[{"data":1,"prerenderedAt":-1},["ShallowReactive",2],{"_public_publisher_all{\"sortAscending\":false,\"sortField\":\"updateTime\",\"page\":0,\"size\":10,\"facet\":true,\"searchKey\":\"\"}":3,"_public_publisher_byId_fe2a42f2-0b87-477e-8016-1f178da7668c":656,"_public_publication_all{\"sortAscending\":false,\"sortField\":\"totalCitation\",\"page\":0,\"size\":10,\"facet\":true,\"searchKey\":\"publisherId:fe2a42f2-0b87-477e-8016-1f178da7668c,\"}":767},{"meta":4,"data":6},{"total":5},"117",[7,60,176,207,299,413,445,480,543,572],{"id":8,"createTime":9,"updateTime":10,"relativeEntities":11,"slug":12,"properties":13,"entityType":24,"verifyStatus":25,"verifyTime":26,"verifyNote":27,"syncStatus":28,"languages":26,"translateLanguages":26,"viewCount":29,"subjectFields":30,"manageAffiliations":31,"indexDatabases":32,"url":33,"thumbnailPath":34,"statistic":35,"gsStatistic":26,"type":26,"analyzePriority":26},"5a09599f-54d1-44c3-8f16-3847ac552024","2023-08-17T04:28:50.832+00:00","2025-10-13T23:58:52.517+00:00",[],"T%E1%BA%A1p-ch%C3%AD-Truy%E1%BB%81n-nhi%E1%BB%85m-Vi%E1%BB%87t-Nam",{"country":14,"issn":16,"introduce":18,"title":21},{"VOID":15},"VN",{"VOID":17},"08667829",{"EN":19,"VI":20},"{\"ops\":[{\"insert\":\"Vietnam Journal of Infectious Diseases is a social - professional forum of the Vietnam Society for Infectious Diseases, whose responsibility is to introduce the researches, the scientific advances in Vietnam and from the world; to contribute to the improvement of knowledges for health care staffs about clinic, treatment, guideline, prevention, epidemiology for infectious diseases, HIV\u002FAIDS and community health care; to provide, exchange and publish scientific information to the public accurately and promptly.\"},{\"attributes\":{\"align\":\"justify\"},\"insert\":\"\\n\"},{\"insert\":\"Vietnam Journal of Infectious Diseases publishes in the whole country; serves the professional work for researchers, clinical staffs, administrators, undergraduate and postgraduate students who are working and studying in the infections, tropical diseases and HIV\u002FAIDS from central to local levels, also organizations and individuals in the world who are interested in infectious and tropical diseases and prevention for HIV\u002FAIDS.\"},{\"attributes\":{\"align\":\"justify\"},\"insert\":\"\\n\\n\"},{\"attributes\":{\"bold\":true},\"insert\":\"Editor in Chief:\"},{\"attributes\":{\"header\":4},\"insert\":\"\\n\"},{\"insert\":\"Prof. Dr. Nguyen Van Kinh. - Chairman of Editorial Board\"},{\"attributes\":{\"align\":\"justify\",\"blockquote\":true},\"insert\":\"\\n\"},{\"insert\":\"Prof. Dr. Nguyen Van Mui.\"},{\"attributes\":{\"align\":\"justify\",\"blockquote\":true},\"insert\":\"\\n\"},{\"attributes\":{\"bold\":true},\"insert\":\"Headquarter:\"},{\"attributes\":{\"header\":4},\"insert\":\"\\n\"},{\"attributes\":{\"bold\":true},\"insert\":\"Address:\"},{\"insert\":\" Level 6, National Hospital for Tropical Diseases, No. 78 Giai Phong Street, Dong Da District, Hanoi city, Vietnam.\"},{\"attributes\":{\"align\":\"justify\"},\"insert\":\"\\n\"},{\"attributes\":{\"bold\":true},\"insert\":\"Tel:\"},{\"insert\":\" \"},{\"attributes\":{\"color\":\"#008d45\",\"background\":\"transparent\",\"link\":\"https:\u002F\u002Fbvnd.vojs.vn\u002Findex.php\u002Fvjid\u002Fmanagement\u002Fsettings\u002Fcontext\u002Ftel:02435765464\"},\"insert\":\"02435765464\"},{\"insert\":\"; \"},{\"attributes\":{\"color\":\"#008d45\",\"background\":\"transparent\",\"link\":\"https:\u002F\u002Fbvnd.vojs.vn\u002Findex.php\u002Fvjid\u002Fmanagement\u002Fsettings\u002Fcontext\u002Ftel:0913552672\"},\"insert\":\"0913552672\"},{\"insert\":\"; \"},{\"attributes\":{\"color\":\"#008d45\",\"background\":\"transparent\",\"link\":\"https:\u002F\u002Fbvnd.vojs.vn\u002Findex.php\u002Fvjid\u002Fmanagement\u002Fsettings\u002Fcontext\u002Ftel:0913228072\"},\"insert\":\"0913228072\"},{\"insert\":\".\"},{\"attributes\":{\"align\":\"justify\"},\"insert\":\"\\n\"},{\"attributes\":{\"bold\":true},\"insert\":\"Email\"},{\"insert\":\": \"},{\"attributes\":{\"color\":\"#008d45\",\"background\":\"transparent\",\"link\":\"https:\u002F\u002Fbvnd.vojs.vn\u002Findex.php\u002Findex\u002Fadmin\u002Fcontexts\u002Fmailto:tungphamvan52@gmail.com\"},\"insert\":\"tungphamvan52@gmail.com\"},{\"insert\":\"; \"},{\"attributes\":{\"color\":\"#008d45\",\"background\":\"transparent\",\"link\":\"https:\u002F\u002Fbvnd.vojs.vn\u002Findex.php\u002Fvjid\u002Fmanagement\u002Fsettings\u002Fcontext\u002Fmailto:tapchitruyennhiem@gmail.com\"},\"insert\":\"tapchitruyennhiem@gmail.com\"},{\"attributes\":{\"align\":\"justify\"},\"insert\":\"\\n\"},{\"attributes\":{\"bold\":true},\"insert\":\"Bank account:\"},{\"insert\":\" 0021000275119, Vietcombank Hanoi Branch. Transaction office No. 7, 402 Tran Khat Chan, Hai Ba Trung District, Hanoi city, Vietnam.\"},{\"attributes\":{\"align\":\"justify\"},\"insert\":\"\\n\"},{\"insert\":\"\\n\"}]}","{\"ops\":[{\"insert\":\"Tạp chí Truyền nhiễm Việt Nam là cơ quan ngôn luận của Hội Truyền nhiễm Việt Nam, chịu sự lãnh đạo, chỉ đạo trực tiếp của Thường vụ Ban Chấp hành Hội Truyền nhiễm Việt Nam; sự kiểm tra, giám sát về nghiệp vụ báo chí của các cơ quan chức năng quản lý báo chí thuộc Bộ Thông tin và Truyền thông và Ban Tuyên giáo Trung ương Đảng.\"},{\"attributes\":{\"align\":\"justify\"},\"insert\":\"\\n\"},{\"insert\":\"Tạp chí có trách nhiệm giới thiệu các công trình nghiên cứu khoa học, những tiến bộ khoa học trên thế giới và trong nước, góp phần nâng cao kiến thức khoa học cho cán bộ y tế về lâm sàng, điều trị, hướng dẫn, dự phòng, dịch tễ học các bệnh truyền nhiễm, HIV\u002FAIDS và chăm sóc sức khỏe cộng đồng; cung cấp, trao đổi, phổ biến các thông tin khoa học tới công chúng chính xác và kịp thời.\"},{\"attributes\":{\"align\":\"justify\"},\"insert\":\"\\n\"},{\"insert\":\"Tạp chí xuất bản 03 tháng\u002F01 kỳ và được phát hành qua Bưu điện và tự phát hành trong phạm vi toàn quốc.\"},{\"attributes\":{\"align\":\"justify\"},\"insert\":\"\\n\"},{\"insert\":\"Lãnh đạo Tạp chí: \"},{\"attributes\":{\"header\":4},\"insert\":\"\\n\"},{\"insert\":\"Tổng Biên tập: ThS.BSCKII Nguyễn Trung Cấp\"},{\"attributes\":{\"align\":\"justify\",\"blockquote\":true},\"insert\":\"\\n\"},{\"insert\":\"Phó Tổng Biên tập:\"},{\"attributes\":{\"align\":\"justify\",\"blockquote\":true},\"insert\":\"\\n\"},{\"insert\":\"            TS.BSCKII Phạm Ngọc Thạch\"},{\"attributes\":{\"align\":\"justify\",\"blockquote\":true},\"insert\":\"\\n\"},{\"attributes\":{\"bold\":true},\"insert\":\"Trụ sở tòa soạn:\"},{\"attributes\":{\"align\":\"justify\"},\"insert\":\"\\n\"},{\"insert\":\"Địa chỉ: Tầng 6, Bệnh viện Bệnh Nhiệt đới Trung ương, 78 đường Giải Phóng, phường Phương Mai, quận Đống Đa, thành phố Hà Nội.\"},{\"attributes\":{\"align\":\"justify\"},\"insert\":\"\\n\"},{\"attributes\":{\"bold\":true},\"insert\":\"Điện thoại:\"},{\"insert\":\" \"},{\"attributes\":{\"color\":\"#008d45\",\"background\":\"transparent\",\"link\":\"https:\u002F\u002Fbvnd.vojs.vn\u002Findex.php\u002Fvjid\u002Fmanagement\u002Fsettings\u002Fcontext\u002Ftel:02435765464\"},\"insert\":\"02435765464\"},{\"insert\":\" - \"},{\"attributes\":{\"color\":\"#008d45\",\"background\":\"transparent\",\"link\":\"https:\u002F\u002Fbvnd.vojs.vn\u002Findex.php\u002Fvjid\u002Fmanagement\u002Fsettings\u002Fcontext\u002Ftel:0913228072\"},\"insert\":\"0913228072\"},{\"attributes\":{\"align\":\"justify\"},\"insert\":\"\\n\"},{\"attributes\":{\"bold\":true},\"insert\":\"Email\"},{\"insert\":\": \"},{\"attributes\":{\"color\":\"#008d45\",\"background\":\"transparent\",\"link\":\"https:\u002F\u002Fbvnd.vojs.vn\u002Findex.php\u002Findex\u002Fadmin\u002Fcontexts\u002Fmailto:tungphamvan52@gmail.com\"},\"insert\":\"tungphamvan52@gmail.com\"},{\"insert\":\"; \"},{\"attributes\":{\"color\":\"#008d45\",\"background\":\"transparent\",\"link\":\"https:\u002F\u002Fbvnd.vojs.vn\u002Findex.php\u002Fvjid\u002Fmanagement\u002Fsettings\u002Fcontext\u002Fmailto:tapchitruyennhiem@gmail.com\"},\"insert\":\"tapchitruyennhiem@gmail.com\"},{\"attributes\":{\"align\":\"justify\"},\"insert\":\"\\n\"},{\"attributes\":{\"bold\":true},\"insert\":\"Tài khoản:\"},{\"insert\":\" Số 0021000275119 Ngân hàng Ngoại thương Việt Nam, chi nhánh Hà Nội (Vietcombank Hà Nội). Phòng giao dịch số 7, 402 Trần Khát Chân, quận Hai Bà Trưng, Thành phố Hà Nội.\"},{\"attributes\":{\"align\":\"justify\"},\"insert\":\"\\n\"},{\"insert\":\"\\n\"}]}",{"EN":22,"VI":23},"Vietnam Journal of Infectious Diseases","Tạp chí Truyền nhiễm Việt Nam","PUBLISHER","VERIFIED",null,"Admin update database","PENDING",51,[],[],[],"https:\u002F\u002Ftruyennhiemvietnam.vn\u002Findex.php\u002Fvjid","\u002Fapi\u002Fpublic\u002Ffile\u002Fpublisher\u002F5a09599f-54d1-44c3-8f16-3847ac552024\u002Fadb0e52bf25e0de580fd4289519cb8bf.jpg",{"impactFactor":36,"impactFactorByYear":37,"i10Index":36,"i10IndexLast5Year":36,"totalPublication":41,"totalPublicationByYear":42,"totalCitation":48,"totalCitationByYear":49,"totalCitationPerPublication":54,"totalCitationPerPublicationByYear":55,"hindexLast5Year":59,"hindex":59},0,{"2022":38,"2023":39,"2024":40},0.01,0.03,0.13,315,{"2020":43,"2021":44,"2022":45,"2023":46,"2024":47},63,58,57,65,72,43,{"2020":50,"2021":51,"2022":52,"2023":53},8,15,9,11,0.14,{"2020":40,"2021":56,"2022":57,"2023":58},0.26,0.16,0.17,3,{"id":61,"createTime":62,"updateTime":63,"relativeEntities":64,"slug":65,"properties":66,"entityType":24,"verifyStatus":25,"verifyTime":78,"verifyNote":26,"syncStatus":28,"languages":26,"translateLanguages":26,"viewCount":79,"subjectFields":80,"manageAffiliations":81,"indexDatabases":136,"url":137,"thumbnailPath":26,"statistic":138,"gsStatistic":155,"type":175,"analyzePriority":26},"25b6bd10-676c-40c0-8dc3-356d1679a284","2023-05-19T02:22:33.430+00:00","2026-06-18T23:33:57.141+00:00",[],"T%E1%BA%A1p-ch%C3%AD-Y-D%C6%B0%E1%BB%A3c-h%E1%BB%8Dc-C%E1%BA%A7n-Th%C6%A1",{"country":67,"issn":68,"introduce":70,"title":73,"gsId":76},{"VOID":15},{"VOID":69},"23541210",{"EN":71,"VI":72},"\u003Cp>\u003Cspan style=\"color: rgb(0, 0, 0);\">04\u002F10\u002F2015 Ministry of Information and Communications allowed Can Tho journal of medicine and pharmacy to operate (102 \u002FGP-BTTTT)\u003C\u002Fspan>\u003C\u002Fp>\u003Cp>\u003Cbr>\u003C\u002Fp>\u003Cp>\u003Cspan style=\"color: rgb(0, 0, 0);\">07\u002F16\u002F2015 Can Tho journal of medicine and pharmacy is internationally recognized: ISSN 2354-1210\u003C\u002Fspan>\u003C\u002Fp>\u003Cp>\u003Cbr>\u003C\u002Fp>\u003Cp>\u003Cspan style=\"color: rgb(0, 0, 0);\">In 2016, The journal has been included in the list of medical science journals by The State Council for professorship which is awarded a work score of 0-0.5 points for a published article.\u003C\u002Fspan>\u003C\u002Fp>\u003Cp>\u003Cbr>\u003C\u002Fp>\u003Cp>\u003Cspan style=\"color: rgb(0, 0, 0);\">Can Tho Journal of Medicine and Pharmacy welcome original works that haven’t been submitted or published in other medical journals. Posts must contain content related to one of the journal’s categories.\u003C\u002Fspan>\u003C\u002Fp>\u003Cp>\u003Cbr>\u003C\u002Fp>\u003Cp>\u003Cspan style=\"color: rgb(0, 0, 0);\">The content published\u003C\u002Fspan>\u003C\u002Fp>\u003Cp>\u003Cbr>\u003C\u002Fp>\u003Cp>\u003Cspan style=\"color: rgb(0, 0, 0);\">The journal is divided into 3 categories:\u003C\u002Fspan>\u003C\u002Fp>\u003Cp>\u003Cbr>\u003C\u002Fp>\u003Cp>\u003Cspan style=\"color: rgb(0, 0, 0);\">- Scientific research article: are valuable scientific works, which have been researched and accepted.\u003C\u002Fspan>\u003C\u002Fp>\u003Cp>\u003Cspan style=\"color: rgb(0, 0, 0);\">- Overview of medicine, biology and pharmacy: serving the objective of continuing training in the fields of medicine, biology and pharmacy; to systematize classical and modern knowledge.\u003C\u002Fspan>\u003C\u002Fp>\u003Cp>\u003Cspan style=\"color: rgb(0, 0, 0);\">- Update information on new knowledge about medicine, biology, pharmacy in the country and in the world.\u003C\u002Fspan>\u003C\u002Fp>\u003Cp>\u003Cbr>\u003C\u002Fp>\u003Cp>\u003Cspan style=\"color: rgb(0, 0, 0);\">Scope\u003C\u002Fspan>\u003C\u002Fp>\u003Cp>\u003Cbr>\u003C\u002Fp>\u003Cp>\u003Cspan style=\"color: rgb(0, 0, 0);\">- Publication and introduction of scientific research in the fields:\u003C\u002Fspan>\u003C\u002Fp>\u003Cp>\u003Cspan style=\"color: rgb(0, 0, 0);\">+ Medicine (internal medicine, surgery, pediatrics, obstetrics and gynecology, odonto-stomatology, laboratory, oncology, traditional medicine, nursing).\u003C\u002Fspan>\u003C\u002Fp>\u003Cp>\u003Cspan style=\"color: rgb(0, 0, 0);\">+ Biology (genetics, biotechnology).\u003C\u002Fspan>\u003C\u002Fp>\u003Cp>\u003Cspan style=\"color: rgb(0, 0, 0);\">+ Pharmacology (pharmaceutics, drug quality analysis-control, synthetic pharmaceutical chemistry, biochemistry, pharmacognosy, botany, clinical pharmacy).\u003C\u002Fspan>\u003C\u002Fp>\u003Cp>\u003Cspan style=\"color: rgb(0, 0, 0);\">- To enhance the quality of undergraduate, postgraduate education, scientifically researching and meet the necessary treatment in hospital.\u003C\u002Fspan>\u003C\u002Fp>\u003Cp>\u003Cspan style=\"color: rgb(0, 0, 0);\">- Introducing the updated domestic and oversea information about science technology to promote scientific research and exchanging technology in local, other universities.\u003C\u002Fspan>\u003C\u002Fp>\u003Cp>\u003Cspan style=\"color: rgb(0, 0, 0);\">- Exchanging pharmaceutical and medical information for social health developing in the Mekong Delta and Vietnam.\u003C\u002Fspan>\u003C\u002Fp>\u003Cp>\u003Cbr>\u003C\u002Fp>\u003Cp>\u003Cspan style=\"color: rgb(0, 0, 0);\">The object\u003C\u002Fspan>\u003C\u002Fp>\u003Cp>\u003Cbr>\u003C\u002Fp>\u003Cp>\u003Cspan style=\"color: rgb(0, 0, 0);\">Postgraduate students, student of Can Tho University of Medicine and Pharmacy, scientists from schools, research institutes, hospitals, health centers, pharmaceutical companies of the Mekong Delta; other provinces and regions in Vietnam and other country.\u003C\u002Fspan>\u003C\u002Fp>\u003Cp>\u003Cbr>\u003C\u002Fp>\u003Cp>\u003Cspan style=\"color: rgb(0, 0, 0);\">Address\u003C\u002Fspan>\u003C\u002Fp>\u003Cp>\u003Cbr>\u003C\u002Fp>\u003Cp>\u003Cspan style=\"color: rgb(0, 0, 0);\">Headquarters of Can Tho Journal of Medicine and Pharmacy, located Scientific Research and International Cooperation Office: 179 Nguyen Van Cu Street, An Khanh Ward, Ninh Kieu District, Can Tho City, Vietnam.\u003C\u002Fspan>\u003C\u002Fp>","\u003Cp>\u003Cspan style=\"color: rgb(0, 0, 0);\">Ngày 16\u002F7\u002F2015, Tạp chí Y Dược học Cần Thơ được cấp chỉ số quốc tế: ISSN 2354-1210.\u003C\u002Fspan>\u003C\u002Fp>\u003Cp>\u003Cbr>\u003C\u002Fp>\u003Cp>\u003Cspan style=\"color: rgb(0, 0, 0);\">Từ tháng 4\u002F2016, Tạp chí đã được Hội đồng Giáo sư ngành Y đưa vào danh sách các tạp chí khoa học Y học được tính điểm công trình 0-0,5 điểm cho một bài báo đăng.\u003C\u002Fspan>\u003C\u002Fp>\u003Cp>\u003Cbr>\u003C\u002Fp>\u003Cp>\u003Cspan style=\"color: rgb(0, 0, 0);\">Năm 2020 Tạp chí Y Dược học Cần Thơ đã được phê duyệt vào danh mục của các Hội đồng Giáo sư ngành Dược học được tính điểm công trình 0-0,5 điểm cho một bài báo đăng.\u003C\u002Fspan>\u003C\u002Fp>\u003Cp>\u003Cbr>\u003C\u002Fp>\u003Cp>\u003Cspan style=\"color: rgb(0, 0, 0);\">Tạp chí Y Dược học Cần Thơ ra 12 số\u002Fnăm, 180-200 trang\u002Fsố.\u003C\u002Fspan>\u003C\u002Fp>\u003Cp>\u003Cbr>\u003C\u002Fp>\u003Cp>\u003Cspan style=\"color: rgb(0, 0, 0);\">Từ tháng 12\u002F2022 Tạp chí Y Dược học Cần Thơ là thành viên của hệ thống Crossref và từ tháng 01\u002F2023 tạp chí thực hiện bình duyệt online kín 2 chiều nhằm tăng tính minh bạch, tin cậy của các công trình nghiên cứu khoa học và đảm bảo tốt nhất chất lượng khoa học của bài viết.\u003C\u002Fspan>\u003C\u002Fp>\u003Cp>\u003Cbr>\u003C\u002Fp>\u003Cp>\u003Cbr>\u003C\u002Fp>\u003Cp>\u003Cbr>\u003C\u002Fp>\u003Cp>\u003Cspan style=\"color: rgb(0, 0, 0);\">Tôn chỉ, mục đích và phạm vi của tạp chí\u003C\u002Fspan>\u003C\u002Fp>\u003Cp>\u003Cbr>\u003C\u002Fp>\u003Cp>\u003Cbr>\u003C\u002Fp>\u003Cp>\u003Cspan style=\"color: rgb(0, 0, 0);\">Tôn chỉ và mục đích hoạt động của tạp chí: xuất bản nhằm mục đích phổ biến kết quả từ các đề tài nghiên cứu khoa học; giao lưu trao đổi khoa học, chia sẻ kinh nghiệm, học tập, đồng thời cập nhật thông tin khoa học mới trong các lĩnh vực y, sinh, dược học trong và ngoài nước.\u003C\u002Fspan>\u003C\u002Fp>\u003Cp>\u003Cbr>\u003C\u002Fp>\u003Cp>\u003Cspan style=\"color: rgb(0, 0, 0);\">Phạm vi của tạp chí: Tạp chí xuất bản được chia thành 3 chuyên mục: (i) Bài báo nghiên cứu khoa học là kết quả công trình nghiên cứu khoa học có giá trị đã được triển khai nghiên cứu, (ii) Bài tổng quan y, sinh, dược học: phục vụ mục tiêu đào tạo liên tục trong lĩnh vực y, sinh, dược học; nhằm hệ thống hóa những kiến thức kinh điển và hiện đại; (iii) Thông tin cập nhật kiến thức mới về y, sinh, dược học trong nước và trên thế giới.\u003C\u002Fspan>\u003C\u002Fp>\u003Cp>\u003Cbr>\u003C\u002Fp>\u003Cp>\u003Cbr>\u003C\u002Fp>\u003Cp>\u003Cbr>\u003C\u002Fp>\u003Cp>\u003Cspan style=\"color: rgb(0, 0, 0);\">Chính sách truy cập mở\u003C\u002Fspan>\u003C\u002Fp>\u003Cp>\u003Cbr>\u003C\u002Fp>\u003Cp>\u003Cbr>\u003C\u002Fp>\u003Cp>\u003Cspan style=\"color: rgb(0, 0, 0);\">Tạp chí Y Dược học Cần Thơ áp dụng chính sách truy cập mở đối với các bài báo đã xuất bản đến với độc giả, nhằm mở rộng cơ hội tiếp cận các kết quả nghiên cứu chất lượng cao và tăng cường trao đổi kiến thức. Tạp chí đăng tải trực tuyến (miễn phí) toàn văn các bài báo được công bố trên website của Tạp chí (https:\u002F\u002Ftapchi.ctump.edu.vn).\u003C\u002Fspan>\u003C\u002Fp>\u003Cp>\u003Cbr>\u003C\u002Fp>\u003Cp>\u003Cbr>\u003C\u002Fp>\u003Cp>\u003Cbr>\u003C\u002Fp>\u003Cp>\u003Cspan style=\"color: rgb(0, 0, 0);\">Đạo đức xuất bản\u003C\u002Fspan>\u003C\u002Fp>\u003Cp>\u003Cbr>\u003C\u002Fp>\u003Cp>\u003Cbr>\u003C\u002Fp>\u003Cp>\u003Cspan style=\"color: rgb(0, 0, 0);\">Tạp chí Y Dược học Cần Thơ cam kết tuân thủ đạo đức xuất bản phù hợp với các hướng dẫn và tiêu chuẩn của the Committee on Publication Ethics (COPE), tuân thủ các nguyên tắc của COPE’s Core Practices, Best Practices Guidelines for Journal Editors và Guidelines on Good Publication Practices.\u003C\u002Fspan>\u003C\u002Fp>\u003Cp>\u003Cbr>\u003C\u002Fp>\u003Cp>\u003Cbr>\u003C\u002Fp>\u003Cp>\u003Cbr>\u003C\u002Fp>\u003Cp>\u003Cspan style=\"color: rgb(0, 0, 0);\">Bản thảo bài báo chỉ được chấp nhận khi được tác giả chịu trách nhiệm chính cam kết các nội dung sau: Các nội dung của bản thảo chưa được đăng tải toàn bộ hoặc một phần ở các tạp chí khác; Tất cả các tác giả đều có đóng góp một cách đáng kể vào quá trình nghiên cứu hoặc chuẩn bị bản thảo và cùng chịu trách nhiệm về các nội dung của bản thảo; Tuân thủ các biện pháp đảm bảo đạo đức nghiên cứu (ví dụ thỏa thuận đồng ý tham gia nghiên cứu).\u003C\u002Fspan>\u003C\u002Fp>\u003Cp>\u003Cbr>\u003C\u002Fp>\u003Cp>\u003Cbr>\u003C\u002Fp>\u003Cp>\u003Cbr>\u003C\u002Fp>\u003Cp>\u003Cspan style=\"color: rgb(0, 0, 0);\">Cam kết bảo mật\u003C\u002Fspan>\u003C\u002Fp>\u003Cp>\u003Cbr>\u003C\u002Fp>\u003Cp>\u003Cbr>\u003C\u002Fp>\u003Cp>\u003Cspan style=\"color: rgb(0, 0, 0);\">Tạp chí cam kết thực hiện và tuân thủ các quy định của luật và các văn bản hướng dẫn liên quan đến bảo mật thông tin cá nhân trên không gian mạng. Các thông tin mà người dùng (tác giả, độc giả, biên tập viên, người phản biện) nhập vào các biểu mẫu trên Hệ thống Quản lý xuất bản trực tuyến của tạp chí chỉ được sử dụng vào các mục đích đã được tuyên bố rõ ràng và sẽ không được cung cấp cho bất kỳ bên thứ ba nào khác, hay dùng vào bất kỳ mục đích nào khác.\u003C\u002Fspan>\u003C\u002Fp>\u003Cp>\u003Cbr>\u003C\u002Fp>\u003Cp>\u003Cbr>\u003C\u002Fp>\u003Cp>\u003Cbr>\u003C\u002Fp>\u003Cp>\u003Cspan style=\"color: rgb(0, 0, 0);\">Phí gửi bài\u003C\u002Fspan>\u003C\u002Fp>\u003Cp>\u003Cbr>\u003C\u002Fp>\u003Cp>\u003Cbr>\u003C\u002Fp>\u003Cp>\u003Cspan style=\"color: rgb(0, 0, 0);\">Lệ phí gửi đăng bài: 1.000.000đ\u002Fbài báo\u003C\u002Fspan>\u003C\u002Fp>\u003Cp>\u003Cbr>\u003C\u002Fp>\u003Cp>\u003Cspan style=\"color: rgb(0, 0, 0);\">Lệ phí gửi đăng nhanh: 1.500.000đ\u002Fbài báo\u003C\u002Fspan>\u003C\u002Fp>\u003Cp>\u003Cbr>\u003C\u002Fp>\u003Cp>\u003Cspan style=\"color: rgb(0, 0, 0);\">Đối với tác giả là cán bộ viên chức thuộc Trường Đại học Y Dược Cần Thơ thì được hỗ trợ 50% lệ phí gửi đăng bài.\u003C\u002Fspan>\u003C\u002Fp>\u003Cp>\u003Cbr>\u003C\u002Fp>\u003Cp>\u003Cspan style=\"color: rgb(0, 0, 0);\">Đối với sinh viên thực hiện đề tài nghiên cứu khoa học cấp trường được hỗ trợ 100% lệ phí đăng bài ( Tác giả gửi đính kèm “ Quyết định về việc giao tổ chức thực hiện đề tài nghiên cứu khoa học cấp Trường của sinh viên”).\u003C\u002Fspan>\u003C\u002Fp>\u003Cp>\u003Cbr>\u003C\u002Fp>\u003Cp>\u003Cspan style=\"color: rgb(0, 0, 0);\">Hình thức nộp lệ phí:\u003C\u002Fspan>\u003C\u002Fp>\u003Cp>\u003Cbr>\u003C\u002Fp>\u003Cp>\u003Cspan style=\"color: rgb(0, 0, 0);\">1. Tiền mặt:\u003C\u002Fspan>\u003C\u002Fp>\u003Cp>\u003Cbr>\u003C\u002Fp>\u003Cp>\u003Cspan style=\"color: rgb(0, 0, 0);\">Nộp trực tiếp tại Phòng Tài chính - Kế toán, Trường Đại học Y Dược Cần Thơ, số 179 Nguyễn Văn Cừ, P. An Khánh, Q. Ninh Kiều, thành phố Cần Thơ.