Insurance Mathematics & Economics

Papers
(The H4-Index of Insurance Mathematics & Economics is 13. 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 2021-10-01 to 2025-10-01.)
ArticleCitations
Robust asset-liability management games for n players under multivariate stochastic covariance models27
Optimal insurance with mean-deviation measures27
Robust Bayesian estimation and prediction in gamma-gamma model of claim reserves25
Risk-neutral valuation of GLWB riders in variable annuities23
Editorial Board22
A note on portfolios of averages of lognormal variables20
Efficient hedging of life insurance portfolio for loss-averse insurers19
A life insurance model with asymmetric time preferences19
Self-protection under Nth-degree risk increase of random unit cost18
On the equivalence between Value-at-Risk- and Expected Shortfall-based risk measures in non-concave optimization16
Law-invariant return and star-shaped risk measures15
The principle of a single big jump from the perspective of tail moment risk measure15
Multivariate dependence among cyber risks based on L-hop propagation13
Risk aggregation and capital allocation using a new generalized Archimedean copula13
Cyber risk frequency, severity and insurance viability13
Optimal reinsurance and investment under common shock dependence between financial and actuarial markets13
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