0.21	0.06	28	201	281	42	67	71	5	173	11	37	88.1	1	0.04	0.1
1996	0.25	0.25	0.26	0.15	25	226	331	58	125	57	14	167	25	41	70.7		0	0.11
1997	0.19	0.24	0.29	0.17	41	267	756	78	203	53	10	167	28	65	83.3	2	0.05	0.11
1998	0.23	0.27	0.31	0.19	41	308	564	93	297	66	15	165	31	69	74.2	2	0.05	0.13
1999	0.39	0.29	0.4	0.26	51	359	687	145	442	82	32	164	42	121	83.4	8	0.16	0.14
2000	0.23	0.34	0.32	0.22	51	410	691	132	574	92	21	186	41	88	66.7	8	0.16	0.16
2001	0.26	0.38	0.38	0.25	48	458	775	172	746	102	27	209	53	108	62.8	7	0.15	0.17
2002	0.4	0.39	0.55	0.28	57	515	1033	283	1030	99	40	232	66	193	68.2	15	0.26	0.2
2003	0.48	0.43	0.54	0.38	70	585	993	315	1345	105	50	248	94	188	59.7	7	0.1	0.21
2004	0.3	0.47	0.45	0.28	62	647	1021	293	1638	127	38	277	77	193	65.9	9	0.15	0.21
2005	0.33	0.51	0.5	0.29	70	717	1089	355	1994	132	44	288	84	190	53.5	6	0.09	0.23
2006	0.48	0.49	0.58	0.36	72	789	1351	455	2452	132	63	307	112	180	39.6	12	0.17	0.22
2007	0.38	0.44	0.44	0.33	63	852	830	367	2824	142	54	331	108	166	45.2	5	0.08	0.2
2008	0.83	0.47	0.83	0.64	162	1014	1891	839	3665	135	112	337	214	431	51.4	44	0.27	0.22
2009	0.52	0.46	0.76	0.45	106	1120	1954	843	4512	225	118	429	191	317	37.6	20	0.19	0.23
2010	0.58	0.46	0.77	0.52	108	1228	1115	941	5456	268	155	473	246	439	46.7	26	0.24	0.2
2011	0.59	0.51	0.7	0.43	95	1323	1125	923	6379	214	127	511	222	393	42.6	15	0.16	0.23
2012	0.54	0.5	0.8	0.49	115	1438	1233	1157	7536	203	109	534	259	474	41	36	0.31	0.21
2013	0.7	0.54	1.05	0.64	142	1580	1331	1657	9193	210	146	586	373	719	43.4	31	0.22	0.24
2014	0.57	0.53	0.78	0.57	104	1684	1002	1314	10507	257	146	566	321	489	37.2	30	0.29	0.22
2015	0.67	0.52	0.93	0.56	139	1823	1115	1687	12194	246	164	564	316	693	41.1	32	0.23	0.22
2016	0.77	0.5	0.97	0.61	145	1968	925	1913	14107	243	186	595	362	668	34.9	25	0.17	0.2
2017	0.58	0.52	0.87	0.51	104	2072	691	1798	15905	284	164	645	328	481	26.8	24	0.23	0.21
2018	0.53	0.53	0.83	0.48	103	2175	620	1800	17705	249	132	634	305	614	34.1	25	0.24	0.22
2019	0.67	0.54	0.88	0.52	92	2267	503	1985	19693	207	138	595	307	564	28.4	20	0.22	0.21
2020	0.75	0.64	0.88	0.54	104	2371	390	2093	21786	195	146	583	313	506	24.2	26	0.25	0.3
2021	0.89	0.74	0.98	0.68	130	2501	435	2449	24235	196	175	548	370	855	34.9	52	0.4	0.27
2022	0.58	0.73	0.77	0.54	92	2593	260	1985	26220	234	135	533	288	367	18.5	14	0.15	0.22
2023	0.66	0.69	0.72	0.55	62	2655	110	1921	28141	222	147	521	286	412	21.4	13	0.21	0.2
2024	0.78	0.81	0.66	0.53	80	2735	78	1797	29938	154	120	480	255	442	24.6	17	0.21	0.23
2025	0.66		0.58	0.56	93	2828	14	1641	31579	142	94	468	261	382	23.3	14	0.15

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	2009	Pair-copula constructions of multiple dependence. (2009). Aas, Kjersti ; Bakken, Henrik ; Czado, Claudia ; Frigessi, Arnoldo. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:44:y:2009:i:2:p:182-198. Full description at Econpapers \|\| Download paper	521
2	2009	Goodness-of-fit tests for copulas: A review and a power study. (2009). Remillard, Bruno ; Beaudoin, David ; Genest, Christian. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:44:y:2009:i:2:p:199-213. Full description at Econpapers \|\| Download paper	338
3	2002	The concept of comonotonicity in actuarial science and finance: theory. (2002). Dhaene, Jan ; Kaas, R. ; Denuit, M. ; Vyncke, D.. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:31:y:2002:i:1:p:3-33. Full description at Econpapers \|\| Download paper	281
4	1997	Axiomatic characterization of insurance prices. (1997). Young, Virginia R. ; Wang, Shaun S. ; Panjer, Harry H.. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:21:y:1997:i:2:p:173-183. Full description at Econpapers \|\| Download paper	247
5	2002	A Poisson log-bilinear regression approach to the construction of projected lifetables. (2002). Brouhns, Natacha ; Denuit, Michel ; Vermunt, Jeroen K.. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:31:y:2002:i:3:p:373-393. Full description at Econpapers \|\| Download paper	238
6	2002	The concept of comonotonicity in actuarial science and finance: applications. (2002). Dhaene, Jan ; Kaas, R. ; Denuit, M. ; Vyncke, D.. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:31:y:2002:i:2:p:133-161. Full description at Econpapers \|\| Download paper	233
7	2006	A cohort-based extension to the Lee-Carter model for mortality reduction factors. (2006). Haberman, S. ; Renshaw, A. E.. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:38:y:2006:i:3:p:556-570. Full description at Econpapers \|\| Download paper	225
8	1996	Valuation of the early-exercise price for options using simulations and nonparametric regression. (1996). Carriere, Jacques F.. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:19:y:1996:i:1:p:19-30. Full description at Econpapers \|\| Download paper	154
9	2014	Generalized quantiles as risk measures. (2014). MÃ¼ller, Alfred ; Bellini, Fabio ; Gianin, Emanuela Rosazza ; Klar, Bernhard ; Muller, Alfred. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:54:y:2014:i:c:p:41-48. Full description at Econpapers \|\| Download paper	149
10	2004	Stochastic mortality in life insurance: market reserves and mortality-linked insurance contracts. (2004). Dahl, Mikkel. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:35:y:2004:i:1:p:113-136. Full description at Econpapers \|\| Download paper	146
11	2005	Affine processes for dynamic mortality and actuarial valuations. (2005). Biffis, Enrico. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:37:y:2005:i:3:p:443-468. Full description at Econpapers \|\| Download paper	144