\u003C\u002Fspan>\u003C\u002Fp>\u003Cp>\u003Cbr>\u003C\u002Fp>\u003Cp>\u003Cspan style=\"color: rgb(0, 0, 0);\">2. Chuyển khoản:\u003C\u002Fspan>\u003C\u002Fp>\u003Cp>\u003Cbr>\u003C\u002Fp>\u003Cp>\u003Cspan style=\"color: rgb(0, 0, 0);\">Tên Tài khoản: Trường ĐHYD Cần Thơ, Số TK: 0111000115668, tại ngân hàng Vietcombank chi nhánh Cần Thơ.\u003C\u002Fspan>\u003C\u002Fp>\u003Cp>\u003Cbr>\u003C\u002Fp>\u003Cp>\u003Cspan style=\"color: rgb(0, 0, 0);\">Thời gian: Áp dụng từ ngày 01\u002F02\u002F2023.\u003C\u002Fspan>\u003C\u002Fp>\u003Cp>\u003Cbr>\u003C\u002Fp>\u003Cp>\u003Cspan style=\"color: rgb(0, 0, 0);\">* Phí gửi bài không được hoàn trả khi bài viết bị từ chối hoặc tác giả xin rút bài viết.\u003C\u002Fspan>\u003C\u002Fp>\u003Cp>\u003Cbr>\u003C\u002Fp>\u003Cp>\u003Cbr>\u003C\u002Fp>\u003Cp>\u003Cbr>\u003C\u002Fp>\u003Cp>\u003Cspan style=\"color: rgb(0, 0, 0);\">Quy trình phản biện bài báo\u003C\u002Fspan>\u003C\u002Fp>\u003Cp>\u003Cbr>\u003C\u002Fp>\u003Cp>\u003Cbr>\u003C\u002Fp>\u003Cp>\u003Cspan style=\"color: rgb(0, 0, 0);\">Tạp chí Y Dược học Cần Thơ thực hiện quy trình phản biện kín hai chiều nghiêm ngặt. Danh tính của những người phản biện không được tiết lộ cho các tác giả và ngược lại. Quy trình thẩm định bài báo đăng gồm các bước sau:\u003C\u002Fspan>\u003C\u002Fp>\u003Cp>\u003Cbr>\u003C\u002Fp>\u003Cp>\u003Cspan style=\"color: rgb(0, 0, 0);\">Tiếp nhận bản thảo\u003C\u002Fspan>\u003C\u002Fp>\u003Cp>\u003Cspan style=\"color: rgb(0, 0, 0);\">Tác giả liên hệ gửi bản thảo đến Tạp chí qua hệ thống trực tuyến tại website: https:\u002F\u002Ftapchi.ctump.edu.vn. Hướng dẫn về cách đăng ký, gửi bài và chuẩn bị bản thảo được cung cấp trên website của Tạp chí.\u003C\u002Fspan>\u003C\u002Fp>\u003Cp>\u003Cbr>\u003C\u002Fp>\u003Cp>\u003Cspan style=\"color: rgb(0, 0, 0);\">Sàng lọc sơ bộ\u003C\u002Fspan>\u003C\u002Fp>\u003Cp>\u003Cspan style=\"color: rgb(0, 0, 0);\">Sau khi Tòa soạn nhận được bài báo của tác giả, Ban Thư ký sẽ tiến hành kiểm tra sơ bộ bài báo (các yêu cầu về nội dung và hình thức). Những bài báo không đúng quy cách hoặc có nội dung không phù hợp hoặc vi phạm bản quyền sẽ bị từ chối (Ban Thư ký thông báo phản hồi đến tác giả trong vòng 1 tuần). Những bài báo đủ điều kiện, được Ban Thư ký tòa soạn chuyển đến Ban Biên tập có cùng chuyên môn với nội dung bài báo để đề xuất người phản biện. Thời gian kể từ khi Ban Biên tập nhận bài báo đến khi đề xuất người phản biện bài báo chậm nhất là 5 ngày.\u003C\u002Fspan>\u003C\u002Fp>\u003Cp>\u003Cbr>\u003C\u002Fp>\u003Cp>\u003Cspan style=\"color: rgb(0, 0, 0);\">Vòng phản biện\u003C\u002Fspan>\u003C\u002Fp>\u003Cp>\u003Cspan style=\"color: rgb(0, 0, 0);\">1. Ban Thư ký gửi bài và yêu cầu phản biện đến 02 phản biện độc lập.\u003C\u002Fspan>\u003C\u002Fp>\u003Cp>\u003Cbr>\u003C\u002Fp>\u003Cp>\u003Cspan style=\"color: rgb(0, 0, 0);\">2. Các phản biện gởi nhận xét cho Ban Thư ký. Thời gian từ khi gửi bài cho phản biện đến khi nhận ý kiến của phản biện tối đa là 20 ngày.\u003C\u002Fspan>\u003C\u002Fp>\u003Cp>\u003Cbr>\u003C\u002Fp>\u003Cp>\u003Cspan style=\"color: rgb(0, 0, 0);\">Xử ký kết quả phản biện\u003C\u002Fspan>\u003C\u002Fp>\u003Cp>\u003Cspan style=\"color: rgb(0, 0, 0);\">1. Nếu ý kiến đồng ý cho đăng và không cần chỉnh sửa, Ban Thư ký tiếp tục đăng bài theo qui trình.\u003C\u002Fspan>\u003C\u002Fp>\u003Cp>\u003Cbr>\u003C\u002Fp>\u003Cp>\u003Cspan style=\"color: rgb(0, 0, 0);\">2. Nếu ý kiến đồng ý đăng và cần chỉnh sửa, Ban Thư ký sẽ thông tin đến tác giả chỉnh sửa theo yêu cầu của người phản biện. Thời gian chỉnh sửa và gửi lại kéo dài không quá 2 tuần, từ khi tác giả bài báo nhận được thông tin (Quá trình này có thể lặp lại tối đa 2 lần\u002F1 bài báo). Khi có sự thống nhất, đồng ý của người phản biện; bài báo được tiếp tục đăng theo qui trình.\u003C\u002Fspan>\u003C\u002Fp>\u003Cp>\u003Cbr>\u003C\u002Fp>\u003Cp>\u003Cspan style=\"color: rgb(0, 0, 0);\">3. Những bài báo có chất lượng không đạt yêu cầu, cả 2 phản biện không đồng ý cho đăng sẽ bị Tòa soạn từ chối đăng.\u003C\u002Fspan>\u003C\u002Fp>\u003Cp>\u003Cbr>\u003C\u002Fp>\u003Cp>\u003Cspan style=\"color: rgb(0, 0, 0);\">Xuất bản\u003C\u002Fspan>\u003C\u002Fp>\u003Cp>\u003Cspan style=\"color: rgb(0, 0, 0);\">1. Ban Thư ký tổng hợp các bản thảo đã được tác giả hoàn thiện sau thẩm định trình Ban Biên tập xem xét, Tổng Biên tập phê duyệt, quyết định bài đăng theo các tiêu chí: sự phù hợp nội dung với tôn chỉ và mục đích, thể loại bài viết (ưu tiên các bài có bài có nghiên cứu chuyên sâu, hàm lượng khoa học cao), đóng góp mới bài báo, bài báo được ưu tiên đăng trong số gần nhất của Tạp chí theo thứ tự: tính thời sự, chất lượng bài báo và thời gian gửi bài.\u003C\u002Fspan>\u003C\u002Fp>\u003Cp>\u003Cbr>\u003C\u002Fp>\u003Cp>\u003Cspan style=\"color: rgb(0, 0, 0);\">2. Ban Biên tập và Ban Thư ký biên tập bản thảo, chế bản, đọc rà soát lỗi. Thời gian hoàn thành từ 10-15 ngày.\u003C\u002Fspan>\u003C\u002Fp>\u003Cp>\u003Cbr>\u003C\u002Fp>\u003Cp>\u003Cspan style=\"color: rgb(0, 0, 0);\">3. Ban Thư ký có trách nhiệm thông báo cho tác giả bài báo (bằng e-mail) về tình hình phê duyệt bài báo, thời gian, số kỳ, tập xuất bản bài báo theo qui định.\u003C\u002Fspan>\u003C\u002Fp>\u003Cp>\u003Cbr>\u003C\u002Fp>\u003Cp>\u003Cspan style=\"color: rgb(0, 0, 0);\">4. Danh sách bài báo theo số Tạp chí được in ấn và phát hành trong năm định kỳ được công bố chính thức trên website: https:\u002F\u002Ftapchi.ctump.edu.vn\u003C\u002Fspan>\u003C\u002Fp>\u003Cp>\u003Cbr>\u003C\u002Fp>",{"EN":74,"VI":75},"Cantho Journal of Medicine and Pharmacy","Tạp chí Y Dược học Cần Thơ",{"VOID":77},"wcQ1uqwAAAAJ","2023-05-30T08:17:21.868+00:00",32,[],[82],{"id":83,"createTime":84,"updateTime":85,"relativeEntities":86,"slug":87,"properties":88,"entityType":98,"verifyStatus":25,"verifyTime":99,"verifyNote":26,"syncStatus":28,"languages":100,"translateLanguages":26,"viewCount":103,"url":104,"parentIds":105,"statistic":106},"6413896b-eca9-442b-a73f-182a58a0ce40","2023-06-12T14:59:13.446+00:00","2026-06-19T02:29:32.871+00:00",[],"Tr%C6%B0%E1%BB%9Dng-%C4%90%E1%BA%A1i-h%E1%BB%8Dc-Y-D%C6%B0%E1%BB%A3c-C%E1%BA%A7n-Th%C6%A1",{"country":89,"title":90,"address":93,"abbreviation":96},{"VOID":15},{"EN":91,"VI":92},"Can Tho University of Medicine and Pharmacy","Trường Đại học Y Dược Cần Thơ",{"VI":94,"EN":95},"Số 179, đường Nguyễn Văn Cừ, phường An Khánh, quận Ninh Kiều, thành phố Cần Thơ, Việt Nam","No 179, Nguyen Van Cu street, An Khanh ward, Ninh Kieu district, Can Tho city, Vietnam",{"VOID":97},"ctump","AFFILIATION","2023-08-01T14:07:27.977+00:00",[101,102],"VI","EN",12,"http:\u002F\u002Fwww.ctump.edu.vn\u002F",[],{"impactFactor":36,"impactFactorByYear":107,"i10Index":111,"i10IndexLast5Year":59,"totalPublication":112,"totalPublicationByYear":113,"totalCitation":122,"totalCitationByYear":123,"totalCitationPerPublication":128,"totalCitationPerPublicationByYear":129,"hindexLast5Year":135,"hindex":135},{"2022":108,"2023":109,"2024":110,"2025":38},0.1,0.05,0.07,4,1489,{"2013":114,"2014":115,"2015":115,"2016":111,"2017":115,"2018":59,"2019":114,"2020":116,"2021":117,"2022":118,"2023":119,"2024":120,"2025":121,"2026":111},2,1,10,84,281,680,260,156,313,{"2013":59,"2014":114,"2018":124,"2021":125,"2022":126,"2023":127},17,36,123,132,0.21,{"2013":130,"2014":114,"2018":131,"2021":132,"2022":133,"2023":134},1.5,5.67,0.43,0.44,0.19,6,[],"https:\u002F\u002Ftapchi.ctump.edu.vn\u002Findex.php\u002Fctump",{"impactFactor":36,"impactFactorByYear":139,"i10Index":114,"i10IndexLast5Year":114,"totalPublication":140,"totalPublicationByYear":141,"totalCitation":147,"totalCitationByYear":148,"totalCitationPerPublication":151,"totalCitationPerPublicationByYear":152,"hindexLast5Year":135,"hindex":135},{"2022":38,"2023":36,"2024":39,"2025":38},1956,{"0":114,"2019":114,"2020":50,"2021":142,"2022":143,"2023":144,"2024":145,"2025":146},76,403,789,305,371,524,{"0":114,"2019":135,"2021":124,"2022":149,"2023":150,"2024":111,"2025":114},287,206,0.27,{"0":115,"2019":59,"2021":153,"2022":154,"2023":56,"2024":38,"2025":38},0.22,0.71,{"impactFactor":26,"impactFactorByYear":26,"i10Index":114,"i10IndexLast5Year":114,"totalPublication":156,"totalPublicationByYear":157,"totalCitation":163,"totalCitationByYear":164,"totalCitationPerPublication":169,"totalCitationPerPublicationByYear":170,"hindexLast5Year":135,"hindex":135},461,{"0":158,"2019":114,"2021":159,"2022":160,"2023":161,"2024":158,"2025":162},7,37,296,107,5,419,{"2021":59,"2022":59,"2023":165,"2024":166,"2025":167,"2026":168},71,126,171,41,0.91,{"2021":171,"2022":38,"2023":172,"2024":173,"2025":174},0.08,0.66,18,34.2,"JOURNAL",{"id":177,"createTime":178,"updateTime":179,"relativeEntities":180,"slug":181,"properties":182,"entityType":24,"verifyStatus":25,"verifyTime":193,"verifyNote":26,"syncStatus":28,"languages":194,"translateLanguages":26,"viewCount":36,"subjectFields":195,"manageAffiliations":196,"indexDatabases":197,"url":198,"thumbnailPath":26,"statistic":26,"gsStatistic":199,"type":175,"analyzePriority":26},"f8d0bf97-8d89-482e-b58c-2fc481a0b79b","2025-10-27T06:27:08.591+00:00","2026-06-18T23:33:41.667+00:00",[],"T%E1%BA%A1p-ch%C3%AD-Khoa-h%E1%BB%8Dc-v%C3%A0-C%C3%B4ng-ngh%E1%BB%87-nhi%E1%BB%87t-%C4%91%E1%BB%9Bi",{"country":183,"introduce":184,"gsId":186,"title":188,"issn":191},{"VOID":15},{"EN":185},"\u003Cp style=\"text-align:justify;\">&nbsp; &nbsp; &nbsp;Journal of Tropical Science and Engineering (JTSE) is a multidisciplinary scientific journal, licensed to operate as a print journal in 2012 and an electronic journal in 2024 (License No.1479\u002FGP-BTTTT dated August 20, 2012 and No.91\u002FGP-BTTTT dated April 9, 2024 issued by the Ministry of Information and Communications of Vietnam). The JTSE is headquartered in Hanoi.\u003C\u002Fp>\u003Cp style=\"text-align:justify;\">&nbsp; &nbsp; &nbsp; &nbsp; The JTSE is published every 3 months (4 issues\u002Fyear), publishing research results and overview articles in 3 groups of fields: Tropical Ecology and Environment; Chemistry and Material Sciences; Biomedicine and Pharmacy. In 2022, the JTSE registered the international identifier Digital Object Identifier (DOI): 10.58334\u002Fvrtc.jtst and assigned DOI codes to all articles of the journal. The members of the Editorial Board of the JTSE are prestigious scientists and leading scientists from Vietnam and many countries in the world. The JTSE has been recognized by the Vietnam State Council for Professorship to score scientific articles in Chemistry, Medicine and Biology with scores ranging from 0-0.75 points.\u003C\u002Fp>\u003Cp style=\"text-align:justify;\">&nbsp; &nbsp; &nbsp; Currently, the JTSE is building and perfecting a set of criteria and making efforts to join the List of prestigious&nbsp; international journals with a roadmap to enter Scopus and SCIE in the coming time.\u003C\u002Fp>",{"VOID":187},"MS2_GJQAAAAJ",{"VI":189,"EN":190},"Tạp chí Khoa học và Công nghệ nhiệt đới","Journal of Tropical Science and Engineering",{"VOID":192},"08667535","2025-10-27T06:27:25.058+00:00",[101,102],[],[],[],"https:\u002F\u002Ftapchikhcnnd.com.vn",{"impactFactor":26,"impactFactorByYear":26,"i10Index":36,"i10IndexLast5Year":36,"totalPublication":200,"totalPublicationByYear":201,"totalCitation":161,"totalCitationByYear":203,"totalCitationPerPublication":153,"totalCitationPerPublicationByYear":205,"hindexLast5Year":114,"hindex":114},481,{"0":115,"2020":115,"2021":115,"2022":114,"2024":115,"2025":202,"2026":115},474,{"2017":114,"2018":115,"2019":111,"2020":162,"2021":162,"2022":116,"2023":50,"2024":162,"2025":204,"2026":52},52,{"2020":162,"2021":162,"2022":162,"2024":162,"2025":206,"2026":52},0.11,{"id":208,"createTime":209,"updateTime":210,"relativeEntities":211,"slug":212,"properties":213,"entityType":24,"verifyStatus":25,"verifyTime":221,"verifyNote":26,"syncStatus":28,"languages":26,"translateLanguages":26,"viewCount":222,"subjectFields":223,"manageAffiliations":224,"indexDatabases":225,"url":226,"thumbnailPath":26,"statistic":227,"gsStatistic":276,"type":175,"analyzePriority":26},"a3d1e82a-57e2-40f9-940e-f5fa8b9ef64a","2023-06-01T07:11:26.039+00:00","2026-06-18T23:33:28.573+00:00",[],"VNU-Journal-of-Science-Earth-and-Environmental-Sciences",{"issn":214,"title":216,"country":218,"gsId":219},{"VOID":215},"26159279",{"EN":217},"VNU Journal of Science: Earth and Environmental Sciences",{"VOID":15},{"VOID":220},"UmXD8vEAAAAJ","2023-06-01T07:17:59.210+00:00",27,[],[],[],"https:\u002F\u002Fjs.vnu.edu.vn\u002FEES",{"impactFactor":36,"impactFactorByYear":228,"i10Index":234,"i10IndexLast5Year":36,"totalPublication":235,"totalPublicationByYear":236,"totalCitation":246,"totalCitationByYear":247,"totalCitationPerPublication":261,"totalCitationPerPublicationByYear":262,"hindexLast5Year":103,"hindex":103},{"2010":229,"2012":40,"2013":230,"2014":230,"2015":231,"2016":54,"2017":171,"2018":109,"2019":110,"2020":57,"2021":232,"2022":233,"2023":151,"2024":58},0.02,0.04,0.09,0.31,0.4,19,656,{"2008":237,"2009":238,"2010":239,"2011":238,"2012":240,"2013":241,"2014":239,"2015":242,"2016":243,"2017":244,"2018":245,"2019":165,"2020":125,"2021":168,"2022":125,"2023":222,"2024":111},23,24,22,28,25,20,146,29,78,1038,{"2008":248,"2009":249,"2010":250,"2011":251,"2012":252,"2013":253,"2014":254,"2015":255,"2016":256,"2017":257,"2018":161,"2019":258,"2020":259,"2021":29,"2022":260},119,64,66,86,38,73,59,31,129,39,97,53,26,1.58,{"2008":263,"2009":264,"2010":59,"2011":265,"2012":266,"2013":267,"2014":268,"2015":269,"2016":270,"2017":271,"2018":272,"2019":272,"2020":273,"2021":274,"2022":275},5.17,2.67,3.58,1.36,2.92,2.68,1.55,0.88,1.34,1.37,1.47,1.24,0.72,{"impactFactor":26,"impactFactorByYear":26,"i10Index":173,"i10IndexLast5Year":135,"totalPublication":277,"totalPublicationByYear":278,"totalCitation":279,"totalCitationByYear":280,"totalCitationPerPublication":288,"totalCitationPerPublicationByYear":289,"hindexLast5Year":158,"hindex":298},113,{"2007":114,"2008":103,"2009":173,"2010":116,"2011":51,"2012":239,"2013":103,"2014":162,"2015":53,"2016":135},616,{"2009":162,"2010":114,"2011":52,"2012":124,"2013":222,"2014":255,"2015":48,"2016":44,"2017":281,"2018":282,"2019":259,"2020":283,"2021":284,"2022":285,"2023":286,"2024":257,"2025":287,"2026":59},54,60,49,47,34,44,33,5.45,{"2009":290,"2010":291,"2011":292,"2012":293,"2013":294,"2014":295,"2015":296,"2016":297},0.28,0.2,0.6,0.77,2.25,6.2,3.91,9.67,14,{"id":300,"createTime":301,"updateTime":302,"relativeEntities":303,"slug":304,"properties":305,"entityType":24,"verifyStatus":25,"verifyTime":316,"verifyNote":26,"syncStatus":28,"languages":26,"translateLanguages":26,"viewCount":234,"subjectFields":317,"manageAffiliations":318,"indexDatabases":388,"url":389,"thumbnailPath":390,"statistic":391,"gsStatistic":409,"type":175,"analyzePriority":26},"a7166325-6c9e-4db3-8a59-7c879701a372","2023-07-31T04:28:49.231+00:00","2026-06-18T23:33:22.428+00:00",[],"VNU-Journal-of-Science-Policy-and-Management-Studies",{"country":306,"issn":307,"eissn":309,"title":311,"gsId":314},{"VOID":15},{"VOID":308},"26159295",{"VOID":310},"25881116",{"EN":312,"VI":313},"VNU Journal of Science: Policy and Management Studies","Tạp chí Nghiên cứu Chính sách và Quản lý",{"VOID":315},"xKW2E_cAAAAJ","2023-08-01T03:23:46.688+00:00",[],[319],{"id":320,"createTime":321,"updateTime":322,"relativeEntities":323,"slug":324,"properties":325,"entityType":98,"verifyStatus":25,"verifyTime":335,"verifyNote":26,"syncStatus":28,"languages":26,"translateLanguages":26,"viewCount":336,"url":337,"parentIds":338,"statistic":339},"12466116-8f60-4b01-8faf-2411483a0977","2023-05-30T09:37:38.472+00:00","2026-06-19T02:14:28.352+00:00",[],"Vietnam-National-University",{"country":326,"title":327,"abbreviation":330,"address":332},{"VOID":15},{"EN":328,"VI":329},"Vietnam National University, Hanoi","Đại học Quốc gia Hà Nội",{"VOID":331},"VNU",{"VI":333,"EN":334},"Số 144 Xuân Thủy, Phường Dịch Vọng Hậu, Quận Cầu Giấy, Hà Nội, Việt Nam","No. 144 Xuan Thuy Street, Dich Vong Hau Ward, Cau Giay District, Hanoi, Vietnam","2023-08-02T13:58:17.029+00:00",16,"http:\u002F\u002Fwww.vnu.edu.vn\u002F",[],{"impactFactor":36,"impactFactorByYear":340,"i10Index":285,"i10IndexLast5Year":162,"totalPublication":344,"totalPublicationByYear":345,"totalCitation":354,"totalCitationByYear":355,"totalCitationPerPublication":368,"totalCitationPerPublicationByYear":369,"hindexLast5Year":336,"hindex":336},{"2014":109,"2015":231,"2016":231,"2017":206,"2018":341,"2019":110,"2020":342,"2021":343,"2022":171,"2023":231,"2024":110,"2025":39},0.06,0.18,0.35,1247,{"2003":115,"2004":115,"2005":114,"2006":59,"2007":111,"2008":162,"2009":59,"2010":50,"2011":124,"2012":336,"2013":260,"2014":244,"2015":250,"2016":281,"2017":346,"2018":347,"2019":348,"2020":349,"2021":350,"2022":351,"2023":352,"2024":353,"2025":255,"2026":50},94,88,83,67,176,185,187,93,1644,{"2004":111,"2005":115,"2006":52,"2007":298,"2008":356,"2009":298,"2010":286,"2011":357,"2012":244,"2013":358,"2014":359,"2015":360,"2016":361,"2017":362,"2018":363,"2019":364,"2020":365,"2021":366,"2022":367,"2023":367,"2024":162},13,81,48,70,151,115,109,259,174,181,121,101,1.32,{"2004":111,"2005":370,"2006":59,"2007":371,"2008":372,"2009":373,"2010":374,"2011":375,"2012":376,"2013":377,"2014":378,"2015":379,"2016":380,"2017":381,"2018":382,"2019":383,"2020":384,"2021":385,"2022":386,"2023":387,"2024":109},0.5,3.5,2.6,4.67,5.5,4.76,1.81,1.85,2.41,2.29,2.13,1.16,2.94,2.1,2.7,0.69,0.55,0.54,[],"https:\u002F\u002Fjs.vnu.edu.vn\u002FPaM","\u002Fapi\u002Fpublic\u002Ffile\u002Fpublisher\u002Fa7166325-6c9e-4db3-8a59-7c879701a372\u002Fecfe83f4bcc60c7023ae04d8900fe0ac.jpg",{"impactFactor":36,"impactFactorByYear":392,"i10Index":111,"i10IndexLast5Year":36,"totalPublication":394,"totalPublicationByYear":395,"totalCitation":399,"totalCitationByYear":400,"totalCitationPerPublication":293,"totalCitationPerPublicationByYear":403,"hindexLast5Year":158,"hindex":158},{"2018":109,"2019":171,"2020":393,"2021":108,"2022":54,"2023":206,"2024":54},0.23,320,{"2015":50,"2016":239,"2017":286,"2018":396,"2019":397,"2020":159,"2021":398,"2022":168,"2023":79,"2024":255},30,35,40,247,{"2015":115,"2016":242,"2017":401,"2018":222,"2019":402,"2020":79,"2021":239,"2022":50,"2023":116},77,50,{"2015":404,"2016":169,"2017":405,"2018":406,"2019":407,"2020":408,"2021":386,"2022":291,"2023":232},0.12,1.75,0.9,1.43,0.86,{"impactFactor":26,"impactFactorByYear":26,"i10Index":36,"i10IndexLast5Year":36,"totalPublication":103,"totalPublicationByYear":410,"totalCitation":234,"totalCitationByYear":411,"totalCitationPerPublication":261,"totalCitationPerPublicationByYear":412,"hindexLast5Year":114,"hindex":59},{"2015":114,"2016":116},{"2016":115,"2017":114,"2018":114,"2019":59,"2020":114,"2021":59,"2022":114,"2023":114,"2024":115,"2026":115},{"2016":108},{"id":414,"createTime":415,"updateTime":416,"relativeEntities":417,"slug":418,"properties":419,"entityType":24,"verifyStatus":25,"verifyTime":26,"verifyNote":26,"syncStatus":28,"languages":26,"translateLanguages":26,"viewCount":238,"subjectFields":428,"manageAffiliations":429,"indexDatabases":430,"url":431,"thumbnailPath":26,"statistic":432,"gsStatistic":438,"type":175,"analyzePriority":26},"16e65a3f-d274-47dd-8691-56d76eb58c3d","2023-05-30T09:10:06.062+00:00","2026-06-18T23:33:17.679+00:00",[],"Vietnam-Journal-of-Otorhinolaryngology-Head-and-Neck-Surgery",{"country":420,"issn":421,"title":423,"gsId":426},{"VOID":15},{"VOID":422},"18593704",{"EN":424,"VI":425},"Vietnam Journal of Otorhinolaryngology - Head and Neck Surgery","Tạp chí Tai Mũi Họng Việt Nam",{"VOID":427},"L78B_eIAAAAJ",[],[],[],"https:\u002F\u002Ftapchitaimuihong.vn\u002Findex.php\u002Ftmh",{"impactFactor":36,"impactFactorByYear":433,"i10Index":36,"i10IndexLast5Year":36,"totalPublication":434,"totalPublicationByYear":435,"totalCitation":111,"totalCitationByYear":436,"totalCitationPerPublication":230,"totalCitationPerPublicationByYear":437,"hindexLast5Year":115,"hindex":115},{"2024":229},95,{"2022":52,"2023":286,"2024":255,"2025":53},{"2023":111},{"2023":231},{"impactFactor":26,"impactFactorByYear":26,"i10Index":36,"i10IndexLast5Year":36,"totalPublication":240,"totalPublicationByYear":439,"totalCitation":234,"totalCitationByYear":440,"totalCitationPerPublication":441,"totalCitationPerPublicationByYear":442,"hindexLast5Year":114,"hindex":114},{"2023":53,"2024":116,"2025":135,"2026":115},{"2024":59,"2025":298,"2026":114},0.68,{"2024":443,"2025":444,"2026":114},0.3,2.33,{"id":446,"createTime":447,"updateTime":448,"relativeEntities":449,"slug":450,"properties":451,"entityType":24,"verifyStatus":25,"verifyTime":26,"verifyNote":26,"syncStatus":28,"languages":26,"translateLanguages":26,"viewCount":396,"subjectFields":460,"manageAffiliations":461,"indexDatabases":462,"url":463,"thumbnailPath":464,"statistic":465,"gsStatistic":472,"type":175,"analyzePriority":26},"25988add-c322-4eda-afda-63b1559bb824","2023-04-07T03:49:55.817+00:00","2026-06-18T23:32:23.776+00:00",[],"T%E1%BA%A1p%20ch%C3%AD%20Y%20-%20D%C6%B0%E1%BB%A3c%20h%E1%BB%8Dc%20qu%C3%A2n%20s%E1%BB%B1",{"country":452,"issn":453,"title":455,"gsId":458},{"VOID":15},{"VOID":454},"18590748",{"EN":456,"VI":457},"Journal of Military Pharmaco-medicine","Tạp chí Y - Dược học quân sự",{"VOID":459},"_pmQ8IEAAAAJ",[],[],[],"https:\u002F\u002Fjmpm.vn\u002Findex.php\u002Fjmpm","\u002Fapi\u002Fpublic\u002Ffile\u002Fpublisher\u002F25988add-c322-4eda-afda-63b1559bb824\u002F09c6bc42157cf5ece95edc971ccddb52.jpg",{"impactFactor":36,"impactFactorByYear":466,"i10Index":36,"i10IndexLast5Year":36,"totalPublication":467,"totalPublicationByYear":468,"totalCitation":135,"totalCitationByYear":470,"totalCitationPerPublication":38,"totalCitationPerPublicationByYear":471,"hindexLast5Year":115,"hindex":115},{"2023":229,"2024":38},475,{"2022":168,"2023":365,"2024":469,"2025":124},236,{"2022":114,"2023":111},{"2022":109,"2023":229},{"impactFactor":26,"impactFactorByYear":26,"i10Index":36,"i10IndexLast5Year":36,"totalPublication":277,"totalPublicationByYear":473,"totalCitation":401,"totalCitationByYear":474,"totalCitationPerPublication":441,"totalCitationPerPublicationByYear":475,"hindexLast5Year":59,"hindex":59},{"2015":115,"2018":114,"2019":115,"2020":115,"2021":59,"2022":103,"2023":159,"2024":287,"2025":237},{"2020":115,"2021":115,"2022":115,"2023":52,"2024":237,"2025":79,"2026":116},{"2020":115,"2021":476,"2022":171,"2023":477,"2024":478,"2025":479},0.33,0.24,0.7,1.39,{"id":481,"createTime":482,"updateTime":483,"relativeEntities":484,"slug":485,"properties":486,"entityType":24,"verifyStatus":25,"verifyTime":26,"verifyNote":27,"syncStatus":28,"languages":496,"translateLanguages":26,"viewCount":45,"subjectFields":497,"manageAffiliations":498,"indexDatabases":525,"url":526,"thumbnailPath":527,"statistic":528,"gsStatistic":26,"type":26,"analyzePriority":26},"2b8d7b12-2d20-4777-be98-077f44f03c69","2023-09-07T07:40:58.286+00:00","2025-07-13T21:21:00.542+00:00",[],"VNU-Journal-of-Social-Sciences-and-Humanities",{"country":487,"issn":488,"introduce":490,"title":493},{"VOID":15},{"VOID":489},"23541172",{"EN":491,"VI":492},"{\"ops\":[{\"insert\":\"VNU Journal of Social Sciences and Humanities (ISSN 2354-1172) is a double-blind peer-reviewed journal published by University of Social Sciences and Humanities, Vietnam National University, Hanoi, Vietnam, under the publication permit no. 155\u002FGP-BTTTT, issued on 11\"},{\"attributes\":{\"script\":\"super\"},\"insert\":\"th \"},{\"insert\":\"May, 2015 by Ministry of Information and Communications. The journal publishes four Vietnamese issues and two English issues per year.