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 2022-05-01 to 2026-05-01.)

Article	Citations
Phase-type frailty models: a flexible approach to modeling unobserved heterogeneity in survival analysis	32
Expert Kaplan–Meier estimation	27
The balance property in insurance pricing	24
On the decomposition of an insurer's profits and losses	19
Assessing continuous common-shock risk through matrix distributions	17
Striking the balance: life insurance timing and asset allocation in financial planning	15
Stackelberg differential game for insurance under model ambiguity: general divergence	15
Time-consistent portfolio and contribution selection for defined benefit pension plans under partial information	14
Uniform asymptotics for a multidimensional renewal risk model with multivariate subexponential claims	12
Value-at-Risk, Tail Value-at-Risk and upper tail transform of the sum of two counter-monotonic random variables	11
Parisian excursion with capital injection for drawdown reflected Lévy insurance risk process	10
The effect of the COVID-19 health disruptions on breast cancer mortality for older women: a semi-Markov modelling approach	10
Moral-hazard-free insurance: mean-variance premium principle and rank-dependent utility theory	9
The dynamic of mortality explained with a reduced number of key ages	9
On the distance to the desired terminal surplus distribution under reinsurance	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
Fair fee analysis of inflation-linked variable annuities with GLWB: exploring n -dimensional sub-account dynamic	8
Enhanced gradient boosting for zero-inflated insurance claims and comparative analysis of `CatBoost` , `XGBoost` , and `Lig`	7
Generalized laplace approximation and its application to credibility theory	6
An axiomatic characterization of the quantile risk-sharing rule	6
Ensemble interval forecasts of mortality	6
Cyber risk modeling: a discrete multivariate count process approach	5
Actuarial pricing with financial methods	5
Robust time-consistent reinsurance-investment strategy with model uncertainty under 4/2 stochastic volatility model	5

Pareto-optimal insurance with an upper limit on the insurer's exposure	5
Counter-monotonic risk allocations and distortion risk measures	5
Robust mean-variance stochastic differential reinsurance and investment games under volatility risk and model uncertainty	5
On the surplus management of funds with assets and liabilities in presence of solvency requirements	5
Last passage times for generalized drawdown processes with applications	5
Valuation of GLWB annuities with optional conversion to combo products providing LTC benefits	5
Approximating the classical risk process by stable Lévy motion	5
On technical bases and surplus in life insurance	4
Insurance pricing in an equilibrium model	4
Aggregate Markov models in life insurance: estimation via the EM algorithm	4
Constructing prediction intervals for the age distribution of deaths	4
Ruin in a continuous-time risk model with arbitrarily dependent insurance and financial risks triggered by systematic factors	4
An insurer's optimal strategy towards a new independent business	4
A simple Bayesian state-space approach to the collective risk models	4
Optimal mix among PAYGO, EET and individual savings	4
The Gerber-Shiu expected discounted penalty function: an application to poverty trapping	4
Stackelberg equilibrium reinsurance contract with smooth ambiguity under thinning-dependence framework	4
On the estimation of bivariate conditional transition rates	4
Cramér–Lundberg asymptotics for spectrally positive Markov additive processes	4
Two hybrid models for dependent death times of couple: a common shock approach	4