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 2021-04-01 to 2025-04-01.)

Article	Citations
Optimal income drawdown and investment with longevity basis risk	30
Money illusion in retirement savings with a minimum guarantee	20
Last passage times for generalized drawdown processes with applications	15
An actuarial model of arrhythmogenic right ventricular cardiomyopathy and life insurance	14
Robust two-player differential investment game of defined contribution pension plans under multiple risks	14
On the decomposition of an insurer's profits and losses	11
Pareto-optimal insurance under heterogeneous beliefs and incentive compatibility	10
A note on pandemic mortality rates	10
Actuarial pricing with financial methods	10
Stackelberg differential game for insurance under model ambiguity: general divergence	10
Model uncertainty assessment for symmetric and right-skewed distributions	9
Mixed participating and unit-linked life insurance contracts: design, pricing and optimal strategy	8
A refracted Lévy process with delayed dividend pullbacks	7
Optimal investment and reinsurance strategies under 4/2 stochastic volatility model	7
An insurer's optimal strategy towards a new independent business	6
On technical bases and surplus in life insurance	5
On the analysis of a discrete-time risk model with INAR(1) processes	5
Modeling surrender risk in life insurance: theoretical and experimental insight	5
Valuation of variable annuities with guaranteed minimum maturity benefits and periodic fees	5
Robust reinsurance contract with learning and ambiguity aversion	5
A Stackelberg–Nash equilibrium with investment and reinsurance in mixed leadership game	5
Non-zero-sum reinsurance and investment game under thinning dependence structure: mean–variance premium principle	5
Ruin probabilities for risk process in a regime-switching environment	4
Expert Kaplan–Meier estimation	4
Multivariate higher order moments in multi-state life insurance	4

Mortality forecasting using the four-way CANDECOMP/PARAFAC decomposition	4
Valuation and optimal surrender of variable annuities with guaranteed minimum benefits and periodic fees	4
Hereditarity of potential matrices and positive affine prediction of nonnegative risks from mixture models	4
Analytic valuation of GMDB options with utility based asset allocation	4
Spatial modelling of risk premiums for water damage insurance	4
Some optimisation problems in insurance with a terminal distribution constraint	4
Portfolio optimization with wealth-dependent risk constraints	4
LocalGLMnet: interpretable deep learning for tabular data	4
Functional sensitivity analysis of ruin probability in the classical risk models	3
Finite-time ruin probabilities using bivariate Laguerre series	3
Insurance pricing in an equilibrium model	3
A note on bivariate survival functions following a law of uniform seniority	3
Ruin in a continuous-time risk model with arbitrarily dependent insurance and financial risks triggered by systematic factors	3
Gamma, Gaussian and Poisson approximations for random sums using size-biased and generalized zero-biased couplings	3
Value-at-Risk, Tail Value-at-Risk and upper tail transform of the sum of two counter-monotonic random variables	3
Non-zero-sum reinsurance and investment game with non-trivial curved strategy structure under Ornstein–Uhlenbeck process	3
A simple Bayesian state-space approach to the collective risk models	3
An impossibility theorem on capital allocation	3
A new skewness adjustment for Solvency II SCR standard formula	3
Group cohesion under individual regulatory constraints	3
A multivariate CVaR risk measure from the perspective of portfolio risk management	3
On the longest/shortest negative excursion of a Lévy risk process and related quantities	3
Response versus gradient boosting trees, GLMs and neural networks under Tweedie loss and log-link	3
Equity-linked annuity valuation under fractional jump-diffusion financial and mortality models	2
Managing cyber risk, a science in the making	2
Optimal portfolio choice under kinked power utility	2
Mortality forecasting at age 65 and above: an age-specific evaluation of the Lee-Carter model	2
Age-coherent extensions of the Lee–Carter model	2
Fractional inhomogeneous multi-state models in life insurance	2
Aggregate Markov models in life insurance: estimation via the EM algorithm	2
Boosting cost-complexity pruned trees on Tweedie responses: the ABT machine for insurance ratemaking	2
On the estimation of bivariate conditional transition rates	2
Optimal risk management strategies in a diffusion risk process: a simultaneous problem	2
Collective reserving using individual claims data	2
The role of direct capital cash transfers towards poverty and extreme poverty alleviation - an omega risk process	2
On the valuation of life insurance policies for dependent coupled lives	2
Sequential Monte Carlo samplers to fit and compare insurance loss models	2
Loss modeling with many-parameter distributions	2
A stochastic model of group wealth responses to insurance mechanisms in low-income communities	1
Time-consistent mean-variance reinsurance-investment problem with long-range dependent mortality rate	1
Valuation of variable annuities under stochastic volatility and stochastic jump intensity	1
Local bias adjustment, duration-weighted probabilities, and automatic construction of tariff cells	1
On the time and aggregate claim amount until the surplus drops below zero or reaches a safety level in a jump diffusion risk model	1
A general surplus decomposition principle in life insurance	1
Correction	1
Competitive insurance pricing strategies for multiple lines of business: a game-theoretic approach	1
The effect of the COVID-19 health disruptions on breast cancer mortality for older women: a semi-Markov modelling approach	1
Solving life-cycle problems with biometric risk by artificial insurance markets	1
Optimal investment strategies and intergenerational risk sharing for target benefit pension plans under habit formation	1
Gambler's ruin problem in a Markov-modulated jump-diffusion risk model	1

Two hybrid models for dependent death times of couple: a common shock approach	1
Optimal reinsurance contract in a Stackelberg game framework: a view of social planner	1
Insurance pricing with hierarchically structured data an illustration with a workers' compensation insurance portfolio	1
Conditional increments of aggregate discounted claims with a trend	1
What is fair? Proxy discrimination vs. demographic disparities in insurance pricing	1
Scalarized utility-based multi-asset risk measures	1
Time-inconsistent view on a dividend problem with penalty	1
Optimal mix among PAYGO, EET and individual savings	1
Accurate and explainable mortality forecasting with the LocalGLMnet	1
Semiparametric copula models applied to the decomposition of claim amounts	1
Valuing variable annuities with path-dependent surrender guarantees under regime-switching Lévy models	1
Cramér–Lundberg asymptotics for spectrally positive Markov additive processes	1
Moral-hazard-free insurance: mean-variance premium principle and rank-dependent utility theory	1
Mortality forecasting using stacked regression ensembles	1
Stackelberg reinsurance chain under model ambiguity	1
Equilibrium reinsurance strategies for n insurers under a unified competition and cooperation framework	1
Utilitarian versus neutralitarian design of endowment fund policies	1
A multi-state model for sick leave and its impact on partial early retirement incentives: the case of the Netherlands	1
Ensemble distributional forecasting for insurance loss reserving	1
Parisian excursion with capital injection for drawdown reflected Lévy insurance risk process	1