\\nCurrently, there are 35 reputable professors in the editorial board. The main objectives of the journal include: providing an intellectual platform for Vietnamese and international scholars; promoting interdisciplinary studies in social sciences and humanities; becoming the leading journal in social sciences and humanities in Vietnam; being indexed by worldwide databases and having academic recognition internationally in the near future.\\nThe journal is currently indexed by Google Scholar, WorldCat, Open Archives, Cosmos Impact Factor, Advanced Sciences Index, Scientific Indexing Services, CrossRef, EBSCO Information Services and Vietnam National University’s digital archive.\\n\"},{\"attributes\":{\"bold\":true},\"insert\":\"Journal of Social Sciences and Humanities-Vietnam\"},{\"insert\":\"\\n\"},{\"attributes\":{\"bold\":true},\"insert\":\"ISSN 2354-1172, email: tapchikhxhnv@gmail.com, tckhxhnv@vnu.edu.vn\"},{\"insert\":\"\\n\"}]}","{\"ops\":[{\"insert\":\"Được thành lập ngày 31\u002F8\u002F2015 (giấy phép hoạt động số 155\u002FGP-BVHTT ngày 11 tháng 5 năm 2015 của Bộ Thông tin và Truyền thông, mã số tiêu chuẩn quốc tế ISSN 2354-1172), Tạp chí Khoa học Xã hội và Nhân văn (Journal of Social Sciences and Humanities) là ấn phẩm khoa học chính thức, duy nhất của Trường Đại học Khoa học Xã hội và Nhân văn, ĐHQG Hà Nội, phát triển và kế thừa Chuyên san Khoa học Xã hội và Nhân văn, Tạp chí Khoa học, ĐHQG Hà Nội.\\nTạp chí xuất bản định kỳ (04 số tiếng Việt\u002Fnăm và 02 số tiếng Anh\u002Fnăm), có nhiệm vụ \"},{\"attributes\":{\"italic\":true},\"insert\":\"công bố, giới thiệu các công trình nghiên cứu khoa học khoa học xã hội và nhân văn của các tác giả là các nhà khoa học trong và ngoài nước, phục vụ giảng dạy, học tập và nghiên cứu khoa học\"},{\"insert\":\". Hội đồng biên tập của Tạp chí hiện bao gồm 33 nhà khoa học có uy tín trong nước và quốc tế. Tạp chí tập trung và ưu tiên đăng tải những bài báo theo định hướng của tinh thần cởi mở, sáng tạo, nhanh chóng vươn lên để tiếp cận và sánh ngang với các tạp chí có uy tín hàng đầu của khu vực và trên thế giới. Nội dung chính của Tạp chí bao gồm các Bài nghiên cứu (khoảng 6000 đến 15000 từ), các bài điểm sách, thông tin khoa học (khoảng 300 đến 1500 từ) được trình bày theo đúng cấu trúc và chuẩn mực của một tạp chí khoa học.\\nCác bài viết của Tạp chí hiện đang được trích dẫn bởi Google Scholar, WorldCat, Open Archives, Cosmos Impact Factor, Advanced Sciences Index, Scientific Indexing Services, CrossRef, EBSCO Information Services.\\nMọi thông tin xin liên hệ: \"},{\"attributes\":{\"italic\":true},\"insert\":\"Phòng Tạp chí, 701 - E, Trường Đại học Khoa học Xã hội và Nhân văn, 336 Nguyễn Trãi, Thanh Xuân, Hà Nội. ĐT: 024.35581984; email: tckhxhnv@vnu.edu.vn \"},{\"insert\":\"hoặc \"},{\"attributes\":{\"italic\":true},\"insert\":\"tapchikhxhnv@gmail.com \"},{\"insert\":\"\\n\"}]}",{"EN":494,"VI":495},"VNU Journal of Social Sciences and Humanities","Tạp chí Khoa học Xã hội và Nhân văn",[101,102],[],[499],{"id":500,"createTime":501,"updateTime":502,"relativeEntities":503,"slug":504,"properties":505,"entityType":98,"verifyStatus":25,"verifyTime":509,"verifyNote":26,"syncStatus":28,"languages":26,"translateLanguages":26,"viewCount":222,"url":26,"parentIds":510,"statistic":511},"8b6e349b-0daf-4895-9c3f-85f30f1bfd42","2023-07-31T12:55:58.430+00:00","2026-06-19T02:30:07.899+00:00",[],"Tr%C6%B0%E1%BB%9Dng-%C4%90%E1%BA%A1i-h%E1%BB%8Dc-Khoa-h%E1%BB%8Dc-X%C3%A3-h%E1%BB%99i-v%C3%A0-Nh%C3%A2n-v%C4%83n-%C4%90%E1%BA%A1i-h%E1%BB%8Dc-Qu%E1%BB%91c-gia-H%C3%A0-N%E1%BB%99i",{"title":506},{"EN":507,"VI":508},"VNU University of Social Sciences and Humanities","Trường Đại học Khoa học Xã hội và Nhân văn, Đại học Quốc gia Hà Nội","2023-08-02T15:28:49.057+00:00",[],{"impactFactor":36,"impactFactorByYear":512,"i10Index":59,"i10IndexLast5Year":115,"totalPublication":514,"totalPublicationByYear":515,"totalCitation":518,"totalCitationByYear":519,"totalCitationPerPublication":520,"totalCitationPerPublicationByYear":521,"hindexLast5Year":162,"hindex":162},{"2016":229,"2017":230,"2018":229,"2021":230,"2022":58,"2023":513,"2024":38},0.15,365,{"2013":115,"2014":158,"2015":125,"2016":252,"2017":44,"2018":516,"2019":286,"2020":396,"2021":259,"2022":517,"2023":396,"2024":115,"2025":59,"2026":115},21,42,169,{"2015":283,"2016":135,"2017":52,"2018":50,"2019":298,"2020":53,"2021":359,"2022":115,"2023":115},0.46,{"2015":266,"2016":57,"2017":57,"2018":522,"2019":523,"2020":524,"2021":368,"2022":229,"2023":39},0.38,0.32,0.37,[],"http:\u002F\u002Fjournal.ussh.vnu.edu.vn\u002Findex.php\u002Fvjossh","\u002Fapi\u002Fpublic\u002Ffile\u002Fpublisher\u002F2b8d7b12-2d20-4777-be98-077f44f03c69\u002F0bd0751202944a4b4165b482e6e623e4.png",{"impactFactor":36,"impactFactorByYear":529,"i10Index":162,"i10IndexLast5Year":115,"totalPublication":530,"totalPublicationByYear":531,"totalCitation":537,"totalCitationByYear":538,"totalCitationPerPublication":343,"totalCitationPerPublicationByYear":540,"hindexLast5Year":135,"hindex":135},{"2016":341,"2017":39,"2018":229,"2019":38,"2020":110,"2021":231,"2022":231,"2023":341,"2024":39},764,{"2015":255,"2016":245,"2017":532,"2018":259,"2019":533,"2020":534,"2021":535,"2022":536,"2023":534,"2024":254,"2025":50},111,106,68,92,89,265,{"2015":539,"2016":241,"2017":168,"2018":51,"2019":349,"2020":260,"2021":244,"2022":298,"2023":114},46,{"2015":541,"2016":523,"2017":524,"2018":290,"2019":542,"2020":522,"2021":523,"2022":57,"2023":39},1.48,0.63,{"id":544,"createTime":545,"updateTime":546,"relativeEntities":547,"slug":548,"properties":549,"entityType":24,"verifyStatus":25,"verifyTime":26,"verifyNote":558,"syncStatus":28,"languages":26,"translateLanguages":26,"viewCount":50,"subjectFields":559,"manageAffiliations":560,"indexDatabases":561,"url":562,"thumbnailPath":563,"statistic":564,"gsStatistic":26,"type":26,"analyzePriority":26},"6ec01bd0-15c0-469a-86ac-41339076ae0a","2023-08-10T07:08:33.153+00:00","2026-01-31T21:19:06.362+00:00",[],"T%E1%BA%A1p-ch%C3%AD-Da-li%E1%BB%85u-h%E1%BB%8Dc-Vi%E1%BB%87t-Nam",{"country":550,"issn":551,"introduce":553,"title":555},{"VOID":15},{"VOID":552},"18594824",{"VI":554},"{\"ops\":[{\"insert\":\"Tạp chí “Da liễu học Việt Nam” (Tiếng Anh: Vietnamese Journal of Dermatology and Venereology) thuộc Hội Da liễu Việt Nam, xuất bản 4 số mỗi năm bằng tiếng Việt hoặc tiếng Anh.\\nTạp chí Da liễu học Việt Nam hoạt động với mục đích, tôn chỉ là phổ biến, trao đổi thông tin trong lĩnh vực chuyên ngành da liễu; đăng tải các công trình nghiên cứu khoa học; chuyển giao công nghệ - kinh tế và khoa học kỹ thuật liên quan đến lĩnh vực da liễu.\\nPhạm vi của tạp chí là tất cả các bài báo khoa học, bài tổng quan, giới thiệu ca lâm sàng, … có liên quan tới chuyên ngành da liễu trong và ngoài nước. Tạp chí công bố các công trình nghiên cứu liên quan đến mô hình bệnh tật, các phương pháp chẩn đoán, điều trị, dự phòng và phục hồi chức năng các bệnh thuộc chuyên ngành da liễu. Ngoài ra, tạp chí còn đăng tải các bài tổng quan, cập nhật thông tin, kiến thức, hướng dẫn chẩn đoán, điều trị trong chuyên ngành da liễu trong nước và quốc tế; đăng tải các bài ca lâm sàng đặc biệt trong chuyên ngành da liễu.\\nTạp chí Da liễu học Việt Nam được biết tới là một tạp chí chuyên ngành có uy tín trong lĩnh vực da liễu. Các bài báo về nghiên cứu khoa học đăng trong Tạp chí được bình duyệt một cách nghiêm ngặt bởi ít nhất 2 chuyên gia. Hội đồng biên tập tạp chí bao gồm các nhà khoa học có uy tín (Giáo sư, Phó Giáo sư, Tiến sĩ, Bác sĩ…) trong chuyên ngành da liễu nhằm đảm bảo chất lượng và tính khách quan, khoa học cho các bài viết đăng trên Tạp chí.\\n\"}]}",{"EN":556,"VI":557},"Vietnamese Journal of Dermatology and Venereology","Tạp chí Da liễu học Việt Nam","Admin Import",[],[],[],"https:\u002F\u002Fvjdv.vn\u002Findex.php\u002Fvjdv","\u002Fapi\u002Fpublic\u002Ffile\u002Fpublisher\u002F6ec01bd0-15c0-469a-86ac-41339076ae0a\u002F3cbc81720e58429dc7b1c4d7ab1935ca.jpg",{"impactFactor":36,"impactFactorByYear":565,"i10Index":36,"i10IndexLast5Year":36,"totalPublication":566,"totalPublicationByYear":567,"totalCitation":116,"totalCitationByYear":570,"totalCitationPerPublication":109,"totalCitationPerPublicationByYear":571,"hindexLast5Year":115,"hindex":115},{"2023":38,"2024":230},182,{"2022":568,"2023":45,"2024":569},69,56,{"2022":52,"2023":115},{"2022":40,"2023":229},{"id":573,"createTime":574,"updateTime":575,"relativeEntities":576,"slug":577,"properties":578,"entityType":24,"verifyStatus":25,"verifyTime":26,"verifyNote":27,"syncStatus":28,"languages":587,"translateLanguages":26,"viewCount":283,"subjectFields":588,"manageAffiliations":589,"indexDatabases":647,"url":648,"thumbnailPath":649,"statistic":650,"gsStatistic":26,"type":26,"analyzePriority":26},"19221551-7519-47ff-a892-331d1139c64b","2023-09-12T07:03:05.744+00:00","2026-01-24T20:54:40.144+00:00",[],"T%E1%BA%A1p-ch%C3%AD-Khoa-h%E1%BB%8Dc-S%E1%BB%A9c-kho%E1%BA%BB-%C4%90%E1%BA%A1i-h%E1%BB%8Dc-Qu%E1%BB%91c-gia-Th%C3%A0nh-ph%E1%BB%91-H%E1%BB%93-Ch%C3%AD-Minh",{"country":579,"issn":580,"introduce":582,"title":584},{"VOID":15},{"VOID":581},"27349446",{"EN":583},"{\"ops\":[{\"attributes\":{\"bold\":true},\"insert\":\"1. History\"},{\"attributes\":{\"align\":\"justify\"},\"insert\":\"\\n\"},{\"attributes\":{\"bold\":true},\"insert\":\"Science and Technology Development Journal\"},{\"insert\":\" (STDJ) (ISSN 2734-9446), Vietnam National University - Ho Chi Minh City (VNU-HCM) was established in 1997. And the first issue was published in January 1998 with ISSN 1859-0128. Since then, STDJ has become the most important scientific forum of scientists from VNU-HCM as well as other universities. The magazine has undergone 20 years of development and has become a bridge for scientific exchanges, as well as enriching reference materials for the faculty, doctoral students, students of VNU-HCM in particular and other universities, institutes...\"},{\"attributes\":{\"align\":\"justify\"},\"insert\":\"\\n\"},{\"insert\":\"Science and Technology Development Journal - Health Sciences (STDJ-HS) is a subjournal of Science and Technology Development Journal since 2020.\"},{\"attributes\":{\"align\":\"justify\"},\"insert\":\"\\n\"},{\"insert\":\" \"},{\"attributes\":{\"align\":\"justify\"},\"insert\":\"\\n\"},{\"attributes\":{\"bold\":true},\"insert\":\"2. Focus and Scope\"},{\"attributes\":{\"align\":\"justify\"},\"insert\":\"\\n\"},{\"insert\":\"Publishing articles with contents on healthcare, research projects in the field of health, advanced directions in health education and management. Therefore, STDJ-HS will accept articles from doctors, administrators, teachers, researchers, graduate students and fellows. The authors will be responsible for the accuracy of the data, opinions, opinions and material cited in the article.\"},{\"attributes\":{\"align\":\"justify\"},\"insert\":\"\\n\"},{\"insert\":\"Facilitating the exchange of scientific and technological information and act as a bridge between theory and practice in the community of educators, scientists, managers, policy makers and enterprises in and out of the country.\"},{\"attributes\":{\"align\":\"justify\"},\"insert\":\"\\n\"},{\"insert\":\"\\n\"}]}",{"EN":585,"VI":586},"VNUHCM JOURNAL OF HEALTH SCIENCES","Tạp chí Khoa học Sức khoẻ Đại học Quốc gia Thành phố Hồ Chí Minh",[101,102],[],[590],{"id":591,"createTime":592,"updateTime":593,"relativeEntities":594,"slug":595,"properties":596,"entityType":98,"verifyStatus":25,"verifyTime":606,"verifyNote":26,"syncStatus":28,"languages":607,"translateLanguages":26,"viewCount":608,"url":609,"parentIds":610,"statistic":611},"fc4c2560-868c-4677-acb1-8686bef88727","2023-06-26T04:48:23.774+00:00","2026-06-19T01:46:17.248+00:00",[],"%C4%90%E1%BA%A1i-h%E1%BB%8Dc-Qu%E1%BB%91c-gia-Th%C3%A0nh-ph%E1%BB%91-H%E1%BB%93-Ch%C3%AD-Minh",{"country":597,"title":598,"abbreviation":601,"address":603},{"VOID":15},{"EN":599,"VI":600},"Vietnam National University Ho Chi Minh City","Đại học Quốc gia Thành phố Hồ Chí Minh",{"VOID":602},"VNUHCM",{"VI":604,"EN":605},"khu phố 6, Phường Linh Trung, Thành phố Thủ Đức, Thành phố Hồ Chí Minh, Việt Nam","Quarter 6, Linh Trung Ward, Thu Duc City, Ho Chi Minh City, Vietnam","2023-08-16T14:13:07.134+00:00",[101,102],45,"https:\u002F\u002Fvnuhcm.edu.vn\u002F",[],{"impactFactor":36,"impactFactorByYear":612,"i10Index":285,"i10IndexLast5Year":51,"totalPublication":613,"totalPublicationByYear":614,"totalCitation":624,"totalCitationByYear":625,"totalCitationPerPublication":634,"totalCitationPerPublicationByYear":635,"hindexLast5Year":124,"hindex":124},{"2014":36,"2015":38,"2016":109,"2017":39,"2018":229,"2019":38,"2020":110,"2021":171,"2022":110,"2023":110,"2024":171,"2025":229},3708,{"2005":115,"2006":115,"2007":115,"2008":135,"2009":111,"2010":53,"2011":52,"2012":568,"2013":615,"2014":351,"2015":616,"2016":469,"2017":617,"2018":127,"2019":618,"2020":619,"2021":620,"2022":621,"2023":622,"2024":623,"2025":159,"2026":50},164,266,177,226,603,931,314,246,74,2399,{"2006":115,"2008":50,"2010":162,"2011":242,"2012":222,"2013":43,"2014":626,"2015":627,"2016":628,"2017":629,"2018":258,"2019":630,"2020":631,"2021":632,"2022":633,"2023":353,"2024":115},250,124,157,162,152,385,559,128,0.65,{"2006":115,"2008":636,"2010":637,"2011":638,"2012":639,"2013":522,"2014":640,"2015":641,"2016":642,"2017":643,"2018":644,"2019":642,"2020":645,"2021":292,"2022":646,"2023":522,"2024":38},1.33,0.45,2.22,0.39,1.35,0.47,0.67,0.92,0.73,0.64,0.41,[],"http:\u002F\u002Fstdjhs.scienceandtechnology.com.vn\u002Findex.php\u002Fstdjhs","\u002Fapi\u002Fpublic\u002Ffile\u002Fpublisher\u002F19221551-7519-47ff-a892-331d1139c64b\u002F2e10768b7d1e380c36a25ed0c714dd7e.png",{"impactFactor":36,"impactFactorByYear":651,"i10Index":36,"i10IndexLast5Year":36,"totalPublication":652,"totalPublicationByYear":653,"totalCitation":516,"totalCitationByYear":654,"totalCitationPerPublication":151,"totalCitationPerPublicationByYear":655,"hindexLast5Year":59,"hindex":59},{"2022":57,"2023":108,"2024":39},79,{"2020":116,"2021":240,"2022":239,"2023":52,"2024":162,"2025":162},{"2020":59,"2021":51,"2022":59},{"2020":443,"2021":387,"2022":54},{"code":657,"data":658,"meta":26},"SUCCESS",{"id":659,"createTime":660,"updateTime":661,"relativeEntities":662,"slug":663,"properties":664,"entityType":24,"verifyStatus":28,"verifyTime":26,"verifyNote":26,"syncStatus":28,"languages":26,"translateLanguages":26,"viewCount":36,"subjectFields":673,"manageAffiliations":698,"indexDatabases":720,"url":26,"thumbnailPath":26,"statistic":761,"gsStatistic":26,"type":175,"analyzePriority":26},"fe2a42f2-0b87-477e-8016-1f178da7668c","2024-04-09T02:41:18.817+00:00","2025-11-21T10:06:23.286+00:00",[],"European-Actuarial-Journal",{"issn":665,"eissn":667,"title":669,"url":671},{"VOID":666},"21909741",{"VOID":668},"21909733",{"EN":670},"European Actuarial Journal",{"VOID":672},"https:\u002F\u002Flink.springer.com\u002Fjournal\u002F13385",[674,682,690],{"id":675,"createTime":676,"updateTime":677,"relativeEntities":678,"label":679,"description":681,"parentId":26,"standard":26,"scholarHubFieldId":26},"f8634701-aae0-4ecc-87c8-b1119c426fed","2023-05-29T10:24:11.177+00:00","2023-11-21T06:14:32.994+00:00",[],{"EN":680},"Statistics, Probability and Uncertainty",{},{"id":683,"createTime":684,"updateTime":685,"relativeEntities":686,"label":687,"description":689,"parentId":26,"standard":26,"scholarHubFieldId":26},"4a86fe5b-341e-419b-b190-952ea1469086","2023-05-29T10:24:02.431+00:00","2023-11-21T07:30:54.574+00:00",[],{"EN":688},"Economics and Econometrics",{},{"id":691,"createTime":692,"updateTime":693,"relativeEntities":694,"label":695,"description":697,"parentId":26,"standard":26,"scholarHubFieldId":26},"c6c03dad-ccb9-49c4-a5fa-4ad15f69d436","2023-05-29T10:24:03.294+00:00","2023-11-21T06:14:32.989+00:00",[],{"EN":696},"Statistics and Probability",{},[699,710],{"id":700,"createTime":701,"updateTime":702,"relativeEntities":703,"slug":704,"properties":705,"entityType":98,"verifyStatus":28,"verifyTime":26,"verifyNote":26,"syncStatus":28,"languages":26,"translateLanguages":26,"viewCount":52,"url":26,"parentIds":708,"statistic":26},"869fc292-62ea-48f4-960e-51fea58b02ba","2023-05-29T10:24:53.274+00:00","2024-02-20T18:47:04.755+00:00",[],"Springer-Heidelberg",{"title":706},{"EN":707},"Springer Heidelberg",[709],"9a7c7208-b28a-42c2-a634-5a7f90eee3ab",{"id":711,"createTime":712,"updateTime":713,"relativeEntities":714,"slug":715,"properties":716,"entityType":98,"verifyStatus":28,"verifyTime":26,"verifyNote":26,"syncStatus":28,"languages":26,"translateLanguages":26,"viewCount":50,"url":26,"parentIds":719,"statistic":26},"ca0dc894-2cfd-4536-8558-d78518e3e721","2023-05-29T10:24:15.253+00:00","2025-11-21T10:07:35.505+00:00",[],"Springer-International-Publishing-AG",{"title":717},{"EN":718},"Springer International Publishing AG",[709],[721,740],{"id":722,"indexDatabase":723,"url":737,"indexYears":26,"academicFieldIds":738,"indexDatabaseRanking":26},"872fd65f-05e2-43c4-b637-ecf83c93076e",{"id":724,"createTime":725,"updateTime":726,"relativeEntities":727,"label":728,"description":730,"key":733,"publicationTags":734,"standard":26},"88bab0f7-443b-476c-a72a-7fa5222da393","2023-05-22T09:58:31.181+00:00","2025-11-21T10:07:52.271+00:00",[],{"EN":729,"VI":729},"ISI\u002FESCI  - Emerging Sources Citation Index",{"VI":731,"EN":732},"Cơ sở dữ liệu ESCI","ESCI database","esci",[735,736],"ESCI","ISI","https:\u002F\u002Fmjl.clarivate.com\u002Fsearch-results?issn=2190-9733",[739],"4b168529-40aa-4c68-81bf-b698a674114b",{"id":741,"indexDatabase":742,"url":754,"indexYears":755,"academicFieldIds":756,"indexDatabaseRanking":760},"7a73b217-a0ad-46f6-87ae-c70f6fb9902c",{"id":743,"createTime":744,"updateTime":745,"relativeEntities":746,"label":747,"description":749,"key":751,"publicationTags":752,"standard":26},"3c7051d4-eb7d-4c57-a56b-36fc74c5d1e9","2023-05-22T09:57:18.509+00:00","2025-11-21T10:07:52.274+00:00",[],{"EN":748,"VI":748},"Scopus - Elsevier",{"EN":748,"VI":750},"Cơ sở dữ liệu Scopus thuộc Elsevier","scopus",[753],"SCOPUS","https:\u002F\u002Fwww.scopus.com\u002Fsourceid\u002F21100446929","2011-2025",[757,758,759],"b63de939-dadd-4939-b5dc-10282f8b39be","dda8bb80-7765-4f0d-a984-eaee227a24b4","39bf4935-81d1-4b13-842c-e6e38874ca5e","SCOPUS__Q2",{"impactFactor":36,"impactFactorByYear":762,"i10Index":36,"i10IndexLast5Year":36,"totalPublication":763,"totalPublicationByYear":764,"totalCitation":36,"totalCitationByYear":765,"totalCitationPerPublication":36,"totalCitationPerPublicationByYear":766,"hindexLast5Year":36,"hindex":36},{},215,{"2011":241,"2012":50,"2013":103,"2014":52,"2015":356,"2016":103,"2017":51,"2018":336,"2019":336,"2020":242,"2021":240,"2022":237,"2023":173},{},{},{"meta":768,"data":770},{"total":769},"261",[771,1041,1247,1504,1630,1777,1989,2154,2392,2592],{"id":772,"createTime":773,"updateTime":774,"relativeEntities":775,"slug":776,"properties":777,"entityType":788,"verifyStatus":25,"verifyTime":774,"verifyNote":789,"syncStatus":28,"languages":790,"translateLanguages":26,"viewCount":36,"primaryUrl":791,"fullTextUrl":26,"authors":792,"publicationType":849,"publisherRelationship":850,"citationCount":539,"citationInfo":887,"publishDate":889,"publishYear":890,"citationAnalyzeStatus":28,"lastCitationAnalyze":26,"indexDatabases":26,"openAccess":26,"references":891,"isForceReanalyzing":1040},"9d5c2fbc-3312-4af2-b1ce-d45c739e36c3","2024-04-18T08:32:51.928+00:00","2025-02-21T04:43:15.528+00:00",[],"Optimal-risk-transfers-in-insurance-groups",{"mag":778,"keywords":780,"openalex":781,"abstract":783,"title":784,"doi":786},{"VOID":779},"3122195949",{},{"VOID":782},"W3122195949",{},{"EN":785},"Optimal