Insurance Mathematics & Economics

Papers
(The H4-Index of Insurance Mathematics & Economics is 13. The table below lists those papers that are above that threshold based on CrossRef citation counts [max. 250 papers]. The publications cover those that have been published in the past four years, i.e., from 2020-11-01 to 2024-11-01.)
ArticleCitations
Addressing the life expectancy gap in pension policy27
Cyber claim analysis using Generalized Pareto regression trees with applications to insurance23
A random forest based approach for predicting spreads in the primary catastrophe bond market20
Linking retirement age to life expectancy does not lessen the demographic implications of unequal lifespans17
Equity-linked Guaranteed Minimum Death Benefits with dollar cost averaging17
Pricing longevity derivatives via Fourier transforms17
Sparse regression with Multi-type Regularized Feature modeling16
BERT-based NLP techniques for classification and severity modeling in basic warranty data study16
From risk sharing to pure premium for a large number of heterogeneous losses15
Autocalibration and Tweedie-dominance for insurance pricing with machine learning14
Precise large deviations of aggregate claims with arbitrary dependence between claim sizes and waiting times14
Optimal reinsurance and investment under common shock dependence between financial and actuarial markets13
Law-invariant functionals that collapse to the mean13
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