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Rev Financ Stud 28(2):391–445\nHugonnier J, Malamud S, Morellec E (2015) Supplementary Appendix to: Capital supply uncertainty, cash holdings, and investment. https:\u002F\u002Fwww.epfl.ch\u002Fschools\u002Fcdm\u002Fwp-content\u002Fuploads\u002F2018\u002F08\u002FHMM-App.pdf\nKulenko N, Schmidli H (2008) Optimal dividend strategies in a Cramér–Lundberg model with capital injections. Insur. Math. Econom. 43(2):270–278\nRolski T, Schmidli H, Schmidt V, Teugels JL (1999) Stochastic processes for insurance and finance. Wiley, New York\nSchmidli H (2008) Stochastic control in insurance. Probability and its applications. Springer, Berlin\nShreve SE, Lehoczky JP, Gaver DP (1984) Optimal consumption for general diffusions with absorbing and reflecting barriers. SIAM J. Control Optim. 22(1):55–75\nZhang Z, Cheung EC, Yang H (2018) On the compound Poisson risk model with periodic capital injections. 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Insur Math Econ 52(3):590–598\nDiers D, Linde M, Hahn L (2016) Addendum to ’The multi-year non-life insurance risk in the additive reserving model’ [Insurance Math. Econom. 52(3) (2013) 590–598]: Quantification of multi-year non-life insurance risk in chain ladder reserving models. Insur Math Econ 67:187–199\nDEVK Rechtsschutz-Versicherungs-AG (2018) Solvency and Financial Condition Report: https:\u002F\u002Fwww.devk.de\u002Fmedia\u002Fcontent\u002Fdownload\u002Funternehmen\u002F2018\u002FSFCR-Bericht-DEVK-Rechtsschutz-2018.pdf\nDirective 2009\u002F138\u002FEC of the European Parliament and of the Council of 25 November 2009 on taking-up and pursuit of the business of insurance and reinsurance (Solvency II)\nGisler A (2019) The reserve uncertainties in the chain ladder model of Mack revisited. Astin Bull 49(3):787–821\nMack T (1993) Distribution-free calculation of the standard error of chain ladder reserve estimates. Astin Bull 23(2):213–225\nMerz M, Wüthrich M (2008) Modelling the claims development result for solvency purposes. In: Casualty Actuarial Society E-Forum, pp 542–568\nOhlsson E, Lauzeningks J (2009) The one-year non-life insurance risk. Insur Math Econ 45(2):203–208",{"EN":380},"A general definition of the 1-year premium risk in non-life insurance is given, which fully covers the risk associated with the change in premium provision. Based on the chain ladder method, a simple predictor is provided and a new analytic formula for the estimated prediction error is derived. Furthermore, the relationship with the claims development result is explicitly worked out. Finally, the formula is applied to publicly available data of a legal protection insurance company falling under Solvency II; and the resulting confidence intervals are compared to the reported premium risk capital.",{"EN":382},"The 1-year premium risk",{"VOID":384},"10.1007\u002Fs13385-021-00262-5","https:\u002F\u002Flink.springer.com\u002F10.1007\u002Fs13385-021-00262-5",[387,402],{"id":388,"sortIndex":23,"researcher":22,"roles":389,"affiliations":390,"properties":399},"b67db7fe-07f6-47f2-a9d4-d6ec187a9e80",[308],[391],{"id":22,"sortIndex":23,"affiliation":392,"properties":22},{"id":393,"createTime":394,"updateTime":394,"relativeEntities":395,"slug":22,"properties":396,"entityType":59,"verifyStatus":21,"verifyTime":22,"verifyNote":22,"syncStatus":21,"languages":22,"translateLanguages":22,"viewCount":23},"9ecda622-422e-4864-a782-7c14c4dccf41","2024-01-15T03:47:37.540+00:00",[],{"title":397},{"VI":398},"Austrian Financial Market Authority, Vienna, Austria",{"title":400},{"VI":401},"David Fischinger",{"id":403,"sortIndex":23,"researcher":22,"roles":404,"affiliations":405,"properties":414},"2778dd9e-684f-4041-870c-69cba33bb997",[308],[406],{"id":407,"sortIndex":23,"affiliation":408,"properties":412},"00979a31-efdd-45d1-ac43-4bd2a552dd9f",{"id":393,"createTime":394,"updateTime":394,"relativeEntities":409,"slug":22,"properties":410,"entityType":59,"verifyStatus":21,"verifyTime":22,"verifyNote":22,"syncStatus":21,"languages":22,"translateLanguages":22,"viewCount":23},[],{"title":411},{"VI":398},{"title":413},{"VI":398},{"title":415},{"VI":416},"Florian Gach",{"url":385,"publisher":418,"properties":447},{"id":6,"createTime":7,"updateTime":8,"relativeEntities":419,"slug":10,"properties":420,"entityType":20,"verifyStatus":21,"verifyTime":22,"verifyNote":22,"syncStatus":21,"languages":22,"translateLanguages":22,"viewCount":23,"subjectFields":425,"manageAffiliations":426,"indexDatabases":427,"url":22,"thumbnailPath":22,"statistic":442,"gsStatistic":22,"type":130,"analyzePriority":22},[],{"issn":421,"eissn":422,"title":423,"url":424},{"VOID":13},{"VOID":15},{"EN":17},{"VOID":19},[],[],[428,435],{"id":76,"indexDatabase":429,"url":91,"indexYears":22,"academicFieldIds":434,"indexDatabaseRanking":22},{"id":78,"createTime":79,"updateTime":80,"relativeEntities":430,"label":431,"description":432,"key":87,"publicationTags":433,"standard":22},[],{"EN":83,"VI":83},{"VI":85,"EN":86},[89,90],[93],{"id":95,"indexDatabase":436,"url":108,"indexYears":109,"academicFieldIds":441,"indexDatabaseRanking":114},{"id":97,"createTime":98,"updateTime":99,"relativeEntities":437,"label":438,"description":439,"key":105,"publicationTags":440,"standard":22},[],{"EN":102,"VI":102},{"EN":102,"VI":104},[107],[111,112,113],{"impactFactor":23,"impactFactorByYear":443,"i10Index":23,"i10IndexLast5Year":23,"totalPublication":117,"totalPublicationByYear":444,"totalCitation":23,"totalCitationByYear":445,"totalCitationPerPublication":23,"totalCitationPerPublicationByYear":446,"hindexLast5Year":23,"hindex":23},{},{"2011":119,"2012":72,"2013":120,"2014":60,"2015":121,"2016":120,"2017":122,"2018":123,"2019":123,"2020":124,"2021":125,"2022":126,"2023":127},{},{},{"volume":448,"pages":450},{"VOID":449},"11",{"VOID":451},"655-675","2021-03-12",2021,{"id":455,"createTime":456,"updateTime":457,"relativeEntities":458,"slug":459,"properties":460,"entityType":152,"verifyStatus":153,"verifyTime":457,"verifyNote":155,"syncStatus":21,"languages":22,"translateLanguages":22,"viewCount":23,"primaryUrl":469,"fullTextUrl":22,"authors":470,"publicationType":241,"publisherRelationship":524,"citationCount":22,"citationInfo":22,"publishDate":559,"publishYear":560,"citationAnalyzeStatus":21,"lastCitationAnalyze":22,"indexDatabases":22,"openAccess":22,"references":22,"isForceReanalyzing":287},"6926d778-9782-47db-8c82-dec898cc0f07","2024-01-29T10:03:15.633+00:00","2024-12-20T23:50:11.632+00:00",[],"Risk-processes-with-dependence-and-premium-adjusted-to-solvency-targets",{"references":461,"abstract":463,"title":465,"doi":467},{"VOID":462},"Abikhalil F (1989) Finite time ruin problems for perturbed experience rating and connection with discounting risk models. ASTIN Bull 16:33–43\nAlbrecher H, Constantinescu C, Loisel S (2011) Explicit ruin formulas for models with dependence among risks. Insur Math Econ 48:265–270\nAlbrecher H, Teugels J (2006) Exponential behavior in the presence of dependence in risk theory. J Appl Prob 43:257–273\nAsmussen S (1999) On the ruin problem for some adapted premium rules. In: Kalashnikov V, Andronov AM (eds) Probabilistic analysis of rare events: theory and problems of safety. Riga Aviations University, Latvia, pp 1–19. http:\u002F\u002Fwww.maphysto.dk\u002Fcgi-bin\u002Fgp.cgi?publ=77\nAsmussen S, Albrecher H (2010) Ruin probabilities, 2nd edn. World Scientific, New Jersey\nBühlmann H (1972) Ruinwahrscheinlichkeit bei erfahrungstarifiertem Portfeuille. Mitteilungen der Vereinigung Schweizerischer Versicherungsmathematiker 72:211–224\nBühlmann H (2007) The history of ASTIN. ASTIN Bull 37:191–202\nBühlmann H, Gerber HU (1978) General jump processes and time change—or how to define stochastic operational time. Scand Actuar J 1978:102–107\nDubey A (1977) Probabilité de ruine lorsque le paramètre Poisson est ajusté a posteriori. Bulletin de l’Association des Actuaires Suisses 2: 211–224\nFeller W (1971) An introduction to probability theory and its applications, vol II. Wiley, New York\nFerguson TS (1972) A Bayesian analysis of some nonparametric problems. Ann Stat 1:209–230\nGerber HU (1979) An introduction to mathematical risk theory. Huebner Foundation Monograph, vol 8. R.D. Irwin, Homewood\nGoovaerts M, De Vylder F, Haezendonck J (1984) Insurance premiums. North-Holland, Amsterdam\nGrandell J (1991) Aspects of risk theory. Springer, New York\nHøjgaard B, Taksar M (1997) Optimal proportional reinsurance policies for diffusion models. Scand Actuar J 1997:166–180\nKarr A (1991) Point processes