OOIR: Observatory of International Research

Papers

(The H4-Index of ASTIN Bulletin-The Journal of the International Actuarial Association is 10. 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 2021-08-01 to 2025-08-01.)

Article	Citations
ASB volume 53 issue 2 Cover and Back matter	42
On the optimality of linear residual risk sharing	26
MULTI-STATE MODELLING OF CUSTOMER CHURN	24
Risk aggregation and stochastic dominance for a class of heavy-tailed distributions	20
Fairness and risk sharing in integrated LRD-tontine schemes under Volterra mortality risk	19
Optimal surrender policy for reverse mortgage loans	17
Mack’s estimator motivated by large exposure asymptotics in a compound poisson setting	14
NEW LOSS RESERVE MODELS WITH PERSISTENCE EFFECTS TO FORECAST TRAPEZOIDAL LOSSES IN RUN-OFF TRIANGLES	13
Worst-case reinsurance strategy with likelihood ratio uncertainty	13
Weekly dynamic motor insurance ratemaking with a telematics signals bonus-malus score	10
Forecasting mortality rates with functional signatures	10
Marked Cox models for IBNR claims count: continuous and discretized approaches with Dirichlet-driven reporting delays	10
Optimal reinsurance design under distortion risk measures and reinsurer’s default risk with partial recovery	10
Tail index partition-based rules extraction with application to tornado damage insurance	10
Risk sharing in equity-linked insurance products: Stackelberg equilibrium between an insurer and a reinsurer	10