OOIR: Observatory of International Research

Papers

(The median citation count of ASTIN Bulletin-The Journal of the International Actuarial Association 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 2022-06-01 to 2026-06-01.)

Article	Citations
ASB volume 53 issue 2 Cover and Back matter	20
MULTI-STATE MODELLING OF CUSTOMER CHURN	16
ASB volume 55 issue 3 Cover and Back matter	16
On the optimality of linear residual risk sharing	15
Individual loss reserving for multi-coverage insurance	13
Hedging targeted risks with reinforcement learning: application to life insurance contracts with embedded guarantees	13
ASB volume 56 issue 2 Cover and Front matter	12
Indifference pricing of mortality-linked securities using backward stochastic differential equations	12
Risk aggregation and stochastic dominance for a class of heavy-tailed distributions	12
Fairness and risk sharing in integrated LRD-tontine schemes under Volterra mortality risk	11
ASB volume 56 issue 1 Cover and Back matter	10
Optimal surrender policy for reverse mortgage loans	10
Mack’s estimator motivated by large exposure asymptotics in a compound poisson setting	9
Worst-case reinsurance strategy with likelihood ratio uncertainty	9
A new credibility estimation of process variance with applications	8
NEW LOSS RESERVE MODELS WITH PERSISTENCE EFFECTS TO FORECAST TRAPEZOIDAL LOSSES IN RUN-OFF TRIANGLES	8
Risk sharing in equity-linked insurance products: Stackelberg equilibrium between an insurer and a reinsurer	8
Optimal reinsurance design under distortion risk measures and reinsurer’s default risk with partial recovery	8
Weekly dynamic motor insurance ratemaking with a telematics signals bonus-malus score	8
Forecasting mortality rates with functional signatures	7
Tail index partition-based rules extraction with application to tornado damage insurance	7
Marked Cox models for IBNR claims count: continuous and discretized approaches with Dirichlet-driven reporting delays	7
A two-account pricing framework for hybrid variable annuity contract embedded with living and death benefit riders	7
Modelling socio-economic mortality at neighbourhood level	7
Multi-asset return risk measures	6

ASB volume 54 issue 1 Cover and Back matter	6
Survival energy models for mortality prediction and future prospects	6
The use of autoencoders for training neural networks with mixed categorical and numerical features	6
Dynamic Financial Analysis (DFA) of general insurers under climate change	6
Enriched truncated exponentiated generalized family of distributions with application to heavy-tailed data	6
Risk allocation through shapley decompositions, with applications to variable annuities	6
Portfolio performance under benchmarking relative loss and portfolio insurance: From omega ratio to loss aversion	6
Impact of insurers’ technology accessibility as private information on market structure	5
Stationary probabilities and the monotone likelihood ratio in bonus-malus systems	5
Optimal performance of a tontine overlay subject to withdrawal constraints	5
Taxation and policyholder behavior: the case of guaranteed minimum accumulation benefits	5
Tail variance for generalised hyper-elliptical models – CORRIGENDUM	5
Asymptotics for the conditional higher moment coherent risk measure with weak contagion	5
EVALUATING THE TAIL RISK OF MULTIVARIATE AGGREGATE LOSSES	5
Signature-based validation of real-world economic scenarios	5
Dynamic tonuity: Adapting retirement benefits to a changing environment	4
ASB volume 53 issue 1 Cover and Back matter	4
Improving healthcare cost prediction for chronic disease through covariate clustering and subgroup analysis methods	4
ASB volume 56 issue 2 Cover and Back matter	4
EXTENDING THE LEE–CARTER MODEL WITH VARIATIONAL AUTOENCODER: A FUSION OF NEURAL NETWORK AND BAYESIAN APPROACH	4
Pareto-optimal risk exchange in a continuous-time economy: Application to target benefit pension	4
Cost-of-capital valuation with risky assets	4
Joint mortality models based on subordinated linear hypercubes	3
Ratemaking in a changing environment	3
Individual claims reserving using the Aalen–Johansen estimator	3
ASB volume 53 issue 2 Cover and Front matter	3
Distributionally robust reinsurance with expectile	3
Estimating the VaR-induced Euler allocation rule	3
Multiple yield curve modeling and forecasting using deep learning	3
Construction of rating systems using global sensitivity analysis: A numerical investigation	3
Forecasting mortality rates with a coherent ensemble averaging approach	3
Cybersecurity investments and cyber insurance purchases in a non-cooperative game	3
Guaranteed minimum income benefit valuation via a numéraire transformation approach	3
Optimal commissions and subscriptions in mutual aid platforms	3
Multidimensional credibility: A new approach based on joint distribution function	2
A note on continuity and asymptotic consistency of measures of risk and variability	2
Ermanno Pitacco (1947–2022)	2
A data science approach to climate change risk assessment applied to pluvial flood occurrences for the United States and Canada	2
A calendar year mortality model in continuous time	2
Excess of age transfer policy for life annuities under longevity risk	2
Modeling discrete common-shock risks through matrix distributions	2
Impact of correlation between interest rates and mortality rates on the valuation of various life insurance products	2
ASB volume 54 issue 2 Cover and Front matter	2
Editorial: Special issue on risk sharing	2
A hierarchical copula-based sparse VECM for cause-of-death mortality rates: modeling, forecasting, and connectedness	2
A hybrid data mining framework for variable annuity portfolio valuation	2
Optimal hurdle rate and investment policy in lifetime pension pools	2
Mortality forecasting via multi-task neural networks	2
Asymmetric Nash insurance bargaining between risk-averse parties	2
A defined benefit pension plan model with stochastic salary and heterogeneous discounting	2

Fair valuations of insurance policies under multiple risk factors: A flexible lattice approach	1
Risk modeling of property insurance claims from weather events	1
Risk-sharing rules for mortality pooling products with stochastic and correlated mortality rates	1
Premium control with reinforcement learning	1
ASB volume 55 issue 1 Cover and Front matter	1
Optimal design of fixed and variable costs in peer-to-peer insurance with heterogeneous risk	1
Assessing driving risk through unsupervised detection of anomalies in telematics time series data	1
Optimal proportional insurance under claim habit	1
Regularized matrix exponential distributions and lapse modeling: the case of the French credit life insurance market	1
Optimal reinsurance under endogenous default and background risk	1
ASB volume 54 issue 1 Cover and Front matter	1
Worst-case distortion risk measures of transformed losses with uncertain distributions lying in Wasserstein balls	1
Telematics combined actuarial neural networks for cross-sectional and longitudinal claim count data	1
Pareto-optimal peer-to-peer risk sharing with robust distortion risk measures	1
Target benefit versus defined contribution scheme: a multi-period framework	1
Risk management with local least squares Monte Carlo	1