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Author ID: avram.florin Recent zbMATH articles by "Avram, Florin"
Published as: Avram, Florin; Avram, F.
External Links: MGP
Documents Indexed: 81 Publications since 1985
Co-Authors: 60 Co-Authors with 73 Joint Publications
1,508 Co-Co-Authors
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Serials

6 The Annals of Applied Probability
5 Insurance Mathematics & Economics
4 Stochastic Processes and their Applications
4 ASTIN Bulletin
3 Advances in Applied Probability
3 The Annals of Probability
3 Journal of Computational and Applied Mathematics
2 Applied Mathematics and Computation
2 Transactions of the American Mathematical Society
2 Probability Theory and Related Fields
2 Top
2 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics
2 Markov Processes and Related Fields
2 Methodology and Computing in Applied Probability
1 IEEE Transactions on Information Theory
1 Journal of Applied Probability
1 Journal of Statistical Planning and Inference
1 Operations Research
1 Proceedings of the American Mathematical Society
1 Operations Research Letters
1 Stochastic Analysis and Applications
1 Statistics
1 IMA Journal of Mathematical Control and Information
1 Asia-Pacific Journal of Operational Research
1 Journal of Theoretical Probability
1 Queueing Systems
1 Annals of Operations Research
1 Siberian Advances in Mathematics
1 SIAM Journal on Mathematical Analysis
1 Theory of Probability and Mathematical Statistics
1 Analele Universității din Craiova. Seria Matematică Informatică
1 European Series in Applied and Industrial Mathematics (ESAIM): Proceedings
1 Matematicheskie Trudy
1 Statistical Inference for Stochastic Processes
1 Probability in the Engineering and Informational Sciences
1 Scandinavian Actuarial Journal
1 Stochastics
1 Annals of the University of Bucharest. Mathematical Series
1 European Actuarial Journal

Publications by Year

Citations contained in zbMATH Open

62 Publications have been cited 1,172 times in 865 Documents Cited by Year
Russian and American put options under exponential phase-type Lévy models. Zbl 1075.60037
Asmussen, Søren; Avram, Florin; Pistorius, Martijn R.
168
2004
On the optimal dividend problem for a spectrally negative Lévy process. Zbl 1136.60032
Avram, Florin; Palmowski, Zbigniew; Pistorius, Martijn R.
138
2007
Exit problems for spectrally negative Lévy processes and applications to (Canadized) Russian options. Zbl 1042.60023
Avram, F.; Kyprianou, A. E.; Pistorius, M. R.
115
2004
On bilinear forms in Gaussian random variables and Toeplitz matrices. Zbl 0648.60043
Avram, F.
75
1988
Noncentral limit theorems and Appell polynomials. Zbl 0624.60049
Avram, Florin; Taqqu, Murad S.
71
1987
Erlangian approximations for finite-horizon ruin probabilities. Zbl 1081.60028
Asmussen, Soren; Avram, Florin; Usabel, Miguel
65
2002
Weak convergence of sums of moving averages in the \(\alpha\)-stable domain of attraction. Zbl 0747.60032
Avram, Florin; Taqqu, Murad S.
47
1992
A two-dimensional ruin problem on the positive quadrant. Zbl 1141.91482
Avram, Florin; Palmowski, Zbigniew; Pistorius, Martijn
43
2008
On central limit theorems in geometrical probability. Zbl 0784.60015
Avram, Florin; Bertsimas, Dimitris
42
1993
Exit problem of a two-dimensional risk process from the quadrant: Exact and asymptotic results. Zbl 1163.60010
Avram, Florin; Palmowski, Zbigniew; Pistorius, Martijn R.
33
2008
On Gerber-Shiu functions and optimal dividend distribution for a Lévy risk process in the presence of a penalty function. Zbl 1322.60055
Avram, F.; Palmowski, Z.; Pistorius, M. R.