risk transfers in insurance groups",{"VOID":787},"10.1007\u002Fs13385-013-0068-6","PUBLICATION","Auto Verify",[102],"http:\u002F\u002Flink.springer.com\u002F10.1007\u002Fs13385-013-0068-6",[793,813,832],{"id":794,"sortIndex":36,"researcher":26,"roles":795,"affiliations":796,"properties":806},"cbc52cb5-3b00-4d29-a37e-45f569bee52b",[],[797],{"id":798,"sortIndex":36,"affiliation":799,"properties":26},"32ea5f74-5e39-4d01-9d49-0d7674334751",{"id":800,"createTime":801,"updateTime":801,"relativeEntities":802,"slug":26,"properties":803,"entityType":98,"verifyStatus":28,"verifyTime":26,"verifyNote":26,"syncStatus":28,"languages":26,"translateLanguages":26,"viewCount":36},"4ee394a9-aa01-46ab-87ee-59eaeda2f2de","2024-01-12T00:29:57.990+00:00",[],{"title":804},{"VI":805},"Cass Business School, City University London, London EC1Y 8TZ, UK",{"openalex":807,"orcid":809,"title":811},{"VOID":808},"A5073446726",{"VOID":810},"https:\u002F\u002Forcid.org\u002F0000-0002-7706-0066",{"EN":812},"Alexandru V. Asimit",{"id":814,"sortIndex":115,"researcher":26,"roles":815,"affiliations":816,"properties":827},"d263c427-a6b7-4451-ab53-da7d3e3133e5",[],[817],{"id":818,"sortIndex":36,"affiliation":819,"properties":26},"9fc00da7-5023-4469-a51a-8f771425dd73",{"id":820,"createTime":821,"updateTime":821,"relativeEntities":822,"slug":823,"properties":824,"entityType":98,"verifyStatus":28,"verifyTime":26,"verifyNote":26,"syncStatus":28,"languages":26,"translateLanguages":26,"viewCount":36},"0d895983-5146-4913-a365-cb66d9bbb82b","2024-04-20T19:50:55.867+00:00",[],"Department-of-Mathematics-and-Statistics-University-of-Calgary-Calgary-AB-T2N-1N4-Canada",{"title":825},{"EN":826},"Department of Mathematics and Statistics, University of Calgary, Calgary, AB, T2N 1N4, Canada",{"openalex":828,"title":830},{"VOID":829},"A5032088065",{"EN":831},"Alexandru Badescu",{"id":833,"sortIndex":114,"researcher":26,"roles":834,"affiliations":835,"properties":842},"6715b1cb-231e-47f3-abb9-a9bba9cc0f97",[],[836],{"id":837,"sortIndex":36,"affiliation":838,"properties":26},"6a4c6bcc-98ca-4b6e-92f7-d8fe18db3277",{"id":800,"createTime":801,"updateTime":801,"relativeEntities":839,"slug":26,"properties":840,"entityType":98,"verifyStatus":28,"verifyTime":26,"verifyNote":26,"syncStatus":28,"languages":26,"translateLanguages":26,"viewCount":36},[],{"title":841},{"VI":805},{"openalex":843,"orcid":845,"title":847},{"VOID":844},"A5021161455",{"VOID":846},"https:\u002F\u002Forcid.org\u002F0000-0003-4552-5532",{"EN":848},"Andreas Tsanakas","ARTICLE",{"url":26,"publisher":851,"properties":880},{"id":659,"createTime":660,"updateTime":661,"relativeEntities":852,"slug":663,"properties":853,"entityType":24,"verifyStatus":28,"verifyTime":26,"verifyNote":26,"syncStatus":28,"languages":26,"translateLanguages":26,"viewCount":36,"subjectFields":858,"manageAffiliations":859,"indexDatabases":860,"url":26,"thumbnailPath":26,"statistic":875,"gsStatistic":26,"type":175,"analyzePriority":26},[],{"issn":854,"eissn":855,"title":856,"url":857},{"VOID":666},{"VOID":668},{"EN":670},{"VOID":672},[],[],[861,868],{"id":722,"indexDatabase":862,"url":737,"indexYears":26,"academicFieldIds":867,"indexDatabaseRanking":26},{"id":724,"createTime":725,"updateTime":726,"relativeEntities":863,"label":864,"description":865,"key":733,"publicationTags":866,"standard":26},[],{"EN":729,"VI":729},{"VI":731,"EN":732},[735,736],[739],{"id":741,"indexDatabase":869,"url":754,"indexYears":755,"academicFieldIds":874,"indexDatabaseRanking":760},{"id":743,"createTime":744,"updateTime":745,"relativeEntities":870,"label":871,"description":872,"key":751,"publicationTags":873,"standard":26},[],{"EN":748,"VI":748},{"EN":748,"VI":750},[753],[757,758,759],{"impactFactor":36,"impactFactorByYear":876,"i10Index":36,"i10IndexLast5Year":36,"totalPublication":763,"totalPublicationByYear":877,"totalCitation":36,"totalCitationByYear":878,"totalCitationPerPublication":36,"totalCitationPerPublicationByYear":879,"hindexLast5Year":36,"hindex":36},{},{"2011":241,"2012":50,"2013":103,"2014":52,"2015":356,"2016":103,"2017":51,"2018":336,"2019":336,"2020":242,"2021":240,"2022":237,"2023":173},{},{},{"volume":881,"pages":883,"issue":885},{"VOID":882},"3",{"VOID":884},"159-190",{"VOID":886},"1",{"total":539,"publishYear":26,"statisticByYear":888},{"2013":111,"2014":59,"2015":158,"2016":50,"2017":52,"2018":111,"2019":59,"2020":111,"2021":115,"2022":114,"2023":115},"2013-07-01",2013,[892,896,900,903,907,911,914,918,922,926,930,933,937,941,944,947,950,953,956,960,964,968,972,976,980,984,988,992,996,1000,1004,1008,1012,1016,1020,1024,1028,1032,1036],{"id":26,"text":893,"url":26,"identifiers":894},"Acerbi C, Tasche D (2002) On the coherence of expected shortfall. J Bank Finance 26(7):1487–1503",{"doi":895},"10.1016\u002FS0378-4266(02)00283-2",{"id":26,"text":897,"url":26,"identifiers":898},"Albrecher H, Thonhauser S (2009) Optimality results for dividend problems in insurance. RACSAM Rev R Acad Cien Ser A Mat 103(2):295–320",{"doi":899},"10.1007\u002FBF03191909",{"id":26,"text":901,"url":26,"identifiers":902},"Arrow KJ (1963) Uncertainty and the welfare economics of medical care. Am Econ Rev 53(5):941–973",{},{"id":26,"text":904,"url":26,"identifiers":905},"Artzner P, Delbaen F, Eber JM, Heath D (1999) Coherent measures of risk. Math Finance 9:203–228",{"doi":906},"10.1111\u002F1467-9965.00068",{"id":26,"text":908,"url":26,"identifiers":909},"Bernard C, Tian W (2010) Insurance market effects of risk management metrics. Geneva Risk Insur Rev 35:47–80",{"doi":910},"10.1057\u002Fgrir.2009.2",{"id":26,"text":912,"url":26,"identifiers":913},"Borch K (1960) An attempt to determine the optimum amount of stop loss reinsurance. Trans 16th Int Cong Actuar I:597–610",{},{"id":26,"text":915,"url":26,"identifiers":916},"Cai J, Tan KS, Weng C, Zhang Y (2008) Optimal reinsurance under VaR and CTE risk measures. Insur Math Econ 43(1):185–196",{"doi":917},"10.1016\u002Fj.insmatheco.2008.05.011",{"id":26,"text":919,"url":26,"identifiers":920},"Carlier G, Dana R-A (2003) Pareto efficient insurance contracts when the insurer’s cost function is discontinuous. Econ Theory 21(4):871–893",{"doi":921},"10.1007\u002Fs00199-002-0281-z",{"id":26,"text":923,"url":26,"identifiers":924},"Centeno ML, Guerra M (2010) The optimal reinsurance strategy—the individual claim case. Insur Math Econ 46(3):450–460",{"doi":925},"10.1016\u002Fj.insmatheco.2010.01.002",{"id":26,"text":927,"url":26,"identifiers":928},"Cheung KC (2010) Optimal reinsurer revisited—a geometric approach. Astin Bull 40(1):221–239",{"doi":929},"10.2143\u002FAST.40.1.2049226",{"id":26,"text":931,"url":26,"identifiers":932},"Chi Y, Tan KS (2011) Optimal reinsurance under VaR and CVaR risk measures: a simplified approach. Astin Bull 42(1):487–509",{},{"id":26,"text":934,"url":26,"identifiers":935},"Denuit M, Dhaene J, Goovaerts M, Kaas R (2005) Actuarial theory for dependent risks: measures, orders and models. Wiley, Chichester",{"doi":936},"10.1002\u002F0470016450",{"id":26,"text":938,"url":26,"identifiers":939},"Dowd K, Blake D (2006) After VaR: the theory, estimation, and insurance applications of quantile-based risk measures. J Risk Insur 73(2):193–229",{"doi":940},"10.1111\u002Fj.1539-6975.2006.00171.x",{"id":26,"text":942,"url":26,"identifiers":943},"Embrechts P, Hofert M (2010) A note on generalized inverses (Preprint).",{},{"id":26,"text":945,"url":26,"identifiers":946},"EIOPA: (2011). “Equivalence Assessment of the Swiss Supervisory System in Relation to Articles 172, 227 and 260 of the Solvency II Directive\", EIOPA-BoS-11-028. https:\u002F\u002Feiopa.europa.eu\u002Fconsultations\u002Fconsultation-papers\u002Findex.html .",{},{"id":26,"text":948,"url":26,"identifiers":949},"EIOPA (2009) Advice for level 2 implementing measures on solvency II: supervision of risk concentration and intra-group transactions, CEIOPS-DOC-53\u002F09. https:\u002F\u002Feiopa.europa.eu\u002Fconsultations\u002Fconsultation-papers\u002F2010-2009-closed-consultations\u002Findex.html .",{},{"id":26,"text":951,"url":26,"identifiers":952},"European Commission (2009) Directive 2009\u002F138\u002FEC of the European Parliament and of the Council of 25 November 2009 on the taking-up and pursuit of the business of insurance and reinsurance (Solvency II). Off J Eur Union, L335.",{},{"id":26,"text":954,"url":26,"identifiers":955},"Federal Office of Private Insurance: 2006. The Swiss experience with market consistent technical provisions—the cost of capital approach. http:\u002F\u002Fwww.finma.ch\u002Farchiv\u002Fbpv\u002Fe\u002Fthemen\u002F00506\u002F00552\u002F00727\u002Findex.html .",{},{"id":26,"text":957,"url":26,"identifiers":958},"Filipović D, Kupper M (2008) Optimal capital and risk transfers for group diversification. Math Finance 18:55–76",{"doi":959},"10.1111\u002Fj.1467-9965.2007.00322.x",{"id":26,"text":961,"url":26,"identifiers":962},"Gatzert N, Schmeiser H (2011) On the risk situation of financial conglomerates: does diversification matter? Financial Mark Portfolio Manag 25:3–26",{"doi":963},"10.1007\u002Fs11408-010-0149-3",{"id":26,"text":965,"url":26,"identifiers":966},"Guerra M, Centeno ML (2008) Optimal reinsurance policy: the adjustment coefficient and the expected utility criteria. Insur Math Econ 42(2):529–539",{"doi":967},"10.1016\u002Fj.insmatheco.2007.02.008",{"id":26,"text":969,"url":26,"identifiers":970},"Guerra M, Centeno ML (2010) Optimal reinsurance for variance related premium calculation principles. Astin Bull 40(1):97–121",{"doi":971},"10.2143\u002FAST.40.1.2049220",{"id":26,"text":973,"url":26,"identifiers":974},"Van Heerwaarden AE, Kaas R, Goovaerts MJ (1989) Optimal reinsurer in the relation to ordering of risk. Insur Math Econ 8(1):11–17",{"doi":975},"10.1016\u002F0167-6687(89)90041-3",{"id":26,"text":977,"url":26,"identifiers":978},"Hipp C, Vogt M (2003) Optimal dynamic XL reinsurance. Astin Bull 33(2):193–207",{"doi":979},"10.2143\u002FAST.33.2.503690",{"id":26,"text":981,"url":26,"identifiers":982},"Hürlimann V (2003) Conditional value-at-risk bounds for compound Poisson risks and a normal approximation. J Appl Math 3:141–153",{"doi":983},"10.1155\u002FS1110757X0320108X",{"id":26,"text":985,"url":26,"identifiers":986},"Kaluszka M (2001) Optimal reinsurance under mean-variance premium principles. Insur Math Econ 28(1):61–67",{"doi":987},"10.1016\u002FS0167-6687(00)00066-4",{"id":26,"text":989,"url":26,"identifiers":990},"Kaluszka M (2005) Truncated stop loss as optimal reinsurance agreement in one-period models. Astin Bull 35(2):337–349",{"doi":991},"10.2143\u002FAST.35.2.2003456",{"id":26,"text":993,"url":26,"identifiers":994},"Kaluszka M, Okolewski A (2008) An extension of Arrow’s result on optimal reinsurance contract. J Risk Insur 75(2):275–288",{"doi":995},"10.1111\u002Fj.1539-6975.2008.00260.x",{"id":26,"text":997,"url":26,"identifiers":998},"Keller P (2007) Group diversification. Geneva Pap 38:382–392",{"doi":999},"10.1057\u002Fpalgrave.gpp.2510131",{"id":26,"text":1001,"url":26,"identifiers":1002},"Landsberger M, Meilijson II (1994) Comonotone allocations, Bickel Lehmann dispersion and the Arrow–Pratt measure of risk aversion. Ann Oper Res 52:97–106",{"doi":1003},"10.1007\u002FBF02033185",{"id":26,"text":1005,"url":26,"identifiers":1006},"Ludkovski M, Young VR (2009) Optimal risk sharing under distorted probabilities. Math Financial Econ 2(2):87–105",{"doi":1007},"10.1007\u002Fs11579-009-0015-0",{"id":26,"text":1009,"url":26,"identifiers":1010},"Myers SC, Read JA Jr (2001) Capital allocation for insurance companies. J Risk Insur 68(4):545–580",{"doi":1011},"10.2307\u002F2691539",{"id":26,"text":1013,"url":26,"identifiers":1014},"Phillips RD, Cummins JD, Allen F (1998) Financial pricing of insurance in the multiple-line insurance company. J Risk Insur 65(4):597–636",{"doi":1015},"10.2307\u002F253804",{"id":26,"text":1017,"url":26,"identifiers":1018},"Schmidli H (2001) Optimal proportional reinsurance policies in a dynamic setting. Scand Actuar J 1:55–68",{"doi":1019},"10.1080\u002F034612301750077338",{"id":26,"text":1021,"url":26,"identifiers":1022},"Schmidli H (2002) On minimizing the ruin probability by investment and reinsurance. Ann Probab 12(3):890–907",{"doi":1023},"10.1214\u002Faoap\u002F1031863173",{"id":26,"text":1025,"url":26,"identifiers":1026},"Schlütter S, Gründl H (2011) Who benefits from buildiung insurance groups? A welfare analysis based on optimal group risk management. ICIR working paper series Nr. 8. Goethe Universität, Frankfurt am Main",{"doi":1027},"10.2139\u002Fssrn.1948485",{"id":26,"text":1029,"url":26,"identifiers":1030},"Verlaak R, Beirlant J (2003) Optimal reinsurance programs: an optimal combination of several reinsurance protections on a heterogeneous insurance Portfolio. Insur Math Econ 33(2):381–403",{"doi":1031},"10.1016\u002Fj.insmatheco.2003.08.002",{"id":26,"text":1033,"url":26,"identifiers":1034},"Wüthrich MV, Bühlmann H, Furrer H (2010) Market-consistent actuarial valuation, 2nd edn. Springer, Berlin",{"doi":1035},"10.1007\u002F978-3-642-14852-1",{"id":26,"text":1037,"url":26,"identifiers":1038},"Young VR (1999) Optimal insurance under Wang’s premium principle. Insur Math Econ 25(2):109–122",{"doi":1039},"10.1016\u002FS0167-6687(99)00012-8",false,{"id":1042,"createTime":1043,"updateTime":1044,"relativeEntities":1045,"slug":1046,"properties":1047,"entityType":788,"verifyStatus":25,"verifyTime":1044,"verifyNote":789,"syncStatus":28,"languages":1058,"translateLanguages":26,"viewCount":36,"primaryUrl":1059,"fullTextUrl":26,"authors":1060,"publicationType":849,"publisherRelationship":1119,"citationCount":287,"citationInfo":1155,"publishDate":1157,"publishYear":1158,"citationAnalyzeStatus":28,"lastCitationAnalyze":26,"indexDatabases":26,"openAccess":26,"references":1159,"isForceReanalyzing":1040},"0466a1ff-0fab-42c7-b06b-588b56abc90e","2024-04-16T11:31:28.669+00:00","2025-02-18T19:56:50.131+00:00",[],"Classification-of-scale-sensitive-telematic-observables-for-riskindividual-pricing",{"mag":1048,"keywords":1050,"openalex":1051,"abstract":1053,"title":1054,"doi":1056},{"VOID":1049},"2301896715",{},{"VOID":1052},"W2301896715",{},{"EN":1055},"Classification of scale-sensitive telematic observables for riskindividual pricing",{"VOID":1057},"10.1007\u002Fs13385-016-0127-x",[102],"http:\u002F\u002Flink.springer.com\u002F10.1007\u002Fs13385-016-0127-x",[1061,1079,1098],{"id":1062,"sortIndex":115,"researcher":26,"roles":1063,"affiliations":1064,"properties":1074},"c2d5b10d-f404-4eb1-abc6-4ef71de8ec11",[],[1065],{"id":1066,"sortIndex":36,"affiliation":1067,"properties":26},"0838a41f-a6a0-4246-abf2-1faf1cdf4e9a",{"id":1068,"createTime":1069,"updateTime":1069,"relativeEntities":1070,"slug":26,"properties":1071,"entityType":98,"verifyStatus":28,"verifyTime":26,"verifyNote":26,"syncStatus":28,"languages":26,"translateLanguages":26,"viewCount":36},"3744e58b-b53b-4df9-a590-6f7ed1d40f72","2023-12-29T22:05:53.489+00:00",[],{"title":1072},{"VI":1073},"Institute for Theoretical Physics, Leibniz University Hannover, Hannover, Germany",{"openalex":1075,"title":1077},{"VOID":1076},"A5019641326",{"EN":1078},"F. W. G. Transchel",{"id":1080,"sortIndex":36,"researcher":26,"roles":1081,"affiliations":1082,"properties":1093},"397119de-175d-438f-bc1e-0457a587e15d",[],[1083],{"id":1084,"sortIndex":36,"affiliation":1085,"properties":26},"56bd2e08-0402-4cfa-b89c-a2ac260d7a8b",{"id":1086,"createTime":1087,"updateTime":1087,"relativeEntities":1088,"slug":1089,"properties":1090,"entityType":98,"verifyStatus":28,"verifyTime":26,"verifyNote":26,"syncStatus":28,"languages":26,"translateLanguages":26,"viewCount":36},"42260a20-8cc8-4ddc-86ef-179b71f80ed7","2024-04-16T11:31:28.682+00:00",[],"Institute-for-Risk-and-Insurance-Leibniz-University-Hannover-Hannover-Germany",{"title":1091},{"EN":1092},"Institute for Risk and Insurance, Leibniz University Hannover, Hannover, Germany",{"openalex":1094,"title":1096},{"VOID":1095},"A5003921458",{"EN":1097},"W. Weidner",{"id":1099,"sortIndex":114,"researcher":26,"roles":1100,"affiliations":1101,"properties":1112},"92455387-340a-4e61-8bf8-825b2666262b",[],[1102],{"id":1103,"sortIndex":36,"affiliation":1104,"properties":26},"f62159b0-174c-4f4d-89eb-2163b1611105",{"id":1105,"createTime":1106,"updateTime":1106,"relativeEntities":1107,"slug":1108,"properties":1109,"entityType":98,"verifyStatus":28,"verifyTime":26,"verifyNote":26,"syncStatus":28,"languages":26,"translateLanguages":26,"viewCount":36},"ce9e1606-9339-4170-8f81-3ed066c000d0","2024-04-16T11:31:28.708+00:00",[],"Helmut-Schmidt-University-Laboratory-for-Manufacturing-Technology-Hamburg-Germany",{"title":1110},{"EN":1111},"Helmut-Schmidt-University, Laboratory for Manufacturing Technology, Hamburg, Germany",{"openalex":1113,"orcid":1115,"title":1117},{"VOID":1114},"A5055060163",{"VOID":1116},"https:\u002F\u002Forcid.org\u002F0000-0003-1286-4458",{"EN":1118},"Robert Weidner",{"url":26,"publisher":1120,"properties":1149},{"id":659,"createTime":660,"updateTime":661,"relativeEntities":1121,"slug":663,"properties":1122,"entityType":24,"verifyStatus":28,"verifyTime":26,"verifyNote":26,"syncStatus":28,"languages":26,"translateLanguages":26,"viewCount":36,"subjectFields":1127,"manageAffiliations":1128,"indexDatabases":1129,"url":26,"thumbnailPath":26,"statistic":1144,"gsStatistic":26,"type":175,"analyzePriority":26},[],{"issn":1123,"eissn":1124,"title":1125,"url":1126},{"VOID":666},{"VOID":668},{"EN":670},{"VOID":672},[],[],[1130,1137],{"id":722,"indexDatabase":1131,"url":737,"indexYears":26,"academicFieldIds":1136,"indexDatabaseRanking":26},{"id":724,"createTime":725,"updateTime":726,"relativeEntities":1132,"label":1133,"description":1134,"key":733,"publicationTags":1135,"standard":26},[],{"EN":729,"VI":729},{"VI":731,"EN":732},[735,736],[739],{"id":741,"indexDatabase":1138,"url":754,"indexYears":755,"academicFieldIds":1143,"indexDatabaseRanking":760},{"id":743,"createTime":744,"updateTime":745,"relativeEntities":1139,"label":1140,"description":1141,"key":751,"publicationTags":1142,"standard":26},[],{"EN":748,"VI":748},{"EN":748,"VI":750},[753],[757,758,759],{"impactFactor":36,"impactFactorByYear":1145,"i10Index":36,"i10IndexLast5Year":36,"totalPublication":763,"totalPublicationByYear":1146,"totalCitation":36,"totalCitationByYear":1147,"totalCitationPerPublication":36,"totalCitationPerPublicationByYear":1148,"hindexLast5Year":36,"hindex":36},{},{"2011":241,"2012":50,"2013":103,"2014":52,"2015":356,"2016":103,"2017":51,"2018":336,"2019":336,"2020":242,"2021":240,"2022":237,"2023":173},{},{},{"volume":1150,"pages":1152,"issue":1154},{"VOID":1151},"6",{"VOID":1153},"3-24",{"VOID":886},{"total":287,"publishYear":26,"statisticByYear":1156},{"2016":115,"2017":59,"2018":162,"2019":59,"2020":158,"2021":162,"2022":135,"2023":114,"2024":115},"2016-07-01",2016,[1160,1163,1166,1169,1173,1176,1179,1182,1185,1188,1191,1194,1197,1200,1203,1206,1209,1212,1216,1219,1222,1225,1228,1232,1236,1239,1243],{"id":26,"text":1161,"url":26,"identifiers":1162},"BIBA (2012) Research on telematics market. http:\u002F\u002Fwww.biba.org.uk\u002FUploadedFiles\u002F556biba%20research%20paper.pdf . Accessed Oct 2015",{},{"id":26,"text":1164,"url":26,"identifiers":1165},"Bracewell RN (1986) The Fourier transform and its applications. McGraw Hill, New York",{},{"id":26,"text":1167,"url":26,"identifiers":1168},"Bruneteau F (2015) The impact of telematics on the motor insurance business model. Focus-Motor Insurance & Reinsurance, p 14–21",{},{"id":26,"text":1170,"url":26,"identifiers":1171},"Cooley J, Tukey JW (1965) An Algorithm for the Machine Calculation of Complex Fourier Series. Math Comp 19(90):297–301",{"doi":1172},"10.1090\u002FS0025-5718-1965-0178586-1",{"id":26,"text":1174,"url":26,"identifiers":1175},"Daschner D, Gwehenberger H, Schwarz S, Wermuth G, Schönfelder M, Hofmann F (2010) Unfallstruktur- und Wirkpotenzialanalysen zu den AKTIV-Applikationen auf der Basis von Pkw-Haftpflichtschäden mit Personenschaden. Bericht zum Forschungsprojekt AKTIV-AS, Bundesministerium für Wirtschaft und Verkehr, München",{},{"id":26,"text":1177,"url":26,"identifiers":1178},"Duda RO, Hart PE, Stork DG (2000) Pattern classification, 2nd edn. Wiley-Interscience, New York",{},{"id":26,"text":1180,"url":26,"identifiers":1181},"Dym H, McKean HP (1972) Fourier Series and Integrals. Academic Press, New York",{},{"id":26,"text":1183,"url":26,"identifiers":1184},"Unfalltypen-Katalog GDV (1998) Leitfaden zur Bestimmung des Unfalltyps. Gesamtverband der Deutschen Versicherungswirtschaft e.V. (damals: Institut für Straßenverkehr), Köln",{},{"id":26,"text":1186,"url":26,"identifiers":1187},"Gschwendtner K, Kiss M, Gwehenberger J, Lienkamp M (2014) “In-Depth”-Schadenanalyse, Anforderungen und Potenziale. VKU Verkehrsunfall und Fahrzeugtechnik 272–284",{},{"id":26,"text":1189,"url":26,"identifiers":1190},"Insurance Europe (2014) Statistics No50- European Insurance in Figures. http:\u002F\u002Fwww.insuranceeurope.eu\u002Fuploads\u002FModules\u002FPublications\u002Fstatisticseuropeaninsuranceinfigures.pdf . Accessed July 2015",{},{"id":26,"text":1192,"url":26,"identifiers":1193},"KPMG, Gibt es eine Zukunft für die KFZ-Versicherung? KPMG AG Wirtschaftsprüfungsgesellschaft, Berlin, 2015",{},{"id":26,"text":1195,"url":26,"identifiers":1196},"Karapiperis D, Obersteadt A, Brandenburg A, Castagna S, Birnbaum B, Greenberg A, Harbage R (2015) Usage-based insurance and vehicle telematics: insurance market and regulatory implications. CIPR Study Series 2015–1:1–79",{},{"id":26,"text":1198,"url":26,"identifiers":1199},"Malta L, Ljung Aust M, Faber F, Metz B, Saint Pierre G, Benmimoun M, Schäfer R (2012) Deliverable 6.4—Final results: impacts on traffic safety. http:\u002F\u002Fwww.eurofot-ip.eu\u002Fdownload\u002Flibrary\u002Fdeliverables\u002Feurofotsp620121121v11dld64_final_results_impacts_on_traffic_safety.pdf . Accessed Oct 2015",{},{"id":26,"text":1201,"url":26,"identifiers":1202},"Morawetz M (2015) Keine aktuariell auskalkulierten Telematikprodukte. http:\u002F\u002Fversicherungswirtschaft-heute.de\u002Fkoepfe\u002Fkeine-aktuariell-auskalkulierten-telematikprodukte\u002F . Accessed July 2015",{},{"id":26,"text":1204,"url":26,"identifiers":1205},"Niemann H (2003) Klassifikation von Mustern. 