12	2000	Fair valuation of life insurance liabilities: The impact of interest rate guarantees, surrender options, and bonus policies. (2000). JÃ¸rgensen, Peter ; Grosen, Anders ; Jorgensen, Peter Lochte. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:26:y:2000:i:1:p:37-57. Full description at Econpapers \|\| Download paper	140
13	2001	Mortality derivatives and the option to annuitise. (2001). Milevsky, Moshe ; Promislow, David S.. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:29:y:2001:i:3:p:299-318. Full description at Econpapers \|\| Download paper	139
14	1997	Controlled diffusion models for optimal dividend pay-out. (1997). Asmussen, Soren ; Taksar, Michael. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:20:y:1997:i:1:p:1-15. Full description at Econpapers \|\| Download paper	133
15	2001	Optimal management under stochastic interest rates: the case of a protected defined contribution pension fund. (2001). Huang, ShaoJuan ; Boulier, Jean-Francois ; Taillard, Gregory. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:28:y:2001:i:2:p:173-189. Full description at Econpapers \|\| Download paper	116
16	2003	Lee-Carter mortality forecasting with age-specific enhancement. (2003). Haberman, S. ; Renshaw, A. E.. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:33:y:2003:i:2:p:255-272. Full description at Econpapers \|\| Download paper	99
17	2011	Mortality density forecasts: An analysis of six stochastic mortality models. (2011). Blake, David ; Khalaf-Allah, Marwa ; Dowd, Kevin ; Coughlan, Guy D. ; Epstein, David ; Cairns, Andrew J. G., . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:48:y:2011:i:3:p:355-367. Full description at Econpapers \|\| Download paper	99
18	1985	On convex principles of premium calculation. (1985). Deprez, Olivier ; Gerber, Hans U.. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:4:y:1985:i:3:p:179-189. Full description at Econpapers \|\| Download paper	96
19	2006	Risk measures via g-expectations. (2006). Gianin, Emanuela Rosazza. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:39:y:2006:i:1:p:19-34. Full description at Econpapers \|\| Download paper	96
20	2006	Financial valuation of guaranteed minimum withdrawal benefits. (2006). Milevsky, Moshe ; Salisbury, Thomas S.. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:38:y:2006:i:1:p:21-38. Full description at Econpapers \|\| Download paper	94
21	2006	Valuation and hedging of life insurance liabilities with systematic mortality risk. (2006). Moller, Thomas ; Dahl, Mikkel. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:39:y:2006:i:2:p:193-217. Full description at Econpapers \|\| Download paper	94
22	2005	Estimating the tail-dependence coefficient: Properties and pitfalls. (2005). Schmidt, Rafael ; Junker, Markus ; Frahm, Gabriel. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:37:y:2005:i:1:p:80-100. Full description at Econpapers \|\| Download paper	93
23	2005	Optimal investment for insurer with jump-diffusion risk process. (2005). Zhang, Lihong ; Yang, Hailiang. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:37:y:2005:i:3:p:615-634. Full description at Econpapers \|\| Download paper	93
24	2011	Variable annuities: A unifying valuation approach. (2011). Millossovich, Pietro ; Pitacco, Ermanno ; Bacinello, Anna Rita ; Olivieri, Annamaria. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:49:y:2011:i:3:p:285-297. Full description at Econpapers \|\| Download paper	91
25	2009	On stochastic mortality modeling. (2009). Plat, Richard. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:45:y:2009:i:3:p:393-404. Full description at Econpapers \|\| Download paper	89
26	2006	Affine stochastic mortality. (2006). Schrager, David F.. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:38:y:2006:i:1:p:81-97. Full description at Econpapers \|\| Download paper	86
27	2011	Optimal time-consistent investment and reinsurance policies for mean-variance insurers. (2011). Li, Zhongfei ; Zeng, Yan. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:49:y:2011:i:1:p:145-154. Full description at Econpapers \|\| Download paper	84
28	2003	Optimal investment strategies in the presence of a minimum guarantee. (2003). Koehl, Pierre-Francois ; Grasselli, Martino ; Deelstra, Griselda. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:33:y:2003:i:1:p:189-207. Full description at Econpapers \|\| Download paper	83
29	2008	Optimal reinsurance under VaR and CTE risk measures. (2008). Zhang, YI ; Tan, Ken Seng ; Cai, Jun ; Weng, Chengguo. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:43:y:2008:i:1:p:185-196. Full description at Econpapers \|\| Download paper	83
30	2000	Optimal investment for insurers. (2000). Plum, Michael ; Hipp, Christian. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:27:y:2000:i:2:p:215-228. Full description at Econpapers \|\| Download paper	79
31	2000	Upper and lower bounds for sums of random variables. (2000). Dhaene, Jan ; Kaas, Rob. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:27:y:2000:i:2:p:151-168. Full description at Econpapers \|\| Download paper	78
32	1991	Risk theory for the compound Poisson process that is perturbed by diffusion. (1991). Gerber, Hans U. ; Dufresne, Francois. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:10:y:1991:i:1:p:51-59. Full description at Econpapers \|\| Download paper	77