26
2015
Phase-type approximations to finite-time ruin probabilities in the Sparre Andersen and stationary renewal risk models. Zbl 1123.62078
Stanford, D. A.; Avram, F.; Badescu, A. L.; Breuer, L.; da Silva Soares, A.; Latouche, G.
25
2005
Explicit solutions for variational problems in the quadrant. Zbl 0970.60027
Avram, F.; Dai, J. G.; Hasenbein, J. J.
20
2001
On a Szegö type limit theorem, the Hölder-Young-Brascamp-Lieb inequality, and the asymptotic theory of integrals and quadratic forms of stationary fields. Zbl 1219.60018
Avram, Florin; Leonenko, Nikolai; Sakhno, Ludmila
20
2010
Fluid models of sequencing problems in open queueing networks; an optimal control approach. Zbl 0837.60083
Avram, Florin; Bertsimas, Dimitris; Ricard, Michael
19
1995
The minimum spanning tree constant in geometrical probability and under the independent model: A unified approach. Zbl 0755.60011
Avram, Florin; Bertsimas, Dimitris
18
1992
Spectrally negative Lévy processes with Parisian reflection below and classical reflection above. Zbl 1386.60168
Avram, Florin; Pérez, José-Luis; Yamazaki, Kazutoshi
18
2018
Ruin probabilities and deficit for the renewal risk model with phase-type interarrival times. Zbl 1274.91244
Avram, F.; Usábel, M.
17
2004
On taxed spectrally negative Lévy processes with draw-down stopping. Zbl 1395.91245
Avram, Florin; Vu, Nhat Linh; Zhou, Xiaowen
16
2017
On spectral analysis of heavy-tailed Kolmogorov-Pearson diffusions. Zbl 1306.60110
Avram, F.; Leonenko, N. N.; Šuvak, N.
15
2013
Weak convergence of the variations, iterated integrals and Doléans-Dade exponentials of sequences of semimartingales. Zbl 0636.60029
Avram, Florin
13
1988
On the efficient evaluation of ruin probabilities for completely monotone claim distributions. Zbl 1201.91088
Albrecher, Hansjörg; Avram, Florin; Kortschak, Dominik
13
2010
Finite time ruin probabilities with one Laplace inversion. Zbl 1074.91026
Avram, Florin; Usabel, Miguel
12
2003
Series expansions for the first passage distribution of Wong-Pearson jump-diffusions. Zbl 1175.91083
Avram, Florin; Leonenko, Nikolai; Rabehasaina, Landy
10
2009
Symmetric polynomials of random variables attracted to an infinitely divisible law. Zbl 0579.60021
Avram, Florin; Taqqu, Murad S.
9
1986
Parameter estimation for Fisher-Snedecor diffusion. Zbl 1283.60066
Avram, F.; Leonenko, N. N.; Šuvak, N.
9
2011
On moments based Padé approximations of ruin probabilities. Zbl 1209.91076
Avram, F.; Chedom, D. F.; Horváth, A.
8
2011
The tax identity for Markov additive risk processes. Zbl 1286.91062
Albrecher, Hansjörg; Avram, Florin; Constantinescu, Corina; Ivanovs, Jevgenijs
7
2014
On bulk-service MAP/PH\(^{L,N}\)/1/N G-queues with repeated attempts. Zbl 1098.60084
Avram, F.; Gómez-Corral, A.
6
2006
Hypothesis testing for Fisher-Snedecor diffusion. Zbl 1244.62118
Avram, F.; Leonenko, N. N.; Šuvak, N.
6
2012
Optimal control of fluid limits of queuing networks and stochasticity corrections. Zbl 0894.60095
Avram, Florin
5
1997
The two barriers ruin problem via a Wiener Hopf decomposition approach. Zbl 1073.60523
Avram, Florin; Pistorius, Martijn R.; Usabel, Miguel
5
2003
Probability bounds for M-Skorohod oscillations. Zbl 0693.60005
Avram, Florin; Taqqu, Murad S.
