North American Actuarial Journal

1.1(top 50%)

impact factor

1.2K(top 20%)

papers

16.5K(top 10%)

citations

56(top 10%)

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1.2(top 50%)

impact factor

1.4K

all documents

19.3K

doc citations

100(top 10%)

g-index

Top Articles

#	Title	Journal	Year	Citations
1	Understanding Relationships Using Copulas	North American Actuarial Journal	1998	869
2	On the Time Value of Ruin	North American Actuarial Journal	1998	701
3	A Quantitative Comparison of Stochastic Mortality Models Using Data From England and Wales and the United States	North American Actuarial Journal	2009	533
4	Actuaries in History	North American Actuarial Journal	1998	370
5	Extreme Value Theory as a Risk Management Tool	North American Actuarial Journal	1999	325
6	A Regime-Switching Model of Long-Term Stock Returns	North American Actuarial Journal	2001	312
7	The Lee-Carter Method for Forecasting Mortality, with Various Extensions and Applications	North American Actuarial Journal	2000	305
8	Tail Conditional Expectations for Elliptical Distributions	North American Actuarial Journal	2003	275
9	Optimal Dividends	North American Actuarial Journal	2004	245
10	The Time Value of Ruin in a Sparre Andersen Model	North American Actuarial Journal	2005	208
11	On Optimal Dividend Strategies In The Compound Poisson Model	North American Actuarial Journal	2006	207
12	Real Longevity Insurance with a Deductible: Introduction to Advanced-Life Delayed Annuities (ALDA)	North American Actuarial Journal	2005	198
13	Economic Capital Allocation Derived from Risk Measures	North American Actuarial Journal	2003	188
14	Measuring Basis Risk in Longevity Hedges	North American Actuarial Journal	2011	187
15	Strategies for Dividend Distribution: A Review	North American Actuarial Journal	2009	170
16	Natural Hedging of Life and Annuity Mortality Risks	North American Actuarial Journal	2007	158
17	Minimizing the Probability of Ruin When Claims Follow Brownian Motion with Drift	North American Actuarial Journal	2005	140
18	Application of Coherent Risk Measures to Capital Requirements in Insurance	North American Actuarial Journal	1999	136
19	A Gravity Model of Mortality Rates for Two Related Populations	North American Actuarial Journal	2011	133
20	Utility Functions	North American Actuarial Journal	1998	121
21	Mortality Measurement at Advanced Ages	North American Actuarial Journal	2011	120
22	Martingale Valuation of Cash Flows for Insurance and Interest Models	North American Actuarial Journal	2004	115
23	James C. Hickman	North American Actuarial Journal	2007	115
24	Modeling and Evaluating Insurance Losses Via Mixtures of Erlang Distributions	North American Actuarial Journal	2010	112
25	Catastrophe Risk Bonds	North American Actuarial Journal	2000	110
26	Longevity Hedging 101	North American Actuarial Journal	2011	109
27	Backtesting Stochastic Mortality Models	North American Actuarial Journal	2010	108
28	“Understanding Relationships Using Copulas,” by Edward Frees and Emiliano Valdez, January 1998	North American Actuarial Journal	1998	105
29	Valuing Equity-Indexed Annuities	North American Actuarial Journal	2000	96
30	Self-Annuitization and Ruin in Retirement	North American Actuarial Journal	2000	95
31	Modeling Catastrophes and their Impact on Insurance Portfolios	North American Actuarial Journal	2003	94
32	Empirical Estimation of Risk Measures and Related Quantities	North American Actuarial Journal	2003	92
33	Optimal Investment for an Insurer to Minimize Its Probability of Ruin	North American Actuarial Journal	2004	92
34	An Actuarial Index of the Right-Tail Risk	North American Actuarial Journal	1998	86
35	On the Modeling and Forecasting of Socioeconomic Mortality Differentials: An Application to Deprivation and Mortality in England	North American Actuarial Journal	2014	85
36	On the Class of Erlang Mixtures with Risk Theoretic Applications	North American Actuarial Journal	2007	84
37	Risk Classification for Claim Counts	North American Actuarial Journal	2007	83
38	Actuarial Modeling with MCMC and BUGs	North American Actuarial Journal	2001	82
39	Optimal Investment Strategy to Minimize the Probability of Lifetime Ruin	North American Actuarial Journal	2004	80
40	Pricing Guaranteed Life Insurance Participating Policies with Annual Premiums and Surrender Option	North American Actuarial Journal	2003	78
41	Projecting Mortality Trends	North American Actuarial Journal	2004	78
42	Enterprise Risk Management	North American Actuarial Journal	2012	77
43	On Pricing Derivatives Under GARCH Models: A Dynamic Gerber-Shiu Approach	North American Actuarial Journal	2004	77
44	The 1/n Pension Investment Puzzle	North American Actuarial Journal	2004	74
45	Weighted Pricing Functionals With Applications to Insurance	North American Actuarial Journal	2009	74
46	A General Procedure for Constructing Mortality Models	North American Actuarial Journal	2014	73
47	Case Studies Using Panel Data Models	North American Actuarial Journal	2001	71
48	Optimal Dividends In An Ornstein-Uhlenbeck Type Model With Credit And Debit Interest	North American Actuarial Journal	2006	71
49	Mortality Regimes and Pricing	North American Actuarial Journal	2011	71
50	Optimal Reinsurance and Investment for a Jump Diffusion Risk Process under the CEV Model	North American Actuarial Journal	2011	71

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