2nd Edition in the internet, http:\u002F\u002Fwww5.cs.fau.de\u002Ffileadmin\u002FPersons\u002FNiemannHeinrich\u002Fklassifikation-von-mustern\u002Fm00-www.pdf . Accessed October 2015",{},{"id":26,"text":1207,"url":26,"identifiers":1208},"Nießen G (2015) Towers Watson: Telematik-Tarife sind in fünf Jahren etabliert. http:\u002F\u002Fversicherungswirtschaft-heute.de\u002Fmaerkte\u002Ftowers-watson-telematik-tarife-sind-in-funf-jahren-etabliert\u002F . Accessed July 2015",{},{"id":26,"text":1210,"url":26,"identifiers":1211},"Perner P, Petrou M (eds) (1999) Machine learning and data mining in pattern recognition. Springer-Verlag, Berlin Heidelberg",{},{"id":26,"text":1213,"url":26,"identifiers":1214},"Scott AJ, Knott M (1974) A cluster analysis method for grouping means in the analysis of variance. Biometrics 30(3):507–512",{"doi":1215},"10.2307\u002F2529204",{"id":26,"text":1217,"url":26,"identifiers":1218},"Statistisches Bundesamt, Verkehr—Verkehrsunfälle 2014. Fachserie 8 Reihe 7, Wiesbaden, 2015",{},{"id":26,"text":1220,"url":26,"identifiers":1221},"Swiss Re (2015) Life insurance in the digital age: fundamental transformation ahead. Sigma 6\u002F2015, Zürich,",{},{"id":26,"text":1223,"url":26,"identifiers":1224},"Theodoridis S, Koutroumbas K (2008) Pattern recognition, 4th edn. Academic Press, Boston",{},{"id":26,"text":1226,"url":26,"identifiers":1227},"Walker JS (1988) Fourier analysis. Oxford University Press, New York",{},{"id":26,"text":1229,"url":26,"identifiers":1230},"Weidner W, Transchel FWG (2015) Aktuarielle Besonderheiten bei der Kalkulation von Telematik-Tarifen in der Kfz-Versicherung. ZVersWiss 104(5):595–614",{"doi":1231},"10.1007\u002Fs12297-015-0320-z",{"id":26,"text":1233,"url":26,"identifiers":1234},"Weidner W, Transchel FWG, Weidner R (2015) Telematic Driving Profile Classification in Car Insurance Pricing. Working Paper",{"doi":1235},"10.1017\u002FS1748499516000130",{"id":26,"text":1237,"url":26,"identifiers":1238},"Weidner W, Weidner R, Transchel FWG (2015) Die Implementierung der Pkw-Telematik in die Kfz-Versicherungstarifierung—Ein Analyse-Ansatz für Fahrprofile. Zeitschrift für Verkehrswissenschaft 85(2):91–121",{},{"id":26,"text":1240,"url":26,"identifiers":1241},"Wolff DD, Parsons ML (1983) Pattern recognition approach to data interpretation. Plenum Press, New York",{"doi":1242},"10.1007\u002F978-1-4615-9331-7",{"id":26,"text":1244,"url":26,"identifiers":1245},"Wong MW (2011) Discrete Fourier analysis. Birkhäuser Verlag, Basel",{"doi":1246},"10.1007\u002F978-3-0348-0116-4",{"id":1248,"createTime":1249,"updateTime":1250,"relativeEntities":1251,"slug":1252,"properties":1253,"entityType":788,"verifyStatus":25,"verifyTime":1250,"verifyNote":789,"syncStatus":28,"languages":1264,"translateLanguages":26,"viewCount":36,"primaryUrl":1265,"fullTextUrl":26,"authors":1266,"publicationType":849,"publisherRelationship":1301,"citationCount":79,"citationInfo":1331,"publishDate":889,"publishYear":890,"citationAnalyzeStatus":1333,"lastCitationAnalyze":1334,"indexDatabases":26,"openAccess":26,"references":1335,"isForceReanalyzing":1040},"e2b1ad84-2300-4c09-88a0-692f7ff5c5eb","2024-04-14T07:12:14.699+00:00","2024-12-14T16:13:56.148+00:00",[],"Capturing-parameter-risk-with-convex-risk-measures",{"mag":1254,"keywords":1256,"openalex":1257,"abstract":1259,"title":1260,"doi":1262},{"VOID":1255},"2010029812",{},{"VOID":1258},"W2010029812",{},{"EN":1261},"Capturing parameter risk with convex risk measures",{"VOID":1263},"10.1007\u002Fs13385-013-0070-z",[102],"http:\u002F\u002Flink.springer.com\u002F10.1007\u002Fs13385-013-0070-z",[1267,1287],{"id":1268,"sortIndex":115,"researcher":26,"roles":1269,"affiliations":1270,"properties":1280},"81b7ef53-45f0-480d-9c87-70b715b7a65c",[],[1271],{"id":26,"sortIndex":36,"affiliation":1272,"properties":26},{"id":1273,"createTime":1274,"updateTime":1274,"relativeEntities":1275,"slug":1276,"properties":1277,"entityType":98,"verifyStatus":28,"verifyTime":26,"verifyNote":26,"syncStatus":28,"languages":26,"translateLanguages":26,"viewCount":36},"73178230-f490-4748-aad9-2f9399741ec6","2024-04-14T07:12:14.708+00:00",[],"Parkring-11-85748-Garching-bei-M%C3%BCnchen-Germany",{"title":1278},{"EN":1279},"Parkring 11, 85748, Garching bei München, Germany",{"openalex":1281,"orcid":1283,"title":1285},{"VOID":1282},"A5085916152",{"VOID":1284},"https:\u002F\u002Forcid.org\u002F0000-0002-0866-7374",{"EN":1286},"Matthias Scherer",{"id":1288,"sortIndex":36,"researcher":26,"roles":1289,"affiliations":1290,"properties":1296},"da0279d0-b966-4f85-afad-9e9c2b39a39d",[],[1291],{"id":26,"sortIndex":36,"affiliation":1292,"properties":26},{"id":1273,"createTime":1274,"updateTime":1274,"relativeEntities":1293,"slug":1276,"properties":1294,"entityType":98,"verifyStatus":28,"verifyTime":26,"verifyNote":26,"syncStatus":28,"languages":26,"translateLanguages":26,"viewCount":36},[],{"title":1295},{"EN":1279},{"openalex":1297,"title":1299},{"VOID":1298},"A5014069534",{"EN":1300},"Karl Friedrich Bannör",{"url":26,"publisher":1302,"properties":26},{"id":659,"createTime":660,"updateTime":661,"relativeEntities":1303,"slug":663,"properties":1304,"entityType":24,"verifyStatus":28,"verifyTime":26,"verifyNote":26,"syncStatus":28,"languages":26,"translateLanguages":26,"viewCount":36,"subjectFields":1309,"manageAffiliations":1310,"indexDatabases":1311,"url":26,"thumbnailPath":26,"statistic":1326,"gsStatistic":26,"type":175,"analyzePriority":26},[],{"issn":1305,"eissn":1306,"title":1307,"url":1308},{"VOID":666},{"VOID":668},{"EN":670},{"VOID":672},[],[],[1312,1319],{"id":722,"indexDatabase":1313,"url":737,"indexYears":26,"academicFieldIds":1318,"indexDatabaseRanking":26},{"id":724,"createTime":725,"updateTime":726,"relativeEntities":1314,"label":1315,"description":1316,"key":733,"publicationTags":1317,"standard":26},[],{"EN":729,"VI":729},{"VI":731,"EN":732},[735,736],[739],{"id":741,"indexDatabase":1320,"url":754,"indexYears":755,"academicFieldIds":1325,"indexDatabaseRanking":760},{"id":743,"createTime":744,"updateTime":745,"relativeEntities":1321,"label":1322,"description":1323,"key":751,"publicationTags":1324,"standard":26},[],{"EN":748,"VI":748},{"EN":748,"VI":750},[753],[757,758,759],{"impactFactor":36,"impactFactorByYear":1327,"i10Index":36,"i10IndexLast5Year":36,"totalPublication":763,"totalPublicationByYear":1328,"totalCitation":36,"totalCitationByYear":1329,"totalCitationPerPublication":36,"totalCitationPerPublicationByYear":1330,"hindexLast5Year":36,"hindex":36},{},{"2011":241,"2012":50,"2013":103,"2014":52,"2015":356,"2016":103,"2017":51,"2018":336,"2019":336,"2020":242,"2021":240,"2022":237,"2023":173},{},{},{"total":79,"publishYear":26,"statisticByYear":1332},{"2013":115,"2014":111,"2015":162,"2016":162,"2017":115,"2018":111,"2019":111,"2020":114,"2021":111,"2022":115,"2023":115},"ERROR_IN_ANALYZE_CITATION","2024-04-14T18:55:56.888+00:00",[1336,1340,1342,1345,1348,1352,1356,1360,1364,1368,1372,1376,1380,1384,1388,1392,1396,1399,1403,1407,1411,1415,1418,1422,1426,1429,1432,1436,1439,1442,1446,1449,1452,1455,1459,1463,1467,1471,1475,1478,1482,1486,1490,1493,1497,1500],{"id":26,"text":1337,"url":26,"identifiers":1338},"Acerbi C (2002) Spectral measures of risk: a coherent representation of subjective risk aversion. J Bank Finance 26(7):1505–1518",{"doi":1339},"10.1016\u002FS0378-4266(02)00281-9",{"id":26,"text":893,"url":26,"identifiers":1341},{"doi":895},{"id":26,"text":1343,"url":26,"identifiers":1344},"Albrecher H, Mayer P, Schoutens W, Tistaert J (2007) The little Heston trap. Wilmott Mag 1:83–92",{},{"id":26,"text":1346,"url":26,"identifiers":1347},"Artzner P, Delbaen F, Eber JM, Heath D (1999) Coherent measures of risk. Math Finance 9(3):203–228",{"doi":906},{"id":26,"text":1349,"url":26,"identifiers":1350},"Avellaneda M, Levy A, Paras A (1995) Pricing and hedging derivative securities in markets with uncertain volatilities. Appl Math Finance 2:73–88",{"doi":1351},"10.1080\u002F13504869500000005",{"id":26,"text":1353,"url":26,"identifiers":1354},"Barndorff-Nielsen OE, Shephard N (2001) Non-Gaussian Ornstein–Uhlenbeck-based models and some of their uses in financial economics. J R Stat Soc Ser B (Stat Methodol) 63:167–241",{"doi":1355},"10.1111\u002F1467-9868.00282",{"id":26,"text":1357,"url":26,"identifiers":1358},"Bartoszynski R (1961) A characterization of the weak convergence of measures. Ann Math Stat 32(2):561–576",{"doi":1359},"10.1214\u002Faoms\u002F1177705061",{"id":26,"text":1361,"url":26,"identifiers":1362},"Bion-Nadal J (2009) Bid-ask dynamic pricing in financial markets with transaction costs and liquidity risk. J Math Econ 45(11):738–750",{"doi":1363},"10.1016\u002Fj.jmateco.2009.05.004",{"id":26,"text":1365,"url":26,"identifiers":1366},"Carr P, Madan D (1999) Option valuation using the fast Fourier transform. J Comput Finance 2:61–73",{"doi":1367},"10.21314\u002FJCF.1999.043",{"id":26,"text":1369,"url":26,"identifiers":1370},"Carr P, Geman H, Madan D (2001) Pricing and hedging in incomplete markets. J Financ Econ 62:131–167",{"doi":1371},"10.1016\u002FS0304-405X(01)00075-7",{"id":26,"text":1373,"url":26,"identifiers":1374},"Černy A (2009) Mathematical techniques in finance: tools for incomplete markets, 2nd edn. Princeton University Press, Princeton",{"doi":1375},"10.1515\u002F9781400831487",{"id":26,"text":1377,"url":26,"identifiers":1378},"Cherny A, Madan D (2010) Markets as a counterparty: an introduction to conic finance. Int J Theoret Appl Finance 13(8):1149–1177",{"doi":1379},"10.1142\u002FS0219024910006157",{"id":26,"text":1381,"url":26,"identifiers":1382},"Clark P (1973) A subordinated stochastic process model with finite variance for speculative prices. Econometrica 41(1):135–155",{"doi":1383},"10.2307\u002F1913889",{"id":26,"text":1385,"url":26,"identifiers":1386},"Cont R (2006) Model uncertainty and its impact on the pricing of derivative instruments. Math Finance 16(3):519–547",{"doi":1387},"10.1111\u002Fj.1467-9965.2006.00281.x",{"id":26,"text":1389,"url":26,"identifiers":1390},"Cont R, Tankov P (2004) Financial modelling with jump processes. Chapman and Hall\u002FCRC Financial Mathematics Series, Boca Raton",{"doi":1391},"10.1201\u002F9780203485217",{"id":26,"text":1393,"url":26,"identifiers":1394},"Detlefsen K, Härdle W (2007) Calibration risk for exotic options. J Deriv 14(4):47–63",{"doi":1395},"10.3905\u002Fjod.2007.686422",{"id":26,"text":1397,"url":26,"identifiers":1398},"Fisher R (1915) Frequency distribution of the values of the correlation coefficient in samples of an indefinitely large population. Biometrika 10(4):507–521",{},{"id":26,"text":1400,"url":26,"identifiers":1401},"Föllmer H, Leukert P (1999) Quantile hedging. Finance Stochast 3(3):251–273",{"doi":1402},"10.1007\u002Fs007800050062",{"id":26,"text":1404,"url":26,"identifiers":1405},"Föllmer H, Leukert P (2000) Efficient hedging. Finance Stochast 4(2):117–146",{"doi":1406},"10.1007\u002Fs007800050008",{"id":26,"text":1408,"url":26,"identifiers":1409},"Föllmer H, Schied A (2002) Convex measures of risk and trading constraints. Finance Stochast 6(4):429–447",{"doi":1410},"10.1007\u002Fs007800200072",{"id":26,"text":1412,"url":26,"identifiers":1413},"Föllmer H, Schied A (2011) Stochastic Finance, 3rd edn. De Gruyter, Boston",{"doi":1414},"10.1515\u002F9783110218053",{"id":26,"text":1416,"url":26,"identifiers":1417},"Föllmer H, Schweizer M (1990) Hedging of contingent claims under incomplete information. In: Applied stochastic analysis, pp 389–414",{},{"id":26,"text":1419,"url":26,"identifiers":1420},"Frittelli M, Scandolo G (2006) Risk measures and capital requirements for processes. Math Finance 16(4):589–612",{"doi":1421},"10.1111\u002Fj.1467-9965.2006.00285.x",{"id":26,"text":1423,"url":26,"identifiers":1424},"Guillaume F., Schoutens W. (2011) Calibration risk: illustrating the impact of calibration risk under the Heston model. Rev Deriv Res",{"doi":1425},"10.1007\u002Fs11147-011-9069-2",{"id":26,"text":1427,"url":26,"identifiers":1428},"Gupta A., Reisinger C. (2012) Robust calibration of financial models using Bayesian estimators. J Comput Finance (to appear)",{},{"id":26,"text":1430,"url":26,"identifiers":1431},"Gupta A, Reisinger C, Whitley A (2010) Model uncertainty and its impact on derivative pricing. In: Bocker K (ed) Rethinking risk measurement and reporting, pp 137–175",{},{"id":26,"text":1433,"url":26,"identifiers":1434},"Heston S (1993) A closed-form solution for options with stochastic volatility with applications to bond and currency options. Rev Financ Stud 6(2):327–343",{"doi":1435},"10.1093\u002Frfs\u002F6.2.327",{"id":26,"text":1437,"url":26,"identifiers":1438},"Hörmander L (1990) The analysis of linear partial differential operators I: distribution theory and Fourier analysis. Springer, Berlin",{},{"id":26,"text":1440,"url":26,"identifiers":1441},"Jessen C, Poulsen R (2010) Empirical performance of model for barrier option valuation. Working Paper",{},{"id":26,"text":1443,"url":26,"identifiers":1444},"Jouini E, Schachermayer W, Touzi N (2006) Law invariant risk measures have the Fatou property. Adv Math Econ 9(1):49–71",{"doi":1445},"10.1007\u002F4-431-34342-3_4",{"id":26,"text":1447,"url":26,"identifiers":1448},"Knight F (1921) Risk, uncertainty, and profit. Hart, Schaffner & Marx, Boston",{},{"id":26,"text":1450,"url":26,"identifiers":1451},"Krätschmer V (2006) On σ-additive robust representation of convex risk measures for unbounded financial positions in the presence of uncertainty about the market model. SFB 649, Deutsche Forschungsgemeinschaft",{},{"id":26,"text":1453,"url":26,"identifiers":1454},"Krätschmer V, Schied A, Zähle H (2012) Comparative and qualitative robustness for law-invariant risk measures. Working Paper",{},{"id":26,"text":1456,"url":26,"identifiers":1457},"Kusuoka S (2001) On law invariant coherent risk measures. Adv Math Econ 3",{"doi":1458},"10.1007\u002F978-4-431-67891-5_4",{"id":26,"text":1460,"url":26,"identifiers":1461},"Lindström E (2010) Implication of parameter uncertainty on option prices. Adv Decis Sci",{"doi":1462},"10.1155\u002F2010\u002F598103",{"id":26,"text":1464,"url":26,"identifiers":1465},"Madan D, Senata E (1990) The variance gamma model for share market returns. J Bus 63(4):511–524",{"doi":1466},"10.1086\u002F296519",{"id":26,"text":1468,"url":26,"identifiers":1469},"Madan D, Carr P, Chang E (1998) The variance gamma process and option pricing. Rev Finance 2(1):79–105",{"doi":1470},"10.1023\u002FA:1009703431535",{"id":26,"text":1472,"url":26,"identifiers":1473},"Margrabe W (1975) The value of an option to exchange one asset for another. J Finance 23(1):177–186",{"doi":1474},"10.1111\u002Fj.1540-6261.1978.tb03397.x",{"id":26,"text":1476,"url":26,"identifiers":1477},"McNeil A., Frey R., Embrechts P. (2005) Quantitative risk management. Princeton University Press, Princeton",{},{"id":26,"text":1479,"url":26,"identifiers":1480},"Olkin I, Pratt R (1958) Unbiased estimation of certain correlation coefficients. Ann Math Stat 29(1):201–211",{"doi":1481},"10.1214\u002Faoms\u002F1177706717",{"id":26,"text":1483,"url":26,"identifiers":1484},"Schoutens W, Simons E, Tistaert J (2004) A perfect calibration! Now what? Wilmott Mag 3",{"doi":1485},"10.1002\u002Fwilm.42820040216",{"id":26,"text":1487,"url":26,"identifiers":1488},"Schweizer M (1991) Option hedging for semimartingales. Stoch Process Appl 37(2):339–363",{"doi":1489},"10.1016\u002F0304-4149(91)90053-F",{"id":26,"text":1491,"url":26,"identifiers":1492},"van der Vaart A (2000) Asymptotic statistics. Cambridge Series in Statistical and Probabilistic Mathematics",{},{"id":26,"text":1494,"url":26,"identifiers":1495},"Weber S (2006) Distribution invariant measures, information, and dynamic consistency. Math Finance 16(2):419–442",{"doi":1496},"10.1111\u002Fj.1467-9965.2006.00277.x",{"id":26,"text":1498,"url":26,"identifiers":1499},"Werner D. (2007) Funktionalanalysis. Springer, Berlin",{},{"id":26,"text":1501,"url":26,"identifiers":1502},"Xu M (2006) Risk measure pricing and hedging in incomplete markets. Ann Finance 2:51–71",{"doi":1503},"10.1007\u002Fs10436-005-0023-x",{"id":1505,"createTime":1506,"updateTime":1507,"relativeEntities":1508,"slug":1509,"properties":1510,"entityType":788,"verifyStatus":25,"verifyTime":1507,"verifyNote":789,"syncStatus":28,"languages":1521,"translateLanguages":26,"viewCount":36,"primaryUrl":1522,"fullTextUrl":26,"authors":1523,"publicationType":849,"publisherRelationship":1542,"citationCount":260,"citationInfo":1572,"publishDate":1574,"publishYear":1575,"citationAnalyzeStatus":1333,"lastCitationAnalyze":1576,"indexDatabases":26,"openAccess":26,"references":1577,"isForceReanalyzing":1040},"db3d3c0e-766d-4025-a532-85145acfc7bf","2024-04-11T20:34:41.240+00:00","2025-01-31T05:24:50.297+00:00",[],"Investing-in-your-own-and-peers-risks-the-simple-analytics-of-P2P-insurance",{"mag":1511,"keywords":1513,"openalex":1514,"abstract":1516,"title":1517,"doi":1519},{"VOID":1512},"3033856503",{},{"VOID":1515},"W3033856503",{},{"EN":1518},"Investing in your own and peers’ risks: the simple analytics of P2P insurance",{"VOID":1520},"10.1007\u002Fs13385-020-00238-x",[102],"https:\u002F\u002Flink.springer.com\u002F10.1007\u002Fs13385-020-00238-x",[1524],{"id":1525,"sortIndex":36,"researcher":26,"roles":1526,"affiliations":1527,"properties":1537},"b23c9a6a-4875-4fdc-a0b1-df740cd32f98",[],[1528],{"id":26,"sortIndex":36,"affiliation":1529,"properties":26},{"id":1530,"createTime":1531,"updateTime":1531,"relativeEntities":1532,"slug":1533,"properties":1534,"entityType":98,"verifyStatus":28,"verifyTime":26,"verifyNote":26,"syncStatus":28,"languages":26,"translateLanguages":26,"viewCount":36},"8d60ba8f-e36d-4073-ad0a-2d0209ab744e","2024-04-11T20:34:41.247+00:00",[],"ISBA-LIDAM-Universit%C3%A9-Catholique-de-Louvain-UCLouvain-Louvain-la-Neuve-Belgium",{"title":1535},{"EN":1536},"ISBA (LIDAM), Université Catholique de Louvain (UCLouvain), Louvain-la-Neuve, Belgium",{"openalex":1538,"title":1540},{"VOID":1539},"A5029060737",{"EN":1541},"Michel Denuit",{"url":26,"publisher":1543,"properties":26},{"id":659,"createTime":660,"updateTime":661,"relativeEntities":1544,"slug":663,"properties":1545,"entityType":24,"verifyStatus":28,"verifyTime":26,"verifyNote":26,"syncStatus":28,"languages":26,"translateLanguages":26,"viewCount":36,"subjectFields":1550,"manageAffiliations":1551,"indexDatabases":1552,"url":26,"thumbnailPath":26,"statistic":1567,"gsStatistic":26,"type":175,"analyzePriority":26},[],{"issn":1546,"eissn":1547,"title":1548,"url":1549},{"VOID":666},{"VOID":668},{"EN":670},{"VOID":672},[],[],[1553,1560],{"id":722,"indexDatabase":1554,"url":737,"indexYears":26,"academicFieldIds":1559,"indexDatabaseRanking":26},{"id":724,"createTime":725,"updateTime":726,"relativeEntities":1555,"label":1556,"description":1557,"key":733,"publicationTags":1558,"standard":26},[],{"EN":729,"VI":729},{"VI":731,"EN":732},[735,736],[739],{"id":741,"indexDatabase":1561,"url":754,"indexYears":755,"academicFieldIds":1566,"indexDatabaseRanking":760},{"id":743,"createTime":744,"updateTime":745,"relativeEntities":1562,"label":1563,"description":1564,"key":751,"publicationTags":1565,"standard":26},[],{"EN":748,"VI":748},{"EN":748,"VI":750},[753],[757,758,759],{"impactFactor":36,"impactFactorByYear":1568,"i10Index":36,"i10IndexLast5Year":36,"totalPublication":763,"totalPublicationByYear":1569,"totalCitation":36,"totalCitationByYear":1570,"totalCitationPerPublication":36,"totalCitationPerPublicationByYear":1571,"hindexLast5Year":36,"hindex":36},{},{"2011":241,"2012":50,"2013":103,"2014":52,"2015":356,"2016":103,"2017":51,"2018":336,"2019":336,"2020":242,"2021":240,"2022":237,"2023":173},{},{},{"total":260,"publishYear":26,"statisticByYear":1573},{"2020":115,"2021":50,"2022":50,"2023":50,"2024":115},"2020-12-01",2020,"2024-04-12T00:43:14.620+00:00",[1578,1582,1586,1590,1594,1598,1602,1606,1610,1613,1616,1619,1622,1626],{"id":26,"text":1579,"url":26,"identifiers":1580},"Abdikerimova