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 2021-09-01 to 2025-09-01.)
ArticleCitations
Editorial Board26
A life insurance model with asymmetric time preferences25
Risk-neutral valuation of GLWB riders in variable annuities24
A note on portfolios of averages of lognormal variables23
Optimal insurance with mean-deviation measures22
Efficient hedging of life insurance portfolio for loss-averse insurers20
Robust Bayesian estimation and prediction in gamma-gamma model of claim reserves19
Fees in tontines18
Self-protection under Nth-degree risk increase of random unit cost18
Robust asset-liability management games for n players under multivariate stochastic covariance models18
Editorial Board18
On the equivalence between Value-at-Risk- and Expected Shortfall-based risk measures in non-concave optimization16
The principle of a single big jump from the perspective of tail moment risk measure15
Cyber risk frequency, severity and insurance viability15
0.10135507583618