OOIR: Observatory of International Research

Papers

(The TQCC of ASTIN Bulletin-The Journal of the International Actuarial Association is 3. 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 2021-04-01 to 2025-04-01.)

Article	Citations
ASB volume 51 issue 2 Cover and Front matter	39
ASB volume 53 issue 2 Cover and Back matter	22
TEST FOR CHANGES IN THE MODELED SOLVENCY CAPITAL REQUIREMENT OF AN INTERNAL RISK MODEL	20
ASB volume 55 issue 1 Cover and Back matter	19
CALIBRATING THE LEE-CARTER AND THE POISSON LEE-CARTER MODELS VIA NEURAL NETWORKS	16
OPTIMAL CONTROL OF THE DECUMULATION OF A RETIREMENT PORTFOLIO WITH VARIABLE SPENDING AND DYNAMIC ASSET ALLOCATION	16
Ratemaking in a changing environment	16
ASB volume 54 issue 1 Cover and Back matter	13
ASB volume 52 issue 3 Cover and Front matter	12
MULTI-STATE MODELLING OF CUSTOMER CHURN	10
Generic framework for a coherent integration of experience and exposure rating in reinsurance	9
On the optimality of linear residual risk sharing	8
GEOGRAPHIC RATEMAKING WITH SPATIAL EMBEDDINGS	8
ASB volume 54 issue 1 Cover and Front matter	8
The use of autoencoders for training neural networks with mixed categorical and numerical features	8
Microscopic traffic models, accidents, and insurance losses	8
Fair valuations of insurance policies under multiple risk factors: A flexible lattice approach	8
Risk allocation through shapley decompositions, with applications to variable annuities	7
Telematics combined actuarial neural networks for cross-sectional and longitudinal claim count data	7
COST-SENSITIVE MULTI-CLASS ADABOOST FOR UNDERSTANDING DRIVING BEHAVIOR BASED ON TELEMATICS	7
Risk modeling of property insurance claims from weather events	6
Pareto-optimal peer-to-peer risk sharing with robust distortion risk measures	6
COMPUTATION OF BONUS IN MULTI-STATE LIFE INSURANCE	6
Optimal insurance with counterparty and additive background risk	6
ASYMPTOTICS FOR SYSTEMIC RISK WITH DEPENDENT HEAVY-TAILED LOSSES	6

Modelling mortality: A bayesian factor-augmented var (favar) approach	6
Cyber insurance-linked securities	5
Expressive mortality models through Gaussian process kernels	5
Premium control with reinforcement learning	5
Machine Learning with High-Cardinality Categorical Features in Actuarial Applications	5
Signature-based validation of real-world economic scenarios	4
ASB volume 51 issue 2 Cover and Back matter	4
Survival energy models for mortality prediction and future prospects	4
Target benefit pension plan with longevity risk and intergenerational equity – CORRIGENDUM	4
Portfolio performance under benchmarking relative loss and portfolio insurance: From omega ratio to loss aversion	4
Individual claims reserving using the Aalen–Johansen estimator	3
Multiple yield curve modeling and forecasting using deep learning	3
Estimating the VaR-induced Euler allocation rule	3
Optimal commissions and subscriptions in mutual aid platforms	3
Calculating premium principles from the mode of a unimodal weighted distribution	3
Cybersecurity investments and cyber insurance purchases in a non-cooperative game	3
EVALUATING THE TAIL RISK OF MULTIVARIATE AGGREGATE LOSSES	3
Risk management with local least squares Monte Carlo	3