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 2020-03-01 to 2024-03-01.)
ArticleCitations
Robust optimal reinsurance–investment strategy with price jumps and correlated claims29
Addressing the life expectancy gap in pension policy22
Pricing longevity derivatives via Fourier transforms18
A random forest based approach for predicting spreads in the primary catastrophe bond market17
Cyber claim analysis using Generalized Pareto regression trees with applications to insurance16
Equity-linked Guaranteed Minimum Death Benefits with dollar cost averaging15
Optimal reinsurance under the mean–variance premium principle to minimize the probability of ruin15
Dynamic structural percolation model of loss distribution for cyber risk of small and medium-sized enterprises for tree-based LAN topology13
Predictive compound risk models with dependence13
Optimal consumption–investment and life-insurance purchase strategy for couples with correlated lifetimes13
Optimal insurance with belief heterogeneity and incentive compatibility13
Generalized expected discounted penalty function at general drawdown for Lévy risk processes12
Calibrating Gompertz in reverse: What is your longevity-risk-adjusted global age?12
Precise large deviations of aggregate claims with arbitrary dependence between claim sizes and waiting times12
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