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 2022-08-01 to 2026-08-01.)

Article	Citations
Phase-type frailty models: a flexible approach to modeling unobserved heterogeneity in survival analysis	28
Expert Kaplan–Meier estimation	28
Stackelberg differential game for insurance under model ambiguity: general divergence	22
Assessing continuous common-shock risk through matrix distributions	18
The balance property in insurance pricing	18
Striking the balance: life insurance timing and asset allocation in financial planning	16
Time-consistent portfolio and contribution selection for defined benefit pension plans under partial information	14
Mean-field approximations in insurance	12
The effect of the COVID-19 health disruptions on breast cancer mortality for older women: a semi-Markov modelling approach	12
Uniform asymptotics for a multidimensional renewal risk model with multivariate subexponential claims	12
On the distance to the desired terminal surplus distribution under reinsurance	11
Modeling frequency distribution above a priority in presence of IBNR	10
Fair fee analysis of inflation-linked variable annuities with GLWB: exploring n -dimensional sub-account dynamic	10
An axiomatic characterization of the quantile risk-sharing rule	9
Ensemble interval forecasts of mortality	8
Generalized laplace approximation and its application to credibility theory	8
The dynamic of mortality explained with a reduced number of key ages	8
Approximating the classical risk process by stable Lévy motion	7
Enhanced gradient boosting for zero-inflated insurance claims and comparative analysis of `CatBoost` , `XGBoost` , and `Lig`	7
Counter-monotonic risk allocations and distortion risk measures	6
Actuarial pricing with financial methods	6
Pareto-optimal insurance with an upper limit on the insurer's exposure	6
On the surplus management of funds with assets and liabilities in presence of solvency requirements	6
Robust time-consistent reinsurance-investment strategy with model uncertainty under 4/2 stochastic volatility model	6
Cyber risk modeling: a discrete multivariate count process approach	6

Valuation of GLWB annuities with optional conversion to combo products providing LTC benefits	6
On technical bases and surplus in life insurance	5
Stackelberg equilibrium reinsurance contract with smooth ambiguity under thinning-dependence framework	5
Robust mean-variance stochastic differential reinsurance and investment games under volatility risk and model uncertainty	5
Ruin in a continuous-time risk model with arbitrarily dependent insurance and financial risks triggered by systematic factors	5
An insurer's optimal strategy towards a new independent business	5
Component-wise entropy decomposition under the additive mortality framework	5
On the estimation of bivariate conditional transition rates	5
Last passage times for generalized drawdown processes with applications	5
Numerical analysis of ultimate ruin probability in q -scale function under a Markov-modulated jump-diffusion risk model with double-exponential jumps	5
Insurance pricing in an equilibrium model	5
A simple Bayesian state-space approach to the collective risk models	4
Two hybrid models for dependent death times of couple: a common shock approach	4
Constructing prediction intervals for the age distribution of deaths	4
The Gerber-Shiu expected discounted penalty function: an application to poverty trapping	4
A stochastic model of group wealth responses to insurance mechanisms in low-income communities	4
Conditional increments of aggregate discounted claims with a trend	4
Optimal mix among PAYGO, EET and individual savings	4
Aggregate Markov models in life insurance: estimation via the EM algorithm	4
Self-protection, insurance demand and cost-sharing strategy under mean-variance preferences	4
Cramér–Lundberg asymptotics for spectrally positive Markov additive processes	4
A Stackelberg reinsurance-investment game under α -maxmin mean-variance criterion and stochastic volatility	3
On the optimal design of a new class of proportional portfolio insurance strategies in a jump-diffusion framework	3
Stackelberg reinsurance chain under model ambiguity	3
Age-gender-country-specific death rates modelling and forecasting: a linear mixed-effects model	3
Time-series forecasting of mortality rates using transformer	3
On the time and aggregate claim amount until the surplus drops below zero or reaches a safety level in a jump diffusion risk model	3
Estimation of the conditional tail moment risk measure under random right censoring	3
Soft splicing model: bridging the gap between composite model and finite mixture model	3
Competitive insurance pricing strategies for multiple lines of business: a game-theoretic approach	3
Inter and intra-generational fairness for public pension systems in multi-population mortality models	2
Optimal income drawdown and investment with longevity basis risk	2
Asymptotic analysis of a Stackelberg differential game for insurance under model ambiguity	2
The impact of correlation on (Range) Value-at-Risk	2
Assessing public pensions using risk measures: pay-as-you-go versus mixed schemes	2
Tweedie dominance for autocalibrated predictors and Laplace transform order	2
Allocating capital to time: introducing credit migration for measuring time-related risks	2
Boosting cost-complexity pruned trees on Tweedie responses: the ABT machine for insurance ratemaking	2
Robust two-player differential investment game of defined contribution pension plans under multiple risks	2
A semi-analytic prediction of reserve under pandemic risk: covid-19 in Indonesia as a case study	2
The Benktander Golden Stairs and other parameter-free credibility methods in loss reserving	2
On the longest/shortest negative excursion of a Lévy risk process and related quantities	2
Long-range dependent mortality modeling with cointegration	2
Time-inconsistent view on a dividend problem with penalty	2
Enhanced hierarchical Bayesian modeling of multi-country mortality rates with jump components	2
A refracted Lévy process with delayed dividend pullbacks	2
Forecasting cause-of-death mortality with single- and multi-population models in Hungary	2
Catastrophe bond pricing under the renewal process	2
Optimal investment-benefit allocation for a collective defined contribution plan with guaranteed replacement ratio	2
Non-zero-sum reinsurance and investment game with non-trivial curved strategy structure under Ornstein–Uhlenbeck process	2

Optimal risk management strategies in a diffusion risk process: a simultaneous problem	2
Optimal reinsurance for several lines of business	2
Kaminsky type functional equations and bivariate residual lifetimes distributions	1
Forecasting age distribution of life-table death counts via α -transformation	1
Valuation of variable annuities with guaranteed minimum maturity benefits and periodic fees	1
Optimal dividend bands revisited: a gradient-based method and evolutionary algorithms	1
The power of human capital in lifecycles. Insights from a flexible framework.	1
Optimal post-retirement investment and consumption under longevity risk in collective funds	1
Intergenerational risk sharing in pay-as-you-go pension schemes*	1
The optimal reinsurance strategy with price-competition between two reinsurers	1
Hybrid risk processes: a versatile framework for modern ruin problems	1
Non-zero-sum reinsurance and investment game under thinning dependence structure: mean–variance premium principle	1
Spatial natural hedging: a general framework with application to the mortality of U.S. states	1
Optimal insurance design in the presence of government financial assistance	1
Optimal robust reinsurance with multiple insurers*	1
Neural network Lee–Carter model and the actuarial relevance of longevity risk assessment	1
Correction	1
Money illusion in retirement savings with a minimum guarantee	1
Measuring unexplained variation in data: a non-parametric approach based on global sensitivity indices	1
Option-based portfolio and consumption insurance (OBPCI)	1
Time-inconsistent problems in life insurance	1
Robust strategy for a member of defined contribution pension plan when asset prices can jump	1