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 2021-11-01 to 2025-11-01.)

Article	Citations
ASB volume 53 issue 2 Cover and Back matter	29
ASB volume 55 issue 3 Cover and Back matter	25
MULTI-STATE MODELLING OF CUSTOMER CHURN	21
On the optimality of linear residual risk sharing	21
Risk aggregation and stochastic dominance for a class of heavy-tailed distributions	16
Fairness and risk sharing in integrated LRD-tontine schemes under Volterra mortality risk	15
Optimal surrender policy for reverse mortgage loans	13
Mack’s estimator motivated by large exposure asymptotics in a compound poisson setting	13
Worst-case reinsurance strategy with likelihood ratio uncertainty	12
Weekly dynamic motor insurance ratemaking with a telematics signals bonus-malus score	11
NEW LOSS RESERVE MODELS WITH PERSISTENCE EFFECTS TO FORECAST TRAPEZOIDAL LOSSES IN RUN-OFF TRIANGLES	11
Marked Cox models for IBNR claims count: continuous and discretized approaches with Dirichlet-driven reporting delays	10
Risk sharing in equity-linked insurance products: Stackelberg equilibrium between an insurer and a reinsurer	10
Optimal reinsurance design under distortion risk measures and reinsurer’s default risk with partial recovery	10
Tail index partition-based rules extraction with application to tornado damage insurance	10
Risk allocation through shapley decompositions, with applications to variable annuities	9
Forecasting mortality rates with functional signatures	9
ASB volume 54 issue 1 Cover and Back matter	9
Modelling socio-economic mortality at neighbourhood level	9
CALIBRATING THE LEE-CARTER AND THE POISSON LEE-CARTER MODELS VIA NEURAL NETWORKS	8
EVALUATING THE TAIL RISK OF MULTIVARIATE AGGREGATE LOSSES	8
The use of autoencoders for training neural networks with mixed categorical and numerical features	8
A NEW MULTIVARIATE ZERO-INFLATED HURDLE MODEL WITH APPLICATIONS IN AUTOMOBILE INSURANCE	8
Multi-asset return risk measures	7
Signature-based validation of real-world economic scenarios	7

Survival energy models for mortality prediction and future prospects	7
Portfolio performance under benchmarking relative loss and portfolio insurance: From omega ratio to loss aversion	7
SELECTING BIVARIATE COPULA MODELS USING IMAGE RECOGNITION	6
Stationary probabilities and the monotone likelihood ratio in bonus-malus systems	6
THE SAINT MODEL: A DECADE LATER	6
Optimal performance of a tontine overlay subject to withdrawal constraints	6
Impact of insurers’ technology accessibility as private information on market structure	6
Taxation and policyholder behavior: the case of guaranteed minimum accumulation benefits	6
Pareto-optimal risk exchange in a continuous-time economy: Application to target benefit pension	5
ASB volume 53 issue 1 Cover and Back matter	5
Dynamic tonuity: Adapting retirement benefits to a changing environment	5
TARGET VOLATILITY STRATEGIES FOR GROUP SELF-ANNUITY PORTFOLIOS	5
Improving healthcare cost prediction for chronic disease through covariate clustering and subgroup analysis methods	5
EXTENDING THE LEE–CARTER MODEL WITH VARIATIONAL AUTOENCODER: A FUSION OF NEURAL NETWORK AND BAYESIAN APPROACH	5
Asymptotics for the conditional higher moment coherent risk measure with weak contagion	5
Forecasting mortality rates with a coherent ensemble averaging approach	4
Ratemaking in a changing environment	4
Joint mortality models based on subordinated linear hypercubes	4
Distributionally robust reinsurance with expectile	4
POINT AND INTERVAL FORECASTS OF DEATH RATES USING NEURAL NETWORKS	4
Multiple yield curve modeling and forecasting using deep learning	3
ASB volume 52 issue 1 Cover and Back matter	3
Estimating the VaR-induced Euler allocation rule	3
Individual claims reserving using the Aalen–Johansen estimator	3
Construction of rating systems using global sensitivity analysis: A numerical investigation	3
ASB volume 53 issue 2 Cover and Front matter	3
Impact of correlation between interest rates and mortality rates on the valuation of various life insurance products	3
Cybersecurity investments and cyber insurance purchases in a non-cooperative game	3
Mortality forecasting via multi-task neural networks	3
Optimal commissions and subscriptions in mutual aid platforms	3
Optimal design of fixed and variable costs in peer-to-peer insurance with heterogeneous risk	2
A note on continuity and asymptotic consistency of measures of risk and variability	2
ASB volume 54 issue 1 Cover and Front matter	2
TREE-BASED MACHINE LEARNING METHODS FOR MODELING AND FORECASTING MORTALITY	2
ASB volume 54 issue 2 Cover and Front matter	2
A GROUP REGULARISATION APPROACH FOR CONSTRUCTING GENERALISED AGE-PERIOD-COHORT MORTALITY PROJECTION MODELS	2
A hybrid data mining framework for variable annuity portfolio valuation	2
A SIMPLE AND NEARLY OPTIMAL INVESTMENT STRATEGY TO MINIMIZE THE PROBABILITY OF LIFETIME RUIN	2
MODERN LIFE-CARE TONTINES	2
A defined benefit pension plan model with stochastic salary and heterogeneous discounting	2
A data science approach to climate change risk assessment applied to pluvial flood occurrences for the United States and Canada	2
PHASE-TYPE DISTRIBUTIONS FOR CLAIM SEVERITY REGRESSION MODELING	2
Editorial: Special issue on risk sharing	2
Modeling discrete common-shock risks through matrix distributions	2
Multidimensional credibility: A new approach based on joint distribution function	2
Asymmetric Nash insurance bargaining between risk-averse parties	2
Ermanno Pitacco (1947–2022)	2
A calendar year mortality model in continuous time	2
Worst-case distortion risk measures of transformed losses with uncertain distributions lying in Wasserstein balls	1
Risk management with local least squares Monte Carlo	1

ASB volume 55 issue 1 Cover and Front matter	1
Optimal VIX-linked structure for the target benefit pension plan	1
Risk-sharing rules for mortality pooling products with stochastic and correlated mortality rates	1
Whittaker–Henderson smoothing revisited: A modern statistical framework for practical use	1
Fair valuations of insurance policies under multiple risk factors: A flexible lattice approach	1
Assessing driving risk through unsupervised detection of anomalies in telematics time series data	1
Risk modeling of property insurance claims from weather events	1
Strategic underreporting and optimal deductible insurance	1
Worst-case moments under partial ambiguity	1
Optimal proportional insurance under claim habit	1
Pareto-optimal peer-to-peer risk sharing with robust distortion risk measures	1
Telematics combined actuarial neural networks for cross-sectional and longitudinal claim count data	1
Target benefit versus defined contribution scheme: a multi-period framework	1
ASB volume 52 issue 1 Cover and Front matter	1
ESTIMATION OF FUTURE DISCRETIONARY BENEFITS IN TRADITIONAL LIFE INSURANCE	1
Premium control with reinforcement learning	1