Insurance: Mathematics and Economics

Aims & Scope

Insurance: Mathematics and Economics publishes leading research spanning all fields of actuarial science research.

It appears six times per year and is the largest journal in actuarial science research around the world.

Insurance: Mathematics and Economics is an international academic journal that aims to strengthen the communication between individuals and groups who develop and apply research results in actuarial science.

The journal feels a particular obligation to facilitate closer cooperation between those who conduct research in insurance mathematics and quantitative insurance economics, and practicing actuaries who are interested in the implementation of the results.

To this purpose, Insurance: Mathematics and Economics publishes high-quality articles of broad international interest, concerned with either the theory of insurance mathematics and quantitative insurance economics or the inventive application of it, including empirical or experimental results.

Articles that combine several of these aspects are particularly considered.

View Aims & Scope

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Metrics & Ranking

Impact Factor

Year	Value
2025	2.2

SJR (SCImago Journal Rank)

Year	Value
2024	1.159

Quartile

Year	Value
2024	Q1

h-index

Year	Value
2024	91

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Abstracting & Indexing

Journal is indexed in leading academic databases, ensuring global visibility and accessibility of our peer-reviewed research.

• Scopus
• Google Scholar
• Web of Science

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Subjects & Keywords

Journal’s research areas, covering key disciplines and specialized sub-topics in Decision Sciences, Economics, Econometrics and Finance and Mathematics, designed to support cutting-edge academic discovery.

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Most Cited Articles

The Most Cited Articles section features the journal's most impactful research, based on citation counts. These articles have been referenced frequently by other researchers, indicating their significant contribution to their respective fields.

• Pair-copula constructions of multiple dependence

  Citation: 1258

  Authors: Kjersti, Claudia, Arnoldo, Henrik

• Goodness-of-fit tests for copulas: A review and a power study

  Citation: 827

  Authors: Christian, Bruno, David

• The concept of comonotonicity in actuarial science and finance: theory

  Citation: 439

  Authors: J., M., M.J., R., D.

• A Poisson log-bilinear regression approach to the construction of projected lifetables

  Citation: 405

  Authors: Natacha, Michel, Jeroen K.

• A cohort-based extension to the Lee–Carter model for mortality reduction factors

  Citation: 391

  Authors: A.E., S.

• Axiomatic characterization of insurance prices

  Citation: 342

  Authors: Shaun S., Virginia R., Harry H.

• Valuation of the early-exercise price for options using simulations and nonparametric regression

  Citation: 314

  Authors: Jacques F.

• Controlled diffusion models for optimal dividend pay-out

  Citation: 288

  Authors: Søren, Michael

• The concept of comonotonicity in actuarial science and finance: applications

  Citation: 275

  Authors: J., M., M.J., R., D.

• Estimates for the probability of ruin with special emphasis on the possibility of large claims

  Citation: 268

  Authors: P., N.

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