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 2021-12-01 to 2025-12-01.)

Article	Citations
ASB volume 53 issue 2 Cover and Back matter	32
On the optimality of linear residual risk sharing	26
ASB volume 55 issue 3 Cover and Back matter	22
MULTI-STATE MODELLING OF CUSTOMER CHURN	21
Risk aggregation and stochastic dominance for a class of heavy-tailed distributions	16
Fairness and risk sharing in integrated LRD-tontine schemes under Volterra mortality risk	15
Worst-case reinsurance strategy with likelihood ratio uncertainty	14
Optimal surrender policy for reverse mortgage loans	14
Mack’s estimator motivated by large exposure asymptotics in a compound poisson setting	12
NEW LOSS RESERVE MODELS WITH PERSISTENCE EFFECTS TO FORECAST TRAPEZOIDAL LOSSES IN RUN-OFF TRIANGLES	12
Risk sharing in equity-linked insurance products: Stackelberg equilibrium between an insurer and a reinsurer	11
Weekly dynamic motor insurance ratemaking with a telematics signals bonus-malus score	11
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	9
Modelling socio-economic mortality at neighbourhood level	9
ASB volume 54 issue 1 Cover and Back matter	9
Forecasting mortality rates with functional signatures	9
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
EVALUATING THE TAIL RISK OF MULTIVARIATE AGGREGATE LOSSES	8
CALIBRATING THE LEE-CARTER AND THE POISSON LEE-CARTER MODELS VIA NEURAL NETWORKS	8
Multi-asset return risk measures	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

Survival energy models for mortality prediction and future prospects	7
THE SAINT MODEL: A DECADE LATER	6
Optimal performance of a tontine overlay subject to withdrawal constraints	6
TARGET VOLATILITY STRATEGIES FOR GROUP SELF-ANNUITY PORTFOLIOS	6
Impact of insurers’ technology accessibility as private information on market structure	6
Taxation and policyholder behavior: the case of guaranteed minimum accumulation benefits	6
SELECTING BIVARIATE COPULA MODELS USING IMAGE RECOGNITION	6
A NEW MULTIVARIATE ZERO-INFLATED HURDLE MODEL WITH APPLICATIONS IN AUTOMOBILE INSURANCE	6
Stationary probabilities and the monotone likelihood ratio in bonus-malus systems	6
Asymptotics for the conditional higher moment coherent risk measure with weak contagion	6
Dynamic tonuity: Adapting retirement benefits to a changing environment	5
POINT AND INTERVAL FORECASTS OF DEATH RATES USING NEURAL NETWORKS	5
Pareto-optimal risk exchange in a continuous-time economy: Application to target benefit pension	5
Improving healthcare cost prediction for chronic disease through covariate clustering and subgroup analysis methods	5
ASB volume 53 issue 1 Cover and Back matter	5
EXTENDING THE LEE–CARTER MODEL WITH VARIATIONAL AUTOENCODER: A FUSION OF NEURAL NETWORK AND BAYESIAN APPROACH	5