Empirical Approach for Optimal Reinsurance Design

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Cite
Tan, Ken Seng, and Chengguo Weng. “Empirical Approach for Optimal Reinsurance Design”. North American Actuarial Journal, vol. 18, no. 2, 2014, pp. 315-42, https://doi.org/10.1080/10920277.2014.888008.
Tan, K. S., & Weng, C. (2014). Empirical Approach for Optimal Reinsurance Design. North American Actuarial Journal, 18(2), 315-342. https://doi.org/10.1080/10920277.2014.888008
Tan KS, Weng C. Empirical Approach for Optimal Reinsurance Design. North American Actuarial Journal. 2014;18(2):315-42.
Journal Category
Social Sciences
Finance
Refrences
Title Journal Journal Categories Citations Publication Date
Title ASTIN Bulletin
  • Science: Mathematics
  • Science: Mathematics: Probabilities. Mathematical statistics
  • Social Sciences: Economic theory. Demography: Economics as a science
  • Social Sciences: Statistics
  • Social Sciences: Commerce: Business
  • Social Sciences: Economic theory. Demography: Economics as a science
 2011
Title American Economic Review
  • Social Sciences: Commerce: Business
  • Social Sciences: Economic theory. Demography: Economics as a science
  • Social Sciences: Economic theory. Demography: Economics as a science
 1963
Title 1960
Encyclopedia of Actuarial Science 2004
Lectures on Modern Convex Optimization 2011
Citations
Title Journal Journal Categories Citations Publication Date
Empirical tail risk management with model-based annealing random search Insurance: Mathematics and Economics
  • Science: Mathematics
  • Science: Mathematics: Probabilities. Mathematical statistics
  • Social Sciences: Economic theory. Demography: Economics as a science
  • Social Sciences: Statistics
  • Social Sciences: Commerce: Business
  • Social Sciences: Economic theory. Demography: Economics as a science
 2023
Flexible Weather Index Insurance Design with Penalized Splines North American Actuarial Journal
  • Social Sciences: Finance
 2023
Risk transference constraints in optimal reinsurance Insurance: Mathematics and Economics
  • Science: Mathematics
  • Science: Mathematics: Probabilities. Mathematical statistics
  • Social Sciences: Economic theory. Demography: Economics as a science
  • Social Sciences: Statistics
  • Social Sciences: Commerce: Business
  • Social Sciences: Economic theory. Demography: Economics as a science
 2 2022
Reinsurance of multiple risks with generic dependence structures Insurance: Mathematics and Economics
  • Science: Mathematics
  • Science: Mathematics: Probabilities. Mathematical statistics
  • Social Sciences: Economic theory. Demography: Economics as a science
  • Social Sciences: Statistics
  • Social Sciences: Commerce: Business
  • Social Sciences: Economic theory. Demography: Economics as a science
 2 2021
Distributionally Robust Goal-Reaching Optimization in the Presence of Background Risk North American Actuarial Journal
  • Social Sciences: Finance
 2 2021
Citations Analysis
Category Category Repetition
Science: Mathematics: Probabilities. Mathematical statistics11
Social Sciences: Economic theory. Demography: Economics as a science10
Science: Mathematics9
Social Sciences: Statistics9
Social Sciences: Commerce: Business9
Social Sciences: Finance7
Agriculture: Agriculture (General)1
Agriculture: Plant culture1
Agriculture1
The category Science: Mathematics: Probabilities. Mathematical statistics 11 is the most commonly referenced area in studies that cite this article. The first research to cite this article was titled Optimal non-life reinsurance under Solvency II Regime and was published in 2015. The most recent citation comes from a 2023 study titled Empirical tail risk management with model-based annealing random search. This article reached its peak citation in 2015, with 5 citations. It has been cited in 6 different journals, 33% of which are open access. Among related journals, the Insurance: Mathematics and Economics cited this research the most, with 9 citations. The chart below illustrates the annual citation trends for this article.
Citations used this article by year