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 2020-05-01 to 2024-05-01.)

Article	Citations
Time-series forecasting of mortality rates using deep learning	44
Robust reinsurance contract with asymmetric information in a stochastic Stackelberg differential game	23
Life expectancy and lifespan disparity forecasting: a long short-term memory approach	22
Optimal reinsurance to minimize the probability of drawdown under the mean-variance premium principle	17
Bowley reinsurance with asymmetric information on the insurer's risk preferences	16
Optimal investment and reinsurance strategies under 4/2 stochastic volatility model	15
Propagation of cyber incidents in an insurance portfolio: counting processes combined with compartmental epidemiological models	13
Collective reserving using individual claims data	12
Variable annuity pricing, valuation, and risk management: a survey	12
Optimal reinsurance with model uncertainty and Stackelberg game	10
Mortality forecasting at age 65 and above: an age-specific evaluation of the Lee-Carter model	10
Simple approximation for the ruin probability in renewal risk model under interest force via Laguerre series expansion	9
Robust optimal investment and reinsurance problems with learning	9
LocalGLMnet: interpretable deep learning for tabular data	9
Dynamic modelling and coherent forecasting of mortality rates: a time-varying coefficient spatial-temporal autoregressive approach	9
Age-coherent extensions of the Lee–Carter model	9
On copula-based collective risk models: from elliptical copulas to vine copulas	8
Optimal reinsurance and dividends with transaction costs and taxes under thinning structure	8
Optimal dividend strategy for an insurance group with contagious default risk	8
Household consumption-investment-insurance decisions with uncertain income and market ambiguity	8
Individual reserving and nonparametric estimation of claim amounts subject to large reporting delays	7
An application of parametric quantile regression to extend the two-stage quantile regression for ratemaking	7
Stochastic modelling and projection of mortality improvements using a hybrid parametric/semi-parametric age–period–cohort model	6
Time-consistent and market-consistent actuarial valuation of the participating pension contract	6
Ranking the extreme claim amounts in dependent individual risk models	6

Modelling seasonal mortality with individual data	6
Mortality forecasting using stacked regression ensembles	6
Tontines with mixed cohorts	6
Equilibrium reinsurance strategies for n insurers under a unified competition and cooperation framework	6
Optimal contribution rate of PAYGO pension	5
Two-step risk analysis in insurance ratemaking	5
Optimal periodic dividend strategies for spectrally negative Lévy processes with fixed transaction costs	5
Estimation of the Haezendonck-Goovaerts risk measure for extreme risks	5
Retrospective reserves and bonus	5
A law of uniform seniority for dependent lives	5
Finite-time ruin probabilities using bivariate Laguerre series	5
Nested Monte Carlo simulation in financial reporting: a review and a new hybrid approach	4
Financial position and performance in IFRS 17	4
Valuation and optimal surrender of variable annuities with guaranteed minimum benefits and periodic fees	4
Socioeconomic differentials in mortality: implications on index-based longevity hedges	4
Grouping of contracts in insurance using neural networks	4
Indifference pricing of pure endowments via BSDEs under partial information	4
Structure of intergenerational risk-sharing plans: optimality and fairness	4
Ruin probability in a two-dimensional model with correlated Brownian motions	4