and their statistical inference, 2nd edn. Marcel Dekker, Inc., New York\nLoisel S, Trufin J (2009) Ultimate ruin probabilities in discrete time with Bühlmann credibility premium adjustments. Working paper 2117, Les Cahiers de Recherche de l’I.S.F.A, Université Claude Bernard Lyon 1\nSchmidli H (2008) Stochastic Control in Insurance. Springer, London\nTaylor GC (1979) Probability of ruin under inflationary conditions or under experience rating. ASTIN Bull 10:149–162\nWatanabe S (1964) On discontinuous additive functionals and Levy measures of Markov processes. Jpn J Math 34:53–70",{"EN":464},"This paper considers risk processes with various forms of dependence between waiting times and claim amounts. The standing assumption is that the increments of the claims process possess exponential moments so that variations of the Lundberg upper bound for the probability of ruin are in reach. The traditional point of view in ruin theory is reversed: rather than studying the probability of ruin as a function of the initial reserve under fixed premium, the problem is to adjust the premium dynamically so as to obtain a given ruin probability (solvency requirement) for a fixed initial reserve (the financial capacity of the insurer). This programme is carried through in various models for the claims process, ranging from Cox processes with i.i.d. claim amounts, to conditional renewal (Sparre Andersen) processes.",{"EN":466},"Risk processes with dependence and premium adjusted to solvency targets",{"VOID":468},"10.1007\u002Fs13385-012-0046-4","https:\u002F\u002Flink.springer.com\u002Farticle\u002F10.1007\u002Fs13385-012-0046-4",[471,494,509],{"id":472,"sortIndex":23,"researcher":22,"roles":473,"affiliations":474,"properties":491},"d8b67c33-1a42-4e26-9115-05efba2b72ff",[308],[475,482],{"id":476,"sortIndex":202,"affiliation":477,"properties":481},"c2217211-40e6-49c4-a925-ddea1d2ec0cc",{"id":187,"createTime":188,"updateTime":189,"relativeEntities":478,"slug":191,"properties":479,"entityType":59,"verifyStatus":21,"verifyTime":22,"verifyNote":22,"syncStatus":21,"languages":22,"translateLanguages":22,"viewCount":23},[],{"title":480},{"VI":194},{},{"id":22,"sortIndex":23,"affiliation":483,"properties":22},{"id":484,"createTime":485,"updateTime":485,"relativeEntities":486,"slug":487,"properties":488,"entityType":59,"verifyStatus":21,"verifyTime":22,"verifyNote":22,"syncStatus":21,"languages":22,"translateLanguages":22,"viewCount":23},"2f03d369-d259-4266-8b66-04e5f6b447f8","2024-04-17T13:55:02.072+00:00",[],"Universit%C3%A9-de-Lausanne-Lausanne-Switzerland",{"title":489},{"EN":490},"Université de Lausanne, Lausanne, Switzerland",{"title":492},{"VI":493},"Corina Constantinescu",{"id":495,"sortIndex":202,"researcher":22,"roles":496,"affiliations":497,"properties":506},"75efc7ea-75e5-4dc1-936f-064ca2e177ab",[308],[498],{"id":22,"sortIndex":23,"affiliation":499,"properties":22},{"id":500,"createTime":501,"updateTime":501,"relativeEntities":502,"slug":22,"properties":503,"entityType":59,"verifyStatus":21,"verifyTime":22,"verifyNote":22,"syncStatus":21,"languages":22,"translateLanguages":22,"viewCount":23},"cddc86a8-2b62-4053-a88c-6643d7af7812","2024-01-29T10:03:15.662+00:00",[],{"title":504},{"VI":505},"Laboratoire SAF, Université de Lyon, Université Lyon 1, ISFA, EA 2429, Lyon, France",{"title":507},{"VI":508},"Véronique Maume-Deschamps",{"id":510,"sortIndex":162,"researcher":22,"roles":511,"affiliations":512,"properties":521},"911b44f5-3e1f-4041-8edb-021e4a177b7a",[308],[513],{"id":22,"sortIndex":23,"affiliation":514,"properties":22},{"id":515,"createTime":516,"updateTime":516,"relativeEntities":517,"slug":22,"properties":518,"entityType":59,"verifyStatus":21,"verifyTime":22,"verifyNote":22,"syncStatus":21,"languages":22,"translateLanguages":22,"viewCount":23},"ab3212f9-11ff-49d5-a304-025004fa9c68","2024-01-29T10:03:15.674+00:00",[],{"title":519},{"VI":520},"Laboratoire SAF,  Université de Lyon, Université Lyon 1, Fondation Lyon 1, ISFA, EA 2429, Lyon, France",{"title":522},{"VI":523},"Ragnar Norberg",{"url":469,"publisher":525,"properties":554},{"id":6,"createTime":7,"updateTime":8,"relativeEntities":526,"slug":10,"properties":527,"entityType":20,"verifyStatus":21,"verifyTime":22,"verifyNote":22,"syncStatus":21,"languages":22,"translateLanguages":22,"viewCount":23,"subjectFields":532,"manageAffiliations":533,"indexDatabases":534,"url":22,"thumbnailPath":22,"statistic":549,"gsStatistic":22,"type":130,"analyzePriority":22},[],{"issn":528,"eissn":529,"title":530,"url":531},{"VOID":13},{"VOID":15},{"EN":17},{"VOID":19},[],[],[535,542],{"id":76,"indexDatabase":536,"url":91,"indexYears":22,"academicFieldIds":541,"indexDatabaseRanking":22},{"id":78,"createTime":79,"updateTime":80,"relativeEntities":537,"label":538,"description":539,"key":87,"publicationTags":540,"standard":22},[],{"EN":83,"VI":83},{"VI":85,"EN":86},[89,90],[93],{"id":95,"indexDatabase":543,"url":108,"indexYears":109,"academicFieldIds":548,"indexDatabaseRanking":114},{"id":97,"createTime":98,"updateTime":99,"relativeEntities":544,"label":545,"description":546,"key":105,"publicationTags":547,"standard":22},[],{"EN":102,"VI":102},{"EN":102,"VI":104},[107],[111,112,113],{"impactFactor":23,"impactFactorByYear":550,"i10Index":23,"i10IndexLast5Year":23,"totalPublication":117,"totalPublicationByYear":551,"totalCitation":23,"totalCitationByYear":552,"totalCitationPerPublication":23,"totalCitationPerPublicationByYear":553,"hindexLast5Year":23,"hindex":23},{},{"2011":119,"2012":72,"2013":120,"2014":60,"2015":121,"2016":120,"2017":122,"2018":123,"2019":123,"2020":124,"2021":125,"2022":126,"2023":127},{},{},{"volume":555,"pages":557},{"VOID":556},"2",{"VOID":558},"1-20","2012-03-29",2012,{"id":562,"createTime":563,"updateTime":564,"relativeEntities":565,"slug":566,"properties":567,"entityType":152,"verifyStatus":153,"verifyTime":564,"verifyNote":155,"syncStatus":21,"languages":22,"translateLanguages":22,"viewCount":23,"primaryUrl":576,"fullTextUrl":22,"authors":577,"publicationType":241,"publisherRelationship":593,"citationCount":22,"citationInfo":22,"publishDate":628,"publishYear":629,"citationAnalyzeStatus":21,"lastCitationAnalyze":22,"indexDatabases":22,"openAccess":22,"references":22,"isForceReanalyzing":287},"fe8e43e3-20af-4814-b083-5a1cea0b7345","2024-01-14T14:47:28.527+00:00","2025-02-18T23:49:48.647+00:00",[],"Defining-principles-of-a-robust-insurance-solvency-regime",{"references":568,"abstract":570,"title":572,"doi":574},{"VOID":569},"FINMA Insurance Market Report 2014, 10\u002F33. https:\u002F\u002Fwww.finma.ch\u002Fen\u002Fdocumentation\u002Ffinma-publications\u002Freports\u002Finsurance-reports\u002F\nFreeman M, Fujiki M (2001) Why some Japanese Insurers are Failing, Emphasis 2001\u002F3\nUemura N (2008) The failure without management. Oriental Life Insurance Cultural Development Center, Tokyo\nSolvency II Directive 2014\u002F51 of the European Parliament and of the Council including “Omnibus II” and the Long-Term Guarantee Measures\nDomanski D, Shin HS, Suhko V (2015) The hunt for duration: not waving but drowning? BIS Working Paper No 519\nFINMA-Rundschreiben 2013\u002F2 SST Erleichterungen. https:\u002F\u002Fwww.finma.ch\u002Fen\u002Fdocumentation\u002Fcirculars\nSwiss National Bank (2014) Implementing the Countercyclical Capital Buffer in Switzerland, February 2014\nMcNeil AJ, Frey R, Embrechts P (2015) Quantitative risk management, Revised edition\nWeber AA (2009) Pfandbriefmarkt und Finanzmarktkrise, Rede beim Jahresempfang des Verbandes Deutscher Pfandbriefbanken in Berlin am 26. November 2009\nRebonato R (2010) Coherent stress testing, a Bayesian approach to the analysis of financial stress. Wiley, Oxford\nFINMA, Wegleitung für die Erarbeitung des SST-Berichtes 2016. https:\u002F\u002Fwww.finma.ch\u002Fen\u002Fsupervision\u002Finsurers\u002Fcross-sectoral-tools\u002Fswiss-solvency-test-sst\u002F\nFINMA, SST 2015 Survey. https:\u002F\u002Fwww.finma.ch\u002Fen\u002Fsupervision\u002Finsurers\u002Fcross-sectoral-tools\u002Fswiss-solvency-test-sst\u002F\nCont R, Schaanning E (2016) Fire sales, indirect contagion and systemic stress-testing. Norges Bank Working Paper 2\u002F2017",{"EN":571},"The article deals with the fundamental features of a solvency regime: valuation and risk modelling. The paper argues that for solvency testing purposes the valuation method of choice is market consistent valuation. Statutory valuation based on historical costs is at best irrelevant and possibly misleading in the case of a compulsory winding up of a company and of forced sales of