OOIR: Observatory of International Research

Papers

(The median citation count of Scandinavian Actuarial Journal is 1. 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 2022-01-01 to 2026-01-01.)

Article	Citations
The balance property in insurance pricing	30
On the decomposition of an insurer's profits and losses	25
Stackelberg differential game for insurance under model ambiguity: general divergence	23
Assessing continuous common-shock risk through matrix distributions	17
Expert Kaplan–Meier estimation	15
Phase-type frailty models: a flexible approach to modeling unobserved heterogeneity in survival analysis	14
Time-consistent portfolio and contribution selection for defined benefit pension plans under partial information	14
Value-at-Risk, Tail Value-at-Risk and upper tail transform of the sum of two counter-monotonic random variables	12
Striking the balance: life insurance timing and asset allocation in financial planning	12
Analytic valuation of GMDB options with utility based asset allocation	12
Parisian excursion with capital injection for drawdown reflected Lévy insurance risk process	11
Uniform asymptotics for a multidimensional renewal risk model with multivariate subexponential claims	11
Utilitarian versus neutralitarian design of endowment fund policies	9
Moral-hazard-free insurance: mean-variance premium principle and rank-dependent utility theory	9
The effect of the COVID-19 health disruptions on breast cancer mortality for older women: a semi-Markov modelling approach	9
On the distance to the desired terminal surplus distribution under reinsurance	9
The dynamic of mortality explained with a reduced number of key ages	8
Modeling frequency distribution above a priority in presence of IBNR	8
Ensemble interval forecasts of mortality	7
Fair fee analysis of inflation-linked variable annuities with GLWB: exploring n -dimensional sub-account dynamic	6
Approximating the classical risk process by stable Lévy motion	6
An axiomatic characterization of the quantile risk-sharing rule	6
Actuarial-consistency and two-step actuarial valuations: a new paradigm to insurance valuation	6
Enhanced gradient boosting for zero-inflated insurance claims and comparative analysis of `CatBoost` , `XGBoost` , and `Lig`	6
On the surplus management of funds with assets and liabilities in presence of solvency requirements	5

Cyber risk modeling: a discrete multivariate count process approach	5
Pareto-optimal insurance with an upper limit on the insurer's exposure	5
Counter-monotonic risk allocations and distortion risk measures	5
Actuarial pricing with financial methods	4
Last passage times for generalized drawdown processes with applications	4
On technical bases and surplus in life insurance	4
Stackelberg equilibrium reinsurance contract with smooth ambiguity under thinning-dependence framework	4
An insurer's optimal strategy towards a new independent business	4
Pareto-optimal insurance under heterogeneous beliefs and incentive compatibility	4
The Gerber-Shiu expected discounted penalty function: an application to poverty trapping	4
Robust time-consistent reinsurance-investment strategy with model uncertainty under 4/2 stochastic volatility model	4
Valuation of GLWB annuities with optional conversion to combo products providing LTC benefits	4
Robust mean-variance stochastic differential reinsurance and investment games under volatility risk and model uncertainty	4
On the estimation of bivariate conditional transition rates	4
A multi-state model for sick leave and its impact on partial early retirement incentives: the case of the Netherlands	3
Ruin in a continuous-time risk model with arbitrarily dependent insurance and financial risks triggered by systematic factors	3
Two hybrid models for dependent death times of couple: a common shock approach	3
Conditional increments of aggregate discounted claims with a trend	3
Constructing prediction intervals for the age distribution of deaths	3
Cramér–Lundberg asymptotics for spectrally positive Markov additive processes	3
Aggregate Markov models in life insurance: estimation via the EM algorithm	3
Optimal mix among PAYGO, EET and individual savings	3
On the time and aggregate claim amount until the surplus drops below zero or reaches a safety level in a jump diffusion risk model	3
A simple Bayesian state-space approach to the collective risk models	3
Insurance pricing in an equilibrium model	3
A stochastic model of group wealth responses to insurance mechanisms in low-income communities	3
The Benktander Golden Stairs and other parameter-free credibility methods in loss reserving	2
Estimation of the conditional tail moment risk measure under random right censoring	2
On the optimal design of a new class of proportional portfolio insurance strategies in a jump-diffusion framework	2
A refracted Lévy process with delayed dividend pullbacks	2
Robust two-player differential investment game of defined contribution pension plans under multiple risks	2
Response versus gradient boosting trees, GLMs and neural networks under Tweedie loss and log-link	2
Soft splicing model: bridging the gap between composite model and finite mixture model	2
Asymptotic analysis of a Stackelberg differential game for insurance under model ambiguity	2
A Stackelberg reinsurance-investment game under α -maxmin mean-variance criterion and stochastic volatility	2
Stackelberg reinsurance chain under model ambiguity	2
Time-series forecasting of mortality rates using transformer	2
Age-gender-country-specific death rates modelling and forecasting: a linear mixed-effects model	2
Optimal investment-benefit allocation for a collective defined contribution plan with guaranteed replacement ratio	2
Finite-time ruin probabilities using bivariate Laguerre series	2
The impact of correlation on (Range) Value-at-Risk	2
Socioeconomic differentials in mortality: implications on index-based longevity hedges	2
Competitive insurance pricing strategies for multiple lines of business: a game-theoretic approach	2
Forecasting cause-of-death mortality with single- and multi-population models in Hungary	2
Optimal income drawdown and investment with longevity basis risk	2
Tweedie dominance for autocalibrated predictors and Laplace transform order	2
Assessing public pensions using risk measures: pay-as-you-go versus mixed schemes	2
The power of human capital in lifecycles. Insights from a flexible framework.	1
The optimal reinsurance strategy with price-competition between two reinsurers	1
Optimal risk management strategies in a diffusion risk process: a simultaneous problem	1

Boosting cost-complexity pruned trees on Tweedie responses: the ABT machine for insurance ratemaking	1
Catastrophe bond pricing under the renewal process	1
Non-zero-sum reinsurance and investment game with non-trivial curved strategy structure under Ornstein–Uhlenbeck process	1
Correction	1
A note on bivariate survival functions following a law of uniform seniority	1
Valuation of variable annuities with guaranteed minimum maturity benefits and periodic fees	1
Intergenerational risk sharing in pay-as-you-go pension schemes*	1
Neural network Lee–Carter model and the actuarial relevance of longevity risk assessment	1
q-scale function, Banach contraction principle, and ultimate ruin probability in a Markov-modulated jump–diffusion risk model	1
Time-inconsistent view on a dividend problem with penalty	1
Long-range dependent mortality modeling with cointegration	1
Inter and intra-generational fairness for public pension systems in multi-population mortality models	1
Optimal dividend bands revisited: a gradient-based method and evolutionary algorithms	1
Money illusion in retirement savings with a minimum guarantee	1
Model uncertainty assessment for symmetric and right-skewed distributions	1
Optimal robust reinsurance with multiple insurers*	1
Spatial natural hedging: a general framework with application to the mortality of U.S. states	1
Gambler's ruin problem in a Markov-modulated jump-diffusion risk model	1
Allocating capital to time: introducing credit migration for measuring time-related risks	1
On the longest/shortest negative excursion of a Lévy risk process and related quantities	1
Optimal post-retirement investment and consumption under longevity risk in collective funds	1
Forecasting age distribution of life-table death counts via α -transformation	1
A new skewness adjustment for Solvency II SCR standard formula	1
Non-zero-sum reinsurance and investment game under thinning dependence structure: mean–variance premium principle	1
Equity-linked annuity valuation under fractional jump-diffusion financial and mortality models	1
Optimal insurance design in the presence of government financial assistance	1