33	2009	To split or not to split: Capital allocation with convex risk measures. (2009). Tsanakas, Andreas. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:44:y:2009:i:2:p:268-277. Full description at Econpapers \|\| Download paper	75
34	1998	Comonotonicity, correlation order and premium principles. (1998). Dhaene, Jan. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:22:y:1998:i:3:p:235-242. Full description at Econpapers \|\| Download paper	75
35	2003	Pensionmetrics 2: stochastic pension plan design during the distribution phase. (2003). Dowd, Kevin ; Blake, David ; Cairns, Andrew J. G., . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:33:y:2003:i:1:p:29-47. Full description at Econpapers \|\| Download paper	74
36	2008	Optimal proportional reinsurance and investment with multiple risky assets and no-shorting constraint. (2008). Bai, Lihua ; Guo, Junyi. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:42:y:2008:i:3:p:968-975. Full description at Econpapers \|\| Download paper	70
37	1997	The joint distribution of the time of ruin, the surplus immediately before ruin, and the deficit at ruin. (1997). Shiu, Elias S. W., ; Gerber, Hans U.. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:21:y:1997:i:2:p:129-137. Full description at Econpapers \|\| Download paper	70
38	1996	Actuarial bridges to dynamic hedging and option pricing. (1996). Shiu, Elias S. W., ; Gerber, Hans U.. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:18:y:1996:i:3:p:183-218. Full description at Econpapers \|\| Download paper	69
39	2008	Weighted risk capital allocations. (2008). Zitikis, Ricardas ; Furman, Edward. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:43:y:2008:i:2:p:263-269. Full description at Econpapers \|\| Download paper	69
40	2003	The classical risk model with a constant dividend barrier: analysis of the Gerber-Shiu discounted penalty function. (2003). Drekic, Steve ; Lin, Sheldon X. ; Willmot, Gordon E.. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:33:y:2003:i:3:p:551-566. Full description at Econpapers \|\| Download paper	67
41	2006	Evaluating and extending the Lee-Carter model for mortality forecasting: Bootstrap confidence interval. (2006). Koissi, Marie-Claire ; Hognas, Goran ; Shapiro, Arnold F.. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:38:y:2006:i:1:p:1-20. Full description at Econpapers \|\| Download paper	67
42	2001	On the time to ruin for Erlang(2) risk processes. (2001). Dickson, David C. M., ; Hipp, Christian. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:29:y:2001:i:3:p:333-344. Full description at Econpapers \|\| Download paper	67
43	2002	Optimal investment strategies and risk measures in defined contribution pension schemes. (2002). Haberman, Steven ; Vigna, Elena. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:31:y:2002:i:1:p:35-69. Full description at Econpapers \|\| Download paper	66
44	2004	Optimal investment choices post-retirement in a defined contribution pension scheme. (2004). Haberman, Steven ; Gerrard, Russell ; Vigna, Elena. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:35:y:2004:i:2:p:321-342. Full description at Econpapers \|\| Download paper	65
45	2007	Optimal dividends in the dual model. (2007). S. W. Shiu, Elias, ; Gerber, Hans U. ; Avanzi, Benjamin. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:41:y:2007:i:1:p:111-123. Full description at Econpapers \|\| Download paper	65
46	2004	Optimal pension management in a stochastic framework. (2004). Menoncin, Francesco ; Battocchio, Paolo . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:34:y:2004:i:1:p:79-95. Full description at Econpapers \|\| Download paper	64
47	1986	The determination of life premiums: An international cross-section analysis 1970-1981. (1986). Beenstock, Michael ; Khajuria, Sajay ; Dickinson, Gerry. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:5:y:1986:i:4:p:261-270. Full description at Econpapers \|\| Download paper	64
48	2001	Optimal reinsurance under mean-variance premium principles. (2001). Kaluszka, Marek. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:28:y:2001:i:1:p:61-67. Full description at Econpapers \|\| Download paper	63
49	1999	Fitting bivariate loss distributions with copulas. (1999). Klugman, Stuart A. ; Parsa, Rahul. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:24:y:1999:i:1-2:p:139-148. Full description at Econpapers \|\| Download paper	63
50	2008	Weighted premium calculation principles. (2008). Zitikis, Ricardas ; Furman, Edward. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:42:y:2008:i:1:p:459-465. Full description at Econpapers \|\| Download paper	63

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

#	Year	Title	Cited
1	2009	Pair-copula constructions of multiple dependence. (2009). Aas, Kjersti ; Bakken, Henrik ; Czado, Claudia ; Frigessi, Arnoldo. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:44:y:2009:i:2:p:182-198. Full description at Econpapers \|\| Download paper	55
2	2014	Generalized quantiles as risk measures. (2014). MÃ¼ller, Alfred ; Bellini, Fabio ; Gianin, Emanuela Rosazza ; Klar, Bernhard ; Muller, Alfred. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:54:y:2014:i:c:p:41-48. Full description at Econpapers \|\| Download paper	39