assets. As far as risk modelling is concerned, it is argued that stress tests and scenarios have an important role to play. They can complement or replace stochastic risk models. They have in particular the advantage of enabling an effective involvement of senior managers and Board members in the company’s quantitative risk management. It is argued that supervisors could use two co-existing models for solvency testing purposes: a probabilistic model and a set of scenarios based Solvency Capital Requirements. The paper draws on the experience of the EU regulatory authorities, CEIOPS and EIOPA, with the development of Solvency II. It also draws on the experience of FINMA, the Swiss supervisory authority, with the implementation of the Swiss Solvency Test. Finally, it takes into account the lessons of the Japanese life insurance crisis from 1997 to 2001.",{"EN":573},"Defining principles of a robust insurance solvency regime",{"VOID":575},"10.1007\u002Fs13385-018-0169-3","https:\u002F\u002Flink.springer.com\u002Farticle\u002F10.1007\u002Fs13385-018-0169-3",[578],{"id":579,"sortIndex":23,"researcher":22,"roles":580,"affiliations":581,"properties":590},"b9a3b19c-5ce8-4214-acea-5a0700263da8",[308],[582],{"id":22,"sortIndex":23,"affiliation":583,"properties":22},{"id":584,"createTime":585,"updateTime":585,"relativeEntities":586,"slug":22,"properties":587,"entityType":59,"verifyStatus":21,"verifyTime":22,"verifyNote":22,"syncStatus":21,"languages":22,"translateLanguages":22,"viewCount":23},"79867cdf-7a69-44e8-aee1-f5499de4defa","2024-01-14T14:47:28.573+00:00",[],{"title":588},{"VI":589},"Männedorf, Switzerland",{"title":591},{"VI":592},"René Schnieper",{"url":576,"publisher":594,"properties":623},{"id":6,"createTime":7,"updateTime":8,"relativeEntities":595,"slug":10,"properties":596,"entityType":20,"verifyStatus":21,"verifyTime":22,"verifyNote":22,"syncStatus":21,"languages":22,"translateLanguages":22,"viewCount":23,"subjectFields":601,"manageAffiliations":602,"indexDatabases":603,"url":22,"thumbnailPath":22,"statistic":618,"gsStatistic":22,"type":130,"analyzePriority":22},[],{"issn":597,"eissn":598,"title":599,"url":600},{"VOID":13},{"VOID":15},{"EN":17},{"VOID":19},[],[],[604,611],{"id":76,"indexDatabase":605,"url":91,"indexYears":22,"academicFieldIds":610,"indexDatabaseRanking":22},{"id":78,"createTime":79,"updateTime":80,"relativeEntities":606,"label":607,"description":608,"key":87,"publicationTags":609,"standard":22},[],{"EN":83,"VI":83},{"VI":85,"EN":86},[89,90],[93],{"id":95,"indexDatabase":612,"url":108,"indexYears":109,"academicFieldIds":617,"indexDatabaseRanking":114},{"id":97,"createTime":98,"updateTime":99,"relativeEntities":613,"label":614,"description":615,"key":105,"publicationTags":616,"standard":22},[],{"EN":102,"VI":102},{"EN":102,"VI":104},[107],[111,112,113],{"impactFactor":23,"impactFactorByYear":619,"i10Index":23,"i10IndexLast5Year":23,"totalPublication":117,"totalPublicationByYear":620,"totalCitation":23,"totalCitationByYear":621,"totalCitationPerPublication":23,"totalCitationPerPublicationByYear":622,"hindexLast5Year":23,"hindex":23},{},{"2011":119,"2012":72,"2013":120,"2014":60,"2015":121,"2016":120,"2017":122,"2018":123,"2019":123,"2020":124,"2021":125,"2022":126,"2023":127},{},{},{"volume":624,"pages":626},{"VOID":625},"8",{"VOID":627},"169-196","2018-05-28",2018,{"id":631,"createTime":632,"updateTime":633,"relativeEntities":634,"slug":635,"properties":636,"entityType":152,"verifyStatus":153,"verifyTime":633,"verifyNote":155,"syncStatus":21,"languages":22,"translateLanguages":22,"viewCount":23,"primaryUrl":645,"fullTextUrl":22,"authors":646,"publicationType":241,"publisherRelationship":711,"citationCount":22,"citationInfo":22,"publishDate":746,"publishYear":747,"citationAnalyzeStatus":21,"lastCitationAnalyze":22,"indexDatabases":22,"openAccess":22,"references":22,"isForceReanalyzing":287},"a0f4364d-4acd-4887-b1a4-8dc6baae6dba","2023-12-19T17:20:57.337+00:00","2025-02-20T23:45:37.445+00:00",[],"The-slowdown-in-mortality-improvement-rates-2011-2017-a-multi-country-analysis",{"references":637,"abstract":639,"title":641,"doi":643},{"VOID":638},"Bakah M, Rapahel D (2017) New hypotheses regarding the Danish health puzzle. Scand J Public Health 45(8):700–808\nBohk-Ewald C, Rau R (2017) Probabilistic mortality forecasting with varying age-specific survival improvements. Genus J Popul Sci 73:1–37\nCairns AJG, Blake D, Dowd K (2006) A two-factor model for stochastic mortality with parameter uncertainty: theory and calibration. J Risk Insur 73:687–718\nCairns AJG, Blake D, Dowd K, Coughlan GD, Epstein D, Ong A, Balevich I (2009) A quantitative comparison of stochastic mortality models using data from England and Wales and the United States. North Am Actuar J 13:1–35\nCamarda CG (2012) MortalitySmooth: an R package for smoothing poisson counts with P-splines. J Stat Softw 50\nCase A, Deaton A (2015) Rising morbidity and mortality in midlife among white non-Hispanic Americans in the 21st century. Proc Natl Acad Sci USA 112:15078–83\nClubVita and Pensions and Lifetime Savings Association (2017) Longevity trends. http:\u002F\u002Fwww.clubvita.co.uk\u002Fassets\u002Fimages\u002Fgeneral\u002F170623_16_PLSA-Longevity-model.pdf\nContinuous Mortality Investigation (2005) Projecting future mortality: towards a proposal for a stochastic methodology. Continuous Mortality Investigation, Working paper 15, Institute and Faculty of Actuaries\nContinuous Mortality Investigation (2017) CMI Mortality Projections Model: CMI_2016. Continuous Mortality Investigation, Working paper 97, Institute and Faculty of Actuaries\nCrawford R, Stoye G, Zaranko B (2021) Long-term care spending and hospital use among the older population in England. J Health Econ 78:102477\nCurrie ID, Durban M, Eilers PHC (2004) Smoothing and forecasting mortality rates. Stat Model 4:279–98\nCurrie ID (2006) Smoothing and forecasting mortality rates with P-splines. Paper given at the Institute of Actuaries, June 2006. http:\u002F\u002Fwww.ma.hw.ac.uk\u002Fiain\u002Fresearch\u002Ftalks.html\nCurrie ID (2016) On fitting generalized linear and non-linear models of mortality. Scand Actuar J 4:356–383\nDebon A, Chaves L, Haberman S, Villa F (2017) Characterization of between-group inequality of longevity in European Union countries. Insur Math Econ 75:151–165\nDelwarde A, Denuit M, Eilers PHC (2006) Smoothing the Lee–Carter and Poisson log-bilinear models for mortality forecasting: a penalised likelihood approach. Stat Model 7:29–48\nDjeundje VAB, Currie ID (2010) Smoothing dispersed counts with applications to mortality data. Ann Actuar Sci 5:33–52\nDjeundje (2022) On the integration of deterministic opinions into mortality smoothing and forecasting. Ann Actuar Sci. https:\u002F\u002Fdoi.org\u002F10.1017\u002FS1748499521000282\nEU MOMO (2015) Excess mortality in Europe in the winter season 2014\u002F15, in particular amongst the elderly. Winter Season Summary 2015. http:\u002F\u002Fwww.euromomo.eu\u002Fmethods\u002Fpublications.html\nFordham R, Roland M (2017) Expert reaction to paper on health and social care spending and excess deaths in England. http:\u002F\u002Fwww.sciencemediacentre.org\u002Fexpert-reaction-to-paper-on-health-and-social-care-spending-and-excess-deaths-in-england\u002F\nGrigoriev P, Pechholdova M (2017) Health convergence between East and West Germany as reflected in long-term cause specific mortality trends: to what extent was it due to reunification? Eur J Popul 33:701–731\nHaberman S, Renshaw A (2011) A comparative study of parametric mortality projection models. Insur Math Econ 48:35–55\nHaberman S, Renshaw A (2012) Parametric mortality improvement rate modelling and projecting. Insur Math Econ 50:309–333\nHaberman S, Renshaw A (2013) Modelling and projecting mortality improvement rates using a cohort perspective. Insur Math Econ 53:150–168\nHatzopoulos P, Haberman S (2013) Common mortality modelling and coherent forecasts. An empirical analysis of worldwide mortality data. Insur Math Econ 52:320–37\nHiam L, Dorling D, Harrison D, McKee M (2017) What caused the spike in mortality in England and Wales in January 2015? J R Soc Med 110:131–137\nHiam L, Dorling D, Harrison D, McKee M (2017) Why has mortality in England and Wales been increasing? An iterative demographic analysis. J R Soc Med 110:153–162\nHilton J, Dodd E, Forster J, Smith P (2016) Projecting UK mortality by using Bayesian generalized additive models. J R Stat Soc Ser C 68(1):29–49\nHinne M, Gronau QF, van den Bergh D, Wagenmakers E-J (2020) A conceptual