Edit Profile (opens in new tab) Cai, Jun Compute Distance To: Compute Author ID: cai.jun Published as: Cai, Jun Documents Indexed: 87 Publications since 1990 1 Contribution as Editor Co-Authors: 75 Co-Authors with 71 Joint Publications 3,300 Co-Co-Authors all top 5 Co-Authors 8 single-authored 9 Willmot, Gordon E. 5 Wei, Wei 4 Li, Haijun 4 Mao, Tiantian 4 Yang, Hailiang 3 Dickson, David C. M. 3 Feng, Runhuan 3 Lemieux, Christiane 3 Li, Yanda 3 Liu, Fangda 3 Wang, Ruodu 3 Wang, Ying 3 Zhao, Huimin 3 Zhou, Ming 2 Bi, Junna 2 Chi, Yichun 2 Gerber, Hans U. 2 Huang, Ying 2 Ji, Liang 2 Liu, Haiyan 2 Tan, Ken Seng 2 Wei, Wenguo 2 Weng, Chengguo 2 Wu, Yanhong 2 Xu, Chengming 1 Bai, Lihua 1 Cheng, Yun 1 Chowell, Gerardo 1 Czado, Claudia 1 Drekic, Steve 1 Ferris, Kevin 1 Grafarend, Erik 1 Guo, Hui 1 Guo, Wenjing 1 He, Daihai 1 Hocking, Toby Dylan 1 Hu, Ying 1 Jia, Huameng 1 Joe, Harry 1 Kalashnikov, Vladimir Vyacheslavovich 1 Khan, Faizan Uddin Fahad 1 Landriault, David 1 Lei, Fangyuan 1 Lin, X. Sheldon 1 Liu, Dongliang 1 Liu, Hao 1 Liu, Honglai 1 Liu, Yan 1 Lü, Hua 1 Luo, Jianzhen 1 Luo, Jiufei 1 New, T. H. 1 Pavlova, Kristina P. 1 Ren, Pinyi 1 Ruan, JianLiang 1 Ruge, Peter 1 Schaffrin, Burkhard 1 Shi, Tianxiang 1 Sievert, Carson 1 Tan, Kian-Lee 1 Tang, Qihe 1 VanderPlas, Susan 1 Wang, Haixiang 1 Wang, Jiansheng 1 Wang, Rui 1 Xia, Aihua 1 Xu, Bing 1 Xu, Bo 1 Xu, Haojun 1 Xu, Shengcai 1 Yan, Daying 1 Yin, Chunlin 1 Yu, Shunzheng 1 Yuan, Qiang 1 Zeng, Yan 1 Zhang, Shuling 1 Zhang, Wenjun 1 Zhang, Yi 1 Zhang, Yi all top 5 Serials 19 Insurance Mathematics & Economics 5 Journal of Applied Probability 5 Scandinavian Actuarial Journal 5 North American Actuarial Journal 4 Advances in Applied Probability 4 ASTIN Bulletin 3 Journal of Multivariate Analysis 2 Statistics & Probability Letters 2 Bulletin of the Iranian Mathematical Society 2 Annals of Operations Research 2 Probability in the Engineering and Informational Sciences 2 Statistical Theory and Related Fields 1 Modern Physics Letters B 1 Computer Physics Communications 1 Molecular Simulation 1 Scandinavian Actuarial Journal 1 Acta Scientiarum Naturalium Universitatis Sunyatseni 1 Mathematics in Practice and Theory 1 Journal of East China Normal University. Natural Science Edition 1 Acta Automatica Sinica 1 Acta Mathematicae Applicatae Sinica. English Series 1 Chinese Journal of Applied Probability and Statistics 1 Mathematica Applicata 1 Data & Knowledge Engineering 1 Multidimensional Systems and Signal Processing 1 Stochastic Processes and their Applications 1 Archive of Applied Mechanics 1 Applied Mathematics. Series B (English Edition) 1 Journal of Geodesy 1 Finance and Stochastics 1 Mathematical Finance 1 Journal of Yangzhou University. Natural Science Edition 1 Discrete Dynamics in Nature and Society 1 Journal of Biological Systems 1 Methodology and Computing in Applied Probability 1 Control and Decision 1 Computational Biology and Chemistry 1 Asia-Pacific Financial Markets 1 Journal of Zhejiang University. Science A 1 Science China. Information Sciences 1 Journal of Computational and Graphical Statistics 1 Journal of Theoretical Biology all top 5 Fields 52 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 32 Probability theory and stochastic processes (60-XX) 26 Statistics (62-XX) 9 Computer science (68-XX) 5 Numerical analysis (65-XX) 5 Biology and other natural sciences (92-XX) 3 Integral equations (45-XX) 3 Operations research, mathematical programming (90-XX) 3 Systems theory; control (93-XX) 3 Information and communication theory, circuits (94-XX) 2 Mechanics of deformable solids (74-XX) 1 General and overarching topics; collections (00-XX) 1 Linear and multilinear algebra; matrix theory (15-XX) 1 Associative rings and algebras (16-XX) 1 Integral transforms, operational calculus (44-XX) 1 Functional analysis (46-XX) 1 Calculus of variations and optimal control; optimization (49-XX) 1 Fluid mechanics (76-XX) 1 Quantum theory (81-XX) 1 Statistical mechanics, structure of matter (82-XX) 1 Geophysics (86-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 62 Publications have been cited 1,179 times in 767 Documents Cited by ▼ Year ▼ Optimal retention for a stop-loss reinsurance under the VaR and CTE risk measures. Zbl 1162.91402Cai, Jun; Tan, Ken Seng 109 2007 Optimal reinsurance under VaR and CTE risk measures. Zbl 1140.91417Cai, Jun; Tan, Ken Seng; Weng, Chengguo; Zhang, Yi 108 2008 On max-sum equivalence and convolution closure of heavy-tailed distributions and their applications. Zbl 1054.60012Cai, Jun; Tang, Qihe 56 2004 Conditional tail expectations for multivariate phase-type distributions. Zbl 1079.62022Cai, Jun; Li, Haijun 56 2005 On the expected discounted penalty function at ruin of a surplus process with interest. Zbl 1074.91027Cai, Jun; Dickson, David C. M. 54 2002 Multivariate risk model of phase type. Zbl 1122.60049Cai, Jun; Li, Haijun 47 2005 Ruin probabilities and penalty functions with stochastic rates of interest. Zbl 1070.60043Cai, Jun 45 2004 On the time value of absolute ruin with debit interest. Zbl 1141.91023Cai, Jun 40 2007 Optimal reinsurance policies for an insurer with a bivariate reserve risk process in a dynamic setting. Zbl 1290.91075Bai, Lihua; Cai, Jun; Zhou, Ming 37 2013 On the expectation of total discounted operating costs up to default and its applications. Zbl 1173.91023Cai, Jun; Feng, Runhuan; Willmot, Gordon E. 36 2009 Optimal reinsurance from the perspectives of both an insurer and a reinsurer. Zbl 1390.91167Cai, Jun; Lemieux, Christiane; Liu, Fangda 34 2016 Optimal reinsurance with positively dependent risks. Zbl 1239.91075Cai, Jun; Wei, Wei 32 2012 Dependence properties and bounds for ruin probabilities in multivariate compound risk models. Zbl 1280.91090Cai, Jun; Li, Haijun 31 2007 Some new notions of dependence with applications in optimal allocation problems. Zbl 1296.91246Cai, Jun; Wei, Wei 30 2014 Ruin in the perturbed compound Poisson risk process under interest force. Zbl 1074.60090Cai, Jun; Yang, Hailiang 27 2005 Pareto-optimal reinsurance arrangements under general model settings. Zbl 1422.91329Cai, Jun; Liu, Haiyan; Wang, Ruodu 27 2017 Notions of multivariate dependence and their applications in optimal portfolio selections with dependent risks. Zbl 1321.60026Cai, Jun; Wei, Wei 27 2015 NWU property of a class of random sums. Zbl 0980.60109Cai, Jun; Kalashnikov, Vladimir 26 2000 Ruin probabilities with dependent rates of interest. Zbl 1007.60096Cai, Jun 22 2002 Upper bounds for ultimate ruin probabilities in the Sparre Andersen model with interest. Zbl 1074.91028Cai, Jun; Dickson, David C. M. 22 2003 Lundberg inequalities for renewal equations. Zbl 1003.60081Willmot, Gordon E.; Cai, Jun; Lin, X. Sheldon 21 2001 Equilibrium compound distributions and stop-loss moments. Zbl 1144.91031Willmot, Gordon E.; Drekic, Steve; Cai, Jun 20 2005 Optimal reinsurance with expectile. Zbl 1401.91106Cai, Jun; Weng, Chengguo 