5
1989
Spectral representation of transition density of Fisher-Snedecor diffusion. Zbl 1291.60161
Avram, F.; Leonenko, N. N.; Šuvak, N.
5
2013
The \(W, Z\) scale functions kit for first passage problems of spectrally negative Lévy processes, and applications to control problems. Zbl 1461.60028
Avram, Florin; Grahovac, Danijel; Vardar-Acar, Ceren
5
2020
Generalized Szegö theorems and asymptotics of cumulants by graphical methods. Zbl 0752.60019
Avram, Florin
4
1992
Central limit theorems for sums of Wick products of stationary sequences. Zbl 0752.60020
Avram, Florin; Fox, Robert
4
1992
On symbolic RG factorization of quasi-birth-and-death processes. Zbl 1264.60054
Avram, Florin; Chedom, Donatien Fotso
4
2011
A generalized Hölder inequality and a generalized Szego theorem. Zbl 0696.60035
Avram, Florin; Brown, Lawrence
4
1989
A method for computing double band policies for switching between two diffusions. Zbl 1093.93549
Avram, Florin; Karaesmen, Fikri
4
1996
Limit theorems for additive functionals of stationary fields, under integrability assumptions on the higher order spectral densities. Zbl 1325.60038
Avram, Florin; Leonenko, Nikolai; Sakhno, Ludmila
4
2015
Weak convergence of moving averages with infinite variance. Zbl 0602.60028
Avram, Florin; Taqqu, Murad S.
3
1986
On fluctuation theory for spectrally negative Lévy processes with Parisian reflection below, and applications. Zbl 1382.60071
Avram, Florin; Zhou, Xiaowen
3
2017
On the optimal control of a two-queue polling model. Zbl 1110.90016
Avram, F.; Gómez-Corral, A.
3
2006
On the central management of risk networks. Zbl 1427.91076
Avram, Florin; Minca, Andreea
3
2017
Hölder’s inequality for functions of linearly dependent arguments. Zbl 0777.26017
Avram, Florin; Taqqu, Murad S.
2
1989
Loss systems with slow retrials in the Halfin-Whitt regime. Zbl 1267.60102
Avram, F.; Janssen, A. J. E. M.; Van Leeuwaarden, J. S. H.
2
2013
On a class of dependent Sparre Andersen risk models and a bailout application. Zbl 1371.91078
Avram, F.; Badescu, A. L.; Pistorius, M. R.; Rabehasaina, L.
2
2016
On Dümbgen’s exponentially modified Laplace continued fraction for Mill’s ratio. Zbl 1324.62009
Avram, Florin
2
2013
Modeling probability densities with sums of exponentials via polynomial approximation. Zbl 1332.90320
Dumitrescu, Bogdan; Şicleru, Bogdan C.; Avram, Florin
2
2016
The Gerber-Shiu expected discounted penalty-reward function under an affine jump-diffusion model. Zbl 1256.91025
Avram, Florin; Usábel, Miguel
2
2008
On optimal dividend distribution for a Cramér-Lundberg process with exponential jumps in the presence of a linear Gerber-Shiu penalty function. Zbl 1236.91084
Avram, Florin; Palmowski, Zbigniew; Pistorius, Martijn
2
2010
On multiserver retrial queues: history, Okubo-type hypergeometric systems and matrix continued-fractions. Zbl 1291.90061
Avram, F.; Matei, D.; Zhao, Y. Q.
2
2014
Ruin probabilities by Padé’s method: simple moments based mixed exponential approximations (Renyi, De Vylder, Cramér-Lundberg), and high precision approximations with both light and heavy tails. Zbl 1422.91323
Avram, F.; Banik, A. D.; Horvath, A.