introduction to Bayesian model averaging. Adv Methods Pract Psychol Sci 3(2):200–215\nHo JY, Hendi AS (2018) Recent trends in life expectancy across high income countries: retrospective observational study. BMJ 362:k2562\nHorder H, Skoog I, Johansson L, Falk H, Frandin K (2015) Secular trends in frailty: a comparative study of 75 year olds born in 1911–12 and 1930. Age Ageing 44:817–22\nHuman Mortality Database. University of California, Berkeley (USA) and Max Planck Institute for Demographic Research (Germany). www.mortality.org or www.humanmortality.de. (Data downloaded in January 2021)\nHunt A, Villegas A (2015) Robustness and convergence in the Lee–Carter model with cohort effect. Insur Math Econ 64:186–202\nHyndman RJ, Booth H, Tickle L, Maindonald J (2014) Demography: forecasting mortality, fertility, migration and population data. R package. https:\u002F\u002FCRAN.R-project.org\u002Fpackage=demography\nJacobsen R, Von Euler M, Osler M, Lynge E, Keiding N (2004) Women’s death in Scandinavia: what makes Denmark different? Eur J Epidemiol 19(2):117–121\nKallestrup-Lamb M, Kjaergaard S, Rosenskjold C (2020) Insight into stagnating life expectancy: analysing cause of death patterns across socio-economic groups. Pensions Institute Discussion Paper PI-2001. Cass Business School, University of London\nKleinow T, Cairns A, Wen J (2019) Deprivation and life expectancy in the UK. The Actuary. http:\u002F\u002Ftheactuary.com\u002Ffeatures\u002F2019\u002F04\u002Fdeprivation-and-life-expectancy-in-the-uk\u002F\nLee RD, Carter LR (1992) Modeling and forecasting U.S. mortality. J Am Stat Assoc 87:659–75\nLeon DA, Jdanov DA, Shkolnikov VM (2019) Trends in life expectancy and age-specific mortality in England and Wales, 1970–2016, in comparison with a set of 22 high-income countries: an analysis of vital statistics data. Lancet Public Health 4:e575–e582\nLindahl-Jacobsen R, Rau R, Jeune B, Canudas-Romo V, Lenart A, Christensen K, Vaupel JW (2016) Rise, stagnation and rise of Danish women’s life expectancy. Proc Natl Acad Sci 113:4015–20\nLongevity Science Panel (2018) Life expectancy: is the socio-economic gap narrowing? http:\u002F\u002Fwww.longevitypanel.co.uk\u002F_files\u002FLSP_Report.pdf\nLuchinskaya D, Simpson P, Stoye G (2017) UK health and social care spending. Institute for Fiscal Studies. http:\u002F\u002Fwww.ifs.org.uk\u002Fpublications\u002F8879\nMatthews F, Arthur A, Barnes L, Bond J, Jagger C, Robsinson L, Brayne C (2013) A two-decade comparison of prevalence in dementia in individuals aged 65 years and older from three geographical areas of England: results of the Cognitive Function and Ageing Study I and II. Lancet 382:1405–1412. https:\u002F\u002Fdoi.org\u002F10.1016\u002FS0140-6736(13)61570-6\nMitchell D, Brockett P, Mendoza-Arriaga R, Muthuraman K (2013) Modelling and forecasting mortality rates. Insur Math Econ 52:275–285\nMølbak K, Espenhain L, Nielsen J, Tersago K, Bossuyt N, Denissov G, Baburin A, Virtanen M, Fouillet A, Sideroglou T, Gkolfinopoulou K, Paldy A, Bobvos J, van Asten L, de Lange M, Nunes B, da Silva S, Larrauri A, Gómez IL, Tsoumanis A, Junker C, Green H, Pebody R, McMenamin J, Reynolds A, Mazick A (2015) Excess mortality among the elderly in European countries. Euro Surveill 20\nMurphy M (2019) The data behind mortality trends: explaining the recent improvement in mortality in England. https:\u002F\u002Fblogs.lse.ac.uk\u002Fpoliticsandpolicy\u002Fexplaining-the-recent-improvement-in-mortality-in-england\u002F\nOffice for National Statistics (2018) Changing trends in mortality: an international comparison: 2000 to 2016\nPalin J (2017) Mortality improvements in decline. The Actuary. www.theactuary.com\u002Ffeatures\u002F2017\u002F08\u002Fmortality-improvements-in-decline\u002F\nPlat R (2009) On stochastic mortality modeling. Insur Math Econ 45:393–404\nPublic Health England (2018) A review of recent trends in mortality in England. http:\u002F\u002Fwww.gov.uk\u002Fphe\nRaleigh V (2019) Trends in life expectancy in EU and other OECD countries: why are improvements slowing? OECD Health Working Papers, No. 108. OECD Publishing, Paris. https:\u002F\u002Fdoi.org\u002F10.1787\u002F223159ab-en\nRenshaw AE, Haberman S (2006) A cohort-based extension to the Lee–Carter model for mortality reduction factors. Insur Math Econ 38:556–70\nRenshaw AE, Haberman S (2021) Modelling and forecasting mortality improvement rates with random effects. Eur Actuar J 11:381–412\nRichards SJ, Currie ID, Kleinow T, Ritchie GP (2019) A stochastic implementation of the APCI model for mortality projections. Br Actuar J. https:\u002F\u002Fdoi.org\u002F10.1017\u002FS1357321718000260\nSamuels JD, Sekkel RM (2017) Model confidence sets and forecast combination. Int J Forecast 33(1):48–60\nSchnurch S, Kleinow T, Korn R (2021) Clustering-based extensions of the common age effect multi-population mortality model. Risks 9(3):45\nShang HL (2012) Point and interval forecasts of age-specific life expectancies: a model averaging approach. Demogr Res 27:593–644\nShang HL, Haberman S (2018) Model confidence sets and forecast combination: an application to age-specific mortality. Genus J Popul Sci 74:19. https:\u002F\u002Fdoi.org\u002F10.1186\u002Fs41118-018-0043-9\nStatistics Netherlands (2019) Wider life expectancy gap between high and low educated. https:\u002F\u002Fwww.cbs.nl\u002Fen-gb\u002Fnews\u002F2019\u002F33\u002Fwider-life-expectancy-gap-between-high-and-low-educated\nStoeldraijer L, Van Duin C, Wissen L, Janssen F (2013) Impact of different mortality forecasting methods and explicit assumptions on projected future life expectancy: the case of the Netherlands. Demogr Res 29:323–354\nTurner H, Firth D (2012) Generalized nonlinear models in R: an overview of the gnm package. http:\u002F\u002FCRAN.R-project.org\u002Fpackage=gnm\nVillegas AM, Kaishev VK, Millossovich P (2018) StMoMo: an R Package for stochastic mortality modeling. J Stat Soft 84\nWenau G, Grigoriev P, Shkolnikov V (2019) Socioeconomic disparities in life expectancy gains among retired German men, 1997–2016. J Epidemiol Community Health 73:605–611\nWorld Health Organization (2020) WHO Director General’s opening remarks at the media briefing on COVID-19. https:\u002F\u002Fwww.who.int\u002Fdirector-general\u002Fspeeches\u002Fdetail\u002Fwho-director-general-s-opening-remarks-at-the-media-briefing-on-covid-19-11-march-2020",{"EN":640},"Mortality rates have been falling or ‘improving’ in many demographically developed countries since the 1950s. However, there has been a slowdown since 2010 in the speed of improvement and this phenomenon has been particularly marked at ages over 50. To understand better this mortality slowdown, we have analysed long-run mortality trends of a group of developed countries using data up to 2017 from the Human Mortality Database. Specifically, we have used statistical models to parametrise the historical mortality trends of 21 countries between 1965 and 2010 and then forecast trends beyond 2011. We find that many countries have experienced lower mortality improvement rates in 2011–2017 than in the previous decade and also experienced lower improvement rates in 2011–2017 than would have been forecast based on the models fitted to data prior to 2011. Some of the Scandinavian populations have bucked the stalling mortality improvement trend, experiencing higher mortality improvement rates than the forecasts. We conclude that part of the slowdown in mortality improvement rates of the over 1950s since 2011 would have been expected from historical trends in many countries, especially among men. However, there has been a notable slowdown since 2011, compared with the model forecasts, in many countries especially among women. A few countries had higher mortality improvement rates than forecast. A better understanding of the drivers behind these complex trends would help decision makers in insurance companies and pension funds and also inform public policy.",{"EN":642},"The slowdown in mortality improvement rates 2011–2017: a multi-country analysis",{"VOID":644},"10.1007\u002Fs13385-022-00318-0","https:\u002F\u002Flink.springer.com\u002Farticle\u002F10.1007\u002Fs13385-022-00318-0",[647,664,681,696],{"id":648,"sortIndex":162,"researcher":22,"roles":649,"affiliations":650,"properties":661},"030e1d58-4786-41f4-ac05-39d51ea9f2f9",[308],[651],{"id":22,"sortIndex":23,"affiliation":652,"properties":22},{"id":653,"createTime":654,"updateTime":655,"relativeEntities":656,"slug":657,"properties":658,"entityType":59,"verifyStatus":21,"verifyTime":22,"verifyNote":22,"syncStatus":21,"languages":22,"translateLanguages":22,"viewCount":23},"1781f640-56d8-49c9-a64c-9cdb69c1c5ff","2023-12-06T23:51:03.534+00:00","2025-02-10T07:36:38.101+00:00",[],"University-College-London-London-UK",{"title":659},{"VI":660},"University