OOIR: Observatory of International Research

Papers

(The TQCC of Scandinavian Actuarial Journal is 4. 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
Uniform asymptotics for a multidimensional renewal risk model with multivariate subexponential claims	15
The balance property in insurance pricing	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
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
Approximating the classical risk process by stable Lévy motion	6
Pareto-optimal insurance with an upper limit on the insurer's exposure	6

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
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
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
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