2
2019
First passage problems for upwards skip-free random walks via the scale functions paradigm. Zbl 1427.60077
Avram, Florin; Vidmar, Matija
2
2019
Corrigendum to: “Optimal control of a SIR epidemic with ICU constraints and target objectives”. Zbl 07488791
Avram, Florin; Freddi, Lorenzo; Goreac, Dan
1
2022
Optimal control of a SIR epidemic with ICU constraints and target objectives. Zbl 07465270
Avram, Florin; Freddi, Lorenzo; Goreac, Dan
1
2022
Purely excessive functions and hitting times of continuous-time branching processes. Zbl 1427.60174
Avram, F.; Patie, P.; Wang, J.
1
2019
On a Szegö type limit theorem and the asymptotic theory of random sums, integrals and quadratic forms. Zbl 1113.60024
Avram, Florin; Taqqu, Murad S.
1
2006
On matrix exponential approximations of ruin probabilities for the classic and Brownian perturbed Cramér-Lundberg processes. Zbl 1306.91068
Avram, F.; Pistorius, M.
1
2014
A survey of some recent results on risk theory. Zbl 1338.62186
Avram, Florin; Biard, Romain; Dutang, Christophe; Loisel, Stéphane; Rabehasaina, Landy
1
2014
A Pontryaghin maximum principle approach for the optimization of dividends/consumption of spectrally negative Markov processes, until a generalized draw-down time. Zbl 1426.91292
Avram, Florin; Goreac, Dan
1
2019
Corrigendum to: “Optimal control of a SIR epidemic with ICU constraints and target objectives”. Zbl 07488791
Avram, Florin; Freddi, Lorenzo; Goreac, Dan
1
2022
Optimal control of a SIR epidemic with ICU constraints and target objectives. Zbl 07465270
Avram, Florin; Freddi, Lorenzo; Goreac, Dan
1
2022
The \(W, Z\) scale functions kit for first passage problems of spectrally negative Lévy processes, and applications to control problems. Zbl 1461.60028
Avram, Florin; Grahovac, Danijel; Vardar-Acar, Ceren
5
2020
Ruin probabilities by Padé’s method: simple moments based mixed exponential approximations (Renyi, De Vylder, Cramér-Lundberg), and high precision approximations with both light and heavy tails. Zbl 1422.91323
Avram, F.; Banik, A. D.; Horvath, A.
2
2019
First passage problems for upwards skip-free random walks via the scale functions paradigm. Zbl 1427.60077
Avram, Florin; Vidmar, Matija
2
2019
Purely excessive functions and hitting times of continuous-time branching processes. Zbl 1427.60174
Avram, F.; Patie, P.; Wang, J.
1
2019
A Pontryaghin maximum principle approach for the optimization of dividends/consumption of spectrally negative Markov processes, until a generalized draw-down time. Zbl 1426.91292
Avram, Florin; Goreac, Dan
1
2019
Spectrally negative Lévy processes with Parisian reflection below and classical reflection above. Zbl 1386.60168
Avram, Florin; Pérez, José-Luis; Yamazaki, Kazutoshi
18
2018
On taxed spectrally negative Lévy processes with draw-down stopping. Zbl 1395.91245
Avram, Florin; Vu, Nhat Linh; Zhou, Xiaowen
16
2017
On fluctuation theory for spectrally negative Lévy processes with Parisian reflection below, and applications. Zbl 1382.60071
Avram, Florin; Zhou, Xiaowen
3
2017
On the central management of risk networks. Zbl 1427.91076
Avram, Florin; Minca, Andreea
3
2017
On a class of dependent Sparre Andersen risk models and a bailout application. Zbl 1371.91078
Avram, F.; Badescu, A. L.; Pistorius, M. R.; Rabehasaina, L.
2
2016
Modeling probability densities with sums of exponentials via polynomial approximation. Zbl 1332.90320
Dumitrescu, Bogdan; Şicleru, Bogdan C.; Avram, Florin
2
2016
On Gerber-Shiu functions and optimal dividend distribution for a Lévy risk process in the presence of a penalty function. Zbl 1322.60055
Avram, F.; Palmowski, Z.; Pistorius, M. R.