College London, London, UK",{"title":662},{"VI":663},"Madhavi Bajekal",{"id":665,"sortIndex":23,"researcher":22,"roles":666,"affiliations":667,"properties":678},"b0a63e1e-84f4-40d8-996d-756141571b1f",[308],[668],{"id":22,"sortIndex":23,"affiliation":669,"properties":22},{"id":670,"createTime":671,"updateTime":672,"relativeEntities":673,"slug":674,"properties":675,"entityType":59,"verifyStatus":21,"verifyTime":22,"verifyNote":22,"syncStatus":21,"languages":22,"translateLanguages":22,"viewCount":23},"184f2c49-0f39-4353-9774-7a92604fe02f","2023-11-30T12:15:10.892+00:00","2025-01-05T19:51:29.658+00:00",[],"University-of-Edinburgh-Edinburgh-UK",{"title":676},{"VI":677},"University of Edinburgh, Edinburgh, UK",{"title":679},{"VI":680},"Viani B. Djeundje",{"id":682,"sortIndex":225,"researcher":22,"roles":683,"affiliations":684,"properties":693},"0da00d1d-4874-400b-88c1-334f646ceca8",[308],[685],{"id":22,"sortIndex":23,"affiliation":686,"properties":22},{"id":687,"createTime":688,"updateTime":688,"relativeEntities":689,"slug":22,"properties":690,"entityType":59,"verifyStatus":21,"verifyTime":22,"verifyNote":22,"syncStatus":21,"languages":22,"translateLanguages":22,"viewCount":23},"83295e36-3eef-46c7-8997-c5523a089ede","2023-12-19T17:20:57.521+00:00",[],{"title":691},{"VI":692},"Legal and General, London, UK",{"title":694},{"VI":695},"Joseph Lu",{"id":697,"sortIndex":202,"researcher":22,"roles":698,"affiliations":699,"properties":708},"f358ed5d-6605-476c-ad8a-9da18448a2a9",[308],[700],{"id":22,"sortIndex":23,"affiliation":701,"properties":22},{"id":702,"createTime":703,"updateTime":703,"relativeEntities":704,"slug":22,"properties":705,"entityType":59,"verifyStatus":21,"verifyTime":22,"verifyNote":22,"syncStatus":21,"languages":22,"translateLanguages":22,"viewCount":23},"fc93caaf-5514-4bbb-93cb-3a3e910c0aaf","2023-12-19T17:20:57.387+00:00",[],{"title":706},{"VI":707},"Bayes Business School (formerly Cass)-City, University of London, London, UK",{"title":709},{"VI":710},"Steven Haberman",{"url":645,"publisher":712,"properties":741},{"id":6,"createTime":7,"updateTime":8,"relativeEntities":713,"slug":10,"properties":714,"entityType":20,"verifyStatus":21,"verifyTime":22,"verifyNote":22,"syncStatus":21,"languages":22,"translateLanguages":22,"viewCount":23,"subjectFields":719,"manageAffiliations":720,"indexDatabases":721,"url":22,"thumbnailPath":22,"statistic":736,"gsStatistic":22,"type":130,"analyzePriority":22},[],{"issn":715,"eissn":716,"title":717,"url":718},{"VOID":13},{"VOID":15},{"EN":17},{"VOID":19},[],[],[722,729],{"id":76,"indexDatabase":723,"url":91,"indexYears":22,"academicFieldIds":728,"indexDatabaseRanking":22},{"id":78,"createTime":79,"updateTime":80,"relativeEntities":724,"label":725,"description":726,"key":87,"publicationTags":727,"standard":22},[],{"EN":83,"VI":83},{"VI":85,"EN":86},[89,90],[93],{"id":95,"indexDatabase":730,"url":108,"indexYears":109,"academicFieldIds":735,"indexDatabaseRanking":114},{"id":97,"createTime":98,"updateTime":99,"relativeEntities":731,"label":732,"description":733,"key":105,"publicationTags":734,"standard":22},[],{"EN":102,"VI":102},{"EN":102,"VI":104},[107],[111,112,113],{"impactFactor":23,"impactFactorByYear":737,"i10Index":23,"i10IndexLast5Year":23,"totalPublication":117,"totalPublicationByYear":738,"totalCitation":23,"totalCitationByYear":739,"totalCitationPerPublication":23,"totalCitationPerPublicationByYear":740,"hindexLast5Year":23,"hindex":23},{},{"2011":119,"2012":72,"2013":120,"2014":60,"2015":121,"2016":120,"2017":122,"2018":123,"2019":123,"2020":124,"2021":125,"2022":126,"2023":127},{},{},{"volume":742,"pages":744},{"VOID":743},"12",{"VOID":745},"839-878","2022-07-02",2022,{"id":749,"createTime":750,"updateTime":750,"relativeEntities":751,"slug":752,"properties":753,"entityType":152,"verifyStatus":21,"verifyTime":22,"verifyNote":22,"syncStatus":21,"languages":764,"translateLanguages":22,"viewCount":23,"primaryUrl":765,"fullTextUrl":22,"authors":766,"publicationType":241,"publisherRelationship":817,"citationCount":23,"citationInfo":847,"publishDate":849,"publishYear":369,"citationAnalyzeStatus":21,"lastCitationAnalyze":22,"indexDatabases":22,"openAccess":22,"references":850,"isForceReanalyzing":287},"fe78e1bb-d24e-48e1-b893-3c8bbf3971ec","2024-04-11T23:27:05.585+00:00",[],"Discussion-on-PRIIP-KID-Providing-Retail-Investors-with-Inappropriate-Product-Information-Graf-",{"mag":754,"keywords":756,"openalex":757,"abstract":759,"title":760,"doi":762},{"VOID":755},"2948316270",{},{"VOID":758},"W2948316270",{},{"EN":761},"Discussion on “PRIIP-KID: Providing Retail Investors with Inappropriate Product Information?” (Graf)",{"VOID":763},"10.1007\u002Fs13385-019-00206-0",[157],"http:\u002F\u002Flink.springer.com\u002F10.1007\u002Fs13385-019-00206-0",[767,785,803],{"id":768,"sortIndex":162,"researcher":22,"roles":769,"affiliations":770,"properties":780},"58bdb3d8-85f2-44b3-90a7-57372e468a70",[],[771],{"id":22,"sortIndex":23,"affiliation":772,"properties":22},{"id":773,"createTime":774,"updateTime":774,"relativeEntities":775,"slug":776,"properties":777,"entityType":59,"verifyStatus":21,"verifyTime":22,"verifyNote":22,"syncStatus":21,"languages":22,"translateLanguages":22,"viewCount":23},"3c6b7868-b7d3-4b2c-9e06-9a0391b14619","2024-04-11T23:27:05.631+00:00",[],"Allianz-Deutschland-AG-Munich-Germany",{"title":778},{"EN":779},"Allianz Deutschland AG, Munich, Germany",{"openalex":781,"title":783},{"VOID":782},"A5006000216",{"EN":784},"Tobias Rieck",{"id":786,"sortIndex":23,"researcher":22,"roles":787,"affiliations":788,"properties":798},"9a573528-3f67-4e81-8c62-0a7aa04c267b",[],[789],{"id":22,"sortIndex":23,"affiliation":790,"properties":22},{"id":791,"createTime":792,"updateTime":792,"relativeEntities":793,"slug":794,"properties":795,"entityType":59,"verifyStatus":21,"verifyTime":22,"verifyNote":22,"syncStatus":21,"languages":22,"translateLanguages":22,"viewCount":23},"5ef15696-9e16-4acb-9dcb-b68306449412","2024-04-11T23:27:05.593+00:00",[],"Allianz-Lebensversicherungs-AG-Stuttgart-Germany",{"title":796},{"EN":797},"Allianz Lebensversicherungs-AG, Stuttgart, Germany",{"openalex":799,"title":801},{"VOID":800},"A5061728760",{"EN":802},"Matthias Bidell",{"id":804,"sortIndex":202,"researcher":22,"roles":805,"affiliations":806,"properties":812},"e160fc8d-3953-4282-b49f-9a009e66611f",[],[807],{"id":22,"sortIndex":23,"affiliation":808,"properties":22},{"id":791,"createTime":792,"updateTime":792,"relativeEntities":809,"slug":794,"properties":810,"entityType":59,"verifyStatus":21,"verifyTime":22,"verifyNote":22,"syncStatus":21,"languages":22,"translateLanguages":22,"viewCount":23},[],{"title":811},{"EN":797},{"openalex":813,"title":815},{"VOID":814},"A5021349330",{"EN":816},"Andreas Niemeyer",{"url":22,"publisher":818,"properties":22},{"id":6,"createTime":7,"updateTime":8,"relativeEntities":819,"slug":10,"properties":820,"entityType":20,"verifyStatus":21,"verifyTime":22,"verifyNote":22,"syncStatus":21,"languages":22,"translateLanguages":22,"viewCount":23,"subjectFields":825,"manageAffiliations":826,"indexDatabases":827,"url":22,"thumbnailPath":22,"statistic":842,"gsStatistic":22,"type":130,"analyzePriority":22},[],{"issn":821,"eissn":822,"title":823,"url":824},{"VOID":13},{"VOID":15},{"EN":17},{"VOID":19},[],[],[828,835],{"id":76,"indexDatabase":829,"url":91,"indexYears":22,"academicFieldIds":834,"indexDatabaseRanking":22},{"id":78,"createTime":79,"updateTime":80,"relativeEntities":830,"label":831,"description":832,"key":87,"publicationTags":833,"standard":22},[],{"EN":83,"VI":83},{"VI":85,"EN":86},[89,90],[93],{"id":95,"indexDatabase":836,"url":108,"indexYears":109,"academicFieldIds":841,"indexDatabaseRanking":114},{"id":97,"createTime":98,"updateTime":99,"relativeEntities":837,"label":838,"description":839,"key":105,"publicationTags":840,"standard":22},[],{"EN":102,"VI":102},{"EN":102,"VI":104},[107],[111,112,113],{"impactFactor":23,"impactFactorByYear":843,"i10Index":23,"i10IndexLast5Year":23,"totalPublication":117,"totalPublicationByYear":844,"totalCitation":23,"totalCitationByYear":845,"totalCitationPerPublication":23,"totalCitationPerPublicationByYear":846,"hindexLast5Year":23,"hindex":23},{},{"2011":119,"2012":72,"2013":120,"2014":60,"2015":121,"2016":120,"2017":122,"2018":123,"2019":123,"2020":124,"2021":125,"2022":126,"2023":127},{},{},{"total":23,"publishYear":22,"statisticByYear":848},{},"2019-12-01",[],{"id":852,"createTime":853,"updateTime":854,"relativeEntities":855,"slug":856,"properties":857,"entityType":152,"verifyStatus":153,"verifyTime":854,"verifyNote":155,"syncStatus":21,"languages":22,"translateLanguages":22,"viewCount":23,"primaryUrl":866,"fullTextUrl":22,"authors":867,"publicationType":241,"publisherRelationship":912,"citationCount":22,"citationInfo":22,"publishDate":946,"publishYear":947,"citationAnalyzeStatus":21,"lastCitationAnalyze":22,"indexDatabases":22,"openAccess":22,"references":22,"isForceReanalyzing":287},"8da83852-de66-4071-a0fb-90e71bc98ba3","2024-01-17T22:54:33.988+00:00","2025-01-23T23:18:30.486+00:00",[],"Interest-rate-risk-dimension-reduction-in-the-Swiss-Solvency-Test",{"references":858,"abstract":860,"title":862,"doi":864},{"VOID":859},"Bundesamt