18 2016 Ruin probabilities with a Markov chain interest model. Zbl 1122.91340Cai, Jun; Dickson, David C. M. 17 2004 Optimal reinsurance with regulatory initial capital and default risk. Zbl 1304.91094Cai, Jun; Lemieux, Christiane; Liu, Fangda 16 2014 Optimal investment-reinsurance strategies with state dependent risk aversion and VaR constraints in correlated markets. Zbl 1419.91349Bi, Junna; Cai, Jun 16 2019 Discrete time risk models under rates of interest. Zbl 1031.91057Cai, Jun 15 2002 Two-sided bounds for ruin probabilities when the adjustment coefficient does not exist. Zbl 0922.62108Cai, Jun; Garrido, José 14 1999 Aging properties and bounds for ruin probabilities and stop-loss premiums. Zbl 0954.62123Cai, Jun; Garrido, José 13 1998 The compound Poisson surplus model with interest and liquid reserves: Analysis of the Gerber-Shiu discounted penalty function. Zbl 1170.91407Cai, Jun; Feng, Runhuan; Willmot, Gordon E. 11 2009 A perturbed risk model with dependence between premium rates and claim sizes. Zbl 1231.91263Zhou, Ming; Cai, Jun 11 2009 Asymptotic equivalence of risk measures under dependence uncertainty. Zbl 1403.91188Cai, Jun; Liu, Haiyan; Wang, Ruodu 10 2018 Asymptotic forms and bounds for tails of convolutions of compound geometric distributions, with applications. Zbl 1270.60021Cai, Jun; Garrido, José 9 2002 Optimal dynamic risk control for insurers with state-dependent income. Zbl 1291.93334Zhou, Ming; Cai, Jun 9 2014 On the invariant properties of notions of positive dependence and copulas under increasing transformations. Zbl 1239.91074Cai, Jun; Wei, Wei 9 2012 Tail subadditivity of distortion risk measures and multivariate tail distortion risk measures. Zbl 1394.91197Cai, Jun; Wang, Ying; Mao, Tiantian 9 2017 Aging and other distributional properties of discrete compound geometric distributions. Zbl 1025.62006Willmot, Gordon E.; Cai, Jun 8 2001 Convex risk functionals: representation and applications. Zbl 1431.91340Liu, Fangda; Cai, Jun; Lemieux, Christiane; Wang, Ruodu 8 2020 Monotonicity and aging properties of random sums. Zbl 1076.60034Cai, Jun; Willmot, Gordon E. 8 2005 Some improvements on the Lundberg bound for the ruin probability. Zbl 0904.60068Cai, Jun; Wu, Yanhong 8 1997 Risk measures based on behavioural economics theory. Zbl 1397.91606Mao, Tiantian; Cai, Jun 8 2018 On classes of lifetime distributions with unknown age. Zbl 0980.62009Willmot, Gordon E.; Cai, Jun 8 2000 Optimal reinsurance designs based on risk measures: a review. Zbl 07660215Cai, Jun; Chi, Yichun 7 2020 Optimal dividends in an Ornstein-Uhlenbeck type model with credit and debit interest. Zbl 1479.91308Cai, Jun; Gerber, Hans U.; Yang, Hailiang 5 2006 Reliability lower bounds for HNBUE distributions class with known mean and variance. Zbl 0949.62574Cai, Jun 4 1995 Parallel solution of mixed discrete structural optimization problems using evolution strategy. Zbl 1071.74673Cai, J.; Thierauf, G. 4 1996 Joint insolvency analysis of a shared MAP risk process: a capital allocation application. Zbl 1414.91168Cai, Jun; Landriault, David; Shi, Tianxiang; Wei, Wei 3 2017 On the decomposition of the ruin probability for a jump-diffusion surplus process compounded by a geometric Brownian motion. Zbl 1479.91310Cai, Jun; Xu, Chengming 3 2006 On the decomposition of the absolute ruin probability in a perturbed compound Poisson surplus process with debit interest. Zbl 1291.91096Cai, Jun; Yang, Hailiang 