Full references (including those not matched with items on IDEAS) Read the latest articles of Insurance: Mathematics and Economics at ScienceDirect.com, Elsevier’s leading platform of peer-reviewed scholarly literature The latest citescore of Insurance: Mathematics and Economics is 1.61.CiteScore is a new standard that gives a more comprehensive, transparent and current view of a journal’s impact that will help you guide your journal more effectively in the future. Read the latest articles of Insurance: Mathematics and Economics at ScienceDirect.com, Elsevier’s leading platform of peer-reviewed scholarly literature Research is often a slow process, requiring the careful design, optimization, and replication of experiments. Then, help us to keep the service working. Most Cited Insurance: Mathematics and Economics Articles. "Evaluating the influential priority of the factors on insurance loss of public transit," PLOS ONE, Public Library of Science, vol. Wenhui Zhang & Yongmin Su & Ruimin Ke & Xinqiang Chen, 2018. The journal feels a particular obligation to facilitate closer cooperation between those who conduct research in insurance mathematics and quantitative insurance economics, and practicing actuaries who are interested in the implementation of the results. Please have a look to our donations page ...Thanks for your help! To decline or learn more, visit our Cookies page. Track citations for all items by RSS feed Is something missing from the series or not right? Read the latest articles of Insurance: Mathematics and Economics at ScienceDirect.com, Elsevier’s leading platform of peer-reviewed scholarly literature ... Elsevier stands against racism and discrimination and fully supports the joint commitment for action in inclusion and diversity in publishing. Elsevier.com visitor survey. Print Book & E-Book. Insurance: Mathematics and Economics Review Speed. To this purpose, Insurance: Mathematics and Economics publishes high-quality articles of broad international interest, concerned with either the theory of insurance mathematics and quantitative insurance economics or the inventive application of it, including empirical or experimental results. If you decide to participate, a new browser tab will open so you can complete the survey after you have completed your visit to this website. Cookies are used by this site. Compound unimodal distributions for insurance losses. Articles that combine several of these aspects are particularly considered. Write a Review See All Reviews. Below is a recent list of 2020—2021 articles that have had the most social media attention. Recently published articles from Insurance: Mathematics and Economics. Hawkes processes in insurance: Risk model, application to empirical data and optimal investment, On a family of coherent measures of variability, Positivity properties of the ARFIMA(0,d,0) specifications and credibility analysis of frequency risks, Term structure of discount rates for firms in the insurance industry, Risk aggregation in non-life insurance: Standard models vs. internal models, Equilibrium in natural catastrophe insurance market under disaster-resistant technologies, financial innovations and government interventions, Is mortality or interest rate the most important risk in annuity models? Insurance: Mathematics and Economics IF is increased by a factor of 0.11 and approximate percentage change is 8.27% when compared to preceding year 2017, which shows a rising trend. We are always looking for ways to improve customer experience on Elsevier.com. Mortality forecasting using factor models: Time-varying or time-invariant factor loadings? Careers - Terms and Conditions - Privacy Policy. Gender Diversity distribution of the Editors, Benchmark Gender Diversity distribution across Economics portfolio Editors, Optimal investment for a retirement plan with deferred annuities, Bowley solution of a mean–variance game in insurance. Elsevier stands against racism and discrimination and fully supports the joint commitment for action in inclusion and diversity in publishing. Insurance: Mathematics and Economics 2020-2021 Real-Time Journal Impact IF Prediction & Tracking 2021 2020 2019 IF Journal Impact, History & Ranking Elsevier.com visitor survey. We would like to ask you for a moment of your time to fill in a short questionnaire, at the end of your visit. Estimating Gerber–Shiu functions from discretely observed Lévy driven surplus. "Optimal proportional reinsurance with common shock dependence," Insurance: Mathematics and Economics, Elsevier, vol. A comparison of sensitivity analysis methods, Modeling stochastic mortality for joint lives through subordinators, Spatial patterns of mortality in the United States: A spatial filtering approach, Pareto-optimal insurance contracts with premium budget and minimum charge constraints, A BSDE-based approach for the optimal reinsurance problem under partial information, Download the ‘Understanding the Publishing Process’ PDF, Check the status of your submitted manuscript in the. Go, Gender Diversity distribution of the Editors, Benchmark Gender Diversity distribution across Economics portfolio Editors, Generalized linear models for dependent frequency and severity of insurance claims, Severity modeling of extreme insurance claims for tariffication. We would like to ask you for a moment of your time to fill in a short questionnaire, at the end of your visit. ... Based on benchmark group data for similar journals in Elsevier field of study. Yuen, Kam Chuen & Liang, Zhibin & Zhou, Ming, 2015. To this purpose, Insurance: Mathematics and Economics publishes high-quality articles of broad international interest, concerned with either the theory of insurance mathematics and quantitative insurance economics or the inventive application of it, including empirical or experimental results. We are pleased to announce the launch of our 500th gold open access journal. Source Normalized Impact per Paper (SNIP). It appears six times per year and is the largest journal in actuarial science research around the world. 