Insurance Mathematics & Economics

Papers
(The H4-Index of Insurance Mathematics & Economics is 14. 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 2021-05-01 to 2025-05-01.)
ArticleCitations
Editorial Board34
Robust Bayesian estimation and prediction in gamma-gamma model of claim reserves28
A combined analysis of hedge effectiveness and capital efficiency in longevity hedging23
A note on portfolios of averages of lognormal variables23
A life insurance model with asymmetric time preferences23
Optimal insurance with mean-deviation measures21
Risk-neutral valuation of GLWB riders in variable annuities19
Editorial Board18
Intergenerational actuarial fairness when longevity increases: Amending the retirement age18
Robust asset-liability management games for n players under multivariate stochastic covariance models18
Haezendonck-Goovaerts capital allocation rules18
Multivariate dependence among cyber risks based on L-hop propagation17
Law-invariant return and star-shaped risk measures17
Similar risks have similar prices: A useful and exact quantification16
Optimal reinsurance and investment under common shock dependence between financial and actuarial markets14
Multi-constrained optimal reinsurance model from the duality perspectives14
On the equivalence between Value-at-Risk- and Expected Shortfall-based risk measures in non-concave optimization14
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