3 2014 Analysis of the compound Poisson surplus model with liquid reserves, interest and dividends. Zbl 1205.91079Cai, Jun; Feng, Runhuan; Willmot, Gordon E. 3 2009 The preservation of classes of discrete distributions under convolution and mixing. Zbl 1090.60014Pavlova, Kristina P.; Cai, Jun; Willmot, Gordon E. 3 2006 Authors’ reply to: “Comment to: ‘Optimal dividends in an Ornstein-Uhlenbeck type model with credit and debit interest’ ”. Zbl 1479.91309Cai, Jun; Gerber, Hans U.; Yang, Hailiang 2 2006 Risk measures derived from a regulator’s perspective on the regulatory capital requirements for insurers. Zbl 1454.91169Cai, Jun; Mao, Tiantian 2 2020 Density functional theory of square-well chain mixtures near solid surface. Zbl 1127.82327Zhang, Shuling; Cai, Jun; Liu, Honglai; Hu, Ying 2 2004 Portfolio optimization with uncertain exit time in infinite-time horizon. Zbl 1292.91162Guo, Wen-Jing; Cai, Jun 2 2013 Low complexity construction for quasi-cyclic low-density parity-check codes by progressive-block growth. Zbl 1241.94034Ren, PinYi; Yuan, Qiang; Wang, Rui; Cai, Jun 2 2011 Optimal capital allocation principles considering capital shortfall and surplus risks in a hierarchical corporate structure. Zbl 1471.91451Cai, Jun; Wang, Ying 2 2021 Classifying G-protein coupled receptors with bagging classification tree. Zbl 1089.92009Huang, Ying; Cai, Jun; Ji, Liang; Li, Yanda 2 2004 Reinsurance premium principles based on weighted loss functions. Zbl 1426.91206Cai, Jun; Wang, Ying 1 2019 Commuting mappings on the Hochschild extension of an algebra. Zbl 1410.16040Chen, L.; Cai, J. 1 2018 Finite Zeitübersetzung mit Extrapolation in der nichtlinearen Strukturdynamik. (Finite elements in time with extrapolation in nonlinear structural dynamics). Zbl 0733.73061Ruge, P.; Cai, J. 1 1991 Two-sided bounds for tails of compound negative binomial distributions in the exponential and heavy-tailed cases. Zbl 0971.91037Cai, Jun; Garrido, José 1 2000 Optimal capital allocation principles considering capital shortfall and surplus risks in a hierarchical corporate structure. Zbl 1471.91451Cai, Jun; Wang, Ying 2 2021 Convex risk functionals: representation and applications. Zbl 1431.91340Liu, Fangda; Cai, Jun; Lemieux, Christiane; Wang, Ruodu 8 2020 Optimal reinsurance designs based on risk measures: a review. Zbl 07660215Cai, Jun; Chi, Yichun 7 2020 Risk measures derived from a regulator’s perspective on the regulatory capital requirements for insurers. Zbl 1454.91169Cai, Jun; Mao, Tiantian 2 2020 Optimal investment-reinsurance strategies with state dependent risk aversion and VaR constraints in correlated markets. Zbl 1419.91349Bi, Junna; Cai, Jun 16 2019 Reinsurance premium principles based on weighted loss functions. Zbl 1426.91206Cai, Jun; Wang, Ying 1 2019 Asymptotic equivalence of risk measures under dependence uncertainty. Zbl 1403.91188Cai, Jun; Liu, Haiyan; Wang, Ruodu 10 2018 Risk measures based on behavioural economics theory. Zbl 1397.91606Mao, Tiantian; Cai, Jun 8 2018 Commuting mappings on the Hochschild extension of an algebra. Zbl 1410.16040Chen, L.; Cai, J. 1 2018 Pareto-optimal reinsurance arrangements under general model settings. Zbl 1422.91329Cai, Jun; Liu, Haiyan; Wang, Ruodu 27 2017 Tail subadditivity of distortion risk measures and multivariate tail distortion risk measures. Zbl 1394.91197Cai, Jun; Wang, Ying; Mao, Tiantian 9 2017 Joint insolvency analysis of a shared MAP risk process: a capital