OOIR: Observatory of International Research

Papers

(The median citation count of ASTIN Bulletin-The Journal of the International Actuarial Association is 0. 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 2021-04-01 to 2025-04-01.)

Article	Citations
ASB volume 51 issue 2 Cover and Front matter	39
ASB volume 53 issue 2 Cover and Back matter	22
TEST FOR CHANGES IN THE MODELED SOLVENCY CAPITAL REQUIREMENT OF AN INTERNAL RISK MODEL	20
ASB volume 55 issue 1 Cover and Back matter	19
OPTIMAL CONTROL OF THE DECUMULATION OF A RETIREMENT PORTFOLIO WITH VARIABLE SPENDING AND DYNAMIC ASSET ALLOCATION	16
Ratemaking in a changing environment	16
CALIBRATING THE LEE-CARTER AND THE POISSON LEE-CARTER MODELS VIA NEURAL NETWORKS	16
ASB volume 54 issue 1 Cover and Back matter	13
ASB volume 52 issue 3 Cover and Front matter	12
MULTI-STATE MODELLING OF CUSTOMER CHURN	10
Generic framework for a coherent integration of experience and exposure rating in reinsurance	9
ASB volume 54 issue 1 Cover and Front matter	8
The use of autoencoders for training neural networks with mixed categorical and numerical features	8
Microscopic traffic models, accidents, and insurance losses	8
Fair valuations of insurance policies under multiple risk factors: A flexible lattice approach	8
On the optimality of linear residual risk sharing	8
GEOGRAPHIC RATEMAKING WITH SPATIAL EMBEDDINGS	8
Risk allocation through shapley decompositions, with applications to variable annuities	7
Telematics combined actuarial neural networks for cross-sectional and longitudinal claim count data	7
COST-SENSITIVE MULTI-CLASS ADABOOST FOR UNDERSTANDING DRIVING BEHAVIOR BASED ON TELEMATICS	7
Risk modeling of property insurance claims from weather events	6
Pareto-optimal peer-to-peer risk sharing with robust distortion risk measures	6
COMPUTATION OF BONUS IN MULTI-STATE LIFE INSURANCE	6
Optimal insurance with counterparty and additive background risk	6
ASYMPTOTICS FOR SYSTEMIC RISK WITH DEPENDENT HEAVY-TAILED LOSSES	6