S, Feng R (2019) Peer-to-Peer multi-risk insurance and mutual aid. Available at SSRN. https:\u002F\u002Fssrn.com\u002Fabstract=3505646",{"doi":1581},"10.2139\u002Fssrn.3505646",{"id":26,"text":1583,"url":26,"identifiers":1584},"Denuit M (2019) Size-biased transform and conditional mean risk sharing, with application to P2P insurance and tontines. ASTIN Bull 49:591–617",{"doi":1585},"10.1017\u002Fasb.2019.24",{"id":26,"text":1587,"url":26,"identifiers":1588},"Denuit M (2019) Size-biased risk measures of compound sums. N Am Actuar J. https:\u002F\u002Fdoi.org\u002F10.1080\u002F10920277.2019.1676787",{"doi":1589},"10.1080\u002F10920277.2019.1676787",{"id":26,"text":1591,"url":26,"identifiers":1592},"Denuit M, Dhaene J (2012) Convex order and comonotonic conditional mean risk sharing. Insur Math Econ 51:265–270",{"doi":1593},"10.1016\u002Fj.insmatheco.2012.04.005",{"id":26,"text":1595,"url":26,"identifiers":1596},"Denuit M, Robert CY (2020) Ultimate behavior of conditional mean risk sharing for independent losses (submitted)",{"doi":1597},"10.1017\u002Fasb.2020.23",{"id":26,"text":1599,"url":26,"identifiers":1600},"Denuit M, Robert CY (2020) From risk sharing to pure premium for a large number of heterogeneous losses (submitted)",{"doi":1601},"10.1016\u002Fj.insmatheco.2020.11.006",{"id":26,"text":1603,"url":26,"identifiers":1604},"Dhaene J, Denuit M, Goovaerts MJ, Kaas R, Vyncke D (2002) The concept of comonotonicity in actuarial science and finance: theory. Insur Math Econ 31:3–33",{"doi":1605},"10.1016\u002FS0167-6687(02)00134-8",{"id":26,"text":1607,"url":26,"identifiers":1608},"Dhaene J, Denuit M, Goovaerts MJ, Kaas R, Vyncke D (2002) The concept of comonotonicity in actuarial science and finance: applications. Insur Math Econ 31:133–161",{"doi":1609},"10.1016\u002FS0167-6687(02)00135-X",{"id":26,"text":1611,"url":26,"identifiers":1612},"Dhaene J, Linders D (2019) Foundations of risk measurement. Unpublished Lecture Notes",{},{"id":26,"text":1614,"url":26,"identifiers":1615},"Dutang C, Goulet V, Pigeon M (2008) Actuar: an R package for actuarial science. J Stat Softw 25:1–37",{},{"id":26,"text":1617,"url":26,"identifiers":1618},"Eling M, Lehmann M (2018) The impact of digitalization on the insurance value chain and the insurability of risks. Geneva Papers 43:359–396",{},{"id":26,"text":1620,"url":26,"identifiers":1621},"MacMinn R, Ren Y (2011) Mutual versus stock insurers: a synthesis of the theoretical and empirical research. J Insur Issues 34:101–111",{},{"id":26,"text":1623,"url":26,"identifiers":1624},"Mayers D, Smith CW (2002) Ownership structure and control: property-casualty insurer conversion to stock charter. J Financ Serv Res 21:117–144",{"doi":1625},"10.1023\u002FA:1014377819009",{"id":26,"text":1627,"url":26,"identifiers":1628},"Viswanathan KS, Cummins JD (2003) Ownership structure changes in the insurance industry: an analysis of demutualization. J Risk Insur 70:401–437",{"doi":1629},"10.1111\u002F1539-6975.t01-1-00058",{"id":1631,"createTime":1632,"updateTime":1633,"relativeEntities":1634,"slug":1635,"properties":1636,"entityType":788,"verifyStatus":25,"verifyTime":1633,"verifyNote":789,"syncStatus":28,"languages":1647,"translateLanguages":26,"viewCount":36,"primaryUrl":1648,"fullTextUrl":26,"authors":1649,"publicationType":849,"publisherRelationship":1691,"citationCount":241,"citationInfo":1728,"publishDate":1730,"publishYear":1731,"citationAnalyzeStatus":28,"lastCitationAnalyze":26,"indexDatabases":26,"openAccess":26,"references":1732,"isForceReanalyzing":1040},"bc314ef8-75eb-4ce5-96f1-ad607a5cf58f","2024-04-18T16:52:24.124+00:00","2025-01-07T07:58:15.356+00:00",[],"Feature-extraction-from-telematics-car-driving-heatmaps",{"mag":1637,"keywords":1639,"openalex":1640,"abstract":1642,"title":1643,"doi":1645},{"VOID":1638},"3123537407",{},{"VOID":1641},"W3123537407",{},{"EN":1644},"Feature extraction from telematics car driving heatmaps",{"VOID":1646},"10.1007\u002Fs13385-018-0181-7",[102],"http:\u002F\u002Flink.springer.com\u002F10.1007\u002Fs13385-018-0181-7",[1650,1671],{"id":1651,"sortIndex":115,"researcher":26,"roles":1652,"affiliations":1653,"properties":1664},"ff94fa04-f1fc-47df-a26b-2941a80ed0b8",[],[1654],{"id":1655,"sortIndex":36,"affiliation":1656,"properties":26},"53953cec-d594-4658-b5c3-2d6818d921dc",{"id":1657,"createTime":1658,"updateTime":1658,"relativeEntities":1659,"slug":1660,"properties":1661,"entityType":98,"verifyStatus":28,"verifyTime":26,"verifyNote":26,"syncStatus":28,"languages":26,"translateLanguages":26,"viewCount":36},"b1183553-1001-4518-9dba-af51d5cfa1cb","2024-04-18T16:52:24.155+00:00",[],"Department-of-Mathematics-ETH-Zurich-RiskLab-8092-Zurich-Switzerland",{"title":1662},{"EN":1663},"Department of Mathematics, ETH Zurich, RiskLab, 8092, Zurich, Switzerland",{"openalex":1665,"orcid":1667,"title":1669},{"VOID":1666},"A5004533209",{"VOID":1668},"https:\u002F\u002Forcid.org\u002F0000-0003-4035-552X",{"EN":1670},"Mario V. Wüthrich",{"id":1672,"sortIndex":36,"researcher":26,"roles":1673,"affiliations":1674,"properties":1684},"00278bd5-8572-4940-86ab-71562200111e",[],[1675],{"id":1676,"sortIndex":36,"affiliation":1677,"properties":26},"c4904eef-b250-4990-b6dc-649f5cb81bcb",{"id":1678,"createTime":1679,"updateTime":1679,"relativeEntities":1680,"slug":26,"properties":1681,"entityType":98,"verifyStatus":28,"verifyTime":26,"verifyNote":26,"syncStatus":28,"languages":26,"translateLanguages":26,"viewCount":36},"9da1b99a-b926-4f20-90aa-bccba0d9d486","2023-12-20T17:55:31.083+00:00",[],{"title":1682},{"VI":1683},"Center for Applied Statistics and School of Statistics, Renmin University of China, Beijing, China",{"openalex":1685,"orcid":1687,"title":1689},{"VOID":1686},"A5086168764",{"VOID":1688},"https:\u002F\u002Forcid.org\u002F0000-0002-3287-375X",{"EN":1690},"Guangyuan Gao",{"url":26,"publisher":1692,"properties":1721},{"id":659,"createTime":660,"updateTime":661,"relativeEntities":1693,"slug":663,"properties":1694,"entityType":24,"verifyStatus":28,"verifyTime":26,"verifyNote":26,"syncStatus":28,"languages":26,"translateLanguages":26,"viewCount":36,"subjectFields":1699,"manageAffiliations":1700,"indexDatabases":1701,"url":26,"thumbnailPath":26,"statistic":1716,"gsStatistic":26,"type":175,"analyzePriority":26},[],{"issn":1695,"eissn":1696,"title":1697,"url":1698},{"VOID":666},{"VOID":668},{"EN":670},{"VOID":672},[],[],[1702,1709],{"id":722,"indexDatabase":1703,"url":737,"indexYears":26,"academicFieldIds":1708,"indexDatabaseRanking":26},{"id":724,"createTime":725,"updateTime":726,"relativeEntities":1704,"label":1705,"description":1706,"key":733,"publicationTags":1707,"standard":26},[],{"EN":729,"VI":729},{"VI":731,"EN":732},[735,736],[739],{"id":741,"indexDatabase":1710,"url":754,"indexYears":755,"academicFieldIds":1715,"indexDatabaseRanking":760},{"id":743,"createTime":744,"updateTime":745,"relativeEntities":1711,"label":1712,"description":1713,"key":751,"publicationTags":1714,"standard":26},[],{"EN":748,"VI":748},{"EN":748,"VI":750},[753],[757,758,759],{"impactFactor":36,"impactFactorByYear":1717,"i10Index":36,"i10IndexLast5Year":36,"totalPublication":763,"totalPublicationByYear":1718,"totalCitation":36,"totalCitationByYear":1719,"totalCitationPerPublication":36,"totalCitationPerPublicationByYear":1720,"hindexLast5Year":36,"hindex":36},{},{"2011":241,"2012":50,"2013":103,"2014":52,"2015":356,"2016":103,"2017":51,"2018":336,"2019":336,"2020":242,"2021":240,"2022":237,"2023":173},{},{},{"volume":1722,"pages":1724,"issue":1726},{"VOID":1723},"8",{"VOID":1725},"383-406",{"VOID":1727},"2",{"total":241,"publishYear":26,"statisticByYear":1729},{"2013":115,"2017":115,"2018":115,"2019":114,"2020":111,"2021":162,"2022":135,"2023":59,"2024":114},"2018-12-01",2018,[1733,1737,1741,1745,1748,1752,1756,1760,1764,1767,1770,1774],{"id":26,"text":1734,"url":26,"identifiers":1735},"Ayuso M, Guillen M, Pérez-Marín AM (2016). Telematics and gender discrimination: some usage-based evidence on whether men’s risk of accidents differs from women’s. Risks 4\u002F2, article 10",{"doi":1736},"10.3390\u002Frisks4020010",{"id":26,"text":1738,"url":26,"identifiers":1739},"Gao G, Meng S, Wüthrich MV (2018) Claims frequency modeling using telematics car driving data. Scand Actuarial. \n                    https:\u002F\u002Fdoi.org\u002F10.1080\u002F03461238.2018.1523068\n                    \n                   (to appear)",{"doi":1740},"10.1080\u002F03461238.2018.1523068",{"id":26,"text":1742,"url":26,"identifiers":1743},"Hainaut D (2018) A neural-network analyzer for mortality forecast. ASTIN Bull 48(2):481–508",{"doi":1744},"10.1017\u002Fasb.2017.45",{"id":26,"text":1746,"url":26,"identifiers":1747},"Hastie T, Tibshirani R, Friedman J (2009) The elements of statistical learning. Data mining, inference, and prediction, 2nd edn. Springer Series in Statistics, Berlin",{},{"id":26,"text":1749,"url":26,"identifiers":1750},"Hinton GE, Salakhutdinov RR (2006) Reducing the dimensionality of data with neural networks. Science 313:504–507",{"doi":1751},"10.1126\u002Fscience.1127647",{"id":26,"text":1753,"url":26,"identifiers":1754},"Kramer MA (1991) Nonlinear principal component analysis using autoassociative neural networks. AIChE J 37(2):233–243",{"doi":1755},"10.1002\u002Faic.690370209",{"id":26,"text":1757,"url":26,"identifiers":1758},"Liou CY, Cheng CW, Liou JW, Liou DR (2014) Autoencoders for words. Neurocomputing 139:84–96",{"doi":1759},"10.1016\u002Fj.neucom.2013.09.055",{"id":26,"text":1761,"url":26,"identifiers":1762},"Verbelen R, Antonio K, Claeskens G (2018) Unraveling the predictive power of telematics data in car insurance pricing. J Roy Stat Soc Ser C (Appl Stat) (to appear)",{"doi":1763},"10.1111\u002Frssc.12283",{"id":26,"text":1765,"url":26,"identifiers":1766},"Weidner W, Transchel FWG, Weidner R (2016) Classification of scale-sensitive telematic observables for riskindividual pricing. Eur Actuar J 6(1):3–24",{"doi":1057},{"id":26,"text":1768,"url":26,"identifiers":1769},"Weidner W, Transchel FWG, Weidner R (2016) Telematic driving profile classification in car insurance pricing. Ann Actuar Sci 11(2):213–236",{"doi":1235},{"id":26,"text":1771,"url":26,"identifiers":1772},"Wüthrich (2017) Covariate selection from telematics car driving data. Eur Actuar J 7(1):89–108",{"doi":1773},"10.1007\u002Fs13385-017-0149-z",{"id":26,"text":1775,"url":26,"identifiers":1776},"Wüthrich MV, Buser C (2016) Data analytics for non-life insurance pricing. SSRN Manuscript ID 2870308. Version October 25, 2017",{},{"id":1778,"createTime":1779,"updateTime":1780,"relativeEntities":1781,"slug":1782,"properties":1783,"entityType":788,"verifyStatus":25,"verifyTime":1796,"verifyNote":789,"syncStatus":28,"languages":1797,"translateLanguages":26,"viewCount":36,"primaryUrl":1798,"fullTextUrl":26,"authors":1799,"publicationType":849,"publisherRelationship":1863,"citationCount":516,"citationInfo":1898,"publishDate":1900,"publishYear":1901,"citationAnalyzeStatus":28,"lastCitationAnalyze":1902,"indexDatabases":26,"openAccess":26,"references":1903,"isForceReanalyzing":1040},"9f4cf364-e43d-4f27-8061-f56329d522b1","2024-04-18T04:25:01.763+00:00","2025-07-24T12:07:05.017+00:00",[],"Worst-case-optimal-dynamic-reinsurance-for-large-claims",{"mag":1784,"keywords":1786,"openalex":1787,"abstract":1789,"title":1790,"doi":1792,"gsPaper":1794},{"VOID":1785},"3122838776",{},{"VOID":1788},"W3122838776",{},{"EN":1791},"Worst-case-optimal dynamic reinsurance for large claims",{"VOID":1793},"10.1007\u002Fs13385-012-0050-8",{"VOID":1795},"[\"8789354828187991035\"]","2024-05-06T03:03:32.692+00:00",[102],"http:\u002F\u002Flink.springer.com\u002F10.1007\u002Fs13385-012-0050-8",[1800,1823,1841],{"id":1801,"sortIndex":36,"researcher":26,"roles":1802,"affiliations":1803,"properties":1814},"ffb6c079-2216-4f45-898e-7648734201e4",[],[1804],{"id":1805,"sortIndex":36,"affiliation":1806,"properties":26},"de46fdf8-75e0-4b86-8fe7-bc145df2ce4b",{"id":1807,"createTime":1808,"updateTime":1808,"relativeEntities":1809,"slug":1810,"properties":1811,"entityType":98,"verifyStatus":28,"verifyTime":26,"verifyNote":26,"syncStatus":28,"languages":26,"translateLanguages":26,"viewCount":36},"d7d6b58e-d9f0-4f80-895e-4a1a171e231a","2024-04-18T04:25:01.783+00:00",[],"Center-for-Mathematical-and-Computational-Modelling-CM-2-Fachbereich-Mathematik-Technische-Universit%C3%A4t-Kaiserslautern-67663-Kaiserslautern-Germany",{"title":1812},{"EN":1813},"Center for Mathematical and Computational Modelling (CM)2, Fachbereich Mathematik, Technische Universität Kaiserslautern, 67663, Kaiserslautern, Germany",{"openalex":1815,"orcid":1817,"title":1819,"gsAuthor":1821},{"VOID":1816},"A5091105343",{"VOID":1818},"https:\u002F\u002Forcid.org\u002F0000-0002-9123-3883",{"EN":1820},"Ralf Korn",{"VOID":1822},"[\"GFDnODAAAAAJ\"]",{"id":1824,"sortIndex":115,"researcher":26,"roles":1825,"affiliations":1826,"properties":1836},"33f5f8be-1d12-4a70-89da-013c771564c0",[],[1827],{"id":1828,"sortIndex":36,"affiliation":1829,"properties":26},"7361534a-3309-4972-8b0c-ac217415b52d",{"id":1830,"createTime":1831,"updateTime":1831,"relativeEntities":1832,"slug":26,"properties":1833,"entityType":98,"verifyStatus":28,"verifyTime":26,"verifyNote":26,"syncStatus":28,"languages":26,"translateLanguages":26,"viewCount":36},"9754bc16-c23c-4cd9-9f5b-13fccffe3457","2024-01-20T10:23:38.953+00:00",[],{"title":1834},{"VI":1835},"School of Mathematical Sciences, Dublin City University, Dublin 9, Ireland",{"openalex":1837,"title":1839},{"VOID":1838},"A5060447606",{"EN":1840},"Olaf Menkens",{"id":1842,"sortIndex":114,"researcher":26,"roles":1843,"affiliations":1844,"properties":1854},"3bda944e-f38d-4f20-b8eb-ed5e04070d2f",[],[1845],{"id":1846,"sortIndex":36,"affiliation":1847,"properties":26},"cbaac59f-b3b5-4c35-9f05-cfb1b5628b54",{"id":1848,"createTime":1849,"updateTime":1849,"relativeEntities":1850,"slug":26,"properties":1851,"entityType":98,"verifyStatus":28,"verifyTime":26,"verifyNote":26,"syncStatus":28,"languages":26,"translateLanguages":26,"viewCount":36},"271e1f9d-b3b9-43d9-82da-5e87a506d4d9","2024-02-05T10:54:59.931+00:00",[],{"title":1852},{"VI":1853},"Department of Mathematical Sciences, University of Copenhagen, Copenhagen, Denmark",{"openalex":1855,"orcid":1857,"title":1859,"gsAuthor":1861},{"VOID":1856},"A5012135460",{"VOID":1858},"https:\u002F\u002Forcid.org\u002F0000-0003-2753-5374",{"EN":1860},"Mogens Steffensen",{"VOID":1862},"[\"7CDQeaEAAAAJ\"]",{"url":26,"publisher":1864,"properties":1893},{"id":659,"createTime":660,"updateTime":661,"relativeEntities":1865,"slug":663,"properties":1866,"entityType":24,"verifyStatus":28,"verifyTime":26,"verifyNote":26,"syncStatus":28,"languages":26,"translateLanguages":26,"viewCount":36,"subjectFields":1871,"manageAffiliations":1872,"indexDatabases":1873,"url":26,"thumbnailPath":26,"statistic":1888,"gsStatistic":26,"type":175,"analyzePriority":26},[],{"issn":1867,"eissn":1868,"title":1869,"url":1870},{"VOID":666},{"VOID":668},{"EN":670},{"VOID":672},[],[],[1874,1881],{"id":722,"indexDatabase":1875,"url":737,"indexYears":26,"academicFieldIds":1880,"indexDatabaseRanking":26},{"id":724,"createTime":725,"updateTime":726,"relativeEntities":1876,"label":1877,"description":1878,"key":733,"publicationTags":1879,"standard":26},[],{"EN":729,"VI":729},{"VI":731,"EN":732},[735,736],[739],{"id":741,"indexDatabase":1882,"url":754,"indexYears":755,"academicFieldIds":1887,"indexDatabaseRanking":760},{"id":743,"createTime":744,"updateTime":745,"relativeEntities":1883,"label":1884,"description":1885,"key":751,"publicationTags":1886,"standard":26},[],{"EN":748,"VI":748},{"EN":748,"VI":750},[753],[757,758,759],{"impactFactor":36,"impactFactorByYear":1889,"i10Index":36,"i10IndexLast5Year":36,"totalPublication":763,"totalPublicationByYear":1890,"totalCitation":36,"totalCitationByYear":1891,"totalCitationPerPublication":36,"totalCitationPerPublicationByYear":1892,"hindexLast5Year":36,"hindex":36},{},{"2011":241,"2012":50,"2013":103,"2014":52,"2015":356,"2016":103,"2017":51,"2018":336,"2019":336,"2020":242,"2021":240,"2022":237,"2023":173},{},{},{"volume":1894,"pages":1895,"issue":1897},{"VOID":1727},{"VOID":1896},"21-48",{"VOID":886},{"total":516,"publishYear":26,"statisticByYear":1899},{"2013":115,"2014":114,"2015":59,"2016":59,"2017":111,"2018":114,"2019":114,"2022":115,"2023":59},"2012-07-01",2012,"2025-07-24T12:07:05.016+00:00",[1904,1908,1912,1916,1920,1924,1928,1932,1935,1938,1941,1944,1948,1952,1956,1960,1964,1968,1972,1975,1978,1981,1985],{"id":26,"text":1905,"url":26,"identifiers":1906},"Albrecher H, Thonhauser S (2008) Optimal dividend strategies for a risk process under force of interest. Insurance: Math Econ 43(1):134–149",{"doi":1907},"10.1016\u002Fj.insmatheco.2008.03.012",{"id":26,"text":1909,"url":26,"identifiers":1910},"Azcue P, Muler N (2005) Optimal reinsurance and dividend distribution policies in the Cramér–Lundberg model. Math Finance 15(2):261–308",{"doi":1911},"10.1111\u002Fj.0960-1627.2005.00220.x",{"id":26,"text":1913,"url":26,"identifiers":1914},"Bertsimas D, Brown DB, Caramanis C (2011) Theory and applications of robust optimization. SIAM Rev 53(3):464–501",{"doi":1915},"10.1137\u002F080734510",{"id":26,"text":1917,"url":26,"identifiers":1918},"Browne S (1995) Optimal investment policies for a firm with a random risk process: exponential utility and minimizing the probability of ruin. Math Oper Res 20(4):937–958",{"doi":1919},"10.1287\u002Fmoor.20.4.937",{"id":26,"text":1921,"url":26,"identifiers":1922},"Eisenberg J, Schmidli H (2009) Optimal control of capital injections by reinsurance in a diffusion approximation. Blätter DGVFM 30:1–13",{"doi":1923},"10.1007\u002Fs11857-009-0066-6",{"id":26,"text":1925,"url":26,"identifiers":1926},"Ferguson TS (1965) Betting systems which minimize the probability of ruin. J Soc Ind Appl Math 13(3):795–818",{"doi":1927},"10.1137\u002F0113051",{"id":26,"text":1929,"url":26,"identifiers":1930},"Fernández B, Hernández-Hernández D, Meda A, Saavedra P (2008) An optimal investment strategy with maximal risk aversion and its ruin probability. Math Methods Oper Res 68(1):159–179",{"doi":1931},"10.1007\u002Fs00186-007-0191-8",{"id":26,"text":1933,"url":26,"identifiers":1934},"Fox J (2010) The myth of the rational market: a history of risk, reward, and delusion on Wall Street. Harriman House, Petersfield",{},{"id":26,"text":1936,"url":26,"identifiers":1937},"Gerber HU (1969) Entscheidungskriterien für den zusammengesetzten Poisson–Prozeß. Schweizerische Vereinigung der Versicherungsmathematiker Mitteilungen 1:185–228",{},{"id":26,"text":1939,"url":26,"identifiers":1940},"Gradshteyn IS, Ryzhik IM (2007) In: Jeffrey A, Zwillinger D (eds) Table of integrals, series and products, 7th edn. Academic Press, New York",{},{"id":26,"text":1942,"url":26,"identifiers":1943},"Hipp C, Vogt M (2003) Optimal dynamic XL reinsurance. ASTIN Bull 33(2):193–207",{"doi":979},{"id":26,"text":1945,"url":26,"identifiers":1946},"Korn R (2005) Worst-case scenario investment for insurers. Insurance: Math Econ 36(1):1–11",{"doi":1947},"10.1016\u002Fj.insmatheco.2004.10.004",{"id":26,"text":1949,"url":26,"identifiers":1950},"Korn R, Menkens O (2005) Worst-case scenario portfolio optimization: a new stochastic control approach. Math Methods Oper Res 62(1):123–140",{"doi":1951},"10.1007\u002Fs00186-005-0444-3",{"id":26,"text":1953,"url":26,"identifiers":1954},"Korn R, Steffensen M (2007) On worst-case portfolio optimization. SIAM J Control Optim 46(6):2013–2030",{"doi":1955},"10.1137\u002F060657145",{"id":26,"text":1957,"url":26,"identifiers":1958},"Korn R, Wilmott P (2002) Optimal portfolios under the threat of a crash. Int J Theor Appl Finance 5(2):171–187",{"doi":1959},"10.1142\u002FS0219024902001407",{"id":26,"text":1961,"url":26,"identifiers":1962},"Liang Z, Guo J (2010) Optimal proportional reinsurance under two criteria: Maximizing the expected utility and minimizing the value at risk. ANZIAM J 51:449–463",{"doi":1963},"10.1017\u002FS1446181110000878",{"id":26,"text":1965,"url":26,"identifiers":1966},"Liu Y, Ma J (2009) Optimal reinsurance\u002Finvestment problems for general insurance models. Ann Appl Probab 19(4):1495–1528",{"doi":1967},"10.1214\u002F08-AAP582",{"id":26,"text":1969,"url":26,"identifiers":1970},"Mainik G, Rüschendorf L (2010) On optimal portfolio diversification with respect to extreme risks. Finance Stochast 14:593–623",{"doi":1971},"10.1007\u002Fs00780-010-0122-z",{"id":26,"text":1973,"url":26,"identifiers":1974},"Menkens O (2012) Worst-case scenario portfolio optimization given the probability of a crash. Working Paper (work in progress)",{},{"id":26,"text":1976,"url":26,"identifiers":1977},"Schmidli H (2001) Optimal proportional reinsurance policies in a dynamic setting. Scand Actuar J 2001(1):55–68",{"doi":1019},{"id":26,"text":1979,"url":26,"identifiers":1980},"Schmidli H (2002) On minimizing the ruin probability by investment and reinsurance. Ann Appl Probab 12(3):890–907",{"doi":1023},{"id":26,"text":1982,"url":26,"identifiers":1983},"Schmidli