OOIR: Observatory of International Research

Papers

(The TQCC of Insurance Mathematics & Economics is 4. 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 2022-08-01 to 2026-08-01.)

Article	Citations
A life insurance model with asymmetric time preferences	40
Editorial Board	27
A note on portfolios of averages of lognormal variables	23
Optimal insurance with mean-deviation measures	20
Efficient hedging of life insurance portfolio for loss-averse insurers	19
Risk-neutral valuation of GLWB riders in variable annuities	18
No-sabotage under conditional mean risk sharing of dependent-by-mixture insurance losses	16
Optimal consumption-leisure-investment and retirement choices with nonconcave aspirational utility	14
Modelling seasonal mortality: An age–period–cohort approach	14
Optimal ratcheting of dividends with irreversible reinsurance	14
Robust asset-liability management games for n players under multivariate stochastic covariance models	13
Optimal timing of green technology adoption for climate risk mitigation	13
The principle of a single big jump from the perspective of tail moment risk measure	12
An age–period–cohort model in a Dirichlet framework: A coherent causes of death estimation	12
Editorial Board	12
Multi-constrained optimal reinsurance model from the duality perspectives	12
Counter-monotonic risk sharing with heterogeneous distortion risk measures	11
On the equivalence between Value-at-Risk- and Expected Shortfall-based risk measures in non-concave optimization	11
Granular mortality modeling with temperature and epidemic shocks: A three-state regime-switching approach	11
Self-protection under Nth-degree risk increase of random unit cost	10
The big Thaw: Unfreeze defined benefit pension with cash balance plans	10
The ultimate drawdown insurance and its state-dependent premium	10
Law-invariant return and star-shaped risk measures	10
Education-based risk indices and insurance competitiveness	9
Cyber risk frequency, severity and insurance viability	9

Pitfalls in machine learning interpretability: Manipulating partial dependence plots to hide discrimination	9
Leveraging high-resolution weather information to predict hail damage claims: A spatial point process for replicated point patterns	9
Optimal reinsurance design under convex premium principles and distortion risk measures	9
Intergenerational actuarial fairness when longevity increases: Amending the retirement age	9
Cause-of-death mortality forecasting using adaptive penalized tensor decompositions	8
Forecasting and backtesting gradient allocations of expected shortfall	8
A Dirichlet process mixture regression model for the analysis of competing risk events	8
Efficient and proper generalised linear models with power link functions	8
Editorial Board	8
Co-opetition in reinsurance markets: When Pareto meets Stackelberg and Nash	8
Data-rich economic forecasting for actuarial applications	8
Variance insurance contracts	8
Asymptotics for a time-dependent by-claim model with dependent subexponential claims	7
A mean field game approach to optimal investment and risk control for competitive insurers	7
Asymptotic analysis of a dynamic systemic risk measure in a renewal risk model	7
Dynamic optimal adjustment policies of hybrid pension plans	7
Frequency and severity estimation of cyber attacks using spatial clustering analysis	7
Stochastic mortality model with respect to mixed fractional Poisson process: Calibration and empirical analysis of long-range dependence in actuarial valuation	7
Robust optimal asset-liability management with mispricing and stochastic factor market dynamics	7
Nonparametric density estimation and risk quantification from tabulated sample moments	6
Automobile Insurance Fraud Detection Based on PSO-XGBoost Model and Interpretable Machine Learning Method	6
Pricing and hedging of variable annuities with path-dependent guarantee in Wishart stochastic volatility models	6
A new characterization of second-order stochastic dominance	6
Parisian ruin with random deficit-dependent delays for spectrally negative Lévy processes	6
On convex order and supermodular order without finite mean	6
Insurance loss modeling with gradient tree-boosted mixture models	6
Robust time-consistent Stackelberg differential game for insurance with stochastic interest rates and 4/2 stochastic volatility	6
Pricing extreme mortality risk in the wake of the COVID-19 pandemic	6
Stochastic orderings for set-valued risk measures	6
Editorial Board	6
The last passage time before ruin: Theory and applications in liquidation risk management	6
Probabilistic approach to risk processes with level-dependent premium rate	6
Multi-population modelling and forecasting life-table death counts	5
On potential information asymmetries in long-term care insurance: A simulation study using data from Switzerland	5
Numerical methods for computing risk measures of variable annuities under exponential Lévy models	5
Stochastic mortality dynamics driven by mixed fractional Brownian motion	5
Cumulative Parisian ruin in finite and infinite time horizons for a renewal risk process with exponential claims	5
A usage-based insurance (UBI) pricing model considering customer retention	5
Statistical inference for extreme extremile in heavy-tailed heteroscedastic regression model	5
Tweedie multivariate semi-parametric credibility with the exchangeable correlation	5
Risk measures on Musielak-Orlicz spaces: A state-dependent perspective for insurance	5
Optimal entry decision of unemployment insurance under partial information	5
The impact of intermediaries on insurance demand and pricing	5
An analysis of precautionary behavior in retirement decision making with an application to pension system reform	5
Editorial to the virtual special issue on emerging risks and insurance technology	5
Learning from COVID-19: A catastrophe mortality bond solution in the post-pandemic era	5
Rethinking the annuity puzzle: The role of loss aversion and money-back guarantees	5
Two-stage nested simulation of tail risk measurement: A likelihood ratio approach	5
Time-consistent reinsurance-investment games for multiple mean-variance insurers with mispricing and default risks	5
A two-layer stochastic game approach to reinsurance contracting and competition	5

On expectiles and almost stochastic dominance	5
Combining multi-asset and intrinsic risk measures	5
The Cramér-Lundberg model with a fluctuating number of clients	5
Robust asset-liability management games in a stochastic market with stochastic cash flows under HARA utility	4
Intergenerational sharing of unhedgeable inflation risk	4
Distributionally robust tail bounds based on Wasserstein distance and f-divergence	4
Dependence bounds for the difference of stop-loss payoffs on the difference of two random variables	4
Aggregate Markov models in life insurance: Properties and valuation	4
Basis risk management and randomly scaled uncertainty	4
Prolonging life by vitagions: Modelling of mortality improvement shocks	4
Model mortality rates using property and casualty insurance reserving methods	4
Editorial Board	4
Axiomatic risk sharing and capital allocation	4
Optimal valuation of variable annuity guaranteed lifetime withdrawal benefits with embedded top-up option	4
Diversification quotients based on VaR and ES	4
Tail similarity	4
A multi-agent incomplete equilibrium model and its applications to reinsurance pricing and life-cycle investment	4
Bowley solution under the reinsurer's default risk	4
Approximations of multi-period liability values by simple formulas	4
A complete proof of the De Vylder and Goovaerts conjecture for homogeneous risk models	4