26
2015
Limit theorems for additive functionals of stationary fields, under integrability assumptions on the higher order spectral densities. Zbl 1325.60038
Avram, Florin; Leonenko, Nikolai; Sakhno, Ludmila
4
2015
The tax identity for Markov additive risk processes. Zbl 1286.91062
Albrecher, Hansjörg; Avram, Florin; Constantinescu, Corina; Ivanovs, Jevgenijs
7
2014
On multiserver retrial queues: history, Okubo-type hypergeometric systems and matrix continued-fractions. Zbl 1291.90061
Avram, F.; Matei, D.; Zhao, Y. Q.
2
2014
On matrix exponential approximations of ruin probabilities for the classic and Brownian perturbed Cramér-Lundberg processes. Zbl 1306.91068
Avram, F.; Pistorius, M.
1
2014
A survey of some recent results on risk theory. Zbl 1338.62186
Avram, Florin; Biard, Romain; Dutang, Christophe; Loisel, Stéphane; Rabehasaina, Landy
1
2014
On spectral analysis of heavy-tailed Kolmogorov-Pearson diffusions. Zbl 1306.60110
Avram, F.; Leonenko, N. N.; Šuvak, N.
15
2013
Spectral representation of transition density of Fisher-Snedecor diffusion. Zbl 1291.60161
Avram, F.; Leonenko, N. N.; Šuvak, N.
5
2013
Loss systems with slow retrials in the Halfin-Whitt regime. Zbl 1267.60102
Avram, F.; Janssen, A. J. E. M.; Van Leeuwaarden, J. S. H.
2
2013
On Dümbgen’s exponentially modified Laplace continued fraction for Mill’s ratio. Zbl 1324.62009
Avram, Florin
2
2013
Hypothesis testing for Fisher-Snedecor diffusion. Zbl 1244.62118
Avram, F.; Leonenko, N. N.; Šuvak, N.
6
2012
Parameter estimation for Fisher-Snedecor diffusion. Zbl 1283.60066
Avram, F.; Leonenko, N. N.; Šuvak, N.
9
2011
On moments based Padé approximations of ruin probabilities. Zbl 1209.91076
Avram, F.; Chedom, D. F.; Horváth, A.
8
2011
On symbolic RG factorization of quasi-birth-and-death processes. Zbl 1264.60054
Avram, Florin; Chedom, Donatien Fotso
4
2011
On a Szegö type limit theorem, the Hölder-Young-Brascamp-Lieb inequality, and the asymptotic theory of integrals and quadratic forms of stationary fields. Zbl 1219.60018
Avram, Florin; Leonenko, Nikolai; Sakhno, Ludmila
20
2010
On the efficient evaluation of ruin probabilities for completely monotone claim distributions. Zbl 1201.91088
Albrecher, Hansjörg; Avram, Florin; Kortschak, Dominik
13
2010
On optimal dividend distribution for a Cramér-Lundberg process with exponential jumps in the presence of a linear Gerber-Shiu penalty function. Zbl 1236.91084
Avram, Florin; Palmowski, Zbigniew; Pistorius, Martijn
2
2010
Series expansions for the first passage distribution of Wong-Pearson jump-diffusions. Zbl 1175.91083
Avram, Florin; Leonenko, Nikolai; Rabehasaina, Landy
10
2009
A two-dimensional ruin problem on the positive quadrant. Zbl 1141.91482
Avram, Florin; Palmowski, Zbigniew; Pistorius, Martijn
43
2008
Exit problem of a two-dimensional risk process from the quadrant: Exact and asymptotic results. Zbl 1163.60010
Avram, Florin; Palmowski, Zbigniew; Pistorius, Martijn R.
33
2008
The Gerber-Shiu expected discounted penalty-reward function under an affine jump-diffusion model. Zbl 1256.91025
Avram, Florin; Usábel, Miguel
2
2008
On the optimal dividend problem for a spectrally negative Lévy process. Zbl 1136.60032
Avram, Florin; Palmowski, Zbigniew; Pistorius, Martijn R.
