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
Solving life-cycle problems with biometric risk by artificial insurance markets	10
Analytic valuation of GMDB options with utility based asset allocation	10
Parisian excursion with capital injection for drawdown reflected Lévy insurance risk process	10
Collective reserving using individual claims data	10
Moral-hazard-free insurance: mean-variance premium principle and rank-dependent utility theory	9
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
Dividends and capital injections in a renewal model with Erlang distributed inter-arrival times	8
On the distance to the desired terminal surplus distribution under reinsurance	8
Modeling frequency distribution above a priority in presence of IBNR	7
Ensemble interval forecasts of mortality	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
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
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
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
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
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
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