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 2021-11-01 to 2025-11-01.)

Article	Citations
Expert Kaplan–Meier estimation	26
The balance property in insurance pricing	25
Phase-type frailty models: a flexible approach to modeling unobserved heterogeneity in survival analysis	22
On the decomposition of an insurer's profits and losses	14
Time-consistent portfolio and contribution selection for defined benefit pension plans under partial information	13
Stackelberg differential game for insurance under model ambiguity: general divergence	13
Value-at-Risk, Tail Value-at-Risk and upper tail transform of the sum of two counter-monotonic random variables	12
The effect of the COVID-19 health disruptions on breast cancer mortality for older women: a semi-Markov modelling approach	11
Moral-hazard-free insurance: mean-variance premium principle and rank-dependent utility theory	11
Striking the balance: life insurance timing and asset allocation in financial planning	11
Parisian excursion with capital injection for drawdown reflected Lévy insurance risk process	11
Analytic valuation of GMDB options with utility based asset allocation	11
Utilitarian versus neutralitarian design of endowment fund policies	10
Modeling frequency distribution above a priority in presence of IBNR	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`	8
Ensemble interval forecasts of mortality	8
Actuarial-consistency and two-step actuarial valuations: a new paradigm to insurance valuation	7
An axiomatic characterization of the quantile risk-sharing rule	7
Approximating the classical risk process by stable Lévy motion	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
Actuarial pricing with financial methods	5

Cyber risk modeling: a discrete multivariate count process approach	5
Counter-monotonic risk allocations and distortion risk measures	5
Last passage times for generalized drawdown processes with applications	4
Stackelberg equilibrium reinsurance contract with smooth ambiguity under thinning-dependence framework	4
On technical bases and surplus in life insurance	4
Valuation of GLWB annuities with optional conversion to combo products providing LTC benefits	4
Pareto-optimal insurance under heterogeneous beliefs and incentive compatibility	4
Ruin in a continuous-time risk model with arbitrarily dependent insurance and financial risks triggered by systematic factors	4
Ruin probabilities for risk process in a regime-switching environment	4
Robust mean-variance stochastic differential reinsurance and investment games under volatility risk and model uncertainty	4
On the estimation of bivariate conditional transition rates	3
Optimal mix among PAYGO, EET and individual savings	3
A stochastic model of group wealth responses to insurance mechanisms in low-income communities	3
Aggregate Markov models in life insurance: estimation via the EM algorithm	3
Insurance pricing in an equilibrium model	3
Cramér–Lundberg asymptotics for spectrally positive Markov additive processes	3
Conditional increments of aggregate discounted claims with a trend	3
The Gerber-Shiu expected discounted penalty function: an application to poverty trapping	3
A simple Bayesian state-space approach to the collective risk models	3
Constructing prediction intervals for the age distribution of deaths	3
Two hybrid models for dependent death times of couple: a common shock approach	3