für Privatversicherungen (2006) Technisches Dokument zum Swiss Solvency Test\nCEIOPS (2010) QIS5 technical specifications\nFINMA (2010) Wegleitung zum SST-Marktrisiko-Standardmodell\nCardi GG, Rusnak R (2007) When the SST Standard Model underestimates market risk. Tech. rep., FINMA\nPearson K (1901) On lines and planes of closest fit to systems of points in space. Phil Mag 2(6):559–572\nMcNeil AJ, Frey R, Embrechts P (2005) Quantitative risk management. Princeton\nFrankland R et al (2009) Modelling extreme market events. B A J 15(I):99–217\nJamshidian F, Zhu Y (1997) Scenario simulation: theory and methodology. Fin Stoch 1:43–67\nBaloise Group (2011) Market consistent embedded value report 2010. http:\u002F\u002Fwww.baloise.com\u002Fen\u002Finvestorrelations\u002FBaloise_MCEVReport_2010.pdf.",{"EN":861},"Many risk models suffer from the incorporation of too many risk dimensions, which at best only increase computational costs. However, in many cases such models suffer in addition from a poor predictive power, as either the numerous underlying parameters are not understood fully and in order to remain computable the models may be over-simplistic and therefore neglect the more subtle interactions between the main risk drivers. In this paper, we analyze the interest rate risk module of the Swiss Solvency Test Standard Model, where interest rate risk is modeled with 13 risk-factors per currency. We apply the principal component analysis to reduce the dimension of this module. The economic interpretation of the remaining risk-factors becomes obvious, improving the understanding of the model. Further, we suggest to calculate the risk-factor sensitivities at the quantile corresponding to the expected shortfall of the corresponding normally distributed risk-factor. This way the inherent non-linearities are sufficiently allowed for and a complex second order Delta–Gamma approximation could be omitted. A sample calculation based on the SST 2011 for Basler Leben AG is provided to illustrate the validity of our approach with a real world case study.",{"EN":863},"Interest rate risk: dimension reduction in the Swiss Solvency Test",{"VOID":865},"10.1007\u002Fs13385-011-0041-1","https:\u002F\u002Flink.springer.com\u002Farticle\u002F10.1007\u002Fs13385-011-0041-1",[868,885,900],{"id":869,"sortIndex":162,"researcher":22,"roles":870,"affiliations":871,"properties":882},"c5992e1c-543c-4df7-803f-e10f22dd9bc6",[308],[872],{"id":22,"sortIndex":23,"affiliation":873,"properties":22},{"id":874,"createTime":875,"updateTime":876,"relativeEntities":877,"slug":878,"properties":879,"entityType":59,"verifyStatus":21,"verifyTime":22,"verifyNote":22,"syncStatus":21,"languages":22,"translateLanguages":22,"viewCount":23},"07693b18-058c-461e-a255-8fc9238ffd06","2024-01-17T22:54:34.030+00:00","2025-06-11T20:27:01.806+00:00",[],"Basler-Versicherungen-Basel-Switzerland",{"title":880},{"VI":881},"Basler Versicherungen, Basel, Switzerland",{"title":883},{"VI":884},"Martin Schmid",{"id":886,"sortIndex":202,"researcher":22,"roles":887,"affiliations":888,"properties":897},"f71d58db-8d68-4e17-9f72-38ad3aed3225",[308],[889],{"id":22,"sortIndex":23,"affiliation":890,"properties":22},{"id":891,"createTime":892,"updateTime":892,"relativeEntities":893,"slug":22,"properties":894,"entityType":59,"verifyStatus":21,"verifyTime":22,"verifyNote":22,"syncStatus":21,"languages":22,"translateLanguages":22,"viewCount":23},"97c98a23-abc6-482f-b1a9-00d1dd5ff636","2024-01-17T22:54:34.017+00:00",[],{"title":895},{"VI":896},"Deloitte Consulting AG, Zurich, Switzerland",{"title":898},{"VI":899},"Jérôme Crugnola-Humbert",{"id":901,"sortIndex":23,"researcher":22,"roles":902,"affiliations":903,"properties":909},"e76122d6-2a51-4a7f-919b-6a3d3a86fae4",[308],[904],{"id":22,"sortIndex":23,"affiliation":905,"properties":22},{"id":874,"createTime":875,"updateTime":876,"relativeEntities":906,"slug":878,"properties":907,"entityType":59,"verifyStatus":21,"verifyTime":22,"verifyNote":22,"syncStatus":21,"languages":22,"translateLanguages":22,"viewCount":23},[],{"title":908},{"VI":881},{"title":910},{"VI":911},"Marcel Ambrus",{"url":866,"publisher":913,"properties":942},{"id":6,"createTime":7,"updateTime":8,"relativeEntities":914,"slug":10,"properties":915,"entityType":20,"verifyStatus":21,"verifyTime":22,"verifyNote":22,"syncStatus":21,"languages":22,"translateLanguages":22,"viewCount":23,"subjectFields":920,"manageAffiliations":921,"indexDatabases":922,"url":22,"thumbnailPath":22,"statistic":937,"gsStatistic":22,"type":130,"analyzePriority":22},[],{"issn":916,"eissn":917,"title":918,"url":919},{"VOID":13},{"VOID":15},{"EN":17},{"VOID":19},[],[],[923,930],{"id":76,"indexDatabase":924,"url":91,"indexYears":22,"academicFieldIds":929,"indexDatabaseRanking":22},{"id":78,"createTime":79,"updateTime":80,"relativeEntities":925,"label":926,"description":927,"key":87,"publicationTags":928,"standard":22},[],{"EN":83,"VI":83},{"VI":85,"EN":86},[89,90],[93],{"id":95,"indexDatabase":931,"url":108,"indexYears":109,"academicFieldIds":936,"indexDatabaseRanking":114},{"id":97,"createTime":98,"updateTime":99,"relativeEntities":932,"label":933,"description":934,"key":105,"publicationTags":935,"standard":22},[],{"EN":102,"VI":102},{"EN":102,"VI":104},[107],[111,112,113],{"impactFactor":23,"impactFactorByYear":938,"i10Index":23,"i10IndexLast5Year":23,"totalPublication":117,"totalPublicationByYear":939,"totalCitation":23,"totalCitationByYear":940,"totalCitationPerPublication":23,"totalCitationPerPublicationByYear":941,"hindexLast5Year":23,"hindex":23},{},{"2011":119,"2012":72,"2013":120,"2014":60,"2015":121,"2016":120,"2017":122,"2018":123,"2019":123,"2020":124,"2021":125,"2022":126,"2023":127},{},{},{"volume":943,"pages":944},{"VOID":278},{"VOID":945},"159-172","2011-12-06",2011,{"id":949,"createTime":950,"updateTime":951,"relativeEntities":952,"slug":953,"properties":954,"entityType":152,"verifyStatus":153,"verifyTime":951,"verifyNote":155,"syncStatus":21,"languages":22,"translateLanguages":22,"viewCount":23,"primaryUrl":963,"fullTextUrl":964,"authors":965,"publicationType":241,"publisherRelationship":1011,"citationCount":22,"citationInfo":22,"publishDate":1047,"publishYear":1048,"citationAnalyzeStatus":21,"lastCitationAnalyze":22,"indexDatabases":22,"openAccess":22,"references":22,"isForceReanalyzing":287},"f01c8ba1-e7fc-484b-ab12-2eb0d41879fb","2024-01-28T01:42:28.048+00:00","2025-02-09T23:16:10.816+00:00",[],"On-a-capital-allocation-by-minimization-of-some-risk-indicators",{"references":955,"abstract":957,"title":959,"doi":961},{"VOID":956},"citation_journal_title=Math Finance; citation_title=Coherent measures of risk; citation_author=P Artzner, F Delbaen, J-M Eber, D Heath; citation_volume=9; citation_issue=3; citation_publication_date=1999; citation_pages=203-228; citation_doi=10.1111\u002F1467-9965.00068; citation_id=CR1\nBalog D (2011) Capital allocation in financial institutions: the Euler method. Iehas discussion papers, Institute of Economics, Hungarian Academy of Sciences, June 2011\nBellini F, Bignozzi V (2013) Elicitable risk measures. Available at SSRN 2334746:\ncitation_journal_title=Econometrica; citation_title=Equilibrium in a reinsurance market; citation_author=K Borch; citation_volume=30; citation_publication_date=1962; citation_pages=424-444; citation_doi=10.2307\u002F1909887; citation_id=CR4\nBrunnermeier MK, Cheridito P (2014) Measuring and allocating systemic risk. Available at SSRN 2372472:\ncitation_journal_title=Insur Math Econ; citation_title=Coherent risk measures, coherent capital allocations and the gradient allocation principle; citation_author=A Buch, G