H (2004) Asymptotics of ruin probability for risk processes under optimal reinsurance and investment policies: the large claim case. Queueing Syst 46:149–157",{"doi":1984},"10.1023\u002FB:QUES.0000021146.65596.84",{"id":26,"text":1986,"url":26,"identifiers":1987},"Seifried FT (2010) Optimal investment for worst-case crash scenarios: a martingale approach. Math Oper Res 35(3):559–579",{"doi":1988},"10.1287\u002Fmoor.1100.0459",{"id":1990,"createTime":1991,"updateTime":1992,"relativeEntities":1993,"slug":1994,"properties":1995,"entityType":788,"verifyStatus":25,"verifyTime":1992,"verifyNote":789,"syncStatus":28,"languages":2006,"translateLanguages":26,"viewCount":36,"primaryUrl":2007,"fullTextUrl":26,"authors":2008,"publicationType":849,"publisherRelationship":2044,"citationCount":336,"citationInfo":2079,"publishDate":2081,"publishYear":1901,"citationAnalyzeStatus":28,"lastCitationAnalyze":26,"indexDatabases":26,"openAccess":26,"references":2082,"isForceReanalyzing":1040},"892dcdbf-08a1-4bab-8a6f-c9d9b8103617","2024-04-20T10:03:41.244+00:00","2024-12-17T15:59:25.486+00:00",[],"Modeling-accounting-year-dependence-in-runoff-triangles",{"mag":1996,"keywords":1998,"openalex":1999,"abstract":2001,"title":2002,"doi":2004},{"VOID":1997},"2072724133",{},{"VOID":2000},"W2072724133",{},{"EN":2003},"Modeling accounting year dependence in runoff triangles",{"VOID":2005},"10.1007\u002Fs13385-012-0055-3",[102],"http:\u002F\u002Flink.springer.com\u002F10.1007\u002Fs13385-012-0055-3",[2009,2027],{"id":2010,"sortIndex":115,"researcher":26,"roles":2011,"affiliations":2012,"properties":2023},"5491169c-5878-427d-b027-b3761f0f2bb0",[],[2013],{"id":2014,"sortIndex":36,"affiliation":2015,"properties":26},"3e45505a-3cc3-49fe-bb39-aa80c4169e24",{"id":2016,"createTime":2017,"updateTime":2017,"relativeEntities":2018,"slug":2019,"properties":2020,"entityType":98,"verifyStatus":28,"verifyTime":26,"verifyNote":26,"syncStatus":28,"languages":26,"translateLanguages":26,"viewCount":36},"99a2b4a1-bf24-4507-be3e-5300f9b2af21","2024-04-15T23:37:06.030+00:00",[],"RiskLab-Department-of-Mathematics-ETH-Zurich-8092-Zurich-Switzerland",{"title":2021},{"EN":2022},"RiskLab, Department of Mathematics, ETH Zurich, 8092, Zurich, Switzerland",{"openalex":2024,"orcid":2025,"title":2026},{"VOID":1666},{"VOID":1668},{"EN":1670},{"id":2028,"sortIndex":36,"researcher":26,"roles":2029,"affiliations":2030,"properties":2037},"2231afa9-1297-4d53-b3e6-5d5fc71c793c",[],[2031],{"id":2032,"sortIndex":36,"affiliation":2033,"properties":26},"1971ff12-e739-42e8-8e0b-530de2744963",{"id":2016,"createTime":2017,"updateTime":2017,"relativeEntities":2034,"slug":2019,"properties":2035,"entityType":98,"verifyStatus":28,"verifyTime":26,"verifyNote":26,"syncStatus":28,"languages":26,"translateLanguages":26,"viewCount":36},[],{"title":2036},{"EN":2022},{"openalex":2038,"orcid":2040,"title":2042},{"VOID":2039},"A5067185545",{"VOID":2041},"https:\u002F\u002Forcid.org\u002F0000-0003-4002-240X",{"EN":2043},"Robert Salzmann",{"url":26,"publisher":2045,"properties":2074},{"id":659,"createTime":660,"updateTime":661,"relativeEntities":2046,"slug":663,"properties":2047,"entityType":24,"verifyStatus":28,"verifyTime":26,"verifyNote":26,"syncStatus":28,"languages":26,"translateLanguages":26,"viewCount":36,"subjectFields":2052,"manageAffiliations":2053,"indexDatabases":2054,"url":26,"thumbnailPath":26,"statistic":2069,"gsStatistic":26,"type":175,"analyzePriority":26},[],{"issn":2048,"eissn":2049,"title":2050,"url":2051},{"VOID":666},{"VOID":668},{"EN":670},{"VOID":672},[],[],[2055,2062],{"id":722,"indexDatabase":2056,"url":737,"indexYears":26,"academicFieldIds":2061,"indexDatabaseRanking":26},{"id":724,"createTime":725,"updateTime":726,"relativeEntities":2057,"label":2058,"description":2059,"key":733,"publicationTags":2060,"standard":26},[],{"EN":729,"VI":729},{"VI":731,"EN":732},[735,736],[739],{"id":741,"indexDatabase":2063,"url":754,"indexYears":755,"academicFieldIds":2068,"indexDatabaseRanking":760},{"id":743,"createTime":744,"updateTime":745,"relativeEntities":2064,"label":2065,"description":2066,"key":751,"publicationTags":2067,"standard":26},[],{"EN":748,"VI":748},{"EN":748,"VI":750},[753],[757,758,759],{"impactFactor":36,"impactFactorByYear":2070,"i10Index":36,"i10IndexLast5Year":36,"totalPublication":763,"totalPublicationByYear":2071,"totalCitation":36,"totalCitationByYear":2072,"totalCitationPerPublication":36,"totalCitationPerPublicationByYear":2073,"hindexLast5Year":36,"hindex":36},{},{"2011":241,"2012":50,"2013":103,"2014":52,"2015":356,"2016":103,"2017":51,"2018":336,"2019":336,"2020":242,"2021":240,"2022":237,"2023":173},{},{},{"volume":2075,"pages":2076,"issue":2078},{"VOID":1727},{"VOID":2077},"227-242",{"VOID":1727},{"total":336,"publishYear":26,"statisticByYear":2080},{"2013":114,"2014":59,"2015":59,"2016":59,"2018":115,"2019":114,"2021":115,"2023":115},"2012-12-01",[2083,2086,2089,2093,2097,2101,2105,2109,2113,2117,2121,2125,2129,2132,2136,2140,2143,2147,2151],{"id":26,"text":2084,"url":26,"identifiers":2085},"Bühlmann H, Gisler A (2005) A course in credibility theory and its applications. Springer, Berlin",{},{"id":26,"text":2087,"url":26,"identifiers":2088},"Clark DR (2006) Variance and covariance due to inflation. CAS Forum (fall), pp 61–95",{},{"id":26,"text":2090,"url":26,"identifiers":2091},"Donnelly C, Wüthrich MV (2012) Bayesian prediction of disability insurance frequencies using economic factors. Ann Actuar Sci (to appear)",{"doi":2092},"10.1017\u002FS1748499512000024",{"id":26,"text":2094,"url":26,"identifiers":2095},"Gigante P, Picech L, Sigalotti L (2012) Claims reserving in the hierarchical generalised linear models framework (preprint)",{"doi":2096},"10.1016\u002Fj.insmatheco.2013.02.006",{"id":26,"text":2098,"url":26,"identifiers":2099},"Hertig J (1985) A statistical approach to the IBNR-reserves in marine insurance. Astin Bull 15(2):171–183",{"doi":2100},"10.2143\u002FAST.15.2.2015027",{"id":26,"text":2102,"url":26,"identifiers":2103},"Jessen AH, Rietdorf N (2011) Diagonal effects in claims reserving. Scand Actuar J 1:21–37",{"doi":2104},"10.1080\u002F03461230903301876",{"id":26,"text":2106,"url":26,"identifiers":2107},"de Jong P (2006) Forecasting runoff triangles. North Am Actuar J 10(2):28–38",{"doi":2108},"10.1080\u002F10920277.2006.10596246",{"id":26,"text":2110,"url":26,"identifiers":2111},"Johnson RA, Wichern DW (1988) Applied multivariate statistical analysis, 2nd edn. Prentice Hall, Upper Saddle River",{"doi":2112},"10.2307\u002F2531616",{"id":26,"text":2114,"url":26,"identifiers":2115},"Kuang D, Nielsen B, Nielsen JP (2008) Identification of the age-period-cohort model and the extended chain-ladder model. Biometrika 95:979–986",{"doi":2116},"10.1093\u002Fbiomet\u002Fasn026",{"id":26,"text":2118,"url":26,"identifiers":2119},"Kuang D, Nielsen B, Nielsen JP (2008) Forecasting with the age-period-cohort model and the extended chain-ladder model. Biometrika 95:987–991",{"doi":2120},"10.1093\u002Fbiomet\u002Fasn038",{"id":26,"text":2122,"url":26,"identifiers":2123},"Kuang D, Nielsen B, Nielsen JP (2011) Forecasting in an extended chain-ladder-type model. J Risk Insur 78(2):345–359",{"doi":2124},"10.1111\u002Fj.1539-6975.2010.01395.x",{"id":26,"text":2126,"url":26,"identifiers":2127},"Lee Y, Nelder JA, Pawitan P (2006) Unified analysis via H-likelihood. Generalized linear models with random effects. Chapman& Hall, Boca Raton",{"doi":2128},"10.1201\u002F9781420011340",{"id":26,"text":2130,"url":26,"identifiers":2131},"McNeil AJ, Frey R, Embrechts P (2005) Quantitative risk management: concepts, techniques. Princeton University Press, Princeton",{},{"id":26,"text":2133,"url":26,"identifiers":2134},"Mack T (1993) Distribution-free calculation of the standard error of chain ladder reserve estimates. Astin Bull 23(2):213–225",{"doi":2135},"10.2143\u002FAST.23.2.2005092",{"id":26,"text":2137,"url":26,"identifiers":2138},"Shi P, Basu S, Meyers GG (2012) A Bayesian log-normal model for multivariate loss reserving. North Am Actuar J 16(1):29–51",{"doi":2139},"10.1080\u002F10920277.2012.10590631",{"id":26,"text":2141,"url":26,"identifiers":2142},"Venter GG (2007) Refining reserve runoff ranges. CAS Forum (summer)",{},{"id":26,"text":2144,"url":26,"identifiers":2145},"Wüthrich MV (2010) Accounting year effects modeling in the stochastic chain ladder reserving method. North Am Actuar J 14(2):235–255",{"doi":2146},"10.1080\u002F10920277.2010.10597587",{"id":26,"text":2148,"url":26,"identifiers":2149},"Wüthrich MV, Embrechts P, Tsanakas A (2011) Risk margin for a non-life insurance run-off. Stat Risk Model 28(4):299–317",{"doi":2150},"10.1524\u002Fstrm.2011.1096",{"id":26,"text":2152,"url":26,"identifiers":2153},"Wüthrich MV, Merz M (2008) Stochastic claims reserving methods in insurance. Wiley, New York",{},{"id":2155,"createTime":2156,"updateTime":2157,"relativeEntities":2158,"slug":2159,"properties":2160,"entityType":788,"verifyStatus":25,"verifyTime":2157,"verifyNote":789,"syncStatus":28,"languages":2171,"translateLanguages":26,"viewCount":36,"primaryUrl":2172,"fullTextUrl":26,"authors":2173,"publicationType":849,"publisherRelationship":2226,"citationCount":356,"citationInfo":2256,"publishDate":1900,"publishYear":1901,"citationAnalyzeStatus":1333,"lastCitationAnalyze":2258,"indexDatabases":26,"openAccess":26,"references":2259,"isForceReanalyzing":1040},"115ed162-1f6a-44c1-8cb8-7776387ba4cb","2024-04-11T21:04:49.891+00:00","2024-12-21T09:52:13.943+00:00",[],"Financial-planning-and-risk-return-profiles",{"mag":2161,"keywords":2163,"openalex":2164,"abstract":2166,"title":2167,"doi":2169},{"VOID":2162},"2013504881",{},{"VOID":2165},"W2013504881",{},{"EN":2168},"Financial planning and risk-return profiles",{"VOID":2170},"10.1007\u002Fs13385-012-0049-1",[102],"http:\u002F\u002Flink.springer.com\u002F10.1007\u002Fs13385-012-0049-1",[2174,2194,2212],{"id":2175,"sortIndex":36,"researcher":26,"roles":2176,"affiliations":2177,"properties":2187},"5b8b1e8e-923a-4b29-bdb1-da09f7ca68af",[],[2178],{"id":26,"sortIndex":36,"affiliation":2179,"properties":26},{"id":2180,"createTime":2181,"updateTime":2181,"relativeEntities":2182,"slug":2183,"properties":2184,"entityType":98,"verifyStatus":28,"verifyTime":26,"verifyNote":26,"syncStatus":28,"languages":26,"translateLanguages":26,"viewCount":36},"2d4f4509-92ed-4310-9756-462a56953661","2024-04-11T21:04:49.898+00:00",[],"Ulm-University-Helmholtzstra%C3%9Fe-22-89081-Ulm-Germany",{"title":2185},{"EN":2186},"Ulm University, Helmholtzstraße 22, 89081, Ulm, Germany",{"openalex":2188,"orcid":2190,"title":2192},{"VOID":2189},"A5002233677",{"VOID":2191},"https:\u002F\u002Forcid.org\u002F0000-0002-1801-0202",{"EN":2193},"Stefan Graf",{"id":2195,"sortIndex":114,"researcher":26,"roles":2196,"affiliations":2197,"properties":2207},"0005e953-9dc3-4e25-8417-3e4154eb1cb6",[],[2198],{"id":26,"sortIndex":36,"affiliation":2199,"properties":26},{"id":2200,"createTime":2201,"updateTime":2201,"relativeEntities":2202,"slug":2203,"properties":2204,"entityType":98,"verifyStatus":28,"verifyTime":26,"verifyNote":26,"syncStatus":28,"languages":26,"translateLanguages":26,"viewCount":36},"404bd26e-0cae-4545-817e-87faa630e518","2024-04-11T21:04:49.923+00:00",[],"Institut-f%C3%BCr-Finanz-und-Aktuarwissenschaften-Helmholtzstra%C3%9Fe-22-89081-Ulm-Germany",{"title":2205},{"EN":2206},"Institut für Finanz- und Aktuarwissenschaften, Helmholtzstraße 22, 89081, Ulm, Germany",{"openalex":2208,"title":2210},{"VOID":2209},"A5081654919",{"EN":2211},"Jochen Ruß",{"id":2213,"sortIndex":115,"researcher":26,"roles":2214,"affiliations":2215,"properties":2221},"9045dcb7-0724-491b-9789-09ee70973bcc",[],[2216],{"id":26,"sortIndex":36,"affiliation":2217,"properties":26},{"id":2200,"createTime":2201,"updateTime":2201,"relativeEntities":2218,"slug":2203,"properties":2219,"entityType":98,"verifyStatus":28,"verifyTime":26,"verifyNote":26,"syncStatus":28,"languages":26,"translateLanguages":26,"viewCount":36},[],{"title":2220},{"EN":2206},{"openalex":2222,"title":2224},{"VOID":2223},"A5056664191",{"EN":2225},"Alexander Kling",{"url":26,"publisher":2227,"properties":26},{"id":659,"createTime":660,"updateTime":661,"relativeEntities":2228,"slug":663,"properties":2229,"entityType":24,"verifyStatus":28,"verifyTime":26,"verifyNote":26,"syncStatus":28,"languages":26,"translateLanguages":26,"viewCount":36,"subjectFields":2234,"manageAffiliations":2235,"indexDatabases":2236,"url":26,"thumbnailPath":26,"statistic":2251,"gsStatistic":26,"type":175,"analyzePriority":26},[],{"issn":2230,"eissn":2231,"title":2232,"url":2233},{"VOID":666},{"VOID":668},{"EN":670},{"VOID":672},[],[],[2237,2244],{"id":722,"indexDatabase":2238,"url":737,"indexYears":26,"academicFieldIds":2243,"indexDatabaseRanking":26},{"id":724,"createTime":725,"updateTime":726,"relativeEntities":2239,"label":2240,"description":2241,"key":733,"publicationTags":2242,"standard":26},[],{"EN":729,"VI":729},{"VI":731,"EN":732},[735,736],[739],{"id":741,"indexDatabase":2245,"url":754,"indexYears":755,"academicFieldIds":2250,"indexDatabaseRanking":760},{"id":743,"createTime":744,"updateTime":745,"relativeEntities":2246,"label":2247,"description":2248,"key":751,"publicationTags":2249,"standard":26},[],{"EN":748,"VI":748},{"EN":748,"VI":750},[753],[757,758,759],{"impactFactor":36,"impactFactorByYear":2252,"i10Index":36,"i10IndexLast5Year":36,"totalPublication":763,"totalPublicationByYear":2253,"totalCitation":36,"totalCitationByYear":2254,"totalCitationPerPublication":36,"totalCitationPerPublicationByYear":2255,"hindexLast5Year":36,"hindex":36},{},{"2011":241,"2012":50,"2013":103,"2014":52,"2015":356,"2016":103,"2017":51,"2018":336,"2019":336,"2020":242,"2021":240,"2022":237,"2023":173},{},{},{"total":356,"publishYear":26,"statisticByYear":2257},{"2013":115,"2014":111,"2015":59,"2016":59,"2019":115,"2021":115},"2024-04-12T01:24:41.492+00:00",[2260,2264,2268,2272,2276,2280,2283,2287,2290,2293,2296,2300,2304,2308,2312,2316,2320,2323,2327,2331,2335,2339,2343,2347,2350,2353,2357,2360,2364,2368,2372,2376,2380,2384,2388],{"id":26,"text":2261,"url":26,"identifiers":2262},"Annaert J, Osselaer S, Verstraate B (2009) Performance evaluation of portfolio insurance strategies using stochastic dominance criteria. J Bank Financ 33(2):272–280",{"doi":2263},"10.1016\u002Fj.jbankfin.2008.08.002",{"id":26,"text":2265,"url":26,"identifiers":2266},"Bakshi G, Cao C, Chen Z (2000) Pricing and hedging long term options. J Econom 94(1–2):277–318",{"doi":2267},"10.1016\u002FS0304-4076(99)00023-8",{"id":26,"text":2269,"url":26,"identifiers":2270},"Basak S (2002) A comparative study of portfolio insurance. J Econ Dyn Control 26(7–8):1217–1241",{"doi":2271},"10.1016\u002FS0165-1889(01)00043-4",{"id":26,"text":2273,"url":26,"identifiers":2274},"Bauer D, Kling A, Russ J (2008) A universal pricing framework for guaranteed minimum benefits in variable annuities. ASTIN Bull 38(2):621–651",{"doi":2275},"10.2143\u002FAST.38.2.2033356",{"id":26,"text":2277,"url":26,"identifiers":2278},"Benninga S, Blume M (1985) On the optimality of portfolio insurance. J Financ 40:1341–1352",{"doi":2279},"10.1111\u002Fj.1540-6261.1985.tb02386.x",{"id":26,"text":2281,"url":26,"identifiers":2282},"Bernard C, Boyle PP, Gornall W (2009) Locally-capped investment products and the retail investor (January 6, 2009). Available at SSRN. http:\u002F\u002Fssrn.com\u002Fabstract=1101796",{},{"id":26,"text":2284,"url":26,"identifiers":2285},"Bernaschi M, Torosantuccia L, Uboldic A (2007) Empirical evaluation of the market price of risk using the CIR model. Phys A 376:543–554",{"doi":2286},"10.1016\u002Fj.physa.2006.10.072",{"id":26,"text":2288,"url":26,"identifiers":2289},"Bertrand P, Prigent J (2002) Portfolio insurance: the extreme value to the CPPI method. Finance 23:69–86",{},{"id":26,"text":2291,"url":26,"identifiers":2292},"Bertrand P, Prigent J (2003) Portfolio insurance strategies: a comparison of standard methods when the volatility of the stock is stochastic. Int J Bus 8(4):462–472",{},{"id":26,"text":2294,"url":26,"identifiers":2295},"Bertrand P, Prigent J (2005) Portfolio insurance strategies: OBPI versus CPPI. Finance 26(1):5–32",{},{"id":26,"text":2297,"url":26,"identifiers":2298},"Bertrand P, Prigent J (2011) Omega performance measure and portfolio insurance. J Bank Financ 35(7):1811–1823",{"doi":2299},"10.1016\u002Fj.jbankfin.2010.12.001",{"id":26,"text":2301,"url":26,"identifiers":2302},"Bingham NH, Kiesel R (2004) Risk-neutral valuation: pricing and hedging of financial derivatives. Springer, Berlin",{"doi":2303},"10.1007\u002F978-1-4471-3856-3",{"id":26,"text":2305,"url":26,"identifiers":2306},"Black F, Perold AF (1992) Theory of constant proportion portfolio insurance. J Econ Dyn Control 16(3–4):403–426",{"doi":2307},"10.1016\u002F0165-1889(92)90043-E",{"id":26,"text":2309,"url":26,"identifiers":2310},"Boyle P, Tian W (2009) Optimal design of equity-linked products with a probabilistic constraint. Scand Actuar J 2009(4):253–280",{"doi":2311},"10.1080\u002F03461230802281070",{"id":26,"text":2313,"url":26,"identifiers":2314},"Cairns AJG, David B, Kevin D (2006) Stochastic lifestyling: optimal dynamic asset allocation for defined contribution pension plans. J Econ Dyn Control 30(5):843–877",{"doi":2315},"10.1016\u002Fj.jedc.2005.03.009",{"id":26,"text":2317,"url":26,"identifiers":2318},"Cappiello L, Lo Duca M, Maddaloni A (2008) Country and industry equity risk premia in the euro area: an intertemporal approach. European Central Bank Working Paper Series No. 916",{"doi":2319},"10.2139\u002Fssrn.1108311",{"id":26,"text":2321,"url":26,"identifiers":2322},"Carr P, Madan D (1999) Option valuation using the fast Fourier transform. J Comput Financ 2(4):61–73",{"doi":1367},{"id":26,"text":2324,"url":26,"identifiers":2325},"Cesari R, Cremonini D (2003) Benchmarking, portfolio insurance and technical analysis: a Monte Carlo comparison of dynamic strategies of asset allocation. J Econ Dyn Control 27(6):987–1011",{"doi":2326},"10.1016\u002FS0165-1889(02)00052-0",{"id":26,"text":2328,"url":26,"identifiers":2329},"Cox JC, Ingersoll JE, Ross SA (1985) A theory of the term structure of interest rates. Econometrica 53(2):385–407",{"doi":2330},"10.2307\u002F1911242",{"id":26,"text":2332,"url":26,"identifiers":2333},"Eraker B (2004) Do stock prices and volatility jump? Reconciling evidence from spot and option prices. J Financ 59(3):1367–1403",{"doi":2334},"10.1111\u002Fj.1540-6261.2004.00666.x",{"id":26,"text":2336,"url":26,"identifiers":2337},"Estep T, Kritzman M (1988) TIPP: insurance without complexity. J Portf Manag 14(4):38–42",{"doi":2338},"10.3905\u002Fjpm.1988.409172",{"id":26,"text":2340,"url":26,"identifiers":2341},"Fishman G (1996) Monte Carlo: concepts, algorithms, and applications. Springer, Berlin",{"doi":2342},"10.1007\u002F978-1-4757-2553-7",{"id":26,"text":2344,"url":26,"identifiers":2345},"Gerrard R, Højgaard B, Vigna E (2010) Choosing the optimal annuitization time post-retirement. Quant Financ. doi: 10.1080\u002F14697680903358248",{"doi":2346},"10.1080\u002F14697680903358248",{"id":26,"text":2348,"url":26,"identifiers":2349},"Glassermann P (2004) Monte Carlo methods in financial engineering. Springer, USA",{},{"id":26,"text":2351,"url":26,"identifiers":2352},"Grzelak L, Oosterlee K (2010) On the Heston model with stochastic interest rates (January 15, 2010). Delft University of Technology Technical Report No. 09-05. Available at SSRN. http:\u002F\u002Fssrn.com\u002Fabstract=1382902",{},{"id":26,"text":2354,"url":26,"identifiers":2355},"Herold U, Maurer R, Stamos M, Thanh Vo H (2007) Total return strategies for multi-asset portfolios. J Portf Manag 33(2):60–76",{"doi":2356},"10.3905\u002Fjpm.2007.674794",{"id":26,"text":2358,"url":26,"identifiers":2359},"Heston SL (1993) A closed-form solution for options with stochastic volatility with applications to bond and currency options. Rev Financ Stud 6(2):327–343",{"doi":1435},{"id":26,"text":2361,"url":26,"identifiers":2362},"Korn R, Korn E, Kroisandt G (2010) Monte Carlo methods and models in finance and insurance. Chapman & Hall\u002FCRC Financial Mathematics Series, London",{"doi":2363},"10.1201\u002F9781420076196",{"id":26,"text":2365,"url":26,"identifiers":2366},"Milevsky MA (1998) Optimal asset allocation towards the end of the life cycle: to annuitize or not to annuitize? J Risk Insur 65(3):401–426",{"doi":2367},"10.2307\u002F253657",{"id":26,"text":2369,"url":26,"identifiers":2370},"Milevsky MA, Moore KS, Young VR (2005) Asset allocation and annuity-purchase strategies to minimize the probability of financial ruin. Math Financ 16(4):647–671",{"doi":2371},"10.1111\u002Fj.1467-9965.2006.00288.x",{"id":26,"text":2373,"url":26,"identifiers":2374},"Minenna M, Boi GM, Russo A, Verzella P, Oliva A (2009) A quantitative risk-based approach to the transparency on non-equity investment products. Quaderni di Finanza CONSOB. http:\u002F\u002Fssrn.com\u002Fabstract=1398869",{"doi":2375},"10.2139\u002Fssrn.1883389",{"id":26,"text":2377,"url":26,"identifiers":2378},"Paulsen R, Schenk-Hoppe KR, Ewald C (2009) Risk minimization in stochastic volatility models: model risk and empirical performance. Quant Financ 