138
2007
On bulk-service MAP/PH\(^{L,N}\)/1/N G-queues with repeated attempts. Zbl 1098.60084
Avram, F.; Gómez-Corral, A.
6
2006
On the optimal control of a two-queue polling model. Zbl 1110.90016
Avram, F.; Gómez-Corral, A.
3
2006
On a Szegö type limit theorem and the asymptotic theory of random sums, integrals and quadratic forms. Zbl 1113.60024
Avram, Florin; Taqqu, Murad S.
1
2006
Phase-type approximations to finite-time ruin probabilities in the Sparre Andersen and stationary renewal risk models. Zbl 1123.62078
Stanford, D. A.; Avram, F.; Badescu, A. L.; Breuer, L.; da Silva Soares, A.; Latouche, G.
25
2005
Russian and American put options under exponential phase-type Lévy models. Zbl 1075.60037
Asmussen, Søren; Avram, Florin; Pistorius, Martijn R.
168
2004
Exit problems for spectrally negative Lévy processes and applications to (Canadized) Russian options. Zbl 1042.60023
Avram, F.; Kyprianou, A. E.; Pistorius, M. R.
115
2004
Ruin probabilities and deficit for the renewal risk model with phase-type interarrival times. Zbl 1274.91244
Avram, F.; Usábel, M.
17
2004
Finite time ruin probabilities with one Laplace inversion. Zbl 1074.91026
Avram, Florin; Usabel, Miguel
12
2003
The two barriers ruin problem via a Wiener Hopf decomposition approach. Zbl 1073.60523
Avram, Florin; Pistorius, Martijn R.; Usabel, Miguel
5
2003
Erlangian approximations for finite-horizon ruin probabilities. Zbl 1081.60028
Asmussen, Soren; Avram, Florin; Usabel, Miguel
65
2002
Explicit solutions for variational problems in the quadrant. Zbl 0970.60027
Avram, F.; Dai, J. G.; Hasenbein, J. J.
20
2001
Optimal control of fluid limits of queuing networks and stochasticity corrections. Zbl 0894.60095
Avram, Florin
5
1997
A method for computing double band policies for switching between two diffusions. Zbl 1093.93549
Avram, Florin; Karaesmen, Fikri
4
1996
Fluid models of sequencing problems in open queueing networks; an optimal control approach. Zbl 0837.60083
Avram, Florin; Bertsimas, Dimitris; Ricard, Michael
19
1995
On central limit theorems in geometrical probability. Zbl 0784.60015
Avram, Florin; Bertsimas, Dimitris
42
1993
Weak convergence of sums of moving averages in the \(\alpha\)-stable domain of attraction. Zbl 0747.60032
Avram, Florin; Taqqu, Murad S.
47
1992
The minimum spanning tree constant in geometrical probability and under the independent model: A unified approach. Zbl 0755.60011
Avram, Florin; Bertsimas, Dimitris
18
1992
Generalized Szegö theorems and asymptotics of cumulants by graphical methods. Zbl 0752.60019
Avram, Florin
4
1992
Central limit theorems for sums of Wick products of stationary sequences. Zbl 0752.60020
Avram, Florin; Fox, Robert
4
1992
Probability bounds for M-Skorohod oscillations. Zbl 0693.60005
Avram, Florin; Taqqu, Murad S.
5
1989
A generalized Hölder inequality and a generalized Szego theorem. Zbl 0696.60035
Avram, Florin; Brown, Lawrence
4
1989
Hölder’s inequality for functions of linearly dependent arguments. Zbl 0777.26017
Avram, Florin; Taqqu, Murad S.
2
1989
On bilinear forms in Gaussian random variables and Toeplitz matrices. Zbl 0648.60043
Avram, F.
75
1988
Weak convergence of the variations, iterated integrals and Doléans-Dade exponentials of sequences of semimartingales. Zbl 0636.60029
Avram, Florin
13
1988
Noncentral limit theorems and Appell polynomials. Zbl 0624.60049
Avram, Florin; Taqqu, Murad S.
