Insurance Mathematics & Economics

Papers
(The H4-Index of Insurance Mathematics & Economics is 14. 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 2021-08-01 to 2025-08-01.)
ArticleCitations
Editorial Board25
Risk-neutral valuation of GLWB riders in variable annuities24
A life insurance model with asymmetric time preferences24
Robust asset-liability management games for n players under multivariate stochastic covariance models22
A note on portfolios of averages of lognormal variables20
Editorial Board18
Optimal insurance with mean-deviation measures18
Robust Bayesian estimation and prediction in gamma-gamma model of claim reserves18
Fees in tontines18
Efficient hedging of life insurance portfolio for loss-averse insurers18
Self-protection under Nth-degree risk increase of random unit cost17
Multivariate dependence among cyber risks based on L-hop propagation15
Cyber risk frequency, severity and insurance viability15
On the equivalence between Value-at-Risk- and Expected Shortfall-based risk measures in non-concave optimization15
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