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 2021-09-01 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
Striking the balance: life insurance timing and asset allocation in financial planning	10
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
Moral-hazard-free insurance: mean-variance premium principle and rank-dependent utility theory	9
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
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
Optimal mix among PAYGO, EET and individual savings	3
Constructing prediction intervals for the age distribution of deaths	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
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