71
1987
Symmetric polynomials of random variables attracted to an infinitely divisible law. Zbl 0579.60021
Avram, Florin; Taqqu, Murad S.
9
1986
Weak convergence of moving averages with infinite variance. Zbl 0602.60028
Avram, Florin; Taqqu, Murad S.
3
1986
all top 5

Cited by 938 Authors

28 Avram, Florin
28 Yamazaki, Kazutoshi
23 Leonenko, Nikolai N.
23 Palmowski, Zbigniew
18 Pérez Garmendia, Jose Luis
17 Serra-Capizzano, Stefano
16 Cheung, Eric C. K.
15 Ginovyan, Mamikon S.
15 Kyprianou, Andreas E.
15 Landriault, David
15 Pistorius, Martijn R.
15 Yin, Chuancun
13 Mandjes, Michel Robertus Hendrikus
12 Gapeev, Pavel V.
12 Ivanovs, Jevgeņijs
12 Taqqu, Murad S.
12 Zhou, Xiaowen
11 Albrecher, Hansjörg
11 Surgailis, Donatas
11 Wang, Wenyuan
10 Miyazawa, Masakiyo
10 Penrose, Mathew D.
10 Sahakyan, Artur A.
10 Šuvak, Nenad
10 Zhang, Zhimin
9 Krizmanić, Danijel
8 Boxma, Onno Johan
8 Giraitis, Liudas
8 Latouche, Guy
8 Li, Bin
8 Surya, Budhi Arta
7 Asmussen, Søren
7 Badescu, Andrei L.
7 Breuer, Lothar
7 Czarna, Irmina
7 Egami, Masahiko
7 Garoni, Carlo
7 Levendorskiĭ, Sergeĭ Zakharovich
7 Stanford, David A.
7 Tyrtyshnikov, Evgeniĭ Evgen’evich
7 Yang, Hailiang
7 Yang, Xuewei
7 Zhang, Rongmao
6 Avanzi, Benjamin
6 Bladt, Mogens
6 Loeffen, Ronnie L.
6 Rabehasaina, Landy
6 Ren, Jiandong
6 Sheu, Yuan-Chung
6 Wu, Wei Biao
6 Yuen, Kam Chuen
6 Yukich, Joseph Elliott
5 Azcue, Pablo
5 Bai, Shuyang
5 Bo, Lijun
5 Cai, Ning
5 Chan, Ngai Hang
5 Dong, Hua
5 Frostig, Esther
5 Kulik, Rafał
5 Kuznetsov, Alexey
5 Li, Shu
5 Muler, Nora E.
5 Noba, Kei
5 Ruiz-Medina, María Dolores
5 Sakhno, Lyudmyla Mykhaĭlivna
5 Sikorskii, Alla
5 Wang, Lihong
5 Wang, Yongjin
5 Wong, Bernard
5 Wu, Lan
5 Yao, Dingjun
4 Bardina, Xavier
4 Basrak, Bojan
4 Baurdoux, Erik Jan
4 Böttcher, Albrecht
4 Boyarchenko, Mitya
4 Chenavier, Nicolas
4 Dębicki, Krzysztof
4 Grudsky, Sergei Mikhailovich
4 Hon, Sean Y.
4 Jakubowski, Adam
4 Kella, Offer
4 Koul, Hira Lal
4 Li, Shuanming
4 Loisel, Stéphane
4 Maller, Ross Arthur
4 Masjed-Jamei, Mohammad
4 Mijatović, Aleksandar
4 Moreno-Franco, Harold A.
4 Ott, Curdin
4 Papić, Ivan
4 Polunchenko, Aleksey S.
4 Tilli, Paolo
4 Van Schaik, Kees
4 Vardar-Acar, Ceren
4 Vidmar, Matija
4 Wade, Andrew R.
4 Wang, Qiying
4 Wang, Rongming
...and 838 more Authors
all top 5

Cited in 173 Serials

61 Insurance Mathematics & Economics
56 Stochastic Processes and their Applications
45 Journal of Applied Probability
33 The Annals of Applied Probability
27 Advances in Applied Probability
26 Statistics & Probability Letters
26 Methodology and Computing in Applied Probability
25 Queueing Systems
23 Scandinavian Actuarial Journal
22 Journal of Computational and Applied Mathematics
21 Linear Algebra and its Applications
19 The Annals of Probability
18 Journal of Theoretical Probability
18 Stochastic Models
14 Journal of Industrial and Management Optimization
13 Probability Theory and Related Fields
13 Bernoulli
9 Journal of Mathematical Analysis and Applications
9 Lithuanian Mathematical Journal
9 Applied Mathematics and Computation
