OOIR: Observatory of International Research

Papers

(The TQCC of Scandinavian Actuarial Journal is 3. 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 2021-05-01 to 2025-05-01.)

Article	Citations
Stackelberg differential game for insurance under model ambiguity: general divergence	34
On the decomposition of an insurer's profits and losses	20
Expert Kaplan–Meier estimation	17
Value-at-Risk, Tail Value-at-Risk and upper tail transform of the sum of two counter-monotonic random variables	14
Portfolio optimization with wealth-dependent risk constraints	14
Parisian excursion with capital injection for drawdown reflected Lévy insurance risk process	10
Collective reserving using individual claims data	10
Solving life-cycle problems with biometric risk by artificial insurance markets	10
Analytic valuation of GMDB options with utility based asset allocation	10
Utilitarian versus neutralitarian design of endowment fund policies	9
The effect of the COVID-19 health disruptions on breast cancer mortality for older women: a semi-Markov modelling approach	9
Moral-hazard-free insurance: mean-variance premium principle and rank-dependent utility theory	9
On the distance to the desired terminal surplus distribution under reinsurance	8
Dividends and capital injections in a renewal model with Erlang distributed inter-arrival times	8
Ensemble interval forecasts of mortality	7
Modeling frequency distribution above a priority in presence of IBNR	7
Enhanced gradient boosting for zero-inflated insurance claims and comparative analysis of `CatBoost` , `XGBoost` , and `Lig`	6
Actuarial-consistency and two-step actuarial valuations: a new paradigm to insurance valuation	6
On the surplus management of funds with assets and liabilities in presence of solvency requirements	5
Actuarial pricing with financial methods	5
Ruin probabilities for risk process in a regime-switching environment	5
Last passage times for generalized drawdown processes with applications	5
Approximating the classical risk process by stable Lévy motion	5
Cyber risk modeling: a discrete multivariate count process approach	5
Robust time-consistent reinsurance-investment strategy with model uncertainty under 4/2 stochastic volatility model	5

Pareto-optimal insurance under heterogeneous beliefs and incentive compatibility	5
Pareto-optimal insurance with an upper limit on the insurer's exposure	5
An insurer's optimal strategy towards a new independent business	5
On technical bases and surplus in life insurance	5
Spatial modelling of risk premiums for water damage insurance	5
Stackelberg equilibrium reinsurance contract with smooth ambiguity under thinning-dependence framework	4
Insurance pricing in an equilibrium model	4
On the estimation of bivariate conditional transition rates	4
Group cohesion under individual regulatory constraints	4
Ruin in a continuous-time risk model with arbitrarily dependent insurance and financial risks triggered by systematic factors	4
Gamma, Gaussian and Poisson approximations for random sums using size-biased and generalized zero-biased couplings	4
Aggregate Markov models in life insurance: estimation via the EM algorithm	4
Competitive insurance pricing strategies for multiple lines of business: a game-theoretic approach	3
A Stackelberg reinsurance-investment game under α -maxmin mean-variance criterion and stochastic volatility	3
Conditional increments of aggregate discounted claims with a trend	3
A simple Bayesian state-space approach to the collective risk models	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
A multi-state model for sick leave and its impact on partial early retirement incentives: the case of the Netherlands	3
Time-series forecasting of mortality rates using transformer	3
A stochastic model of group wealth responses to insurance mechanisms in low-income communities	3
Stackelberg reinsurance chain under model ambiguity	3
Cramér–Lundberg asymptotics for spectrally positive Markov additive processes	3
Socioeconomic differentials in mortality: implications on index-based longevity hedges	3
Soft splicing model: bridging the gap between composite model and finite mixture model	3
Optimal mix among PAYGO, EET and individual savings	3
Two hybrid models for dependent death times of couple: a common shock approach	3