Dorfleitner; citation_volume=42; citation_issue=1; citation_publication_date=2008; citation_pages=235-242; citation_doi=10.1016\u002Fj.insmatheco.2007.02.006; citation_id=CR6\ncitation_journal_title=J Bank Finance; citation_title=Risk capital allocation for rorac optimization; citation_author=A Buch, G Dorfleitner, M Wimmer; citation_volume=35; citation_issue=11; citation_publication_date=2011; citation_pages=3001-3009; citation_doi=10.1016\u002Fj.jbankfin.2011.04.001; citation_id=CR7\ncitation_journal_title=J Multivar Anal; citation_title=Dependence properties and bounds for ruin probabilities in multivariate compound risk models; citation_author=J Cai, H Li; citation_volume=98; citation_issue=4; citation_publication_date=2007; citation_pages=757-773; citation_doi=10.1016\u002Fj.jmva.2006.06.004; citation_id=CR8\nCénac P, Loisel S, Maume-Deschamps V, Prieur C (2014) Risk indicators with several lines of business: comparison, asymptotic behavior and applications to optimal reserve allocation. Annales de l’ISUP, 58(3)\ncitation_journal_title=Stat Risk Model; citation_title=Some multivariate risk indicators: minimization by using a Kiefer–Wolfowitz approach to the mirror stochastic algorithm; citation_author=P Cénac, V Maume-Deschamps, C Prieur; citation_volume=29; citation_issue=1; citation_publication_date=2012; citation_pages=47-71; citation_doi=10.1524\u002Fstrm.2012.1069; citation_id=CR10\ncitation_journal_title=J Risk; citation_title=Coherent allocation of risk capital; citation_author=M Denault; citation_volume=4; citation_publication_date=2001; citation_pages=1-34; citation_doi=10.1080\u002F136698701455997; citation_id=CR11\ncitation_journal_title=J Risk Insur; citation_title=Optimal capital allocation principles; citation_author=J Dhaene, EA Valdez, A Tsanakas, S Vanduffel; citation_volume=79; citation_issue=1; citation_publication_date=2012; citation_pages=1-28; citation_doi=10.1111\u002Fj.1539-6975.2011.01408.x; citation_id=CR12\ncitation_journal_title=Insur Math Econ; citation_title=Risk capital allocation by coherent risk measures based on one-sided moments; citation_author=T Fischer; citation_volume=32; citation_issue=1; citation_publication_date=2003; citation_pages=135-146; citation_doi=10.1016\u002FS0167-6687(02)00209-3; citation_id=CR13\ncitation_journal_title=Math Intell; citation_title=Stochastic finance. An introduction in discrete time; citation_author=H Föllmer, A Schied, TJ Lyons; citation_volume=26; citation_issue=4; citation_publication_date=2004; citation_pages=67-68; citation_doi=10.1007\u002FBF02985423; citation_id=CR14\nFréchet M (1951) Sur les tableaux de corrélation dont les marges sont données. Annales de l’université de Lyon, Section.A, Series 3, (14):53–77\ncitation_journal_title=J Am Stat Assoc; citation_title=Making and evaluating point forecasts; citation_author=T Gneiting; citation_volume=106; citation_issue=494; citation_publication_date=2011; citation_pages=746-762; citation_doi=10.1198\u002Fjasa.2011.r10138; citation_id=CR16\ncitation_journal_title=SIAM J Finance Math; citation_title=Duality for set-valued measures of risk; citation_author=AH Hamel, F Heyde; citation_volume=1; citation_issue=1; citation_publication_date=2010; citation_pages=66-95; citation_doi=10.1137\u002F080743494; citation_id=CR17\ncitation_journal_title=Schriften des mathematischen Instituts und des Instituts für angewandte Mathematik der Universität Berlin; citation_title=Maßstabinvariante Korrelationstheorie; citation_author=W Hoeffding; citation_volume=5; citation_publication_date=1940; citation_pages=179-233; citation_id=CR18\ncitation_journal_title=Finance Stoch; citation_title=Vector-valued coherent risk measures; citation_author=E Jouini, M Meddeb, N Touzi; citation_volume=8; citation_issue=4; citation_publication_date=2004; citation_pages=531-552; citation_doi=10.1007\u002Fs00780-004-0127-6; citation_id=CR19\ncitation_journal_title=Quant Finance; citation_title=An axiomatic characterization of capital allocations of coherent risk measures; citation_author=M Kalkbrener; citation_volume=9; citation_issue=8; citation_publication_date=2009; citation_pages=961-965; citation_doi=10.1080\u002F14697680902814266; citation_id=CR20\nMaume-Deschamps V, Rullière D, Said K (2015) Impact of dependence on some multivariate risk indicators. arXiv preprint\n                           \n                    arXiv:1507.01175\n                    \n                  \n                        \nShaked M, Shanthikumar JG (2007) Stochastic orders. Springer Series in Statistics\ncitation_journal_title=Workshop Conf Proc; citation_title=Elicitation and identification of properties; citation_author=I Steinwart, C Pasin, RC Williamson, S Zhang; citation_volume=34; citation_publication_date=2014; citation_pages=1-45; citation_id=CR23\nTasche D (2004) Allocating portfolio economic capital to sub-portfolios. In Economic capital: a practitioner guide, Risk Books, pp 275–302\nTasche D (2007) Euler allocation: theory and practice. Technical Report \n                    arXiv:0708.2542\n                    \n                  \n                        \nTasche D (2008) Capital allocation to business units and sub-portfolios: the Euler principle. Papers 0708.2542, \n                    arXiv.org\n                    \n                  \n                        \ncitation_journal_title=J Risk Insur; citation_title=An economic approach to capital allocation; citation_author=G Zanjani; citation_volume=77; citation_issue=3; citation_publication_date=2010; citation_pages=523-549; citation_id=CR27\nZiegel JF. Coherence and elicitability. arXiv preprint \n                    arXiv:1303.1690\n                    \n                  \n                        ",{"EN":958},"European insurance sector will soon be faced with the application of the Solvency 2 regulation norms. It will create a real change in the risk management of insurance practices. The ORSA (Own Risk and Solvency Assessment) approach of the second pillar makes the capital allocation an important exercise for all insurers, especially when it comes to groups. Considering multi-branches firms, a capital allocation has to be based on multivariate risk modeling. Several allocation methods are present in the actuarial literature and insurance practices. In this paper, we focus on a risk allocation method. By minimizing some of the multivariate risk indicators, we study the coherence of the risk allocation using an axiomatic approach. Furthermore, we discuss what can be the best allocation choice for an insurance group.",{"EN":960},"On a capital allocation by minimization of some risk indicators",{"VOID":962},"10.1007\u002Fs13385-016-0123-1","https:\u002F\u002Flink.springer.com\u002Farticle\u002F10.1007\u002Fs13385-016-0123-1","https:\u002F\u002Flink.springer.com\u002Fcontent\u002Fpdf\u002F10.1007\u002Fs13385-016-0123-1.pdf",[966,981,996],{"id":967,"sortIndex":23,"researcher":22,"roles":968,"affiliations":969,"properties":978},"ca533e3e-1707-4062-b82e-a4284367edb1",[308],[970],{"id":22,"sortIndex":23,"affiliation":971,"properties":22},{"id":972,"createTime":973,"updateTime":973,"relativeEntities":974,"slug":22,"properties":975,"entityType":59,"verifyStatus":21,"verifyTime":22,"verifyNote":22,"syncStatus":21,"languages":22,"translateLanguages":22,"viewCount":23},"d3fa894b-5ac3-47d6-96ed-265d4433a4ca","2024-01-28T01:42:28.116+00:00",[],{"title":976},{"VI":977},"Institut Camille Jordan UMR 5208,  Université de Lyon, Université Lyon 1, Lyon\n, France",{"title":979},{"VI":980},"Maume-Deschamps, V.",{"id":982,"sortIndex":162,"researcher":22,"roles":983,"affiliations":984,"properties":993},"92d098d9-232c-458b-99ad-2991538945bc",[308],[985],{"id":22,"sortIndex":23,"affiliation":986,"properties":22},{"id":987,"createTime":988,"updateTime":988,"relativeEntities":989,"slug":22,"properties":990,"entityType":59,"verifyStatus":21,"verifyTime":22,"verifyNote":22,"syncStatus":21,"languages":22,"translateLanguages":22,"viewCount":23},"d79dbf04-0d17-42a7-a829-358f62259d8c","2024-01-28T01:42:28.272+00:00",[],{"title":991},{"VI":992},"Laboratoires SAF EA 2429 and COACTIS EA 4161, Université de Lyon, Université Lyon 2, Lyon\n, \nFrance",{"title":994},{"VI":995},"Said, K.",{"id":997,"sortIndex":202,"researcher":22,"roles":998,"affiliations":999,"properties":1008},"81727609-5af2-45f6-8be9-08d6d9ea2146",[308],[1000],{"id":22,"sortIndex":23,"affiliation":1001,"properties":22},{"id":1002,"createTime":1003,"updateTime":1003,"relativeEntities":1004,"slug":22,"properties":1005,"entityType":59,"verifyStatus":21,"verifyTime":22,"verifyNote":22,"syncStatus":21,"languages":22,"translateLanguages":22,"viewCount":23},"5d3277e0-f0db-4ca3-86fe-b8527694012f","2024-01-28T01:42:28.180+00:00",[],{"title":1006},{"VI":1007},"Laboratoire