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 2021-08-01 to 2025-08-01.)

Article	Citations
Expert Kaplan–Meier estimation	38
Stackelberg differential game for insurance under model ambiguity: general divergence	23
On the decomposition of an insurer's profits and losses	23
Phase-type frailty models: a flexible approach to modeling unobserved heterogeneity in survival analysis	20
Time-consistent portfolio and contribution selection for defined benefit pension plans under partial information	11
Value-at-Risk, Tail Value-at-Risk and upper tail transform of the sum of two counter-monotonic random variables	10
Analytic valuation of GMDB options with utility based asset allocation	10
Striking the balance: life insurance timing and asset allocation in financial planning	10
The effect of the COVID-19 health disruptions on breast cancer mortality for older women: a semi-Markov modelling approach	9
Solving life-cycle problems with biometric risk by artificial insurance markets	9
Portfolio optimization with wealth-dependent risk constraints	9
Moral-hazard-free insurance: mean-variance premium principle and rank-dependent utility theory	9
Parisian excursion with capital injection for drawdown reflected Lévy insurance risk process	9
Utilitarian versus neutralitarian design of endowment fund policies	8
On the distance to the desired terminal surplus distribution under reinsurance	8
An axiomatic characterization of the quantile risk-sharing rule	8
Ensemble interval forecasts of mortality	7
Modeling frequency distribution above a priority in presence of IBNR	6
Enhanced gradient boosting for zero-inflated insurance claims and comparative analysis of `CatBoost` , `XGBoost` , and `Lig`	6
Approximating the classical risk process by stable Lévy motion	6
Actuarial-consistency and two-step actuarial valuations: a new paradigm to insurance valuation	6
Pareto-optimal insurance with an upper limit on the insurer's exposure	5
Robust time-consistent reinsurance-investment strategy with model uncertainty under 4/2 stochastic volatility model	5
On the surplus management of funds with assets and liabilities in presence of solvency requirements	5
Actuarial pricing with financial methods	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
Cyber risk modeling: a discrete multivariate count process approach	4
Last passage times for generalized drawdown processes with applications	4
Counter-monotonic risk allocations and distortion risk measures	4
Ruin probabilities for risk process in a regime-switching environment	4
An insurer's optimal strategy towards a new independent business	4
On technical bases and surplus in life insurance	4
Stackelberg equilibrium reinsurance contract with smooth ambiguity under thinning-dependence framework	4
Gamma, Gaussian and Poisson approximations for random sums using size-biased and generalized zero-biased couplings	3
Optimal mix among PAYGO, EET and individual savings	3
Conditional increments of aggregate discounted claims with a trend	3
Pareto-optimal insurance under heterogeneous beliefs and incentive compatibility	3
The Gerber-Shiu expected discounted penalty function: an application to poverty trapping	3
Ruin in a continuous-time risk model with arbitrarily dependent insurance and financial risks triggered by systematic factors	3
Cramér–Lundberg asymptotics for spectrally positive Markov additive processes	3
Insurance pricing in an equilibrium model	3
A simple Bayesian state-space approach to the collective risk models	3
A stochastic model of group wealth responses to insurance mechanisms in low-income communities	3
Two hybrid models for dependent death times of couple: a common shock approach	3
Aggregate Markov models in life insurance: estimation via the EM algorithm	3
On the estimation of bivariate conditional transition rates	3
Asymptotic analysis of a Stackelberg differential game for insurance under model ambiguity	2
Competitive insurance pricing strategies for multiple lines of business: a game-theoretic approach	2
Time-series forecasting of mortality rates using transformer	2
Soft splicing model: bridging the gap between composite model and finite mixture model	2
Bowley reinsurance with asymmetric information: a first-best solution	2
Mixed participating and unit-linked life insurance contracts: design, pricing and optimal strategy	2
Stackelberg reinsurance chain under model ambiguity	2
A multi-state model for sick leave and its impact on partial early retirement incentives: the case of the Netherlands	2
A Stackelberg reinsurance-investment game under α -maxmin mean-variance criterion and stochastic volatility	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
Hierarchical Bayesian modeling of multi-country mortality rates	2
On the time and aggregate claim amount until the surplus drops below zero or reaches a safety level in a jump diffusion risk model	2
Socioeconomic differentials in mortality: implications on index-based longevity hedges	2
Forecasting cause-of-death mortality with single- and multi-population models in Hungary	2
On the optimal design of a new class of proportional portfolio insurance strategies in a jump-diffusion framework	2
The impact of correlation on (Range) Value-at-Risk	2
Optimal robust reinsurance with multiple insurers*	1
An application of risk theory to mortgage lending	1
Optimal post-retirement investment and consumption under longevity risk in collective funds	1
Catastrophe bond pricing under the renewal process	1
Boosting cost-complexity pruned trees on Tweedie responses: the ABT machine for insurance ratemaking	1
Robust two-player differential investment game of defined contribution pension plans under multiple risks	1
Response versus gradient boosting trees, GLMs and neural networks under Tweedie loss and log-link	1
Long-range dependent mortality modeling with cointegration	1
The optimal reinsurance strategy with price-competition between two reinsurers	1
Non-zero-sum reinsurance and investment game under thinning dependence structure: mean–variance premium principle	1
Optimal dividend bands revisited: a gradient-based method and evolutionary algorithms	1

Spatial natural hedging: a general framework with application to the mortality of U.S. states	1
Optimal insurance design in the presence of government financial assistance	1
On the longest/shortest negative excursion of a Lévy risk process and related quantities	1
Gambler's ruin problem in a Markov-modulated jump-diffusion risk model	1
A refracted Lévy process with delayed dividend pullbacks	1
Correction	1
Non-zero-sum reinsurance and investment game with non-trivial curved strategy structure under Ornstein–Uhlenbeck process	1
Valuation of variable annuities with guaranteed minimum maturity benefits and periodic fees	1
Neural network Lee–Carter model and the actuarial relevance of longevity risk assessment	1
Money illusion in retirement savings with a minimum guarantee	1
Forecasting age distribution of life-table death counts via α -transformation	1
Intergenerational risk sharing in pay-as-you-go pension schemes*	1
Optimal income drawdown and investment with longevity basis risk	1
Time-inconsistent view on a dividend problem with penalty	1
Assessing public pensions using risk measures: pay-as-you-go versus mixed schemes	1
Allocating capital to time: introducing credit migration for measuring time-related risks	1
Optimal risk management strategies in a diffusion risk process: a simultaneous problem	1
q-scale function, Banach contraction principle, and ultimate ruin probability in a Markov-modulated jump–diffusion risk model	1
Finite-time ruin probabilities using bivariate Laguerre series	1
Model uncertainty assessment for symmetric and right-skewed distributions	1