OOIR: Observatory of International Research

Papers

(The TQCC of Scandinavian Actuarial Journal is 3. 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 2021-04-01 to 2025-04-01.)

Article	Citations
Optimal income drawdown and investment with longevity basis risk	30
Money illusion in retirement savings with a minimum guarantee	20
Last passage times for generalized drawdown processes with applications	15
An actuarial model of arrhythmogenic right ventricular cardiomyopathy and life insurance	14
Robust two-player differential investment game of defined contribution pension plans under multiple risks	14
On the decomposition of an insurer's profits and losses	11
Stackelberg differential game for insurance under model ambiguity: general divergence	10
Pareto-optimal insurance under heterogeneous beliefs and incentive compatibility	10
A note on pandemic mortality rates	10
Actuarial pricing with financial methods	10
Model uncertainty assessment for symmetric and right-skewed distributions	9
Mixed participating and unit-linked life insurance contracts: design, pricing and optimal strategy	8
A refracted Lévy process with delayed dividend pullbacks	7
Optimal investment and reinsurance strategies under 4/2 stochastic volatility model	7
An insurer's optimal strategy towards a new independent business	6
Robust reinsurance contract with learning and ambiguity aversion	5
A Stackelberg–Nash equilibrium with investment and reinsurance in mixed leadership game	5
Non-zero-sum reinsurance and investment game under thinning dependence structure: mean–variance premium principle	5
On technical bases and surplus in life insurance	5
On the analysis of a discrete-time risk model with INAR(1) processes	5
Modeling surrender risk in life insurance: theoretical and experimental insight	5
Valuation of variable annuities with guaranteed minimum maturity benefits and periodic fees	5
Hereditarity of potential matrices and positive affine prediction of nonnegative risks from mixture models	4
Analytic valuation of GMDB options with utility based asset allocation	4
Spatial modelling of risk premiums for water damage insurance	4

Some optimisation problems in insurance with a terminal distribution constraint	4
Portfolio optimization with wealth-dependent risk constraints	4
LocalGLMnet: interpretable deep learning for tabular data	4
Ruin probabilities for risk process in a regime-switching environment	4
Expert Kaplan–Meier estimation	4
Multivariate higher order moments in multi-state life insurance	4
Mortality forecasting using the four-way CANDECOMP/PARAFAC decomposition	4
Valuation and optimal surrender of variable annuities with guaranteed minimum benefits and periodic fees	4
A new skewness adjustment for Solvency II SCR standard formula	3
Group cohesion under individual regulatory constraints	3
A multivariate CVaR risk measure from the perspective of portfolio risk management	3
On the longest/shortest negative excursion of a Lévy risk process and related quantities	3
Response versus gradient boosting trees, GLMs and neural networks under Tweedie loss and log-link	3
Functional sensitivity analysis of ruin probability in the classical risk models	3
Finite-time ruin probabilities using bivariate Laguerre series	3
Insurance pricing in an equilibrium model	3
A note on bivariate survival functions following a law of uniform seniority	3
Ruin in a continuous-time risk model with arbitrarily dependent insurance and financial risks triggered by systematic factors	3
Gamma, Gaussian and Poisson approximations for random sums using size-biased and generalized zero-biased couplings	3
Value-at-Risk, Tail Value-at-Risk and upper tail transform of the sum of two counter-monotonic random variables	3
Non-zero-sum reinsurance and investment game with non-trivial curved strategy structure under Ornstein–Uhlenbeck process	3
A simple Bayesian state-space approach to the collective risk models	3
An impossibility theorem on capital allocation	3