OOIR: Observatory of International Research

Papers

(The TQCC of ASTIN Bulletin-The Journal of the International Actuarial Association is 5. 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 2021-07-01 to 2025-07-01.)

Article	Citations
ASB volume 53 issue 2 Cover and Back matter	42
On the optimality of linear residual risk sharing	26
OPTIMAL CONTROL OF THE DECUMULATION OF A RETIREMENT PORTFOLIO WITH VARIABLE SPENDING AND DYNAMIC ASSET ALLOCATION	24
MULTI-STATE MODELLING OF CUSTOMER CHURN	20
Risk aggregation and stochastic dominance for a class of heavy-tailed distributions	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
Risk sharing in equity-linked insurance products: Stackelberg equilibrium between an insurer and a reinsurer	10
Tail index partition-based rules extraction with application to tornado damage insurance	10
Optimal reinsurance design under distortion risk measures and reinsurer’s default risk with partial recovery	10
Forecasting mortality rates with functional signatures	10
Modelling socio-economic mortality at neighbourhood level	9
ASB volume 54 issue 1 Cover and Back matter	9
CALIBRATING THE LEE-CARTER AND THE POISSON LEE-CARTER MODELS VIA NEURAL NETWORKS	8
EVALUATING THE TAIL RISK OF MULTIVARIATE AGGREGATE LOSSES	8
Risk allocation through shapley decompositions, with applications to variable annuities	8
The use of autoencoders for training neural networks with mixed categorical and numerical features	8
GEOGRAPHIC RATEMAKING WITH SPATIAL EMBEDDINGS	8
Survival energy models for mortality prediction and future prospects	7
Signature-based validation of real-world economic scenarios	7
Portfolio performance under benchmarking relative loss and portfolio insurance: From omega ratio to loss aversion	7
A NEW MULTIVARIATE ZERO-INFLATED HURDLE MODEL WITH APPLICATIONS IN AUTOMOBILE INSURANCE	7

TARGET VOLATILITY STRATEGIES FOR GROUP SELF-ANNUITY PORTFOLIOS	6
Impact of insurers’ technology accessibility as private information on market structure	6
ASB volume 51 issue 3 Cover and Front matter	6
Asymptotics for the conditional higher moment coherent risk measure with weak contagion	6
Optimal performance of a tontine overlay subject to withdrawal constraints	6
THE SAINT MODEL: A DECADE LATER	6
ON COMPLEX ECONOMIC SCENARIO GENERATORS: IS LESS MORE?	6
SELECTING BIVARIATE COPULA MODELS USING IMAGE RECOGNITION	6
ASB volume 53 issue 1 Cover and Back matter	5
POINT AND INTERVAL FORECASTS OF DEATH RATES USING NEURAL NETWORKS	5
Taxation and policyholder behavior: the case of guaranteed minimum accumulation benefits	5
Dynamic tonuity: Adapting retirement benefits to a changing environment	5
EXTENDING THE LEE–CARTER MODEL WITH VARIATIONAL AUTOENCODER: A FUSION OF NEURAL NETWORK AND BAYESIAN APPROACH	5
Improving healthcare cost prediction for chronic disease through covariate clustering and subgroup analysis methods	5