3	1997	Axiomatic characterization of insurance prices. (1997). Young, Virginia R. ; Wang, Shaun S. ; Panjer, Harry H.. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:21:y:1997:i:2:p:173-183. Full description at Econpapers \|\| Download paper	34
4	2002	The concept of comonotonicity in actuarial science and finance: theory. (2002). Dhaene, Jan ; Kaas, R. ; Denuit, M. ; Vyncke, D.. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:31:y:2002:i:1:p:3-33. Full description at Econpapers \|\| Download paper	23
5	2009	Goodness-of-fit tests for copulas: A review and a power study. (2009). Remillard, Bruno ; Beaudoin, David ; Genest, Christian. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:44:y:2009:i:2:p:199-213. Full description at Econpapers \|\| Download paper	21
6	2002	The concept of comonotonicity in actuarial science and finance: applications. (2002). Dhaene, Jan ; Kaas, R. ; Denuit, M. ; Vyncke, D.. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:31:y:2002:i:2:p:133-161. Full description at Econpapers \|\| Download paper	18
7	2002	A Poisson log-bilinear regression approach to the construction of projected lifetables. (2002). Brouhns, Natacha ; Denuit, Michel ; Vermunt, Jeroen K.. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:31:y:2002:i:3:p:373-393. Full description at Econpapers \|\| Download paper	15
8	2016	Robust equilibrium reinsurance-investment strategy for a meanâvariance insurer in a model with jumps. (2016). Zeng, Yan ; Li, Danping ; Gu, Ailing. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:66:y:2016:i:c:p:138-152. Full description at Econpapers \|\| Download paper	15
9	1996	Actuarial bridges to dynamic hedging and option pricing. (1996). Shiu, Elias S. W., ; Gerber, Hans U.. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:18:y:1996:i:3:p:183-218. Full description at Econpapers \|\| Download paper	15
10	1997	Controlled diffusion models for optimal dividend pay-out. (1997). Asmussen, Soren ; Taksar, Michael. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:20:y:1997:i:1:p:1-15. Full description at Econpapers \|\| Download paper	15
11	2015	Optimal retirement income tontines. (2015). Milevsky, Moshe ; Salisbury, Thomas S. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:64:y:2015:i:c:p:91-105. Full description at Econpapers \|\| Download paper	15
12	2011	Optimal time-consistent investment and reinsurance policies for mean-variance insurers. (2011). Li, Zhongfei ; Zeng, Yan. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:49:y:2011:i:1:p:145-154. Full description at Econpapers \|\| Download paper	15
13	2019	Stochastic Stackelberg differential reinsurance games under time-inconsistent meanâvariance framework. (2019). Shen, Yang ; Chen, LV. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:88:y:2019:i:c:p:120-137. Full description at Econpapers \|\| Download paper	14
14	2015	Modeling loss data using composite models. (2015). Nadarajah, S. ; Hamzah, N. A. ; Maghsoudi, M. ; Abu Bakar, S. A., . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:61:y:2015:i:c:p:146-154. Full description at Econpapers \|\| Download paper	14
15	2013	Optimal reinsurance minimizing the distortion risk measure under general reinsurance premium principles. (2013). Cui, Wei ; Wu, Lan ; Yang, Jingping. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:53:y:2013:i:1:p:74-85. Full description at Econpapers \|\| Download paper	14
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2025	Compensation-based risk-sharing. (2025). Riis-Due, Austin ; Cheung, Ka Chun ; Chaudhry, Atibhav ; Dhaene, Jan. In: Papers. RePEc:arx:papers:2510.19511. Full description at Econpapers \|\| Download paper
2025	Efficient valuation of joint life variable annuities with guaranteed minimum death benefits. (2025). Cui, Zhenyu ; Zhang, Zhi Min ; Xie, Jiayi. In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:236:y:2025:i:c:p:135-153. Full description at Econpapers \|\| Download paper
2025	Continuous-time optimal reporting with full insurance under the mean-variance criterion. (2025). Li, Dongchen ; Cao, Jingyi ; Zou, Bin ; Young, Virginia R. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:120:y:2025:i:c:p:79-90. Full description at Econpapers \|\| Download paper
2025	Modeling Excess Mortality and Interest Rates using Mixed Fractional Brownian Motions. (2025). Zhou, Hongjuan. In: Papers. RePEc:arx:papers:2507.19445. Full description at Econpapers \|\| Download paper
2025	Optimal Dividend, Reinsurance and Capital Injection Strategies for Collaborating Business Lines: The Case of Excess-of-Loss Reinsurance. (2025). John, Engel ; Boonen, Tim J. In: Papers. RePEc:arx:papers:2511.11383. Full description at Econpapers \|\| Download paper
2025	An extended Merton problem with relaxed benchmark tracking. (2025). Huang, Yijie ; Yu, Xiang ; Bo, Lijun. In: Papers. RePEc:arx:papers:2304.10802. Full description at Econpapers \|\| Download paper
2025	Optimal consumption under relaxed benchmark tracking and consumption drawdown constraint. (2024). Yu, Xiang ; Yan, Kaixin ; Huang, Yijie ; Bo, Lijun. In: Papers. RePEc:arx:papers:2410.16611. Full description at Econpapers \|\| Download paper
2025	A novel fuzzy decision-making approach to pension fund investments in renewable energy. (2025). Umar, Muhammad ; Meral, Hasan ; Diner, Hasan ; Eti, Serkan ; Yksel, Serhat ; Gkalp, Yaar. In: Financial Innovation. RePEc:spr:fininn:v:11:y:2025:i:1:d:10.1186_s40854-024-00703-6. Full description at Econpapers \|\| Download paper