9(6):693–704",{"doi":2379},"10.1080\u002F14697680902852738",{"id":26,"text":2381,"url":26,"identifiers":2382},"Wong B, Heyde C (2006) On changes of measure in stochastic volatility models. J Appl Math Stoch Anal 2006, art ID 18130",{"doi":2383},"10.1155\u002FJAMSA\u002F2006\u002F18130",{"id":26,"text":2385,"url":26,"identifiers":2386},"Yaari M (1965) Uncertain lifetime, life insurance and the theory of the consumer. Rev Econ Stud 32(2):137–150",{"doi":2387},"10.2307\u002F2296058",{"id":26,"text":2389,"url":26,"identifiers":2390},"Zagst R, Kraus J (2011) Stochastic dominance of portfolio insurance strategies OBPI versus CPPI. Ann Oper Res 185(1):75–103",{"doi":2391},"10.1007\u002Fs10479-009-0549-9",{"id":2393,"createTime":2394,"updateTime":2395,"relativeEntities":2396,"slug":2397,"properties":2398,"entityType":788,"verifyStatus":25,"verifyTime":2395,"verifyNote":789,"syncStatus":28,"languages":2409,"translateLanguages":26,"viewCount":36,"primaryUrl":2410,"fullTextUrl":26,"authors":2411,"publicationType":849,"publisherRelationship":2464,"citationCount":53,"citationInfo":2499,"publishDate":2501,"publishYear":2502,"citationAnalyzeStatus":28,"lastCitationAnalyze":26,"indexDatabases":26,"openAccess":26,"references":2503,"isForceReanalyzing":1040},"c94e03c0-e425-43c4-8cc7-4f2826d5c0ae","2024-04-18T11:47:16.379+00:00","2024-12-21T15:29:09.822+00:00",[],"Risk-classification-in-life-insurance-methodology-and-case-study",{"mag":2399,"keywords":2401,"openalex":2402,"abstract":2404,"title":2405,"doi":2407},{"VOID":2400},"2043160637",{},{"VOID":2403},"W2043160637",{},{"EN":2406},"Risk classification in life insurance: methodology and case study",{"VOID":2408},"10.1007\u002Fs13385-011-0028-y",[102],"http:\u002F\u002Flink.springer.com\u002F10.1007\u002Fs13385-011-0028-y",[2412,2431,2449],{"id":2413,"sortIndex":36,"researcher":26,"roles":2414,"affiliations":2415,"properties":2426},"92e0ab31-d0dd-4872-bcad-cebeecbf5e82",[],[2416],{"id":2417,"sortIndex":36,"affiliation":2418,"properties":26},"abe1eb8e-fd77-45a2-9349-b98c5260e28c",{"id":2419,"createTime":2420,"updateTime":2420,"relativeEntities":2421,"slug":2422,"properties":2423,"entityType":98,"verifyStatus":28,"verifyTime":26,"verifyNote":26,"syncStatus":28,"languages":26,"translateLanguages":26,"viewCount":36},"536e19f0-c5a9-45f5-909c-d5c0566b963d","2024-04-18T11:47:16.412+00:00",[],"Munich-Reinsurance-Company-Divisional-Unit-Life-Munich-Germany",{"title":2424},{"EN":2425},"Munich Reinsurance Company, Divisional Unit: Life, Munich, Germany",{"openalex":2427,"title":2429},{"VOID":2428},"A5035894235",{"EN":2430},"Susanne Gschlößl",{"id":2432,"sortIndex":114,"researcher":26,"roles":2433,"affiliations":2434,"properties":2446},"cc222321-cc18-445e-b16b-079dec0bc0e1",[],[2435],{"id":2436,"sortIndex":36,"affiliation":2437,"properties":26},"e7c0b3ba-bf79-48e9-aa75-31682a035f68",{"id":2438,"createTime":2439,"updateTime":2440,"relativeEntities":2441,"slug":2442,"properties":2443,"entityType":98,"verifyStatus":28,"verifyTime":26,"verifyNote":26,"syncStatus":28,"languages":26,"translateLanguages":26,"viewCount":36},"3c352e4a-4ab0-42ca-9e30-62597e4004db","2024-01-10T08:29:21.553+00:00","2024-10-04T21:56:30.620+00:00",[],"Institut-de-Statistique-Biostatistique-et-Sciences-Actuarielles-ISBA-Universit%C3%A9-Catholique-de-Louvain-Louvain-la-Neuve-Belgium",{"title":2444},{"VI":2445},"Institut de Statistique, Biostatistique et Sciences Actuarielles (ISBA), Université Catholique de Louvain, Louvain-la-Neuve, Belgium",{"openalex":2447,"title":2448},{"VOID":1539},{"EN":1541},{"id":2450,"sortIndex":115,"researcher":26,"roles":2451,"affiliations":2452,"properties":2459},"0195a819-03f6-43b0-a57d-eecb7b5e9428",[],[2453],{"id":2454,"sortIndex":36,"affiliation":2455,"properties":26},"d9daade9-a99a-46f0-ad51-91ddba034588",{"id":2419,"createTime":2420,"updateTime":2420,"relativeEntities":2456,"slug":2422,"properties":2457,"entityType":98,"verifyStatus":28,"verifyTime":26,"verifyNote":26,"syncStatus":28,"languages":26,"translateLanguages":26,"viewCount":36},[],{"title":2458},{"EN":2425},{"openalex":2460,"title":2462},{"VOID":2461},"A5035025007",{"EN":2463},"Pascal Schoenmaekers",{"url":26,"publisher":2465,"properties":2494},{"id":659,"createTime":660,"updateTime":661,"relativeEntities":2466,"slug":663,"properties":2467,"entityType":24,"verifyStatus":28,"verifyTime":26,"verifyNote":26,"syncStatus":28,"languages":26,"translateLanguages":26,"viewCount":36,"subjectFields":2472,"manageAffiliations":2473,"indexDatabases":2474,"url":26,"thumbnailPath":26,"statistic":2489,"gsStatistic":26,"type":175,"analyzePriority":26},[],{"issn":2468,"eissn":2469,"title":2470,"url":2471},{"VOID":666},{"VOID":668},{"EN":670},{"VOID":672},[],[],[2475,2482],{"id":722,"indexDatabase":2476,"url":737,"indexYears":26,"academicFieldIds":2481,"indexDatabaseRanking":26},{"id":724,"createTime":725,"updateTime":726,"relativeEntities":2477,"label":2478,"description":2479,"key":733,"publicationTags":2480,"standard":26},[],{"EN":729,"VI":729},{"VI":731,"EN":732},[735,736],[739],{"id":741,"indexDatabase":2483,"url":754,"indexYears":755,"academicFieldIds":2488,"indexDatabaseRanking":760},{"id":743,"createTime":744,"updateTime":745,"relativeEntities":2484,"label":2485,"description":2486,"key":751,"publicationTags":2487,"standard":26},[],{"EN":748,"VI":748},{"EN":748,"VI":750},[753],[757,758,759],{"impactFactor":36,"impactFactorByYear":2490,"i10Index":36,"i10IndexLast5Year":36,"totalPublication":763,"totalPublicationByYear":2491,"totalCitation":36,"totalCitationByYear":2492,"totalCitationPerPublication":36,"totalCitationPerPublicationByYear":2493,"hindexLast5Year":36,"hindex":36},{},{"2011":241,"2012":50,"2013":103,"2014":52,"2015":356,"2016":103,"2017":51,"2018":336,"2019":336,"2020":242,"2021":240,"2022":237,"2023":173},{},{},{"volume":2495,"pages":2496,"issue":2498},{"VOID":886},{"VOID":2497},"23-41",{"VOID":886},{"total":53,"publishYear":26,"statisticByYear":2500},{"2013":115,"2014":114,"2015":115,"2016":115,"2017":115,"2018":115,"2019":114,"2020":115,"2021":115},"2011-07-01",2011,[2504,2508,2512,2515,2519,2522,2526,2530,2534,2538,2542,2546,2549,2552,2555,2558,2562,2566,2570,2574,2578,2582,2586,2589],{"id":26,"text":2505,"url":26,"identifiers":2506},"Brown RL, McDaid J (2003) Factors affecting retirement mortality. N Am Actuar J 7(2):24–43",{"doi":2507},"10.1080\u002F10920277.2003.10596083",{"id":26,"text":2509,"url":26,"identifiers":2510},"Cossette H, Delwarde A, Denuit M, Guillot F, Marceau E (2007) Pension plan valuation and dynamic mortality tables. N Am Actuar J 11(2):1–34",{"doi":2511},"10.1080\u002F10920277.2007.10597445",{"id":26,"text":2513,"url":26,"identifiers":2514},"DAV (2008) Herleitung der Sterbetafel DAV 2008 T für Lebensversicherungen mit Todesfallcharakter. DAV-Unterarbeitsgruppe Todesfallrisiko. Blätter der DGVFM 30(1):189–224",{},{"id":26,"text":2516,"url":26,"identifiers":2517},"De Jong P, Heller GZ (2008) Generalized linear models for insurance data. Cambridge University Press, Cambridge",{"doi":2518},"10.1017\u002FCBO9780511755408",{"id":26,"text":2520,"url":26,"identifiers":2521},"England PD, Haberman S (1993) A new approach to modeling excess mortality. J Actuar Pract 1:85–117",{},{"id":26,"text":2523,"url":26,"identifiers":2524},"Fahrmeir L, Tutz G (2001) Multivariate statistical modelling based on generalized linear models. Springer series in statistics, 2nd edn. Springer, New York",{"doi":2525},"10.1007\u002F978-1-4757-3454-6",{"id":26,"text":2527,"url":26,"identifiers":2528},"Gerber HU (1997) Life insurance mathematics, 3rd edn. Springer, Berlin",{"doi":2529},"10.1007\u002F978-3-662-03460-6",{"id":26,"text":2531,"url":26,"identifiers":2532},"Haberman S, Renshaw AE (1990) Generalised linear models and excess mortality from peptic ulcers. Insur Math Econ 9(1):21–32",{"doi":2533},"10.1016\u002F0167-6687(90)90012-3",{"id":26,"text":2535,"url":26,"identifiers":2536},"Haberman S, Renshaw AE (1996) Generalized linear models and actuarial science. The Statistician 45(4):407–436",{"doi":2537},"10.2307\u002F2988543",{"id":26,"text":2539,"url":26,"identifiers":2540},"Laird NM, Olivier D (1981) Covariance analysis of censored survival data using log-linear analysis techniques. J Am Stat Assoc 76:231–240",{"doi":2541},"10.2307\u002F2287816",{"id":26,"text":2543,"url":26,"identifiers":2544},"Loader C (1999) Local regression and likelihood. Statistics and computing series. Springer, New York",{"doi":2545},"10.1007\u002Fb98858",{"id":26,"text":2547,"url":26,"identifiers":2548},"Loader C (2010) locfit : local regression, likelihood and density estimation. R package version 1.5-6. http:\u002F\u002Fcran.r-project.org\u002Fpackage=locfit",{},{"id":26,"text":2550,"url":26,"identifiers":2551},"McCullagh P, Nelder JA (1989) Generalized linear models. Monographs on statistics and applied probability, vol 37, 2nd edn. Chapman & Hall\u002FCRC Press, Boca Raton",{},{"id":26,"text":2553,"url":26,"identifiers":2554},"R Development Core Team (2011) R: a language and environment for statistical computing. R Foundation for Statistical Computing, Vienna. http:\u002F\u002Fwww.r-project.org .",{},{"id":26,"text":2556,"url":26,"identifiers":2557},"Regenauer A (2001) Kein Interesse am gläsernen Patient. Deutsches Ärzteblatt 98(10):A593–A596",{},{"id":26,"text":2559,"url":26,"identifiers":2560},"Renshaw AE (1988) Modelling excess mortality using GLIM. J Inst Actuar 115:299–315",{"doi":2561},"10.1017\u002FS0020268100042682",{"id":26,"text":2563,"url":26,"identifiers":2564},"Renshaw AE (1991) Actuarial graduation practice and generalized linear and non-linear models. J Inst Actuar 118:295–312",{"doi":2565},"10.1017\u002FS0020268100019454",{"id":26,"text":2567,"url":26,"identifiers":2568},"Renshaw AE, Haberman S (1996) Dual modelling and select mortality. Insur Math Econ 19(2):105–126",{"doi":2569},"10.1016\u002FS0167-6687(96)00016-9",{"id":26,"text":2571,"url":26,"identifiers":2572},"Renshaw AE, Haberman S, Hatzopoulos P(1997) On the duality of assumptions underpinning the construction of life tables. ASTIN Bull 27(1):5–22",{"doi":2573},"10.2143\u002FAST.27.1.542064",{"id":26,"text":2575,"url":26,"identifiers":2576},"Sijbrands EJG, Tornij E, Homsma SJ (2009) Mortality risk prediction by an insurance company and long-term follow-up of 62,000 men. PLoS ONE 4(5):e5457",{"doi":2577},"10.1371\u002Fjournal.pone.0005457",{"id":26,"text":2579,"url":26,"identifiers":2580},"Vinsonhaler C, Ravishanker N, Vadiveloo J, Rasoanaivo G (2001) Multivariate analysis of pension plan mortality data. N Am Actuar J 5(2):126–138",{"doi":2581},"10.1080\u002F10920277.2001.10595989",{"id":26,"text":2583,"url":26,"identifiers":2584},"Von Gaudecker H-M, Scholz RD (2007) Differential mortality by lifetime earnings in Germany. Demogr Res 17:83–108",{"doi":2585},"10.4054\u002FDemRes.2007.17.4",{"id":26,"text":2587,"url":26,"identifiers":2588},"Wood SN (2006) Generalized additive models—an introduction with R. Texts in statistical science series. Chapman & Hall\u002FCRC Press, Boca Raton",{},{"id":26,"text":2590,"url":26,"identifiers":2591},"Wood SN (2011) mgcv : GAMs with GCV\u002FAIC\u002FREML smoothness estimation and GAMMs by PQL. R package version 1.7-5. http:\u002F\u002Fcran.r-project.org\u002Fpackage=mgcv",{},{"id":2593,"createTime":2594,"updateTime":2595,"relativeEntities":2596,"slug":2597,"properties":2598,"entityType":788,"verifyStatus":25,"verifyTime":2595,"verifyNote":789,"syncStatus":28,"languages":2609,"translateLanguages":26,"viewCount":36,"primaryUrl":2610,"fullTextUrl":26,"authors":2611,"publicationType":849,"publisherRelationship":2669,"citationCount":53,"citationInfo":2705,"publishDate":2707,"publishYear":1575,"citationAnalyzeStatus":28,"lastCitationAnalyze":26,"indexDatabases":26,"openAccess":26,"references":2708,"isForceReanalyzing":1040},"103365f1-0078-462b-b4e6-b20638dd44b2","2024-04-22T00:15:41.301+00:00","2025-02-26T10:03:20.322+00:00",[],"Optimal-risk-sharing-in-insurance-networks",{"mag":2599,"keywords":2601,"openalex":2602,"abstract":2604,"title":2605,"doi":2607},{"VOID":2600},"2995032837",{},{"VOID":2603},"W2995032837",{},{"EN":2606},"Optimal risk sharing in insurance networks",{"VOID":2608},"10.1007\u002Fs13385-019-00219-9",[102],"http:\u002F\u002Flink.springer.com\u002F10.1007\u002Fs13385-019-00219-9",[2612,2633,2652],{"id":2613,"sortIndex":114,"researcher":26,"roles":2614,"affiliations":2615,"properties":2626},"8bf996fd-52fe-4c6d-be92-daa9da1ee74b",[],[2616],{"id":2617,"sortIndex":36,"affiliation":2618,"properties":26},"6ed612d8-492d-4bb8-b07b-7730b58fe44c",{"id":2619,"createTime":2620,"updateTime":2620,"relativeEntities":2621,"slug":2622,"properties":2623,"entityType":98,"verifyStatus":28,"verifyTime":26,"verifyNote":26,"syncStatus":28,"languages":26,"translateLanguages":26,"viewCount":36},"3e758602-1c4a-4b44-bf86-04e124f6e625","2024-04-22T00:15:41.336+00:00",[],"Institut-f%C3%BCr-Mathematische-Stochastik-and-House-of-Insurance-Leibniz-Universit%C3%A4t-Hannover-Welfengarten-1-30167-Hannover-Germany",{"title":2624},{"EN":2625},"Institut für Mathematische Stochastik and House of Insurance, Leibniz Universität Hannover, Welfengarten 1, 30167, Hannover, Germany",{"openalex":2627,"orcid":2629,"title":2631},{"VOID":2628},"A5047085891",{"VOID":2630},"https:\u002F\u002Forcid.org\u002F0000-0001-7770-5672",{"EN":2632},"Stefan Weber",{"id":2634,"sortIndex":36,"researcher":26,"roles":2635,"affiliations":2636,"properties":2647},"55cb03a7-bf66-4fc0-9d19-0129d665f655",[],[2637],{"id":2638,"sortIndex":36,"affiliation":2639,"properties":26},"bf73c210-2b97-40d4-8eeb-fde884537610",{"id":2640,"createTime":2641,"updateTime":2641,"relativeEntities":2642,"slug":2643,"properties":2644,"entityType":98,"verifyStatus":28,"verifyTime":26,"verifyNote":26,"syncStatus":28,"languages":26,"translateLanguages":26,"viewCount":36},"60bb2f0a-abda-42dc-b1fb-4db6dd5d7d52","2024-04-22T00:15:41.313+00:00",[],"HDI-Global-SE-Gesch%C3%A4ftsbereich-Risikomanagement-HDI-Platz-1-30659-Hannover-Germany",{"title":2645},{"EN":2646},"HDI Global SE, Geschäftsbereich Risikomanagement, HDI-Platz 1, 30659, Hannover, Germany",{"openalex":2648,"title":2650},{"VOID":2649},"A5017310857",{"EN":2651},"Anna-Maria Hamm",{"id":2653,"sortIndex":115,"researcher":26,"roles":2654,"affiliations":2655,"properties":2662},"a2dfde9c-7312-4840-ada6-d5fbf101400d",[],[2656],{"id":2657,"sortIndex":36,"affiliation":2658,"properties":26},"bc8c4193-6a1d-48eb-ad8e-15c324f0ea15",{"id":2619,"createTime":2620,"updateTime":2620,"relativeEntities":2659,"slug":2622,"properties":2660,"entityType":98,"verifyStatus":28,"verifyTime":26,"verifyNote":26,"syncStatus":28,"languages":26,"translateLanguages":26,"viewCount":36},[],{"title":2661},{"EN":2625},{"openalex":2663,"orcid":2665,"title":2667},{"VOID":2664},"A5042764451",{"VOID":2666},"https:\u002F\u002Forcid.org\u002F0000-0002-8549-8869",{"EN":2668},"Thomas Knispel",{"url":26,"publisher":2670,"properties":2699},{"id":659,"createTime":660,"updateTime":661,"relativeEntities":2671,"slug":663,"properties":2672,"entityType":24,"verifyStatus":28,"verifyTime":26,"verifyNote":26,"syncStatus":28,"languages":26,"translateLanguages":26,"viewCount":36,"subjectFields":2677,"manageAffiliations":2678,"indexDatabases":2679,"url":26,"thumbnailPath":26,"statistic":2694,"gsStatistic":26,"type":175,"analyzePriority":26},[],{"issn":2673,"eissn":2674,"title":2675,"url":2676},{"VOID":666},{"VOID":668},{"EN":670},{"VOID":672},[],[],[2680,2687],{"id":722,"indexDatabase":2681,"url":737,"indexYears":26,"academicFieldIds":2686,"indexDatabaseRanking":26},{"id":724,"createTime":725,"updateTime":726,"relativeEntities":2682,"label":2683,"description":2684,"key":733,"publicationTags":2685,"standard":26},[],{"EN":729,"VI":729},{"VI":731,"EN":732},[735,736],[739],{"id":741,"indexDatabase":2688,"url":754,"indexYears":755,"academicFieldIds":2693,"indexDatabaseRanking":760},{"id":743,"createTime":744,"updateTime":745,"relativeEntities":2689,"label":2690,"description":2691,"key":751,"publicationTags":2692,"standard":26},[],{"EN":748,"VI":748},{"EN":748,"VI":750},[753],[757,758,759],{"impactFactor":36,"impactFactorByYear":2695,"i10Index":36,"i10IndexLast5Year":36,"totalPublication":763,"totalPublicationByYear":2696,"totalCitation":36,"totalCitationByYear":2697,"totalCitationPerPublication":36,"totalCitationPerPublicationByYear":2698,"hindexLast5Year":36,"hindex":36},{},{"2011":241,"2012":50,"2013":103,"2014":52,"2015":356,"2016":103,"2017":51,"2018":336,"2019":336,"2020":242,"2021":240,"2022":237,"2023":173},{},{},{"volume":2700,"pages":2702,"issue":2704},{"VOID":2701},"10",{"VOID":2703},"203-234",{"VOID":886},{"total":53,"publishYear":26,"statisticByYear":2706},{"2019":115,"2020":114,"2021":115,"2022":111,"2023":114},"2020-06-01",[2709,2712,2716,2719,2722,2726,2729,2733,2737,2741,2745,2748,2752,2756,2759,2763,2767,2771,2775,2778,2781,2785],{"id":26,"text":2710,"url":26,"identifiers":2711},"Acciaio B (2005) Two Problems Related to Utility Theory Under Unusual Assumptions, PhD thesis, University of Perugia",{},{"id":26,"text":2713,"url":26,"identifiers":2714},"Acciaio B (2007) Optimal risk sharing with non-monotone monetary functions. Financ Stoch 11(2):267–289",{"doi":2715},"10.1007\u002Fs00780-007-0036-6",{"id":26,"text":2717,"url":26,"identifiers":2718},"Artzner P, Delbaen F, Eber J-M, Heath D (1999) Coherent measures of risk. Math Financ 9(3):203–228",{"doi":906},{"id":26,"text":2720,"url":26,"identifiers":2721},"Asimit AV, Badescu AM, Tsanakas A (2013) Optimal risk transfers in insurance groups. Eur Actuar J 3(1):159–190",{"doi":787},{"id":26,"text":2723,"url":26,"identifiers":2724},"Barrieu P, El Karoui N (2005) Inf-convolution of risk measures and optimal risk transfer. Financ Stoch 9:269–298",{"doi":2725},"10.1007\u002Fs00780-005-0152-0",{"id":26,"text":2727,"url":26,"identifiers":2728},"Barrieu P, El Karoui N (2008) Pricing, hedging and optimally designing derivatives via minimization of risk measures. In: Carmona R (ed) Indifference pricing: theory and applications. Princeton University Press, Princeton",{},{"id":26,"text":2730,"url":26,"identifiers":2731},"Boonen TJ (2015) Competitive equilibria with distortion risk measures. Astin Bull 45(3):703–728",{"doi":2732},"10.1017\u002Fasb.2015.11",{"id":26,"text":2734,"url":26,"identifiers":2735},"Borch K (1962) Equilibrium in a reinsurance market. Econometrica 30:424–444",{"doi":2736},"10.2307\u002F1909887",{"id":26,"text":2738,"url":26,"identifiers":2739},"Cont R, Deguest R, Scandolo G (2010) Robustness and sensitivity analysis of risk measurement procedures. Quant Financ 10(6):593–606",{"doi":2740},"10.1080\u002F14697681003685597",{"id":26,"text":2742,"url":26,"identifiers":2743},"Embrechts P, Liu H, Wang R (2018) Quantile-based risk sharing. Oper Res 66(4):936–949",{"doi":2744},"10.1287\u002Fopre.2017.1716",{"id":26,"text":2746,"url":26,"identifiers":2747},"European Commission (2009) Directive 2009\u002F138\u002FEC of the European Parliament and of the Council of 25 November 2009 on the taking-up and pursuit of the business of Insurance and Reinsurance (Solvency II), Directives, Official Journal of the European Commission",{},{"id":26,"text":2749,"url":26,"identifiers":2750},"Filipovic D, Svindland G (2008) Optimal capital and risk allocations for law- and cash-invariant convex functions. Financ Stoch 12:423–439",{"doi":2751},"10.1007\u002Fs00780-008-0069-5",{"id":26,"text":2753,"url":26,"identifiers":2754},"Filipovic D, Kupper M (2008) Equilibrium prices for monetary utility functions. Int J Theor Appl Financ 11:325–343",{"doi":2755},"10.1142\u002FS0219024908004828",{"id":26,"text":2757,"url":26,"identifiers":2758},"Föllmer H, Schied A (2002) Convex measures of risk and trading constraints. Financ Stoch 6(4):429–447",{"doi":1410},{"id":26,"text":2760,"url":26,"identifiers":2761},"Föllmer H, Schied A (2016) Stochastic finance—an introduction in discrete time, 4th edn. de Gruyter, Berlin",{"doi":2762},"10.1515\u002F9783110463453",{"id":26,"text":2764,"url":26,"identifiers":2765},"Föllmer H, Weber S (2015) The axiomatic approach to risk measurement for capital determination. Annu Rev Financ Econ 7:301–337",{"doi":2766},"10.1146\u002Fannurev-financial-111914-042031",{"id":26,"text":2768,"url":26,"identifiers":2769},"Galchion A (2010) The V@R at risk. Int J Theor Appl Financ 13(4):503–506",{"doi":2770},"10.1142\u002FS0219024910005875",{"id":26,"text":2772,"url":26,"identifiers":2773},"Jouini E, Schachermayer W, Touzi N (2008) Optimal risk sharing for law invariant monetary utility functions. Math Financ 18(2):269–292",{"doi":2774},"10.1111\u002Fj.1467-9965.2007.00332.x",{"id":26,"text":2776,"url":26,"identifiers":2777},"Ludkovski M, Young V (2009) Optimal risk sharing under distorted probabilities. Math Financ Econ 2(2):87–105",{"doi":1007},{"id":26,"text":2779,"url":26,"identifiers":2780},"Raviv A (1979) The design of an optimal insurance policy. Am Econ Rev 69(1):84–96",{},{"id":26,"text":2782,"url":26,"identifiers":2783},"Weber S (2018) Solvency II, or how to sweep the downside risk under the carpet. Insur Math Econ 82:191–200",{"doi":2784},"10.1016\u002Fj.insmatheco.2017.11.010",{"id":26,"text":2786,"url":26,"identifiers":2787},"Wilson R (1968) The theory of syndicates. Econometrica 36:119–132",{"doi":2788},"10.2307\u002F1909607"]