Annuity Valuation with Dependent Mortality

Article Properties
Citations
Title Journal Journal Categories Citations Publication Date
U-statistics Based Tests for Marginal Hazard Rate Orderings of Two Dependent Variables Journal of Statistical Theory and Practice
  • Science: Mathematics: Probabilities. Mathematical statistics
2024
A Dirichlet process mixture regression model for the analysis of competing risk events 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
2024
Joint life care annuities to help retired couples to finance the cost of long-term care 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
1 2023
Two hybrid models for dependent death times of couple: a common shock approach Scandinavian Actuarial Journal
  • Science: Mathematics
  • Science: Mathematics: Probabilities. Mathematical statistics
  • Social Sciences: Statistics
  • Social Sciences: Sociology (General)
  • Social Sciences: Commerce: Business
  • Social Sciences: Economic theory. Demography: Economics as a science
2023
Estimation of reinforced urn processes under left-truncation and right-censoring

Royal Society Open Science
  • Science
  • Science: Science (General)
2023
Citations Analysis
Category Category Repetition
Science: Mathematics: Probabilities. Mathematical statistics65
Science: Mathematics59
Social Sciences: Economic theory. Demography: Economics as a science58
Social Sciences: Commerce: Business52
Social Sciences: Statistics43
Social Sciences: Finance38
Social Sciences7
Social Sciences: Sociology (General)7
Social Sciences: Finance: Insurance5
Social Sciences: Commerce: Business: Personnel management. Employment management4
Science: Science (General)4
Technology: Hydraulic engineering: River, lake, and water-supply engineering (General)4
Technology: Environmental technology. Sanitary engineering4
Science: Biology (General): Ecology4
Social Sciences: Commerce: Business: Accounting. Bookkeeping3
Science: Mathematics: Instruments and machines: Electronic computers. Computer science2
Social Sciences: Industries. Land use. Labor: Management. Industrial management2
Science2
Technology: Manufactures: Production management. Operations management2
Technology: Engineering (General). Civil engineering (General)2
Science: Geology2
Geography. Anthropology. Recreation: Environmental sciences1
Geography. Anthropology. Recreation: Recreation. Leisure: Sports1
Medicine1
Science: Mathematics: Instruments and machines: Electronic computers. Computer science: Computer software1
Technology: Electrical engineering. Electronics. Nuclear engineering: Electronics: Computer engineering. Computer hardware1
Political science: Political institutions and public administration (General)1
Medicine: Medicine (General): Computer applications to medicine. Medical informatics1
Science: Biology (General)1
Medicine: Internal medicine: Special situations and conditions: Industrial medicine. Industrial hygiene1
Medicine: Medicine (General)1
Medicine: Medicine (General): Medical technology1
Technology: Engineering (General). Civil engineering (General): Environmental engineering1
Philosophy. Psychology. Religion: Philosophy (General)1
History (General) and history of Europe: History (General)1
The category Science: Mathematics: Probabilities. Mathematical statistics 65 is the most commonly referenced area in studies that cite this article. The first research to cite this article was titled Optimal Asset Allocation Towards the End of the Life Cycle: To Annuitize or Not to Annuitize? and was published in 1996. The most recent citation comes from a 2024 study titled U-statistics Based Tests for Marginal Hazard Rate Orderings of Two Dependent Variables. This article reached its peak citation in 2020, with 12 citations. It has been cited in 53 different journals, 7% of which are open access. Among related journals, the Insurance: Mathematics and Economics cited this research the most, with 25 citations. The chart below illustrates the annual citation trends for this article.
Citations used this article by year