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 2021-08-01 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
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
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
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
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
Signature-based validation of real-world economic scenarios	7
EVALUATING THE TAIL RISK OF MULTIVARIATE AGGREGATE LOSSES	7
Multi-asset return risk measures	7
A NEW MULTIVARIATE ZERO-INFLATED HURDLE MODEL WITH APPLICATIONS IN AUTOMOBILE INSURANCE	7

Portfolio performance under benchmarking relative loss and portfolio insurance: From omega ratio to loss aversion	6
SELECTING BIVARIATE COPULA MODELS USING IMAGE RECOGNITION	6
Asymptotics for the conditional higher moment coherent risk measure with weak contagion	6
THE SAINT MODEL: A DECADE LATER	6
Impact of insurers’ technology accessibility as private information on market structure	6
ON COMPLEX ECONOMIC SCENARIO GENERATORS: IS LESS MORE?	6
Survival energy models for mortality prediction and future prospects	6
ASB volume 51 issue 3 Cover and Front matter	6
Optimal performance of a tontine overlay subject to withdrawal constraints	6
Taxation and policyholder behavior: the case of guaranteed minimum accumulation benefits	5
EXTENDING THE LEE–CARTER MODEL WITH VARIATIONAL AUTOENCODER: A FUSION OF NEURAL NETWORK AND BAYESIAN APPROACH	5
TARGET VOLATILITY STRATEGIES FOR GROUP SELF-ANNUITY PORTFOLIOS	5
ASB volume 53 issue 1 Cover and Back matter	5