2025	Framework for asset-liability management with fixed-term securities. (2025). Havrylenko, Yevhen. In: Papers. RePEc:arx:papers:2502.19213. Full description at Econpapers \|\| Download paper
2025	Optimal investment strategy for DC pension with mean-weighted variance-CVaR criterion under partial information. (2025). Luo, Liuling ; Peng, Xingchun. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:120:y:2025:i:c:p:302-324. Full description at Econpapers \|\| Download paper
2025	Risk-constrained portfolio choice under rank-dependent utility. (2025). Zhu, Michael Boyuan ; Ghossoub, Mario. In: Finance and Stochastics. RePEc:spr:finsto:v:29:y:2025:i:2:d:10.1007_s00780-024-00555-z. Full description at Econpapers \|\| Download paper
2025	Pareto efficiency and financial fairness under limited expected loss constraint. (2025). Nguyen, Thai ; Wa, Tak. In: Journal of Mathematical Economics. RePEc:eee:mateco:v:117:y:2025:i:c:s0304406825000138. Full description at Econpapers \|\| Download paper
2025	Dynamic reinsurance design with heterogeneous beliefs under the mean-variance framework. (2025). Wang, Hao ; Han, Xia ; Guo, Junyi. In: Papers. RePEc:arx:papers:2502.05474. Full description at Econpapers \|\| Download paper
2025	Optimal annuitization with labor income under age-dependent force of mortality. (2025). Hyndman, Cody ; Birungi, Criscent. In: Papers. RePEc:arx:papers:2510.10371. Full description at Econpapers \|\| Download paper
2025	Asset allocation for a DC pension plan with dynamic attention. (2025). Peng, Xingchun ; Fan, Shiqi. In: Finance Research Letters. RePEc:eee:finlet:v:82:y:2025:i:c:s154461232500772x. Full description at Econpapers \|\| Download paper
2025	Robust Nash equilibrium for defined contribution pension games with delay under multivariate stochastic covariance models. (2025). Zhang, Yumo ; Zhu, Huainian. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:120:y:2025:i:c:p:236-268. Full description at Econpapers \|\| Download paper
2025	An Incomplete Multi-Currency Equilibrium Model with Heterogeneous Time Preferences and Subjective Beliefs. (2025). Saito, Taiga ; Mita, Daiya ; Takahashi, Akihiko. In: CARF F-Series. RePEc:cfi:fseres:cf603. Full description at Econpapers \|\| Download paper
2025	An Incomplete Multi-Currency Equilibrium Model with Heterogeneous Time Preferences and Subjective Beliefs. (2025). Saito, Taiga ; Mita, Daiya ; Takahashi, Akihiko. In: CIRJE F-Series. RePEc:tky:fseres:2025cf1257. Full description at Econpapers \|\| Download paper
2025	How might model uncertainty and transaction costs impact retained earning & dividend strategies? An examination through a classical insurance risk model. (2025). Siu, Tak Kuen ; Feng, Yang ; Zhu, Jinxia. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:120:y:2025:i:c:p:131-158. Full description at Econpapers \|\| Download paper
2025	Zero-Shot Forecasting Mortality Rates: A Global Study. (2025). Aradi, Bernadett ; Gall, Jozsef ; al Shaggah, Laith ; Petnehazi, Gabor. In: Papers. RePEc:arx:papers:2505.13521. Full description at Econpapers \|\| Download paper
2025	Multi-period fuzzy portfolio selection model with preference-regret criterion. (2025). Liu, Yong-Jun. In: Fuzzy Optimization and Decision Making. RePEc:spr:fuzodm:v:24:y:2025:i:1:d:10.1007_s10700-024-09437-7. Full description at Econpapers \|\| Download paper
2025	Mean-tail Gini framework for optimal portfolio selection. (2025). Shanthirajah, Judeto ; Ricci, Stephano ; Furman, Edward ; Chen, Jinghui. In: Papers. RePEc:arx:papers:2509.17225. Full description at Econpapers \|\| Download paper
2025	Variable annuities: A closer look at ratchet guarantees, hybrid contract designs, and taxation. (2025). Ziveyi, Jonathan ; Dominic, Len Patrick ; Alonso-Garcia, Jennifer. In: Papers. RePEc:arx:papers:2507.07358. Full description at Econpapers \|\| Download paper
2025	Efficient and proper generalised linear models with power link functions. (2025). Zhou, Feng ; Chen, Ziwei ; Badescu, Alexandru ; Asimit, Vali. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:122:y:2025:i:c:p:91-118. Full description at Econpapers \|\| Download paper
2025	Valuation of variable annuity portfolios using finite and infinite width neural networks. (2025). Shyamalkumar, Nariankadu D ; Lim, Hong Beng ; Tao, Siyang. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:120:y:2025:i:c:p:269-284. Full description at Econpapers \|\| Download paper
2025	Sensitivity of robust optimization problems under drift and volatility uncertainty. (2025). Park, Kyunghyun ; Bartl, Daniel ; Neufeld, Ariel. In: Papers. RePEc:arx:papers:2311.11248. Full description at Econpapers \|\| Download paper
2025	Striking the Balance: Life Insurance Timing and Asset Allocation in Financial Planning. (2023). Zhu, Shihao ; Ferrari, Giorgio ; Chen, AN. In: Papers. RePEc:arx:papers:2312.02943. Full description at Econpapers \|\| Download paper
2025	Robust dividend policy: Equivalence of Epstein-Zin and Maenhout preferences. (2024). Park, Kyunghyun ; Chen, Kexin ; Wong, Hoi Ying. In: Papers. RePEc:arx:papers:2406.12305. Full description at Econpapers \|\| Download paper
2025	Optimal investment-withdrawal strategy for variable annuities under a performance fee structure. (2025). Feng, Runhuan ; Hin, Kenneth Tsz ; Jing, Xiaochen. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:170:y:2025:i:c:s0165188924001957. Full description at Econpapers \|\| Download paper