87(C), pages 153-168. The journal began publication in 1982 and has developed into one of the leading journals in the field of actuarial science, life and non-life insurance and financial risk. Copyright © 2021 Elsevier B.V. Economic Neutral Position: How to best replicate not fully replicable liabilities? The most downloaded articles from Insurance: Mathematics and Economics in the last 90 days. Longevity Risk and Capital Markets Solutions Conference, Gerber-Shiu Functions / Longevity risk and capital markets, A hierarchical model for the joint mortality analysis of pension scheme data with missing covariates, An age-at-death distribution approach to forecast cohort mortality, A multivariate evolutionary generalised linear model framework with adaptive estimation for claims reserving, Download the ‘Understanding the Publishing Process’ PDF, joint commitment for action in inclusion and diversity in publishing, Check the status of your submitted manuscript in the. Insurance: Mathematics and Economics is an international journal that intends to strengthen communication between individuals and groups who produce and apply research results in insurance and finance, aiming to integrate the currently fragmented research in both fields. Special issues published in Insurance: Mathematics and Economics. Open Access; NO Publisher; Elsevier BV Country/Region; We would like to ask you for a moment of your time to fill in a short questionnaire, at the end of your visit. CiteScore values are based on citation counts in a range of four years (e.g. It also includes innovative insurance applications of results from related fields, such as probability and statistics, computer science and numerical analysis, quantitative economics, mathematical finance, operations research and management science, and, in particular, quantitative risk management. "Collective risk models with dependence," Insurance: Mathematics and Economics, Elsevier, vol. Once production of your article has started, you can track the status of your article via Track Your Accepted Article. Elsevier Editorial System(tm) for Insurance: Mathematics and Economics Manuscript Draft Manuscript Number: Title: Purchasing Life Insurance to Reach a Bequest Goal Article Type: Research Paper Keywords: Term life insurance; Whole life insurance; Bequest motive; Deterministic control Corresponding Author: Prof. Virginia R. Young, Ph.D. CiteScore represents a robust approach for several reasons: Observation Window. The subject matter of the journal includes the theory, models and methods of life insurance (including pension systems, social insurance, and health insurance), of non-life insurance, and of reinsurance and other risk-sharing arrangements. Benefits to authors We also provide many author benefits, such as free PDFs, a liberal copyright policy, special discounts on Elsevier publications and much more. Source Normalized Impact per Paper (SNIP). Optimal investment for a retirement plan with deferred annuities, Bowley solution of a mean–variance game in insurance. For more information, visit, 不论您是正在查找出版流程的信息还是忙于撰写下一篇稿件，我们都随时待命。下面我们将重点介绍一些可以在您的科研旅程中对您提供支持的工具。. By the time you have accrued enough data to write a manuscript, you … Help expand a public dataset of research that support the SDGs. Insurance: Mathematics and Economics publishes leading research spanning all fields of actuarial science research. Mendeley Data Repository is free-to-use and open access. It enables you to deposit any research data (including raw and processed data, video, code, software, algorithms, protocols, and methods) associated with your research manuscript. Cookies are used by this site. If you decide to participate, a new browser tab will open so you can complete the survey after you have completed your visit to this website. Search. Your datasets will also be searchable on Mendeley Data Search, which includes nearly 11 million indexed datasets. Mortality forecasting using factor models: Time-varying or time-invariant factor loadings? Insurance: Mathematics and Economics is an international journal that intends to strengthen communication between individuals and groups who produce and apply research results in insurance and finance, aiming to integrate the currently fragmented research in both fields. The tail mean–variance optimal portfolio selection under generalized skew-elliptical distribution, Fair dynamic valuation of insurance liabilities via convex hedging, Mean–variance investment and risk control strategies — A time-consistent approach via a forward auxiliary process, Pricing in a competitive stochastic insurance market, Dynamics of state-wise prospective reserves in the presence of non-monotone information, A benchmarking approach to track and compare administrative charges on flow and balance in individual account pension systems, Modality for scenario analysis and maximum likelihood allocation, Precise large deviations of aggregate claims with arbitrary dependence between claim sizes and waiting times, Univariate and multivariate claims reserving with Generalized Link Ratios, Prepayment risk in reverse mortgages: An intensity-governed surrender model, An insurance risk process with a generalized income process: A solvency analysis, On the modelling of multivariate counts with Cox processes and dependent shot noise intensities, Micro-level parametric duration-frequency-severity modeling for outstanding claim payments, A hybrid deep learning method for optimal insurance strategies: Algorithms and convergence analysis, Model-independent price bounds for Catastrophic Mortality Bonds, Moment-matching approximations for stochastic sums in non-Gaussian Ornstein–Uhlenbeck models, Sparse regression with Multi-type Regularized Feature modeling, Improved index insurance design and yield estimation using a dynamic factor forecasting approach, Stochastic orders and multivariate measures of risk contagion, Pareto-optimal reinsurance policies with maximal synergy, Dynamic hazards modelling for predictive longevity risk assessment, Stochastic differential investment and reinsurance games with nonlinear risk processes and VaR constraints, Predictive risk analysis using a collective risk model: Choosing between past frequency and aggregate severity information, Multiplicative background risk models: Setting a course for the idiosyncratic risk factors distributed phase-type, From risk sharing to pure premium for a large number of heterogeneous losses, Transforming public pensions: A mixed scheme with a credit granted by the state, Mortality options: The point of view of an insurer, Pricing longevity derivatives via Fourier transforms, Extreme value estimation of the conditional risk premium in reinsurance, Robust optimal investment and reinsurance for an insurer with inside information, Volterra mortality model: Actuarial valuation and risk management with long-range dependence.