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 2022-05-01 to 2026-05-01.)

Article	Citations
Phase-type frailty models: a flexible approach to modeling unobserved heterogeneity in survival analysis	32
Expert Kaplan–Meier estimation	27
The balance property in insurance pricing	24
On the decomposition of an insurer's profits and losses	19
Assessing continuous common-shock risk through matrix distributions	17
Striking the balance: life insurance timing and asset allocation in financial planning	15
Stackelberg differential game for insurance under model ambiguity: general divergence	15
Time-consistent portfolio and contribution selection for defined benefit pension plans under partial information	14
Uniform asymptotics for a multidimensional renewal risk model with multivariate subexponential claims	12
Value-at-Risk, Tail Value-at-Risk and upper tail transform of the sum of two counter-monotonic random variables	11
The effect of the COVID-19 health disruptions on breast cancer mortality for older women: a semi-Markov modelling approach	10
Parisian excursion with capital injection for drawdown reflected Lévy insurance risk process	10
The dynamic of mortality explained with a reduced number of key ages	9
On the distance to the desired terminal surplus distribution under reinsurance	9
Actuarial-consistency and two-step actuarial valuations: a new paradigm to insurance valuation	9
Moral-hazard-free insurance: mean-variance premium principle and rank-dependent utility theory	9
Fair fee analysis of inflation-linked variable annuities with GLWB: exploring n -dimensional sub-account dynamic	8
Modeling frequency distribution above a priority in presence of IBNR	8
Enhanced gradient boosting for zero-inflated insurance claims and comparative analysis of `CatBoost` , `XGBoost` , and `Lig`	7
An axiomatic characterization of the quantile risk-sharing rule	6
Ensemble interval forecasts of mortality	6
Generalized laplace approximation and its application to credibility theory	6
Robust mean-variance stochastic differential reinsurance and investment games under volatility risk and model uncertainty	5
On the surplus management of funds with assets and liabilities in presence of solvency requirements	5
Last passage times for generalized drawdown processes with applications	5

Valuation of GLWB annuities with optional conversion to combo products providing LTC benefits	5
Approximating the classical risk process by stable Lévy motion	5
Cyber risk modeling: a discrete multivariate count process approach	5
Actuarial pricing with financial methods	5
Robust time-consistent reinsurance-investment strategy with model uncertainty under 4/2 stochastic volatility model	5
Pareto-optimal insurance with an upper limit on the insurer's exposure	5
Counter-monotonic risk allocations and distortion risk measures	5
Ruin in a continuous-time risk model with arbitrarily dependent insurance and financial risks triggered by systematic factors	4
An insurer's optimal strategy towards a new independent business	4
A simple Bayesian state-space approach to the collective risk models	4
Optimal mix among PAYGO, EET and individual savings	4
The Gerber-Shiu expected discounted penalty function: an application to poverty trapping	4
Stackelberg equilibrium reinsurance contract with smooth ambiguity under thinning-dependence framework	4
On the estimation of bivariate conditional transition rates	4
Cramér–Lundberg asymptotics for spectrally positive Markov additive processes	4
Two hybrid models for dependent death times of couple: a common shock approach	4
On technical bases and surplus in life insurance	4
Insurance pricing in an equilibrium model	4
Aggregate Markov models in life insurance: estimation via the EM algorithm	4
Constructing prediction intervals for the age distribution of deaths	4
Self-protection, insurance demand and cost-sharing strategy under mean-variance preferences	3
A multi-state model for sick leave and its impact on partial early retirement incentives: the case of the Netherlands	3
Stackelberg reinsurance chain under model ambiguity	3
A Stackelberg reinsurance-investment game under α -maxmin mean-variance criterion and stochastic volatility	3
A stochastic model of group wealth responses to insurance mechanisms in low-income communities	3
Competitive insurance pricing strategies for multiple lines of business: a game-theoretic approach	3
Time-series forecasting of mortality rates using transformer	3
The Benktander Golden Stairs and other parameter-free credibility methods in loss reserving	3
Conditional increments of aggregate discounted claims with a trend	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
Estimation of the conditional tail moment risk measure under random right censoring	3
Socioeconomic differentials in mortality: implications on index-based longevity hedges	3
Soft splicing model: bridging the gap between composite model and finite mixture model	2
The impact of correlation on (Range) Value-at-Risk	2
Forecasting cause-of-death mortality with single- and multi-population models in Hungary	2
Catastrophe bond pricing under the renewal process	2
On the longest/shortest negative excursion of a Lévy risk process and related quantities	2
Optimal income drawdown and investment with longevity basis risk	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
Tweedie dominance for autocalibrated predictors and Laplace transform order	2
Long-range dependent mortality modeling with cointegration	2
A refracted Lévy process with delayed dividend pullbacks	2
Asymptotic analysis of a Stackelberg differential game for insurance under model ambiguity	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
Inter and intra-generational fairness for public pension systems in multi-population mortality models	2
Non-zero-sum reinsurance and investment game with non-trivial curved strategy structure under Ornstein–Uhlenbeck process	2
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

A note on bivariate survival functions following a law of uniform seniority	1
Neural network Lee–Carter model and the actuarial relevance of longevity risk assessment	1
Forecasting age distribution of life-table death counts via α -transformation	1
Optimal robust reinsurance with multiple insurers*	1
Correction	1
Finite-time ruin probabilities using bivariate Laguerre series	1
Assessing public pensions using risk measures: pay-as-you-go versus mixed schemes	1
Optimal risk management strategies in a diffusion risk process: a simultaneous problem	1
Enhanced hierarchical Bayesian modeling of multi-country mortality rates with jump components	1
Equity-linked annuity valuation under fractional jump-diffusion financial and mortality models	1
Money illusion in retirement savings with a minimum guarantee	1
Model uncertainty assessment for symmetric and right-skewed distributions	1
Kaminsky type functional equations and bivariate residual lifetimes distributions	1
Optimal post-retirement investment and consumption under longevity risk in collective funds	1
Optimal insurance design in the presence of government financial assistance	1
Allocating capital to time: introducing credit migration for measuring time-related risks	1
Boosting cost-complexity pruned trees on Tweedie responses: the ABT machine for insurance ratemaking	1
Spatial natural hedging: a general framework with application to the mortality of U.S. states	1
The power of human capital in lifecycles. Insights from a flexible framework.	1
Managing cyber risk, a science in the making	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
Optimal reinsurance for several lines of business	1
Option-based portfolio and consumption insurance (OBPCI)	1
q-scale function, Banach contraction principle, and ultimate ruin probability in a Markov-modulated jump–diffusion risk model	1
The optimal reinsurance strategy with price-competition between two reinsurers	1
Time-inconsistent view on a dividend problem with penalty	1
Optimal dividend bands revisited: a gradient-based method and evolutionary algorithms	1