OOIR: Observatory of International Research

Papers

(The TQCC of Scandinavian Actuarial Journal is 4. 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
Expert Kaplan–Meier estimation	28
Phase-type frailty models: a flexible approach to modeling unobserved heterogeneity in survival analysis	28
Stackelberg differential game for insurance under model ambiguity: general divergence	22
The balance property in insurance pricing	18
Assessing continuous common-shock risk through matrix distributions	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
Uniform asymptotics for a multidimensional renewal risk model with multivariate subexponential claims	12
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
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
The dynamic of mortality explained with a reduced number of key ages	8
Ensemble interval forecasts of mortality	8
Generalized laplace approximation and its application to credibility theory	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
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
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
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
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
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 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