allocation application. Zbl 1414.91168Cai, Jun; Landriault, David; Shi, Tianxiang; Wei, Wei 3 2017 Optimal reinsurance from the perspectives of both an insurer and a reinsurer. Zbl 1390.91167Cai, Jun; Lemieux, Christiane; Liu, Fangda 34 2016 Optimal reinsurance with expectile. Zbl 1401.91106Cai, Jun; Weng, Chengguo 18 2016 Notions of multivariate dependence and their applications in optimal portfolio selections with dependent risks. Zbl 1321.60026Cai, Jun; Wei, Wei 27 2015 Some new notions of dependence with applications in optimal allocation problems. Zbl 1296.91246Cai, Jun; Wei, Wei 30 2014 Optimal reinsurance with regulatory initial capital and default risk. Zbl 1304.91094Cai, Jun; Lemieux, Christiane; Liu, Fangda 16 2014 Optimal dynamic risk control for insurers with state-dependent income. Zbl 1291.93334Zhou, Ming; Cai, Jun 9 2014 On the decomposition of the absolute ruin probability in a perturbed compound Poisson surplus process with debit interest. Zbl 1291.91096Cai, Jun; Yang, Hailiang 3 2014 Optimal reinsurance policies for an insurer with a bivariate reserve risk process in a dynamic setting. Zbl 1290.91075Bai, Lihua; Cai, Jun; Zhou, Ming 37 2013 Portfolio optimization with uncertain exit time in infinite-time horizon. Zbl 1292.91162Guo, Wen-Jing; Cai, Jun 2 2013 Optimal reinsurance with positively dependent risks. Zbl 1239.91075Cai, Jun; Wei, Wei 32 2012 On the invariant properties of notions of positive dependence and copulas under increasing transformations. Zbl 1239.91074Cai, Jun; Wei, Wei 9 2012 Low complexity construction for quasi-cyclic low-density parity-check codes by progressive-block growth. Zbl 1241.94034Ren, PinYi; Yuan, Qiang; Wang, Rui; Cai, Jun 2 2011 On the expectation of total discounted operating costs up to default and its applications. Zbl 1173.91023Cai, Jun; Feng, Runhuan; Willmot, Gordon E. 36 2009 The compound Poisson surplus model with interest and liquid reserves: Analysis of the Gerber-Shiu discounted penalty function. Zbl 1170.91407Cai, Jun; Feng, Runhuan; Willmot, Gordon E. 11 2009 A perturbed risk model with dependence between premium rates and claim sizes. Zbl 1231.91263Zhou, Ming; Cai, Jun 11 2009 Analysis of the compound Poisson surplus model with liquid reserves, interest and dividends. Zbl 1205.91079Cai, Jun; Feng, Runhuan; Willmot, Gordon E. 3 2009 Optimal reinsurance under VaR and CTE risk measures. Zbl 1140.91417Cai, Jun; Tan, Ken Seng; Weng, Chengguo; Zhang, Yi 108 2008 Optimal retention for a stop-loss reinsurance under the VaR and CTE risk measures. Zbl 1162.91402Cai, Jun; Tan, Ken Seng 109 2007 On the time value of absolute ruin with debit interest. Zbl 1141.91023Cai, Jun 40 2007 Dependence properties and bounds for ruin probabilities in multivariate compound risk models. Zbl 1280.91090Cai, Jun; Li, Haijun 31 2007 Optimal dividends in an Ornstein-Uhlenbeck type model with credit and debit interest. Zbl 1479.91308Cai, Jun; Gerber, Hans U.; Yang, Hailiang 5 2006 On the decomposition of the ruin probability for a jump-diffusion surplus process compounded by a geometric Brownian motion. Zbl 1479.91310Cai, Jun; Xu, Chengming 3 2006 The preservation of classes of discrete distributions under convolution and mixing. Zbl 1090.60014Pavlova, Kristina P.; Cai, Jun; Willmot, Gordon E. 3 2006 Authors’ reply to: “Comment to: ‘Optimal dividends in an Ornstein-Uhlenbeck type model with credit and debit interest’ ”. Zbl 1479.91309Cai, Jun; Gerber, Hans U.; Yang, Hailiang 