
Academic Journal
Q1ASTIN Bulletin
About ASTIN Bulletin
ASTIN Bulletin is a scholarly journal published by Cambridge University Press. SCImago 2025 lists it in Q1, with an SJR of 1.161 and H-index of 53.
Coverage: 1958-1969, 1971-1975, 1977-1982, 1984-2026. Research categories: Accounting (Q1); Economics and Econometrics (Q1); Finance (Q1).
Source-backed journal facts
Topics in published research
Insurance, Mortality, Demography, Risk Management; Insurance and Financial Risk Management; Probability and Risk Models; Diverse Scientific and Economic Studies; Legal case studies and regulations; Risk and Portfolio Optimization.
OpenAlex classifies topics from published works. These topics are not the publisher’s official aims and scope.
Reported open-access list prices
3,550.00 USD; 2,460.00 GBP
APC list prices reported by OpenAlex, which obtains this information from DOAJ. Confirm current charges, taxes, waivers and eligibility with the publisher; this is not a fee quotation.
Source: OpenAlex source record. Retrieved 2026-10-03. Source record updated 2026-10-02. OpenAlex metrics are different from SCImago metrics and the Clarivate Journal Impact Factor.
Journal Metrics
Quartile, SJR and the listed SCImago H-index use the 2025 imported SCImago dataset. A quartile may vary by subject category. Values without a source or reporting year are unverified historical entries. Verify the current Journal Impact Factor with Clarivate or the publisher before using it.
Aims & Scope
The publisher’s official aims and scope have not yet been verified for this profile. Use the journal website to check subject fit and accepted article types before submitting.
Recent Research Articles
Latest publications matched automatically by ISSN.
Equilibrium reinsurance price under α -maxmin mean-variance criterion: a view of demand and supply
Yu Yuan, Ning Wang, Liming Zhang
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Rafael Serrano
2026-09-29 · DOI: 10.1017/asb.2026.10117Multi-view ensemble learning for predictive analytics of telematics data using Bayesian model averaging
Hyukjun Gweon, Shu Li
2026-09-22 · DOI: 10.1017/asb.2026.10116ASB volume 56 issue 3 Cover and Front matter
2026-09 · DOI: 10.1017/asb.2025.10070ASB volume 56 issue 3 Cover and Back matter
2026-09 · DOI: 10.1017/asb.2025.10071High-dimensional claim severity modeling with misrepresentation adjustment via deep learning
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2026-09 · DOI: 10.1017/asb.2026.10115A chain ladder method using prior information on calendar year effects
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2026-09 · DOI: 10.1017/asb.2026.10114Modeling excess mortality and interest rates using mixed fractional Brownian motions
Kenneth Q. Zhou, Hongjuan Zhou
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Jose Da Fonseca, Patrick Wong
2026-07-31 · DOI: 10.1017/asb.2026.10113Moral hazard in insurance markets with distortion risk measures
Tim J. Boonen, Liwei Zheng
2026-09 · DOI: 10.1017/asb.2026.10108A portfolio-anchored frequency–severity behavioral risk index for trip and driver assessment using telematics signals
Jongtaek Lee, Andrei L. Badescu, X. Sheldon Lin
2026-09 · DOI: 10.1017/asb.2026.10112A Normal-Gamma copula for dependence modeling in collective risk models
Jae Youn Ahn, Himchan Jeong, Rosy Oh
2026-09 · DOI: 10.1017/asb.2026.10109A smooth hazard-blend composite model for heavy-tailed loss data: Bayesian and frequentist comparisons with applications in actuarial science
Mohit Lamba, Harmanpreet Singh Kapoor
2026-09 · DOI: 10.1017/asb.2026.10110Comonotonic improvement under feasibility constraints
Christopher Blier-Wong, Jean-Gabriel Lauzier
2026-09 · DOI: 10.1017/asb.2026.10107Matrix-based factor analysis on the prediction of insurance claims probability
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2026-09 · DOI: 10.1017/asb.2026.10105Gradient boosted multi-population mortality modeling with high-frequency data
Ziting Miao, Han Li, Yuyu Chen
2026-09 · DOI: 10.1017/asb.2026.10104Stackelberg equilibria in monopoly insurance markets with probability weighting
Maria Andraos, Mario Ghossoub, Bin Li, Benxuan Shi et al.
2026-09 · DOI: 10.1017/asb.2026.10106A two-generation model with altruism for reverse mortgage demand
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2026-09 · DOI: 10.1017/asb.2026.10103Dynamic Financial Analysis (DFA) of general insurers under climate change
Benjamin Avanzi, Yanfeng Li, Greg Taylor, Bernard Wong et al.
2026-09 · DOI: 10.1017/asb.2026.10102A hierarchical copula-based sparse VECM for cause-of-death mortality rates: modeling, forecasting, and connectedness
Hasna Afifah Rusyda, Yanlin Shi, Han Lin Shang
2026-09 · DOI: 10.1017/asb.2026.10100Reviews
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Version History
October 4, 2026 at 8:56 pm
September 25, 2026