2025	Improving detections of serial dynamics for longitudinal actuarial data with underwriting-controlled testing. (2025). Fung, Tsz Chai. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:123:y:2025:i:c:s0167668725000587. Full description at Econpapers \|\| Download paper
2025	Competitive optimal portfolio selection under mean-variance criterion. (2025). Shao, Guojiang ; Xu, Zuo Quan ; Zhang, QI. In: Papers. RePEc:arx:papers:2511.05270. Full description at Econpapers \|\| Download paper
2025	Mean Field Analysis of Mutual Insurance Market. (2025). Li, Bohan ; Phillip, Sheung Chi ; Hin, Kenneth Tsz. In: Papers. RePEc:arx:papers:2511.12292. Full description at Econpapers \|\| Download paper
2025	Mean-variance optimization for participating life insurance contracts. (2025). Fiessinger, Felix ; Stadje, Mitja. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:122:y:2025:i:c:p:230-248. 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	PELVaR: Probability equal level representation of Value at Risk through the notion of Flexible Expected Shortfall. (2025). Papayiannis, Georgios I ; Psarrakos, Georgios. In: Papers. RePEc:arx:papers:2507.13562. Full description at Econpapers \|\| Download paper

Recent citations

Recent citations received in 2025

Year	Citing document
2025	Forecasting ROA and ROE for Retail Companies in Vietnam by Using Machine Learning Techniques. (2025). Do, Quang Hung. In: Advances in Decision Sciences. RePEc:aag:wpaper:v:29:y:2025:i:4:p:63-93. Full description at Econpapers \|\| Download paper
2025	Risk-sensitive Reinforcement Learning Based on Convex Scoring Functions. (2025). Liu, Yang ; Yu, Xiang ; Han, Shanyu. In: Papers. RePEc:arx:papers:2505.04553. Full description at Econpapers \|\| Download paper
2025	On data-driven robust distortion risk measures for non-negative risks with partial information. (2025). Hu, Yijun ; Wei, Linxiao ; Wang, Ran ; Han, Xiangyu. In: Papers. RePEc:arx:papers:2508.10682. Full description at Econpapers \|\| Download paper
2025	A Note on Subadditivity of Value at Risks (VaRs): A New Connection to Comonotonicity. (2025). Kato, Takashi ; Imamura, Yuri. In: Papers. RePEc:arx:papers:2509.12558. Full description at Econpapers \|\| Download paper
2025	When risk defies order: On the limits of fractional stochastic dominance. (2025). Liebrich, Felix-Benedikt ; Laudag, Christian. In: Papers. RePEc:arx:papers:2509.24747. Full description at Econpapers \|\| Download paper
2025	Compensation-based risk-sharing. (2025). Riis-Due, Austin ; Cheung, Ka Chun ; Chaudhry, Atibhav ; Dhaene, Jan. In: Papers. RePEc:arx:papers:2510.19511. Full description at Econpapers \|\| Download paper
2025	Cost-of-capital valuation with risky assets. (2025). Albrecher, Hansjorg ; Lindskog, Filip. In: Papers. RePEc:arx:papers:2511.00895. Full description at Econpapers \|\| Download paper
2025	Equilibrium Investment with Random Risk Aversion: (Non-)uniqueness, Optimality, and Comparative Statics. (2025). Jianming, Xia ; Sheng, Wang ; Zongxia, Liang ; Weilun, Cheng. In: Papers. RePEc:arx:papers:2512.00830. Full description at Econpapers \|\| Download paper
2025	Pareto-optimal insurance under robust distortion risk measures. (2025). Boonen, Tim J ; Jiang, Wenjun. In: European Journal of Operational Research. RePEc:eee:ejores:v:324:y:2025:i:2:p:690-705. Full description at Econpapers \|\| Download paper
2025	Asset allocation for a DC pension plan with dynamic attention. (2025). Peng, Xingchun ; Fan, Shiqi. In: Finance Research Letters. RePEc:eee:finlet:v:82:y:2025:i:c:s154461232500772x. Full description at Econpapers \|\| Download paper
2025	Efficient valuation of joint life variable annuities with guaranteed minimum death benefits. (2025). Cui, Zhenyu ; Zhang, Zhi Min ; Xie, Jiayi. In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:236:y:2025:i:c:p:135-153. Full description at Econpapers \|\| Download paper
2025	ResPoNet: A Residual Neural Network for Efficient Valuation of Large Variable Annuity Portfolios. (2025). Xiong, Heng ; Xu, Jie ; Mamon, Rogemar ; Zhao, Yixing. In: Mathematics. RePEc:gam:jmathe:v:13:y:2025:i:12:p:1916-:d:1674370. Full description at Econpapers \|\| Download paper
2025	Tail Conditional Expectation and Tail Variance for Extended Generalized Skew-Elliptical Distributions. (2025). Yao, Jing ; Yang, Yang ; Wang, Pin. In: Mathematics. RePEc:gam:jmathe:v:13:y:2025:i:18:p:2972-:d:1749120. Full description at Econpapers \|\| Download paper

Recent citations received in 2024

Year	Citing document
2024	Stackelberg reinsurance and premium decisions with MV criterion and irreversibility. (2024). Liang, Zongxia ; Luo, Xiaodong. In: Papers. RePEc:arx:papers:2402.11580. Full description at Econpapers \|\| Download paper
2024	Worst-cases of distortion riskmetrics and weighted entropy with partial information. (2024). Yin, Chuancun ; Zuo, Baishuai. In: Papers. RePEc:arx:papers:2405.19075. Full description at Econpapers \|\| Download paper
2024	A new paradigm of mortality modeling via individual vitality dynamics. (2024). Wang, Zijia ; Zhu, Xiaobai ; Zhou, Kenneth Q. In: Papers. RePEc:arx:papers:2407.15388. Full description at Econpapers \|\| Download paper
2024	Pareto-Optimal Peer-to-Peer Risk Sharing with Robust Distortion Risk Measures. (2024). Chong, Wing Fung ; Zhu, Michael B ; Ghossoub, Mario. In: Papers. RePEc:arx:papers:2409.05103. Full description at Econpapers \|\| Download paper
