Insurance Mathematics & Economics

Papers
(The H4-Index of Insurance Mathematics & Economics is 12. 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 2021-02-01 to 2025-02-01.)
ArticleCitations
Inter-order relations between equivalence for L-quantiles of the Student's t distribution27
Tail mean-variance portfolio selection with estimation risk23
Bivariate distribution regression with application to insurance data20
Exact credibility reference Bayesian premiums17
Ryu-type extended Marshall-Olkin model with implicit shocks and joint life insurance applications17
Modeling and pricing longevity derivatives using Skellam distribution16
Editorial Board14
The Cramér-Lundberg model with a fluctuating number of clients14
Editorial Board14
A note on portfolios of averages of lognormal variables13
Diversification quotients based on VaR and ES13
Optimal investment, consumption and life insurance purchase with learning about return predictability13
Editorial to the virtual special issue on emerging risks and insurance technology12
European option pricing with market frictions, regime switches and model uncertainty12
Asymptotic results on tail moment for light-tailed risks12
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