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

Article	Citations
DISCRIMINATION-FREE INSURANCE PRICING	34
ADDRESSING IMBALANCED INSURANCE DATA THROUGH ZERO-INFLATED POISSON REGRESSION WITH BOOSTING	21
NEIGHBOURING PREDICTION FOR MORTALITY	20
PREDICTIVE CLAIM SCORES FOR DYNAMIC MULTI-PRODUCT RISK CLASSIFICATION IN INSURANCE	17
POINT AND INTERVAL FORECASTS OF DEATH RATES USING NEURAL NETWORKS	16
CALIBRATING THE LEE-CARTER AND THE POISSON LEE-CARTER MODELS VIA NEURAL NETWORKS	16
COST-SENSITIVE MULTI-CLASS ADABOOST FOR UNDERSTANDING DRIVING BEHAVIOR BASED ON TELEMATICS	15
OPTIMAL INCENTIVE-COMPATIBLE INSURANCE WITH BACKGROUND RISK	15
IMPROVING AUTOMOBILE INSURANCE CLAIMS FREQUENCY PREDICTION WITH TELEMATICS CAR DRIVING DATA	12
MORTALITY FORECASTING WITH A SPATIALLY PENALIZED SMOOTHED VAR MODEL	11
MODERN LIFE-CARE TONTINES	11
APPLYING ECONOMIC MEASURES TO LAPSE RISK MANAGEMENT WITH MACHINE LEARNING APPROACHES	10
GENERALIZING THE LOG-MOYAL DISTRIBUTION AND REGRESSION MODELS FOR HEAVY-TAILED LOSS DATA	10
MEAN–VARIANCE INSURANCE DESIGN WITH COUNTERPARTY RISK AND INCENTIVE COMPATIBILITY	9
The use of autoencoders for training neural networks with mixed categorical and numerical features	9
OPTIMAL REINSURANCE FROM THE VIEWPOINTS OF BOTH AN INSURER AND A REINSURER UNDER THE CVAR RISK MEASURE AND VAJDA CONDITION	8
JOINT MODELING OF CLAIM FREQUENCIES AND BEHAVIORAL SIGNALS IN MOTOR INSURANCE	7
A NEW MULTIVARIATE ZERO-INFLATED HURDLE MODEL WITH APPLICATIONS IN AUTOMOBILE INSURANCE	7
MORTALITY CREDITS WITHIN LARGE SURVIVOR FUNDS	7
TARGET VOLATILITY STRATEGIES FOR GROUP SELF-ANNUITY PORTFOLIOS	7
ROBUST ESTIMATION OF LOSS MODELS FOR LOGNORMAL INSURANCE PAYMENT SEVERITY DATA	7
JOINT MODEL PREDICTION AND APPLICATION TO INDIVIDUAL-LEVEL LOSS RESERVING	7
THE IMPACTS OF INDIVIDUAL INFORMATION ON LOSS RESERVING	7
PHASE-TYPE DISTRIBUTIONS FOR CLAIM SEVERITY REGRESSION MODELING	6
TREE-BASED MACHINE LEARNING METHODS FOR MODELING AND FORECASTING MORTALITY	6

