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 2020-11-01 to 2024-11-01.)

Article	Citations
Time-series forecasting of mortality rates using deep learning	49
Robust reinsurance contract with asymmetric information in a stochastic Stackelberg differential game	28
Bowley reinsurance with asymmetric information on the insurer's risk preferences	16
Variable annuity pricing, valuation, and risk management: a survey	15
Propagation of cyber incidents in an insurance portfolio: counting processes combined with compartmental epidemiological models	14
Optimal investment and reinsurance strategies under 4/2 stochastic volatility model	13
Household consumption-investment-insurance decisions with uncertain income and market ambiguity	13
Collective reserving using individual claims data	13
Mortality forecasting at age 65 and above: an age-specific evaluation of the Lee-Carter model	12
Tontines with mixed cohorts	11
Optimal reinsurance with model uncertainty and Stackelberg game	10
LocalGLMnet: interpretable deep learning for tabular data	10
Optimal dividend strategy for an insurance group with contagious default risk	9
Simple approximation for the ruin probability in renewal risk model under interest force via Laguerre series expansion	9
Age-coherent extensions of the Lee–Carter model	9
Mortality forecasting using stacked regression ensembles	8
Valuation and optimal surrender of variable annuities with guaranteed minimum benefits and periodic fees	8
Equilibrium reinsurance strategies for n insurers under a unified competition and cooperation framework	8
Insurance pricing with hierarchically structured data an illustration with a workers' compensation insurance portfolio	7
Estimation of the Haezendonck-Goovaerts risk measure for extreme risks	6
Two-step risk analysis in insurance ratemaking	6
Managing cyber risk, a science in the making	6
Nested Monte Carlo simulation in financial reporting: a review and a new hybrid approach	6
Grouping of contracts in insurance using neural networks	6
Optimal contribution rate of PAYGO pension	5

Stackelberg differential game for insurance under model ambiguity: general divergence	5
Optimal periodic dividend strategies for spectrally negative Lévy processes with fixed transaction costs	5
Local bias adjustment, duration-weighted probabilities, and automatic construction of tariff cells	5
On the analysis of a discrete-time risk model with INAR(1) processes	5
A law of uniform seniority for dependent lives	5
Finite-time ruin probabilities using bivariate Laguerre series	5
Optimal reinsurance pricing with ambiguity aversion and relative performance concerns in the principal-agent model	4
Time-series forecasting of mortality rates using transformer	4
Structure of intergenerational risk-sharing plans: optimality and fairness	4
Ruin probability in a two-dimensional model with correlated Brownian motions	4
Isotonic recalibration under a low signal-to-noise ratio	4
Phase-type mixture-of-experts regression for loss severities	4
Optimal reinsurance contract in a Stackelberg game framework: a view of social planner	4
Actuarial-consistency and two-step actuarial valuations: a new paradigm to insurance valuation	4
Spatial Tweedie exponential dispersion models: an application to insurance rate-making	4
Response versus gradient boosting trees, GLMs and neural networks under Tweedie loss and log-link	4