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 2022-05-01 to 2026-05-01.)

Article	Citations
ASB volume 53 issue 2 Cover and Back matter	20
MULTI-STATE MODELLING OF CUSTOMER CHURN	16
ASB volume 55 issue 3 Cover and Back matter	16
On the optimality of linear residual risk sharing	15
Hedging targeted risks with reinforcement learning: application to life insurance contracts with embedded guarantees	14
Fairness and risk sharing in integrated LRD-tontine schemes under Volterra mortality risk	13
Individual loss reserving for multi-coverage insurance	13
Indifference pricing of mortality-linked securities using backward stochastic differential equations	12
ASB volume 56 issue 2 Cover and Front matter	11
Risk aggregation and stochastic dominance for a class of heavy-tailed distributions	11
Optimal surrender policy for reverse mortgage loans	11
ASB volume 56 issue 1 Cover and Back matter	10
Worst-case reinsurance strategy with likelihood ratio uncertainty	10
Risk sharing in equity-linked insurance products: Stackelberg equilibrium between an insurer and a reinsurer	8
Mack’s estimator motivated by large exposure asymptotics in a compound poisson setting	8
Weekly dynamic motor insurance ratemaking with a telematics signals bonus-malus score	8
A new credibility estimation of process variance with applications	8
NEW LOSS RESERVE MODELS WITH PERSISTENCE EFFECTS TO FORECAST TRAPEZOIDAL LOSSES IN RUN-OFF TRIANGLES	8
Modelling socio-economic mortality at neighbourhood level	7
Risk allocation through shapley decompositions, with applications to variable annuities	7
Optimal reinsurance design under distortion risk measures and reinsurer’s default risk with partial recovery	7
Marked Cox models for IBNR claims count: continuous and discretized approaches with Dirichlet-driven reporting delays	7
Tail index partition-based rules extraction with application to tornado damage insurance	7
Forecasting mortality rates with functional signatures	7
ASB volume 54 issue 1 Cover and Back matter	7

The use of autoencoders for training neural networks with mixed categorical and numerical features	6
Multi-asset return risk measures	6
Survival energy models for mortality prediction and future prospects	6
EVALUATING THE TAIL RISK OF MULTIVARIATE AGGREGATE LOSSES	6
Enriched truncated exponentiated generalized family of distributions with application to heavy-tailed data	6
Signature-based validation of real-world economic scenarios	6
Portfolio performance under benchmarking relative loss and portfolio insurance: From omega ratio to loss aversion	6
Optimal performance of a tontine overlay subject to withdrawal constraints	5
Tail variance for generalised hyper-elliptical models – CORRIGENDUM	5
Impact of insurers’ technology accessibility as private information on market structure	5
SELECTING BIVARIATE COPULA MODELS USING IMAGE RECOGNITION	5
Stationary probabilities and the monotone likelihood ratio in bonus-malus systems	5
Asymptotics for the conditional higher moment coherent risk measure with weak contagion	4
Improving healthcare cost prediction for chronic disease through covariate clustering and subgroup analysis methods	4
ASB volume 53 issue 1 Cover and Back matter	4
Taxation and policyholder behavior: the case of guaranteed minimum accumulation benefits	4
EXTENDING THE LEE–CARTER MODEL WITH VARIATIONAL AUTOENCODER: A FUSION OF NEURAL NETWORK AND BAYESIAN APPROACH	4
ASB volume 56 issue 2 Cover and Back matter	4
Dynamic tonuity: Adapting retirement benefits to a changing environment	4
Pareto-optimal risk exchange in a continuous-time economy: Application to target benefit pension	4