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 2021-09-01 to 2025-09-01.)

Article	Citations
Expert Kaplan–Meier estimation	38
On the decomposition of an insurer's profits and losses	23
Stackelberg differential game for insurance under model ambiguity: general divergence	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	12
Analytic valuation of GMDB options with utility based asset allocation	11
The effect of the COVID-19 health disruptions on breast cancer mortality for older women: a semi-Markov modelling approach	10
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
Striking the balance: life insurance timing and asset allocation in financial planning	10
On the distance to the desired terminal surplus distribution under reinsurance	9
Enhanced gradient boosting for zero-inflated insurance claims and comparative analysis of `CatBoost` , `XGBoost` , and `Lig`	9
Utilitarian versus neutralitarian design of endowment fund policies	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
Modeling frequency distribution above a priority in presence of IBNR	8
An axiomatic characterization of the quantile risk-sharing rule	8
Ensemble interval forecasts of mortality	7
Approximating the classical risk process by stable Lévy motion	6
Cyber risk modeling: a discrete multivariate count process approach	6
On the surplus management of funds with assets and liabilities in presence of solvency requirements	6
Pareto-optimal insurance with an upper limit on the insurer's exposure	6
An insurer's optimal strategy towards a new independent business	5
Robust time-consistent reinsurance-investment strategy with model uncertainty under 4/2 stochastic volatility model	5
Counter-monotonic risk allocations and distortion risk measures	5

Actuarial pricing with financial methods	4
Ruin probabilities for risk process in a regime-switching environment	4
Pareto-optimal insurance under heterogeneous beliefs and incentive compatibility	4
Last passage times for generalized drawdown processes with applications	4
Stackelberg equilibrium reinsurance contract with smooth ambiguity under thinning-dependence framework	4
Insurance pricing in an equilibrium model	4
Valuation of GLWB annuities with optional conversion to combo products providing LTC benefits	4
On technical bases and surplus in life insurance	4
Robust mean-variance stochastic differential reinsurance and investment games under volatility risk and model uncertainty	4
Aggregate Markov models in life insurance: estimation via the EM algorithm	4
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
Ruin in a continuous-time risk model with arbitrarily dependent insurance and financial risks triggered by systematic factors	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
Conditional increments of aggregate discounted claims with a trend	3
Cramér–Lundberg asymptotics for spectrally positive Markov additive processes	3
The Gerber-Shiu expected discounted penalty function: an application to poverty trapping	3
On the estimation of bivariate conditional transition rates	3
Two hybrid models for dependent death times of couple: a common shock approach	3
Stackelberg reinsurance chain under model ambiguity	3
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
Constructing prediction intervals for the age distribution of deaths	3
A multi-state model for sick leave and its impact on partial early retirement incentives: the case of the Netherlands	2
Time-series forecasting of mortality rates using transformer	2
Hierarchical Bayesian modeling of multi-country mortality rates	2
Soft splicing model: bridging the gap between composite model and finite mixture model	2
The Benktander Golden Stairs and other parameter-free credibility methods in loss reserving	2
Competitive insurance pricing strategies for multiple lines of business: a game-theoretic approach	2
A Stackelberg reinsurance-investment game under α -maxmin mean-variance criterion and stochastic volatility	2
Robust reinsurance contract with asymmetric information in a stochastic Stackelberg differential game	2
The impact of correlation on (Range) Value-at-Risk	2
A refracted Lévy process with delayed dividend pullbacks	2
Forecasting cause-of-death mortality with single- and multi-population models in Hungary	2
Socioeconomic differentials in mortality: implications on index-based longevity hedges	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
Bowley reinsurance with asymmetric information: a first-best solution	2
Age-gender-country-specific death rates modelling and forecasting: a linear mixed-effects model	2
An application of risk theory to mortgage lending	1
Optimal risk management strategies in a diffusion risk process: a simultaneous problem	1
Optimal post-retirement investment and consumption under longevity risk in collective funds	1
Boosting cost-complexity pruned trees on Tweedie responses: the ABT machine for insurance ratemaking	1
Mixed participating and unit-linked life insurance contracts: design, pricing and optimal strategy	1
Robust two-player differential investment game of defined contribution pension plans under multiple risks	1
q-scale function, Banach contraction principle, and ultimate ruin probability in a Markov-modulated jump–diffusion risk model	1
Managing cyber risk, a science in the making	1
Equity-linked annuity valuation under fractional jump-diffusion financial and mortality models	1
Non-zero-sum reinsurance and investment game under thinning dependence structure: mean–variance premium principle	1
Optimal robust reinsurance with multiple insurers*	1

Finite-time ruin probabilities using bivariate Laguerre series	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
Intergenerational risk sharing in pay-as-you-go pension schemes*	1
Allocating capital to time: introducing credit migration for measuring time-related risks	1
Catastrophe bond pricing under the renewal process	1
Assessing public pensions using risk measures: pay-as-you-go versus mixed schemes	1
Correction	1
The optimal reinsurance strategy with price-competition between two reinsurers	1
A new skewness adjustment for Solvency II SCR standard formula	1
Valuation of variable annuities with guaranteed minimum maturity benefits and periodic fees	1
Optimal dividend bands revisited: a gradient-based method and evolutionary algorithms	1
Neural network Lee–Carter model and the actuarial relevance of longevity risk assessment	1
Time-inconsistent view on a dividend problem with penalty	1
Optimal insurance design in the presence of government financial assistance	1
Non-zero-sum reinsurance and investment game with non-trivial curved strategy structure under Ornstein–Uhlenbeck process	1
Long-range dependent mortality modeling with cointegration	1
On the longest/shortest negative excursion of a Lévy risk process and related quantities	1
Optimal income drawdown and investment with longevity basis risk	1
Response versus gradient boosting trees, GLMs and neural networks under Tweedie loss and log-link	1
Forecasting age distribution of life-table death counts via α -transformation	1
A note on bivariate survival functions following a law of uniform seniority	1
Model uncertainty assessment for symmetric and right-skewed distributions	1
Money illusion in retirement savings with a minimum guarantee	1