OOIR: Observatory of International Research

Papers

(The median citation count of Scandinavian Actuarial Journal is 1. 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 2021-11-01 to 2025-11-01.)

Article	Citations
Expert Kaplan–Meier estimation	26
The balance property in insurance pricing	25
Phase-type frailty models: a flexible approach to modeling unobserved heterogeneity in survival analysis	22
On the decomposition of an insurer's profits and losses	14
Time-consistent portfolio and contribution selection for defined benefit pension plans under partial information	13
Stackelberg differential game for insurance under model ambiguity: general divergence	13
Value-at-Risk, Tail Value-at-Risk and upper tail transform of the sum of two counter-monotonic random variables	12
Moral-hazard-free insurance: mean-variance premium principle and rank-dependent utility theory	11
Striking the balance: life insurance timing and asset allocation in financial planning	11
Parisian excursion with capital injection for drawdown reflected Lévy insurance risk process	11
Analytic valuation of GMDB options with utility based asset allocation	11
The effect of the COVID-19 health disruptions on breast cancer mortality for older women: a semi-Markov modelling approach	11
Utilitarian versus neutralitarian design of endowment fund policies	10
On the distance to the desired terminal surplus distribution under reinsurance	9
Modeling frequency distribution above a priority in presence of IBNR	9
Enhanced gradient boosting for zero-inflated insurance claims and comparative analysis of `CatBoost` , `XGBoost` , and `Lig`	8
Ensemble interval forecasts of mortality	8
An axiomatic characterization of the quantile risk-sharing rule	7
Actuarial-consistency and two-step actuarial valuations: a new paradigm to insurance valuation	7
On the surplus management of funds with assets and liabilities in presence of solvency requirements	6
Pareto-optimal insurance with an upper limit on the insurer's exposure	6
Approximating the classical risk process by stable Lévy motion	6
Actuarial pricing with financial methods	5
Cyber risk modeling: a discrete multivariate count process approach	5
Counter-monotonic risk allocations and distortion risk measures	5

An insurer's optimal strategy towards a new independent business	5
Robust time-consistent reinsurance-investment strategy with model uncertainty under 4/2 stochastic volatility model	5
Last passage times for generalized drawdown processes with applications	4
Stackelberg equilibrium reinsurance contract with smooth ambiguity under thinning-dependence framework	4
On technical bases and surplus in life insurance	4
Valuation of GLWB annuities with optional conversion to combo products providing LTC benefits	4
Pareto-optimal insurance under heterogeneous beliefs and incentive compatibility	4
Ruin in a continuous-time risk model with arbitrarily dependent insurance and financial risks triggered by systematic factors	4
Ruin probabilities for risk process in a regime-switching environment	4
Robust mean-variance stochastic differential reinsurance and investment games under volatility risk and model uncertainty	4
Optimal mix among PAYGO, EET and individual savings	3
A stochastic model of group wealth responses to insurance mechanisms in low-income communities	3
Aggregate Markov models in life insurance: estimation via the EM algorithm	3
Insurance pricing in an equilibrium model	3
Cramér–Lundberg asymptotics for spectrally positive Markov additive processes	3
Conditional increments of aggregate discounted claims with a trend	3
The Gerber-Shiu expected discounted penalty function: an application to poverty trapping	3
A simple Bayesian state-space approach to the collective risk models	3
Constructing prediction intervals for the age distribution of deaths	3
Two hybrid models for dependent death times of couple: a common shock approach	3
On the estimation of bivariate conditional transition rates	3
A Stackelberg reinsurance-investment game under α -maxmin mean-variance criterion and stochastic volatility	2
Competitive insurance pricing strategies for multiple lines of business: a game-theoretic approach	2
Socioeconomic differentials in mortality: implications on index-based longevity hedges	2
The impact of correlation on (Range) Value-at-Risk	2
On the optimal design of a new class of proportional portfolio insurance strategies in a jump-diffusion framework	2
Robust two-player differential investment game of defined contribution pension plans under multiple risks	2
Time-series forecasting of mortality rates using transformer	2
Stackelberg reinsurance chain under model ambiguity	2
On the time and aggregate claim amount until the surplus drops below zero or reaches a safety level in a jump diffusion risk model	2
The Benktander Golden Stairs and other parameter-free credibility methods in loss reserving	2
Soft splicing model: bridging the gap between composite model and finite mixture model	2
Optimal income drawdown and investment with longevity basis risk	2
Optimal investment-benefit allocation for a collective defined contribution plan with guaranteed replacement ratio	2
Estimation of the conditional tail moment risk measure under random right censoring	2
A multi-state model for sick leave and its impact on partial early retirement incentives: the case of the Netherlands	2
Asymptotic analysis of a Stackelberg differential game for insurance under model ambiguity	2
Forecasting cause-of-death mortality with single- and multi-population models in Hungary	2
Bowley reinsurance with asymmetric information: a first-best solution	2
A refracted Lévy process with delayed dividend pullbacks	2
Age-gender-country-specific death rates modelling and forecasting: a linear mixed-effects model	2
Valuation of variable annuities with guaranteed minimum maturity benefits and periodic fees	1
Optimal robust reinsurance with multiple insurers*	1
Money illusion in retirement savings with a minimum guarantee	1
Correction	1
Allocating capital to time: introducing credit migration for measuring time-related risks	1
Response versus gradient boosting trees, GLMs and neural networks under Tweedie loss and log-link	1
Optimal insurance design in the presence of government financial assistance	1
Finite-time ruin probabilities using bivariate Laguerre series	1
q-scale function, Banach contraction principle, and ultimate ruin probability in a Markov-modulated jump–diffusion risk model	1

What is fair? Proxy discrimination vs. demographic disparities in insurance pricing	1
Managing cyber risk, a science in the making	1
Non-zero-sum reinsurance and investment game under thinning dependence structure: mean–variance premium principle	1
Model uncertainty assessment for symmetric and right-skewed distributions	1
Neural network Lee–Carter model and the actuarial relevance of longevity risk assessment	1
Gambler's ruin problem in a Markov-modulated jump-diffusion risk model	1
Optimal risk management strategies in a diffusion risk process: a simultaneous problem	1
Forecasting age distribution of life-table death counts via α -transformation	1
On the longest/shortest negative excursion of a Lévy risk process and related quantities	1
Boosting cost-complexity pruned trees on Tweedie responses: the ABT machine for insurance ratemaking	1
Assessing public pensions using risk measures: pay-as-you-go versus mixed schemes	1
Spatial natural hedging: a general framework with application to the mortality of U.S. states	1
Robust optimal investment, consumption and life insurance purchase with Epstein–Zin recursive utility	1
A new skewness adjustment for Solvency II SCR standard formula	1
Equity-linked annuity valuation under fractional jump-diffusion financial and mortality models	1
Intergenerational risk sharing in pay-as-you-go pension schemes*	1
An application of risk theory to mortgage lending	1
The optimal reinsurance strategy with price-competition between two reinsurers	1
Time-inconsistent view on a dividend problem with penalty	1
Long-range dependent mortality modeling with cointegration	1
Non-zero-sum reinsurance and investment game with non-trivial curved strategy structure under Ornstein–Uhlenbeck process	1
Catastrophe bond pricing under the renewal process	1
Optimal post-retirement investment and consumption under longevity risk in collective funds	1
Tweedie dominance for autocalibrated predictors and Laplace transform order	1
Optimal dividend bands revisited: a gradient-based method and evolutionary algorithms	1
Scalarized utility-based multi-asset risk measures	1
A note on bivariate survival functions following a law of uniform seniority	1