A GROUP REGULARISATION APPROACH FOR CONSTRUCTING GENERALISED AGE-PERIOD-COHORT MORTALITY PROJECTION MODELS	6
Modelling socio-economic mortality at neighbourhood level	6
A MIXED BOND AND EQUITY FUND MODEL FOR THE VALUATION OF VARIABLE ANNUITIES	6
EXTENDING THE LEE–CARTER MODEL WITH VARIATIONAL AUTOENCODER: A FUSION OF NEURAL NETWORK AND BAYESIAN APPROACH	5
APPLYING STATE SPACE MODELS TO STOCHASTIC CLAIMS RESERVING	5
Optimal consumption, investment, and insurance under state-dependent risk aversion	5
INSURANCE VALUATION: A TWO-STEP GENERALISED REGRESSION APPROACH	5
FUNCTIONAL PROFILE TECHNIQUES FOR CLAIMS RESERVING	4
ASYMPTOTICS FOR SYSTEMIC RISK WITH DEPENDENT HEAVY-TAILED LOSSES	4
Risk allocation through shapley decompositions, with applications to variable annuities	4
Forecasting mortality rates with a coherent ensemble averaging approach	4
ESTIMATION OF HIGH CONDITIONAL TAIL RISK BASED ON EXPECTILE REGRESSION	4
COMPUTATION OF BONUS IN MULTI-STATE LIFE INSURANCE	4
The 3-step hedge-based valuation: fair valuation in the presence of systematic risks	4
UNIVERSALLY MARKETABLE INSURANCE UNDER MULTIVARIATE MIXTURES	4
GEOGRAPHIC RATEMAKING WITH SPATIAL EMBEDDINGS	4
GEOGRAPHICAL DIVERSIFICATION AND LONGEVITY RISK MITIGATION IN ANNUITY PORTFOLIOS	3
Portfolio performance under benchmarking relative loss and portfolio insurance: From omega ratio to loss aversion	3
WHY DOES A HUMAN DIE? A STRUCTURAL APPROACH TO COHORT-WISE MORTALITY PREDICTION UNDER SURVIVAL ENERGY HYPOTHESIS	3
Mack’s estimator motivated by large exposure asymptotics in a compound poisson setting	3
Target benefit pension plan with longevity risk and intergenerational equity	3
THE SAINT MODEL: A DECADE LATER	3
TEMPERED PARETO-TYPE MODELLING USING WEIBULL DISTRIBUTIONS	3
A hybrid data mining framework for variable annuity portfolio valuation	3
DIVERSIFICATION IN CATASTROPHE INSURANCE MARKETS	2
Bridging the gap between pricing and reserving with an occurrence and development model for non-life insurance claims	2
Measuring non-exchangeable tail dependence using tail copulas	2
ON COMPLEX ECONOMIC SCENARIO GENERATORS: IS LESS MORE?	2
Cyber insurance-linked securities	2
Modelling mortality: A bayesian factor-augmented var (favar) approach	2
MULTI-STATE MODELLING OF CUSTOMER CHURN	2
Distributionally robust reinsurance with expectile	2
Shortcuts for the construction of sub-annual life tables	2
Reinsurance games with variance-premium reinsurers: from tree to chain	2
Optimal performance of a tontine overlay subject to withdrawal constraints	2
DYNAMIC ASSET ALLOCATION FOR TARGET DATE FUNDS UNDER THE BENCHMARK APPROACH	2
PRICING LONGEVITY-LINKED SECURITIES IN THE PRESENCE OF MORTALITY TREND CHANGES	2
FAIR TRANSITION FROM DEFINED BENEFIT TO TARGET BENEFIT	2
The impact of simultaneous shocks to financial markets and mortality on pension buy-out prices	2
A COLLECTIVE RESERVING MODEL WITH CLAIM OPENNESS	2
Risk management with local least squares Monte Carlo	2
OPTIMAL REINSURANCE DESIGN WITH DISTORTION RISK MEASURES AND ASYMMETRIC INFORMATION	2
Telematics combined actuarial neural networks for cross-sectional and longitudinal claim count data	2
A DOUBLE COMMON FACTOR MODEL FOR MORTALITY PROJECTION USING BEST-PERFORMANCE MORTALITY RATES AS REFERENCE	1
Optimal commissions and subscriptions in mutual aid platforms	1
Machine Learning with High-Cardinality Categorical Features in Actuarial Applications	1
Tail index partition-based rules extraction with application to tornado damage insurance	1
Risk sharing in equity-linked insurance products: Stackelberg equilibrium between an insurer and a reinsurer	1
A calendar year mortality model in continuous time	1
Worst-case moments under partial ambiguity	1

EVALUATING THE TAIL RISK OF MULTIVARIATE AGGREGATE LOSSES	1
OPTIMAL CONTROL OF THE DECUMULATION OF A RETIREMENT PORTFOLIO WITH VARIABLE SPENDING AND DYNAMIC ASSET ALLOCATION	1
MULTIVARIATE DISTRIBUTIONS WITH TIME AND CROSS-DEPENDENCE: AGGREGATION AND CAPITAL ALLOCATION	1
MULTIVARIATE COMPOSITE COPULAS	1
A defined benefit pension plan model with stochastic salary and heterogeneous discounting	1
NEW LOSS RESERVE MODELS WITH PERSISTENCE EFFECTS TO FORECAST TRAPEZOIDAL LOSSES IN RUN-OFF TRIANGLES	1
Intergenerational risk sharing in a defined contribution pension system: analysis with Bayesian optimization	1
Survival energy models for mortality prediction and future prospects	1
TEST FOR CHANGES IN THE MODELED SOLVENCY CAPITAL REQUIREMENT OF AN INTERNAL RISK MODEL	1
A SIMPLE AND NEARLY OPTIMAL INVESTMENT STRATEGY TO MINIMIZE THE PROBABILITY OF LIFETIME RUIN	1
Integration of traditional and telematics data for efficient insurance claims prediction	1
ON THE ELL FAMILY OF DISTRIBUTIONS WITH ACTUARIAL APPLICATIONS	1