Modelling mortality: A bayesian factor-augmented var (favar) approach	6
Cyber insurance-linked securities	5
Expressive mortality models through Gaussian process kernels	5
Premium control with reinforcement learning	5
Machine Learning with High-Cardinality Categorical Features in Actuarial Applications	5
Signature-based validation of real-world economic scenarios	4
ASB volume 51 issue 2 Cover and Back matter	4
Survival energy models for mortality prediction and future prospects	4
Target benefit pension plan with longevity risk and intergenerational equity – CORRIGENDUM	4
Portfolio performance under benchmarking relative loss and portfolio insurance: From omega ratio to loss aversion	4
Estimating the VaR-induced Euler allocation rule	3
Optimal commissions and subscriptions in mutual aid platforms	3
Calculating premium principles from the mode of a unimodal weighted distribution	3
Cybersecurity investments and cyber insurance purchases in a non-cooperative game	3
EVALUATING THE TAIL RISK OF MULTIVARIATE AGGREGATE LOSSES	3
Risk management with local least squares Monte Carlo	3
Individual claims reserving using the Aalen–Johansen estimator	3
Multiple yield curve modeling and forecasting using deep learning	3
ASB volume 51 issue 3 Cover and Front matter	2
ASB volume 53 issue 2 Cover and Front matter	2
ASB volume 52 issue 2 Cover and Front matter	2
GEOGRAPHICAL DIVERSIFICATION AND LONGEVITY RISK MITIGATION IN ANNUITY PORTFOLIOS	2
Intergenerational risk sharing in a defined contribution pension system: analysis with Bayesian optimization	2
SELECTING BIVARIATE COPULA MODELS USING IMAGE RECOGNITION	2
NEIGHBOURING PREDICTION FOR MORTALITY	2
Mack’s estimator motivated by large exposure asymptotics in a compound poisson setting	2
Construction of rating systems using global sensitivity analysis: A numerical investigation	2
A NEW MULTIVARIATE ZERO-INFLATED HURDLE MODEL WITH APPLICATIONS IN AUTOMOBILE INSURANCE	2
ASB volume 52 issue 1 Cover and Back matter	2
A maximum likelihood approach for uncertain volumes in the additive reserving model	2
Optimal consumption, investment, and insurance under state-dependent risk aversion	2
ASB volume 52 issue 1 Cover and Front matter	2
Optimal surrender policy for reverse mortgage loans	1
Incident-specific cyber insurance	1
Worst-case moments under partial ambiguity	1
THE SAINT MODEL: A DECADE LATER	1
Target benefit versus defined contribution scheme: a multi-period framework	1
Impact of correlation between interest rates and mortality rates on the valuation of various life insurance products	1
Worst-case reinsurance strategy with likelihood ratio uncertainty	1
OPTIMAL REINSURANCE FROM THE VIEWPOINTS OF BOTH AN INSURER AND A REINSURER UNDER THE CVAR RISK MEASURE AND VAJDA CONDITION	1
Two stackelberg games in life insurance: Mean-variance criterion	1
Optimal performance of a tontine overlay subject to withdrawal constraints	1
ASB volume 54 issue 3 Cover and Front matter	1
ASB volume 51 issue 3 Cover and Back matter	1
ASB volume 52 issue 2 Cover and Back matter	1
An Augmented Variable Dirichlet Process mixture model for the analysis of dependent lifetimes	1
Tail risk driven by investment losses and exogenous shocks	1
ON COMPLEX ECONOMIC SCENARIO GENERATORS: IS LESS MORE?	1
A data science approach to climate change risk assessment applied to pluvial flood occurrences for the United States and Canada	0
MORTALITY CREDITS WITHIN LARGE SURVIVOR FUNDS	0