2024	Contract Structure and Risk Aversion in Longevity Risk Transfers. (2024). Zhang, Yuanyuan ; Li, Hong ; Landriault, David. In: Papers. RePEc:arx:papers:2409.08914. Full description at Econpapers \|\| Download paper
2024	Optimal life insurance and annuity decision under money illusion. (2024). Wei, Pengyu ; Li, Wenyuan. In: Papers. RePEc:arx:papers:2410.20128. Full description at Econpapers \|\| Download paper
2024	Neural Operators Can Play Dynamic Stackelberg Games. (2024). Yang, Xuwei ; Kratsios, Anastasis ; Ekren, Ibrahim ; Alvarez, Guillermo. In: Papers. RePEc:arx:papers:2411.09644. Full description at Econpapers \|\| Download paper
2024	Paretoâefficient risk sharing in centralized insurance markets with application to flood risk. (2024). Chong, Wing Fung ; Ghossoub, Mario ; Boonen, Tim J. In: Journal of Risk & Insurance. RePEc:bla:jrinsu:v:91:y:2024:i:2:p:449-488. Full description at Econpapers \|\| Download paper
2024	Modeling stationary, periodic, and long memory processes by superposed jump-driven processes. (2024). Yoshioka, Hidekazu. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:188:y:2024:i:c:s0960077924009093. Full description at Econpapers \|\| Download paper
2024	Deferred annuities with gender-neutral pricing: Benefitting most women without adversely affecting too many men. (2024). Ying, Yinan ; Lau, Sau-Him Paul. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:168:y:2024:i:c:s0165188924001398. Full description at Econpapers \|\| Download paper
2024	Star-shaped acceptability indexes. (2024). Righi, Marcelo. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:117:y:2024:i:c:p:170-181. Full description at Econpapers \|\| Download paper
2024	Valuation of guaranteed lifelong withdrawal benefit with the long-term care option. (2024). Chen, Shaoying ; Yang, Yang ; Zhang, Zhimin ; Cui, Zhenyu. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:119:y:2024:i:c:p:179-193. Full description at Econpapers \|\| Download paper
2024	A two-layer stochastic game approach to reinsurance contracting and competition. (2024). Xia, YI ; Liang, Zongxia ; Zou, Bin. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:119:y:2024:i:c:p:226-237. Full description at Econpapers \|\| Download paper
2024	Dependence Modelling for Heavy-Tailed Multi-Peril Insurance Losses. (2024). Lu, YI ; Yan, Tianxing ; Jeong, Himchan. In: Risks. RePEc:gam:jrisks:v:12:y:2024:i:6:p:97-:d:1416036. Full description at Econpapers \|\| Download paper
2024	Optimal insurance for repetitive natural disasters under moral hazard. (2024). Hong, Jimin ; Lee, Minha. In: Journal of Economics. RePEc:kap:jeczfn:v:143:y:2024:i:3:d:10.1007_s00712-024-00876-9. Full description at Econpapers \|\| Download paper
2024	Multi-agent Equilibrium Model with Heterogeneous Views on Fundamental Risks in Incomplete Market. (2024). Saito, Taiga ; Kizaki, Keisuke ; Takahashi, Akihiko. In: CIRJE F-Series. RePEc:tky:fseres:2024cf1224. Full description at Econpapers \|\| Download paper

Recent citations received in 2023

Year	Citing document
2023	Conditional mean risk sharing of independent discrete losses in large pools. (2023). Denuit, Michel ; Robert, Christian Y. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2023010. Full description at Econpapers \|\| Download paper
2023	Pairwise counter-monotonicity. (2023). Wang, Ruodu ; Lin, Liyuan ; Lauzier, Jean-Gabriel. In: Papers. RePEc:arx:papers:2302.11701. Full description at Econpapers \|\| Download paper
2023	Robust optimized certainty equivalents and quantiles for loss positions with distribution uncertainty. (2023). Tian, Dejian ; Li, Weiwei. In: Papers. RePEc:arx:papers:2304.04396. Full description at Econpapers \|\| Download paper
2023	Optimal Management of DC Pension Plan with Inflation Risk and Tail VaR Constraint. (2023). Xu, Zuo Quan ; Mi, Hui ; Yang, Dongfang. In: Papers. RePEc:arx:papers:2309.01936. Full description at Econpapers \|\| Download paper
2023	Optimal dividend strategies for a catastrophe insurer. (2023). Azcue, Pablo ; Muler, Nora ; Albrecher, Hansjoerg. In: Papers. RePEc:arx:papers:2311.05781. Full description at Econpapers \|\| Download paper
2023	Optimal insurance with mean-deviation measures. (2023). Han, Xia ; Boonen, Tim J. In: Papers. RePEc:arx:papers:2312.01813. Full description at Econpapers \|\| Download paper
2023	Irreversible Reinsurance: Minimization of Capital Injections in Presence of a Fixed Cost. (2023). Federico, Salvatore ; Torrente, Maria Laura ; Ferrari, Giorgio. In: Center for Mathematical Economics Working Papers. RePEc:bie:wpaper:682. Full description at Econpapers \|\| Download paper
2023	Pairwise counter-monotonicity. (2023). Wang, Ruodu ; Lin, Liyuan ; Lauzier, Jean-Gabriel. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:111:y:2023:i:c:p:279-287. Full description at Econpapers \|\| Download paper
2023	Robust optimal asset-liability management with mispricing and stochastic factor market dynamics. (2023). Zhang, Yumo ; Wang, Ning. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:113:y:2023:i:c:p:251-273. Full description at Econpapers \|\| Download paper
2023	Estimating the GerberâShiu Function in the Two-Sided Jumps Risk Model by Laguerre Series Expansion. (2023). Deng, Yingchun ; Huang, YA. In: Mathematics. RePEc:gam:jmathe:v:11:y:2023:i:9:p:1994-:d:1130818. Full description at Econpapers \|\| Download paper