9 Quantitative Finance
8 Applied Mathematics and Optimization
8 Annals of Operations Research
8 European Journal of Operational Research
8 Finance and Stochastics
8 International Journal of Theoretical and Applied Finance
8 ASTIN Bulletin
8 Stochastics
7 Journal of Multivariate Analysis
7 Stochastic Analysis and Applications
7 Communications in Statistics. Theory and Methods
7 Mathematical Methods of Operations Research
7 Econometric Theory
7 North American Actuarial Journal
7 Stochastic Systems
6 The Annals of Statistics
6 Journal of Optimization Theory and Applications
6 Journal of Statistical Planning and Inference
6 SIAM Journal on Control and Optimization
6 Probability and Mathematical Statistics
6 Journal of Contemporary Mathematical Analysis. Armenian Academy of Sciences
6 European Actuarial Journal
5 Theory of Probability and Mathematical Statistics
5 Statistical Papers
5 Top
5 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics
4 Operations Research
4 Journal of Time Series Analysis
4 Extremes
3 Computers & Mathematics with Applications
3 Journal of Statistical Physics
3 Mathematics of Operations Research
3 Transactions of the American Mathematical Society
3 Acta Applicandae Mathematicae
3 Acta Mathematicae Applicatae Sinica. English Series
3 Statistics
3 SIAM Journal on Matrix Analysis and Applications
3 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques
3 Bulletin des Sciences Mathématiques
3 Mathematical Finance
3 Probability in the Engineering and Informational Sciences
3 Probability Surveys
3 Science China. Mathematics
3 Modern Stochastics. Theory and Applications
2 Communications in Mathematical Physics
2 BIT
2 Journal of Econometrics
2 Operations Research Letters
2 Bulletin of the Iranian Mathematical Society
2 Sequential Analysis
2 Statistical Science
2 Econometric Reviews
2 Random Structures & Algorithms
2 Discrete Event Dynamic Systems
2 Combinatorics, Probability and Computing
2 Applied Mathematical Finance
2 Electronic Journal of Probability
2 Sbornik: Mathematics
2 ELA. The Electronic Journal of Linear Algebra
2 Journal of Nonparametric Statistics
2 European Series in Applied and Industrial Mathematics (ESAIM): Control, Optimization and Calculus of Variations
2 Abstract and Applied Analysis
2 Australian & New Zealand Journal of Statistics
2 Acta Mathematica Sinica. English Series
2 Brazilian Journal of Probability and Statistics
2 Journal of Systems Science and Complexity
2 Comptes Rendus. Mathématique. Académie des Sciences, Paris
2 Frontiers of Mathematics in China
2 Journal of Statistical Theory and Practice
2 Electronic Journal of Statistics
2 Tbilisi Mathematical Journal
2 SIAM Journal on Financial Mathematics
2 International Journal of Stochastic Analysis
1 Journal of Mathematical Biology
1 Journal of Mathematical Physics
1 Mathematical Notes
1 Nonlinearity
1 Periodica Mathematica Hungarica
1 Physica A
1 Rocky Mountain Journal of Mathematics
...and 73 more Serials

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