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 2021-02-01 to 2025-02-01.)

Article	Citations
A refracted Lévy process with delayed dividend pullbacks	49
Mixed participating and unit-linked life insurance contracts: design, pricing and optimal strategy	28
Optimal income drawdown and investment with longevity basis risk	15
Money illusion in retirement savings with a minimum guarantee	13
Optimal investment and reinsurance strategies under 4/2 stochastic volatility model	13
Last passage times for generalized drawdown processes with applications	13
Robust two-player differential investment game of defined contribution pension plans under multiple risks	12
Ruin probabilities for risk process in a regime-switching environment	10
Valuation and optimal surrender of variable annuities with guaranteed minimum benefits and periodic fees	10
Robust reinsurance contract with learning and ambiguity aversion	9
An actuarial model of arrhythmogenic right ventricular cardiomyopathy and life insurance	9
Pareto-optimal insurance under heterogeneous beliefs and incentive compatibility	8
A note on pandemic mortality rates	8
Valuation of variable annuities with guaranteed minimum maturity benefits and periodic fees	8
On the decomposition of an insurer's profits and losses	8
Some optimisation problems in insurance with a terminal distribution constraint	7
Actuarial pricing with financial methods	6
Modeling surrender risk in life insurance: theoretical and experimental insight	6
On technical bases and surplus in life insurance	5
Stackelberg differential game for insurance under model ambiguity: general divergence	5
An insurer's optimal strategy towards a new independent business	5
Spatial modelling of risk premiums for water damage insurance	5
Expert Kaplan–Meier estimation	5
A Stackelberg–Nash equilibrium with investment and reinsurance in mixed leadership game	4
Non-zero-sum reinsurance and investment game with non-trivial curved strategy structure under Ornstein–Uhlenbeck process	4

The role of direct capital cash transfers towards poverty and extreme poverty alleviation - an omega risk process	4
Mortality forecasting using the four-way CANDECOMP/PARAFAC decomposition	4
Non-zero-sum reinsurance and investment game under thinning dependence structure: mean–variance premium principle	4
Aggregate Markov models in life insurance: estimation via the EM algorithm	4
On the analysis of a discrete-time risk model with INAR(1) processes	4
Model uncertainty assessment for symmetric and right-skewed distributions	4
Hereditarity of potential matrices and positive affine prediction of nonnegative risks from mixture models	4
Multivariate higher order moments in multi-state life insurance	3
Stochastic modeling of assets and liabilities with mortality risk	3
Response versus gradient boosting trees, GLMs and neural networks under Tweedie loss and log-link	3
A note on bivariate survival functions following a law of uniform seniority	3
Portfolio optimization with wealth-dependent risk constraints	3
Analytic valuation of GMDB options with utility based asset allocation	3
Ruin in a continuous-time risk model with arbitrarily dependent insurance and financial risks triggered by systematic factors	3
Insurance pricing in an equilibrium model	3
An impossibility theorem on capital allocation	3
Age-coherent extensions of the Lee–Carter model	3
Functional sensitivity analysis of ruin probability in the classical risk models	3
Group cohesion under individual regulatory constraints	3
Value-at-Risk, Tail Value-at-Risk and upper tail transform of the sum of two counter-monotonic random variables	3
Optimal portfolio choice under kinked power utility	3
Two hybrid models for dependent death times of couple: a common shock approach	2
On the longest/shortest negative excursion of a Lévy risk process and related quantities	2
Mortality forecasting at age 65 and above: an age-specific evaluation of the Lee-Carter model	2
Boosting cost-complexity pruned trees on Tweedie responses: the ABT machine for insurance ratemaking	2
Equity-linked annuity valuation under fractional jump-diffusion financial and mortality models	2
A multivariate CVaR risk measure from the perspective of portfolio risk management	2
Simple approximation for the ruin probability in renewal risk model under interest force via Laguerre series expansion	2
Optimal mix among PAYGO, EET and individual savings	2
Finite-time ruin probabilities using bivariate Laguerre series	2
LocalGLMnet: interpretable deep learning for tabular data	2
Gamma, Gaussian and Poisson approximations for random sums using size-biased and generalized zero-biased couplings	2
A simple Bayesian state-space approach to the collective risk models	2
Managing cyber risk, a science in the making	2
Time-series forecasting of mortality rates using deep learning	2
Time-inconsistent view on a dividend problem with penalty	2
A new skewness adjustment for Solvency II SCR standard formula	2
On the risk of credibility premium rules	2
On the estimation of bivariate conditional transition rates	2
Valuation of variable annuities under stochastic volatility and stochastic jump intensity	2
Sequential Monte Carlo samplers to fit and compare insurance loss models	1
Optimal investment strategies and intergenerational risk sharing for target benefit pension plans under habit formation	1
Life reinsurance under perfect and asymmetric information	1
Valuing variable annuities with path-dependent surrender guarantees under regime-switching Lévy models	1
What is fair? Proxy discrimination vs. demographic disparities in insurance pricing	1
Cramér–Lundberg asymptotics for spectrally positive Markov additive processes	1
Accurate and explainable mortality forecasting with the LocalGLMnet	1
Mortality forecasting using stacked regression ensembles	1
Loss modeling with many-parameter distributions	1
Scalarized utility-based multi-asset risk measures	1

Parisian excursion with capital injection for drawdown reflected Lévy insurance risk process	1
Optimal reinsurance contract in a Stackelberg game framework: a view of social planner	1
Correction	1
A stochastic model of group wealth responses to insurance mechanisms in low-income communities	1
Mutual aid insurance with a three-state Markov chain	1
Optimal risk management strategies in a diffusion risk process: a simultaneous problem	1
Ensemble distributional forecasting for insurance loss reserving	1
The effect of the COVID-19 health disruptions on breast cancer mortality for older women: a semi-Markov modelling approach	1
Fractional inhomogeneous multi-state models in life insurance	1
Local bias adjustment, duration-weighted probabilities, and automatic construction of tariff cells	1
Semiparametric copula models applied to the decomposition of claim amounts	1
Gambler's ruin problem in a Markov-modulated jump-diffusion risk model	1
Stackelberg reinsurance chain under model ambiguity	1
Collective reserving using individual claims data	1
Moral-hazard-free insurance: mean-variance premium principle and rank-dependent utility theory	1
Time-consistent mean-variance reinsurance-investment problem with long-range dependent mortality rate	1
Utilitarian versus neutralitarian design of endowment fund policies	1
Solving life-cycle problems with biometric risk by artificial insurance markets	1