2023	On Risk Management of Mortality and Longevity Capital Requirement: A Predictive Simulation Approach. (2023). Yang, Shuai ; Zhou, Kenneth Q. In: Risks. RePEc:gam:jrisks:v:11:y:2023:i:12:p:206-:d:1288573. Full description at Econpapers \|\| Download paper
2023	Modelling Motor Insurance Claim Frequency and Severity Using Gradient Boosting. (2023). Bravo, Jorge ; Guerreiro, Gracinda R ; Clemente, Carina. In: Risks. RePEc:gam:jrisks:v:11:y:2023:i:9:p:163-:d:1238092. Full description at Econpapers \|\| Download paper
2023	Interest rate risk of Chinese commercial banks based on the GARCH-EVT model. (2023). Shan, Zhangming ; Chen, Xin ; Boamah, Valentina ; Tang, Decai ; Zhou, Biao. In: Palgrave Communications. RePEc:pal:palcom:v:10:y:2023:i:1:d:10.1057_s41599-023-02321-6. Full description at Econpapers \|\| Download paper

Recent citations received in 2022

Year	Citing document
2022	The Gerber-Shiu discounted penalty function: A review from practical perspectives. (2022). He, Yue ; Shimizu, Yasutaka ; Kawai, Reiichiro ; Yamazaki, Kazutoshi. In: Papers. RePEc:arx:papers:2203.10680. Full description at Econpapers \|\| Download paper
2022	Choquet regularization for reinforcement learning. (2022). Yu, Xun ; Han, Xia ; Wang, Ruodu. In: Papers. RePEc:arx:papers:2208.08497. Full description at Econpapers \|\| Download paper
2022	mCube: Multinomial Micro-level reserving Model. (2022). Verdonck, Tim ; van Oirbeek, Robin ; Ponnet, Jolien ; Menvouta, Emmanuel Jordy. In: Papers. RePEc:arx:papers:2212.00101. Full description at Econpapers \|\| Download paper
2022	A Stackelberg reinsurance-investment game under $\alpha$-maxmin mean-variance criterion and stochastic volatility. (2022). Liang, Zongxia ; Song, Yilun ; Guan, Guohui. In: Papers. RePEc:arx:papers:2212.14327. Full description at Econpapers \|\| Download paper
2022	Equilibrium meanâvariance reinsurance and investment strategies for a general insurance company under smooth ambiguity. (2022). Hu, Xiang ; Guan, Guohui. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:63:y:2022:i:c:s1062940822001310. Full description at Econpapers \|\| Download paper
2022	Stackelberg differential game for insurance under model ambiguity. (2022). Young, Virginia R ; Cao, Jingyi ; Li, Dongchen ; Zou, Bin. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:106:y:2022:i:c:p:128-145. Full description at Econpapers \|\| Download paper
2022	Inference for the tail conditional allocation: Large sample properties, insurance risk assessment, and compound sums of concomitants. (2022). Zitikis, R ; Gribkova, N V ; Su, J. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:107:y:2022:i:c:p:199-222. Full description at Econpapers \|\| Download paper
2022	Bilateral risk sharing in a comonotone market with rank-dependent utilities. (2022). Jiang, Wenjun ; Boonen, Tim J. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:107:y:2022:i:c:p:361-378. Full description at Econpapers \|\| Download paper
2022	Asymptotic analysis of a dynamic systemic risk measure in a renewal risk model. (2022). Li, Jinzhu. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:107:y:2022:i:c:p:38-56. Full description at Econpapers \|\| Download paper
2022	Nonparametric Estimation of the Expected Shortfall Regression for Quasi-Associated Functional Data. (2022). Kaid, Zoulikha ; Rachdi, Mustapha ; Ait-Hennani, Larbi ; Laksaci, Ali. In: Mathematics. RePEc:gam:jmathe:v:10:y:2022:i:23:p:4508-:d:987723. Full description at Econpapers \|\| Download paper
2022	Relief Policy and the Sustainability of COVID-19 Pandemic: Empirical Evidence from the Italian Manufacturing Industry. (2022). Ippoliti, Roberto ; Falavigna, Greta. In: Sustainability. RePEc:gam:jsusta:v:14:y:2022:i:22:p:15437-:d:978890. Full description at Econpapers \|\| Download paper
2022	Heterogeneity in cyber loss severity and its impact on cyber risk measurement. (2022). Jung, Kwangmin ; Eling, Martin. In: Risk Management. RePEc:pal:risman:v:24:y:2022:i:4:d:10.1057_s41283-022-00095-w. Full description at Econpapers \|\| Download paper
2022	Segmentation and estimation of claim severity in motor third-party liability insurance through contrast analysis. (2022). Oltesova, Tatiana ; Zelinova, Silvia ; Komara, Silvia ; Reiff, Marian. In: Equilibrium. Quarterly Journal of Economics and Economic Policy. RePEc:pes:ierequ:v:17:y:2022:i:3:p:803-842. Full description at Econpapers \|\| Download paper
2022	Entropy as Leading Indicator for Extreme Systemic Risk Events. (2022). Lupu, Iulia ; Stamule, Tanase ; Roman, Mihai. In: Journal for Economic Forecasting. RePEc:rjr:romjef:v::y:2022:i:4:p:58-73. Full description at Econpapers \|\| Download paper

10 most frequent citing series

#	Series	H	Cites
1	Insurance: Mathematics and Economics / Elsevier	58	2458
2	Papers / arXiv.org	97	1869
3	Mathematics / MDPI	20	515
4	European Journal of Operational Research / Elsevier	139	379
5	Risks / MDPI	21	377
6	Methodology and Computing in Applied Probability / Springer	16	365
7	Annals of Operations Research / Springer	53	173
8	Applied Mathematics and Computation / Elsevier	33	157
9	The North American Journal of Economics and Finance / Elsevier	53	133
10	Statistics & Probability Letters / Elsevier	36	106
11	The Geneva Papers on Risk and Insurance - Issues and Practice / Palgrave Macmillan	25	98