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 2022-06-01 to 2026-06-01.)

Article	Citations
Stackelberg differential game for insurance under model ambiguity: general divergence	34
On the decomposition of an insurer's profits and losses	27
Assessing continuous common-shock risk through matrix distributions	25
Phase-type frailty models: a flexible approach to modeling unobserved heterogeneity in survival analysis	19
Expert Kaplan–Meier estimation	18
The balance property in insurance pricing	15
Uniform asymptotics for a multidimensional renewal risk model with multivariate subexponential claims	15
Value-at-Risk, Tail Value-at-Risk and upper tail transform of the sum of two counter-monotonic random variables	14
Striking the balance: life insurance timing and asset allocation in financial planning	12
Time-consistent portfolio and contribution selection for defined benefit pension plans under partial information	11
Parisian excursion with capital injection for drawdown reflected Lévy insurance risk process	11
Moral-hazard-free insurance: mean-variance premium principle and rank-dependent utility theory	10
On the distance to the desired terminal surplus distribution under reinsurance	10
Modeling frequency distribution above a priority in presence of IBNR	10
The effect of the COVID-19 health disruptions on breast cancer mortality for older women: a semi-Markov modelling approach	10
The dynamic of mortality explained with a reduced number of key ages	9
Actuarial-consistency and two-step actuarial valuations: a new paradigm to insurance valuation	8
An axiomatic characterization of the quantile risk-sharing rule	8
Generalized laplace approximation and its application to credibility theory	7
Approximating the classical risk process by stable Lévy motion	6
Pareto-optimal insurance with an upper limit on the insurer's exposure	6
Fair fee analysis of inflation-linked variable annuities with GLWB: exploring n -dimensional sub-account dynamic	6
Ensemble interval forecasts of mortality	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	6

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

A refracted Lévy process with delayed dividend pullbacks	2
Forecasting age distribution of life-table death counts via α -transformation	1
Robust strategy for a member of defined contribution pension plan when asset prices can jump	1
Optimal risk management strategies in a diffusion risk process: a simultaneous problem	1
Intergenerational risk sharing in pay-as-you-go pension schemes*	1
The optimal reinsurance strategy with price-competition between two reinsurers	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
Time-inconsistent problems in life insurance	1
The power of human capital in lifecycles. Insights from a flexible framework.	1
Optimal insurance design in the presence of government financial assistance	1
Correction	1
Allocating capital to time: introducing credit migration for measuring time-related risks	1
Enhanced hierarchical Bayesian modeling of multi-country mortality rates with jump components	1
Optimal robust reinsurance with multiple insurers*	1
Non-zero-sum reinsurance and investment game under thinning dependence structure: mean–variance premium principle	1
Spatial natural hedging: a general framework with application to the mortality of U.S. states	1
Kaminsky type functional equations and bivariate residual lifetimes distributions	1
Model uncertainty assessment for symmetric and right-skewed distributions	1
Optimal dividend bands revisited: a gradient-based method and evolutionary algorithms	1
Optimal post-retirement investment and consumption under longevity risk in collective funds	1
Optimal reinsurance for several lines of business	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
Equity-linked annuity valuation under fractional jump-diffusion financial and mortality models	1
Money illusion in retirement savings with a minimum guarantee	1
A new skewness adjustment for Solvency II SCR standard formula	1
Option-based portfolio and consumption insurance (OBPCI)	1