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 2021-06-01 to 2025-06-01.)

Article	Citations
Expert Kaplan–Meier estimation	35
On the decomposition of an insurer's profits and losses	22
Stackelberg differential game for insurance under model ambiguity: general divergence	18
Value-at-Risk, Tail Value-at-Risk and upper tail transform of the sum of two counter-monotonic random variables	10
Parisian excursion with capital injection for drawdown reflected Lévy insurance risk process	10
Analytic valuation of GMDB options with utility based asset allocation	10
Portfolio optimization with wealth-dependent risk constraints	10
Solving life-cycle problems with biometric risk by artificial insurance markets	10
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
Ensemble interval forecasts of mortality	8
Utilitarian versus neutralitarian design of endowment fund policies	8
Modeling frequency distribution above a priority in presence of IBNR	7
An axiomatic characterization of the quantile risk-sharing rule	7
Enhanced gradient boosting for zero-inflated insurance claims and comparative analysis of `CatBoost` , `XGBoost` , and `Lig`	7
Actuarial-consistency and two-step actuarial valuations: a new paradigm to insurance valuation	7
Approximating the classical risk process by stable Lévy motion	6
Cyber risk modeling: a discrete multivariate count process approach	6
Pareto-optimal insurance with an upper limit on the insurer's exposure	5
On technical bases and surplus in life insurance	5
An insurer's optimal strategy towards a new independent business	5
Actuarial pricing with financial methods	5
Ruin probabilities for risk process in a regime-switching environment	5
On the surplus management of funds with assets and liabilities in presence of solvency requirements	5

Robust time-consistent reinsurance-investment strategy with model uncertainty under 4/2 stochastic volatility model	5
Last passage times for generalized drawdown processes with applications	5
Pareto-optimal insurance under heterogeneous beliefs and incentive compatibility	4
Gamma, Gaussian and Poisson approximations for random sums using size-biased and generalized zero-biased couplings	4
Group cohesion under individual regulatory constraints	4
Spatial modelling of risk premiums for water damage insurance	4
Insurance pricing in an equilibrium model	4
Stackelberg equilibrium reinsurance contract with smooth ambiguity under thinning-dependence framework	4
Robust mean-variance stochastic differential reinsurance and investment games under volatility risk and model uncertainty	4
Ruin in a continuous-time risk model with arbitrarily dependent insurance and financial risks triggered by systematic factors	4
A Stackelberg reinsurance-investment game under α -maxmin mean-variance criterion and stochastic volatility	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 multi-state model for sick leave and its impact on partial early retirement incentives: the case of the Netherlands	3
Time-series forecasting of mortality rates using transformer	3
Two hybrid models for dependent death times of couple: a common shock approach	3
A simple Bayesian state-space approach to the collective risk models	3
Conditional increments of aggregate discounted claims with a trend	3
Stackelberg reinsurance chain under model ambiguity	3
Socioeconomic differentials in mortality: implications on index-based longevity hedges	3
On the estimation of bivariate conditional transition rates	3
A stochastic model of group wealth responses to insurance mechanisms in low-income communities	3
Cramér–Lundberg asymptotics for spectrally positive Markov additive processes	3
Competitive insurance pricing strategies for multiple lines of business: a game-theoretic approach	3
Asymptotic analysis of a Stackelberg differential game for insurance under model ambiguity	2
Hierarchical Bayesian modeling of multi-country mortality rates	2
Soft splicing model: bridging the gap between composite model and finite mixture model	2
Optimal income drawdown and investment with longevity basis risk	2
A multivariate CVaR risk measure from the perspective of portfolio risk management	2
Mixed participating and unit-linked life insurance contracts: design, pricing and optimal strategy	2
Forecasting cause-of-death mortality with single- and multi-population models in Hungary	2
Age-gender-country-specific death rates modelling and forecasting: a linear mixed-effects model	2
Robust reinsurance contract with asymmetric information in a stochastic Stackelberg differential game	2
A refracted Lévy process with delayed dividend pullbacks	2
Response versus gradient boosting trees, GLMs and neural networks under Tweedie loss and log-link	2
Bowley reinsurance with asymmetric information: a first-best solution	2
The impact of correlation on (Range) Value-at-Risk	2
On the optimal design of a new class of proportional portfolio insurance strategies in a jump-diffusion framework	2
Robust two-player differential investment game of defined contribution pension plans under multiple risks	2
On the longest/shortest negative excursion of a Lévy risk process and related quantities	2
Catastrophe bond pricing under the renewal process	2
Intergenerational risk sharing in pay-as-you-go pension schemes*	1
Non-zero-sum reinsurance and investment game with non-trivial curved strategy structure under Ornstein–Uhlenbeck process	1
Time-inconsistent view on a dividend problem with penalty	1
Neural network Lee–Carter model and the actuarial relevance of longevity risk assessment	1
A new skewness adjustment for Solvency II SCR standard formula	1
Optimal post-retirement investment and consumption under longevity risk in collective funds	1
The optimal reinsurance strategy with price-competition between two reinsurers	1
Money illusion in retirement savings with a minimum guarantee	1

Optimal risk management strategies in a diffusion risk process: a simultaneous problem	1
Optimal robust reinsurance with multiple insurers*	1
Non-zero-sum reinsurance and investment game under thinning dependence structure: mean–variance premium principle	1
Gambler's ruin problem in a Markov-modulated jump-diffusion risk model	1
Long-range dependent mortality modeling with cointegration	1
Spatial natural hedging: a general framework with application to the mortality of U.S. states	1
A note on bivariate survival functions following a law of uniform seniority	1
Optimal insurance design in the presence of government financial assistance	1
Valuation of variable annuities with guaranteed minimum maturity benefits and periodic fees	1
Correction	1
Managing cyber risk, a science in the making	1
Optimal dividend bands revisited: a gradient-based method and evolutionary algorithms	1
Finite-time ruin probabilities using bivariate Laguerre series	1
Boosting cost-complexity pruned trees on Tweedie responses: the ABT machine for insurance ratemaking	1
An application of risk theory to mortgage lending	1
Equity-linked annuity valuation under fractional jump-diffusion financial and mortality models	1
Forecasting age distribution of life-table death counts via α -transformation	1
q-scale function, Banach contraction principle, and ultimate ruin probability in a Markov-modulated jump–diffusion risk model	1
Model uncertainty assessment for symmetric and right-skewed distributions	1
Allocating capital to time: introducing credit migration for measuring time-related risks	1
On the analysis of a discrete-time risk model with INAR(1) processes	1