ASTIN Bulletin-The Journal of the International Actuarial Association

Papers
(The TQCC of ASTIN Bulletin-The Journal of the International Actuarial Association is 4. 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.)
ArticleCitations
ASB volume 51 issue 2 Cover and Front matter41
ASB volume 53 issue 2 Cover and Back matter25
On the optimality of linear residual risk sharing24
OPTIMAL CONTROL OF THE DECUMULATION OF A RETIREMENT PORTFOLIO WITH VARIABLE SPENDING AND DYNAMIC ASSET ALLOCATION24
MULTI-STATE MODELLING OF CUSTOMER CHURN19
Mack’s estimator motivated by large exposure asymptotics in a compound poisson setting17
Optimal surrender policy for reverse mortgage loans16
Worst-case reinsurance strategy with likelihood ratio uncertainty13
Weekly dynamic motor insurance ratemaking with a telematics signals bonus-malus score12
NEW LOSS RESERVE MODELS WITH PERSISTENCE EFFECTS TO FORECAST TRAPEZOIDAL LOSSES IN RUN-OFF TRIANGLES12
Risk sharing in equity-linked insurance products: Stackelberg equilibrium between an insurer and a reinsurer11
Tail index partition-based rules extraction with application to tornado damage insurance9
Optimal reinsurance design under distortion risk measures and reinsurer’s default risk with partial recovery9
GEOGRAPHIC RATEMAKING WITH SPATIAL EMBEDDINGS8
Forecasting mortality rates with functional signatures8
Risk allocation through shapley decompositions, with applications to variable annuities8
Modelling socio-economic mortality at neighbourhood level8
CALIBRATING THE LEE-CARTER AND THE POISSON LEE-CARTER MODELS VIA NEURAL NETWORKS7
The use of autoencoders for training neural networks with mixed categorical and numerical features7
ASB volume 54 issue 1 Cover and Back matter7
EVALUATING THE TAIL RISK OF MULTIVARIATE AGGREGATE LOSSES6
Portfolio performance under benchmarking relative loss and portfolio insurance: From omega ratio to loss aversion6
Survival energy models for mortality prediction and future prospects6
THE SAINT MODEL: A DECADE LATER6
Signature-based validation of real-world economic scenarios6
ON COMPLEX ECONOMIC SCENARIO GENERATORS: IS LESS MORE?6
A NEW MULTIVARIATE ZERO-INFLATED HURDLE MODEL WITH APPLICATIONS IN AUTOMOBILE INSURANCE6
Asymptotics for the conditional higher moment coherent risk measure with weak contagion5
SELECTING BIVARIATE COPULA MODELS USING IMAGE RECOGNITION5
TARGET VOLATILITY STRATEGIES FOR GROUP SELF-ANNUITY PORTFOLIOS5
ASB volume 51 issue 3 Cover and Front matter5
Taxation and policyholder behavior: the case of guaranteed minimum accumulation benefits5
Optimal performance of a tontine overlay subject to withdrawal constraints5
POINT AND INTERVAL FORECASTS OF DEATH RATES USING NEURAL NETWORKS4
Improving healthcare cost prediction for chronic disease through covariate clustering and subgroup analysis methods4
Ratemaking in a changing environment4
ASB volume 53 issue 1 Cover and Back matter4
EXTENDING THE LEE–CARTER MODEL WITH VARIATIONAL AUTOENCODER: A FUSION OF NEURAL NETWORK AND BAYESIAN APPROACH4
Joint mortality models based on subordinated linear hypercubes4
Dynamic tonuity: Adapting retirement benefits to a changing environment4
Forecasting mortality rates with a coherent ensemble averaging approach4
Distributionally robust reinsurance with expectile4
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