SAF EA 2429, Université de Lyon, Université Lyon 1, Lyon\n, \nFrance",{"title":1009},{"VI":1010},"Rullière, D.",{"url":963,"publisher":1012,"properties":1041},{"id":6,"createTime":7,"updateTime":8,"relativeEntities":1013,"slug":10,"properties":1014,"entityType":20,"verifyStatus":21,"verifyTime":22,"verifyNote":22,"syncStatus":21,"languages":22,"translateLanguages":22,"viewCount":23,"subjectFields":1019,"manageAffiliations":1020,"indexDatabases":1021,"url":22,"thumbnailPath":22,"statistic":1036,"gsStatistic":22,"type":130,"analyzePriority":22},[],{"issn":1015,"eissn":1016,"title":1017,"url":1018},{"VOID":13},{"VOID":15},{"EN":17},{"VOID":19},[],[],[1022,1029],{"id":76,"indexDatabase":1023,"url":91,"indexYears":22,"academicFieldIds":1028,"indexDatabaseRanking":22},{"id":78,"createTime":79,"updateTime":80,"relativeEntities":1024,"label":1025,"description":1026,"key":87,"publicationTags":1027,"standard":22},[],{"EN":83,"VI":83},{"VI":85,"EN":86},[89,90],[93],{"id":95,"indexDatabase":1030,"url":108,"indexYears":109,"academicFieldIds":1035,"indexDatabaseRanking":114},{"id":97,"createTime":98,"updateTime":99,"relativeEntities":1031,"label":1032,"description":1033,"key":105,"publicationTags":1034,"standard":22},[],{"EN":102,"VI":102},{"EN":102,"VI":104},[107],[111,112,113],{"impactFactor":23,"impactFactorByYear":1037,"i10Index":23,"i10IndexLast5Year":23,"totalPublication":117,"totalPublicationByYear":1038,"totalCitation":23,"totalCitationByYear":1039,"totalCitationPerPublication":23,"totalCitationPerPublicationByYear":1040,"hindexLast5Year":23,"hindex":23},{},{"2011":119,"2012":72,"2013":120,"2014":60,"2015":121,"2016":120,"2017":122,"2018":123,"2019":123,"2020":124,"2021":125,"2022":126,"2023":127},{},{},{"volume":1042,"pages":1044,"issue":1046},{"VOID":1043},"6",{"VOID":1045},"177-196",{"VOID":278},"2016-07-01",2016,{"id":1050,"createTime":1051,"updateTime":1052,"relativeEntities":1053,"slug":1054,"properties":1055,"entityType":152,"verifyStatus":153,"verifyTime":1052,"verifyNote":155,"syncStatus":21,"languages":22,"translateLanguages":22,"viewCount":23,"primaryUrl":1064,"fullTextUrl":22,"authors":1065,"publicationType":241,"publisherRelationship":1080,"citationCount":22,"citationInfo":22,"publishDate":1115,"publishYear":1116,"citationAnalyzeStatus":21,"lastCitationAnalyze":22,"indexDatabases":22,"openAccess":22,"references":22,"isForceReanalyzing":287},"38b03b14-a52c-4537-8ab1-cd68d87d18ee","2024-01-22T06:02:45.720+00:00","2024-12-17T23:07:16.068+00:00",[],"Quadratic-hedging-an-actuarial-view-extended-to-solvency-control",{"references":1056,"abstract":1058,"title":1060,"doi":1062},{"VOID":1057},"Björk T (2004) Arbitrage theory in continuous time, 2nd edn. Oxford University Press, Oxford\nFöllmer H, Sondermann D (1986) Hedging of non-redundant claims. In: Hildebrand W, Mas-Collel A (eds) Contributions to mathematical economics in honor of Gerard Debreu. North-Holland, pp. 205–223\nJeanblanc M, Mania M, Santacroce M, Schweizer M (2012) Mean-variance hedging via stochastic control and BSDEs for general semimartingales. Ann Appl Prob 22:2388–2428\nMøller T (2001) Risk-minimizing hedging strategies for insurance payment processes. Financ Stoch 5:419–446\nNorberg R (2013) Optimal hedging of demographic risk in life insurance. Financ Stoch 17:197–222. doi:10.1007\u002Fs00780-012-0182-3\nNorberg R, Savina O (2012) A quadratic hedging approach to comparison of catastrophe indices. Int J Theor Appl Financ 15(4):20 doi:10.1142\u002FS0219024912500306\nProtter P (2004) Stochastic integration and differential equations 2nd edn. Springer, Berlin\nSchweizer M (1991) Option hedging for semimartingales. Stoch Process Appl 37:339-363\nSchweizer M (2001) From actuarial to financial valuation principles. Insur Math Econ 28:31-47\nSchweizer M (2001) A guided tour through quadratic hedging approaches. In: Jouini E, Cvitanic J, Musiela M (eds) Option pricing, interest rates and risk management. Cambridge University Press, Cambridge, pp 538–574\nSchweizer M (2008) Local risk-minimization for multidimensional assets and payment streams. Banach Center Publications 83, 213-229. Electronic version at http:\u002F\u002Fwww.math.ethz.ch\u002F~mschweiz\u002FFiles\u002Flrsm-231008.pdf",{"EN":1059},"An investment strategy or portfolio is uniquely determined by an exposure process specifying the number of shares held in risky assets at any time and a cost process representing deposits into and withdrawals from the portfolio account. The strategy is a hedge of a contractual payment stream if the payments are currently deposited on\u002Fwithdrawn from the portfolio account and the terminal value of the portfolio is 0 (ultimate settlement of the contractual liabilities). The purpose of the hedge is stated as an optimization criterion for the investment strategy. The purpose of the present paper is two-fold. Firstly, it reviews the core of quadratic hedging theory in a scenario where insurance risk can partly be offset by trading in available insurance-linked derivatives (e.g. catastrophe bonds or mortality bonds) and relates it to actuarial principles of premium rating and provision of reserves. Working under a martingale measure and some weak integrability conditions allows simple proofs based on orthogonal projections: quadratic hedging theory without agonizing pain. Secondly, it is pointed out that certain quadratic hedging principles lead to the same optimal exposure process but different optimal cost processes, special cases being mean-variance hedging and risk minimization. It is shown that these results are preserved if the value of the portfolio is required to coincide with a given adapted process, a case in point being the capital requirement introduced through regulatory regimes like the Basel accords and Solvency II.",{"EN":1061},"Quadratic hedging: an actuarial view extended to solvency control",{"VOID":1063},"10.1007\u002Fs13385-013-0066-8","https:\u002F\u002Flink.springer.com\u002Farticle\u002F10.1007\u002Fs13385-013-0066-8",[1066],{"id":1067,"sortIndex":23,"researcher":22,"roles":1068,"affiliations":1069,"properties":1078},"23988b6a-b191-4101-8866-6631d4451e08",[308],[1070],{"id":22,"sortIndex":23,"affiliation":1071,"properties":22},{"id":1072,"createTime":1073,"updateTime":1073,"relativeEntities":1074,"slug":22,"properties":1075,"entityType":59,"verifyStatus":21,"verifyTime":22,"verifyNote":22,"syncStatus":21,"languages":22,"translateLanguages":22,"viewCount":23},"63870f3e-b821-4632-9067-6f81ebec371e","2024-01-22T06:02:45.735+00:00",[],{"title":1076},{"VI":1077},"Laboratoire SAF, Université de Lyon, Université Lyon 1, Fondation Lyon 1, Lyon, France",{"title":1079},{"VI":523},{"url":1064,"publisher":1081,"properties":1110},{"id":6,"createTime":7,"updateTime":8,"relativeEntities":1082,"slug":10,"properties":1083,"entityType":20,"verifyStatus":21,"verifyTime":22,"verifyNote":22,"syncStatus":21,"languages":22,"translateLanguages":22,"viewCount":23,"subjectFields":1088,"manageAffiliations":1089,"indexDatabases":1090,"url":22,"thumbnailPath":22,"statistic":1105,"gsStatistic":22,"type":130,"analyzePriority":22},[],{"issn":1084,"eissn":1085,"title":1086,"url":1087},{"VOID":13},{"VOID":15},{"EN":17},{"VOID":19},[],[],[1091,1098],{"id":76,"indexDatabase":1092,"url":91,"indexYears":22,"academicFieldIds":1097,"indexDatabaseRanking":22},{"id":78,"createTime":79,"updateTime":80,"relativeEntities":1093,"label":1094,"description":1095,"key":87,"publicationTags":1096,"standard":22},[],{"EN":83,"VI":83},{"VI":85,"EN":86},[89,90],[93],{"id":95,"indexDatabase":1099,"url":108,"indexYears":109,"academicFieldIds":1104,"indexDatabaseRanking":114},{"id":97,"createTime":98,"updateTime":99,"relativeEntities":1100,"label":1101,"description":1102,"key":105,"publicationTags":1103,"standard":22},[],{"EN":102,"VI":102},{"EN":102,"VI":104},[107],[111,112,113],{"impactFactor":23,"impactFactorByYear":1106,"i10Index":23,"i10IndexLast5Year":23,"totalPublication":117,"totalPublicationByYear":1107,"totalCitation":23,"totalCitationByYear":1108,"totalCitationPerPublication":23,"totalCitationPerPublicationByYear":1109,"hindexLast5Year":23,"hindex":23},{},{"2011":119,"2012":72,"2013":120,"2014":60,"2015":121,"2016":120,"2017":122,"2018":123,"2019":123,"2020":124,"2021":125,"2022":126,"2023":127},{},{},{"volume":1111,"pages":1113},{"VOID":1112},"3",{"VOID":1114},"45-68","2013-04-04",2013]