Weekly dynamic motor insurance ratemaking with a telematics signals bonus-malus score	0
INSURANCE VALUATION: A TWO-STEP GENERALISED REGRESSION APPROACH	0
Ermanno Pitacco (1947–2022)	0
A note on continuity and asymptotic consistency of measures of risk and variability	0
ESTIMATION OF FUTURE DISCRETIONARY BENEFITS IN TRADITIONAL LIFE INSURANCE	0
Taxation and policyholder behavior: the case of guaranteed minimum accumulation benefits	0
MODERN LIFE-CARE TONTINES	0
Risk sharing in equity-linked insurance products: Stackelberg equilibrium between an insurer and a reinsurer	0
Optimal defined-contribution pension management with financial and mortality risks	0
JOINT MODELING OF CLAIM FREQUENCIES AND BEHAVIORAL SIGNALS IN MOTOR INSURANCE	0
Integration of traditional and telematics data for efficient insurance claims prediction	0
MULTIVARIATE COMPOSITE COPULAS – CORRIGENDUM	0
PHASE-TYPE DISTRIBUTIONS FOR CLAIM SEVERITY REGRESSION MODELING	0
MULTIVARIATE COMPOSITE COPULAS	0
ON THE ELL FAMILY OF DISTRIBUTIONS WITH ACTUARIAL APPLICATIONS	0
FUNCTIONAL PROFILE TECHNIQUES FOR CLAIMS RESERVING	0
IMPROVING AUTOMOBILE INSURANCE CLAIMS FREQUENCY PREDICTION WITH TELEMATICS CAR DRIVING DATA	0
Target benefit pension plan with longevity risk and intergenerational equity	0
Bridging the gap between pricing and reserving with an occurrence and development model for non-life insurance claims	0
Optimal reinsurance design under distortion risk measures and reinsurer’s default risk with partial recovery	0
Forecasting mortality rates with a coherent ensemble averaging approach	0
Reinsurance games with variance-premium reinsurers: from tree to chain	0
MULTIVARIATE DISTRIBUTIONS WITH TIME AND CROSS-DEPENDENCE: AGGREGATION AND CAPITAL ALLOCATION	0
Strategic underreporting and optimal deductible insurance	0
Distributionally robust reinsurance with expectile	0
Asymptotics for the conditional higher moment coherent risk measure with weak contagion	0
Yield curve extrapolation with machine learning	0
A representation-learning approach for insurance pricing with images	0
A hybrid data mining framework for variable annuity portfolio valuation	0
NEW LOSS RESERVE MODELS WITH PERSISTENCE EFFECTS TO FORECAST TRAPEZOIDAL LOSSES IN RUN-OFF TRIANGLES	0
TREE-BASED MACHINE LEARNING METHODS FOR MODELING AND FORECASTING MORTALITY	0
MEAN–VARIANCE INSURANCE DESIGN WITH COUNTERPARTY RISK AND INCENTIVE COMPATIBILITY	0
Modelling socio-economic mortality at neighbourhood level	0
TARGET VOLATILITY STRATEGIES FOR GROUP SELF-ANNUITY PORTFOLIOS	0
APPLYING ECONOMIC MEASURES TO LAPSE RISK MANAGEMENT WITH MACHINE LEARNING APPROACHES	0
Multidimensional credibility: A new approach based on joint distribution function	0
EXTENDING THE LEE–CARTER MODEL WITH VARIATIONAL AUTOENCODER: A FUSION OF NEURAL NETWORK AND BAYESIAN APPROACH	0
Tail variance for generalised hyper-elliptical models	0
Tail index partition-based rules extraction with application to tornado damage insurance	0
A study of one-factor copula models from a tail dependence perspective	0
Range-based risk measures and their applications	0
JOINT MODEL PREDICTION AND APPLICATION TO INDIVIDUAL-LEVEL LOSS RESERVING	0
The impact of simultaneous shocks to financial markets and mortality on pension buy-out prices	0
ASB volume 54 issue 3 Cover and Back matter	0
A Markov multiple state model for epidemic and insurance modelling	0
ASB volume 53 issue 1 Cover and Front matter	0
Dynamic tonuity: Adapting retirement benefits to a changing environment	0
Joint mortality models based on subordinated linear hypercubes	0
ASB volume 55 issue 1 Cover and Front matter	0
DIVERSIFICATION IN CATASTROPHE INSURANCE MARKETS	0
A COLLECTIVE RESERVING MODEL WITH CLAIM OPENNESS	0
A SIMPLE AND NEARLY OPTIMAL INVESTMENT STRATEGY TO MINIMIZE THE PROBABILITY OF LIFETIME RUIN	0
ASB volume 54 issue 2 Cover and Front matter	0
FAIR TRANSITION FROM DEFINED BENEFIT TO TARGET BENEFIT	0
Multi-population mortality modelling: a Bayesian hierarchical approach	0
DISCRIMINATION-FREE INSURANCE PRICING	0
A calendar year mortality model in continuous time	0
ASB volume 54 issue 2 Cover and Back matter	0
Shortcuts for the construction of sub-annual life tables	0
Optimal annuitization under stochastic interest rates	0
ASB volume 52 issue 3 Cover and Back matter	0
Optimal VIX-linked structure for the target benefit pension plan	0
Measuring non-exchangeable tail dependence using tail copulas	0
A defined benefit pension plan model with stochastic salary and heterogeneous discounting	0
POINT AND INTERVAL FORECASTS OF DEATH RATES USING NEURAL NETWORKS	0
Pricing and hedging of longevity basis risk through securitisation	0
ASB volume 53 issue 1 Cover and Back matter	0
ASB volume 53 issue 3 Cover and Front matter	0
ASB volume 53 issue 3 Cover and Back matter	0
The 3-step hedge-based valuation: fair valuation in the presence of systematic risks	0
A GROUP REGULARISATION APPROACH FOR CONSTRUCTING GENERALISED AGE-PERIOD-COHORT MORTALITY PROJECTION MODELS	0
Forecasting mortality rates with functional signatures	0