Revista

Nome:
Insurance: Mathematics And Economics web
Rankings:
Pontos Posição
CEF.UP+NIPE (average of all rankings) (2012) 23.49 191/501
ABS (2010) 50.0 169/288
Australian RC (2010) 75.0 216/479
CNRS (2008) 40.0 214/336
Combes and Linnemer (2003) 17.0 147/253
Ideas discounted recursive impact factor (2012) 0.62 280/396
ISI, JCR SSE, Article Influence Score (2010) 6.67 152/316
ISI, JCR SSE, Impact Factor (2010) 15.85 140/388
Kalaitzidakis et al (2010) 0.08 158/196
Lubrano et al (2003) 20.0 195/211
Ritzberger (2008) 2.45 105/153
Schneider and Ursprung (2008) 20.0 200/278
Source Normalized Impact per Paper (SNIP) (2011) 22.81 56/476
Tinbergen Institute (2011) 25.0 57/119
Count 1.0 100/632
SJR (2016) 1.0 176/470
Artigos 24:

Optimal Life-Insurance Selection and Purchase within a Market of Several Life-Insurance Providers
Abdelrahim S. Mousa, Diogo Pinheiro, Alberto Adrego Pinto
vol. 67, 2016, p. 133-141.

Pricing Range Notes within Wishart Affine Models
Carl Chiarella, José da Fonseca, Martino Grasselli
vol. 58, 2014, p. 193-203.

Dividend Problems in the Dual Risk Model
Rui Cardoso, Alfredo Egidio dos Reis, Lourdes B. Afonso
vol. 53, 2013, p. 906-918.

Are Quantile Risk Measures Suitable for Risk-Transfer Decisions?
Manuel Guerra, Maria de Lourdes Centeno
vol. 50, 2012, p. 446-461.

The Optimal Reinsurance Strategy--The Individual Claim Case
Maria de Lourdes Centeno, Manuel Guerra
vol. 46, 2010, p. 450-460.

Edgeworth Expansion for an Estimator of the Adjustment Coefficient
Margarida Brito, Ana Cristina Moreira Freitas
vol. 43, 2008, p. 203-208.

Optimal Reinsurance Policy: The Adjustment Coefficient and the Expected Utility Criteria
Manuel Guerra, Maria de Lourdes Centeno
vol. 42, 2008, p. 529-539.

Weak Convergence of a Bootstrap Geometric-Type Estimator with Applications to Risk Theory
Margarida Brito, Ana Cristina Moreira Freitas
vol. 38, 2006, p. 571-584.

Calculation of Finite Time Ruin Probabilities for Some Risk Models
Rui Cardoso, Howard Waters
vol. 37, 2005, p. 197-215.

Dependent Risks and Excess of Loss Reinsurance
Maria de Lourdes Centeno
vol. 37, 2005, p. 229-238.

Limiting Behaviour of a Geometric-Type Estimator for Tail Indices
Margarida Brito, Ana Cristina Moreira Freitas
vol. 33, 2003, p. 211-226.

Recursive Calculation of Finite Time Ruin Probabilities under Interest Force
Rui Cardoso, Howard Waters
vol. 33, 2003, p. 659-676.

A Multiple State Model for the Analysis of Permanent Health Insurance Claims by Cause of Disability
Isabel Cordeiro
vol. 30, 2002, p. 167-186.

Excess of Loss Reinsurance and Gerber's Inequality in the Sparre Anderson Model
Maria de Lourdes Centeno
vol. 31, 2002, p. 415-427.

How Many Claims Does It Take to Get Ruined and Recovered?
Alfredo Egidio dos Reis
vol. 31, 2002, p. 235-248.

Measuring the Effects of Reinsurance by the Adjustment Coefficient in the Sparre Anderson Model
Maria de Lourdes Centeno
vol. 30, 2002, p. 37-49.

Recursive Calculation of Time to Ruin Distributions
Rui Cardoso, Alfredo Egidio dos Reis
vol. 30, 2002, p. 219-230.

Bonus Systems in an Open Portfolio
Maria de Lourdes Centeno, João Andrade e Silva
vol. 28, 2001, p. 341-350.

On the Moments of Ruin and Recovery Times
Alfredo Egidio dos Reis
vol. 27, 2000, p. 331-343.

The Effect of Interest on Negative Surplus
David Dickson, Alfredo Egidio dos Reis
vol. 21, 1997, p. 1-16.

Ruin Problems and Dual Events
David Dickson, Alfredo Egidio dos Reis
vol. 14, 1994, p. 51-60.

How Long Is the Surplus Below Zero?
Alfredo Egidio dos Reis
vol. 12, 1993, p. 23-38.

The Buhlmann-Straub model with the premium calculated according to the variance principle
Maria de Lourdes Centeno
vol. 8, 1989, p. 3-10.

Measuring the Effects of Reinsurance by the Adjustment Coefficient
Maria de Lourdes Centeno
vol. 5, 1986, p. 169-182.

Voltar