OOIR: Observatory of International Research

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 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
CALIBRATING THE LEE-CARTER AND THE POISSON LEE-CARTER MODELS VIA NEURAL NETWORKS	16
POINT AND INTERVAL FORECASTS OF DEATH RATES USING NEURAL NETWORKS	16
OPTIMAL INCENTIVE-COMPATIBLE INSURANCE WITH BACKGROUND RISK	15
COST-SENSITIVE MULTI-CLASS ADABOOST FOR UNDERSTANDING DRIVING BEHAVIOR BASED ON TELEMATICS	15
IMPROVING AUTOMOBILE INSURANCE CLAIMS FREQUENCY PREDICTION WITH TELEMATICS CAR DRIVING DATA	12
MODERN LIFE-CARE TONTINES	11
MORTALITY FORECASTING WITH A SPATIALLY PENALIZED SMOOTHED VAR MODEL	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
The use of autoencoders for training neural networks with mixed categorical and numerical features	9
MEAN–VARIANCE INSURANCE DESIGN WITH COUNTERPARTY RISK AND INCENTIVE COMPATIBILITY	9
OPTIMAL REINSURANCE FROM THE VIEWPOINTS OF BOTH AN INSURER AND A REINSURER UNDER THE CVAR RISK MEASURE AND VAJDA CONDITION	8
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
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
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
PHASE-TYPE DISTRIBUTIONS FOR CLAIM SEVERITY REGRESSION MODELING	6
TREE-BASED MACHINE LEARNING METHODS FOR MODELING AND FORECASTING MORTALITY	6
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
EXTENDING THE LEE–CARTER MODEL WITH VARIATIONAL AUTOENCODER: A FUSION OF NEURAL NETWORK AND BAYESIAN APPROACH	5
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
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