2 2006 Conditional tail expectations for multivariate phase-type distributions. Zbl 1079.62022Cai, Jun; Li, Haijun 56 2005 Multivariate risk model of phase type. Zbl 1122.60049Cai, Jun; Li, Haijun 47 2005 Ruin in the perturbed compound Poisson risk process under interest force. Zbl 1074.60090Cai, Jun; Yang, Hailiang 27 2005 Equilibrium compound distributions and stop-loss moments. Zbl 1144.91031Willmot, Gordon E.; Drekic, Steve; Cai, Jun 20 2005 Monotonicity and aging properties of random sums. Zbl 1076.60034Cai, Jun; Willmot, Gordon E. 8 2005 On max-sum equivalence and convolution closure of heavy-tailed distributions and their applications. Zbl 1054.60012Cai, Jun; Tang, Qihe 56 2004 Ruin probabilities and penalty functions with stochastic rates of interest. Zbl 1070.60043Cai, Jun 45 2004 Ruin probabilities with a Markov chain interest model. Zbl 1122.91340Cai, Jun; Dickson, David C. M. 17 2004 Density functional theory of square-well chain mixtures near solid surface. Zbl 1127.82327Zhang, Shuling; Cai, Jun; Liu, Honglai; Hu, Ying 2 2004 Classifying G-protein coupled receptors with bagging classification tree. Zbl 1089.92009Huang, Ying; Cai, Jun; Ji, Liang; Li, Yanda 2 2004 Upper bounds for ultimate ruin probabilities in the Sparre Andersen model with interest. Zbl 1074.91028Cai, Jun; Dickson, David C. M. 22 2003 On the expected discounted penalty function at ruin of a surplus process with interest. Zbl 1074.91027Cai, Jun; Dickson, David C. M. 54 2002 Ruin probabilities with dependent rates of interest. Zbl 1007.60096Cai, Jun 22 2002 Discrete time risk models under rates of interest. Zbl 1031.91057Cai, Jun 15 2002 Asymptotic forms and bounds for tails of convolutions of compound geometric distributions, with applications. Zbl 1270.60021Cai, Jun; Garrido, José 9 2002 Lundberg inequalities for renewal equations. Zbl 1003.60081Willmot, Gordon E.; Cai, Jun; Lin, X. Sheldon 21 2001 Aging and other distributional properties of discrete compound geometric distributions. Zbl 1025.62006Willmot, Gordon E.; Cai, Jun 8 2001 NWU property of a class of random sums. Zbl 0980.60109Cai, Jun; Kalashnikov, Vladimir 26 2000 On classes of lifetime distributions with unknown age. Zbl 0980.62009Willmot, Gordon E.; Cai, Jun 8 2000 Two-sided bounds for tails of compound negative binomial distributions in the exponential and heavy-tailed cases. Zbl 0971.91037Cai, Jun; Garrido, José 1 2000 Two-sided bounds for ruin probabilities when the adjustment coefficient does not exist. Zbl 0922.62108Cai, Jun; Garrido, José 14 1999 Aging properties and bounds for ruin probabilities and stop-loss premiums. Zbl 0954.62123Cai, Jun; Garrido, José 13 1998 Some improvements on the Lundberg bound for the ruin probability. Zbl 0904.60068Cai, Jun; Wu, Yanhong 8 1997 Parallel solution of mixed discrete structural optimization problems using evolution strategy. Zbl 1071.74673Cai, J.; Thierauf, G. 4 1996 Reliability lower bounds for HNBUE distributions class with known mean and variance. Zbl 0949.62574Cai, Jun 4 1995 Finite Zeitübersetzung mit Extrapolation in der nichtlinearen Strukturdynamik. (Finite elements in time with extrapolation in nonlinear structural dynamics). Zbl 0733.73061Ruge, P.; Cai, J. 1 1991 all cited Publications top 5 cited Publications all top 5 Cited by 821 Authors 34 Cai, Jun 25 Li, Xiaohu 24 Willmot, Gordon E. 22 Chi, Yichun 21 Tang, Qihe 19 Cheung, Eric C. K. 19 Yang, Hailiang 18 Liang, Zhibin 18 Yuen, Kam Chuen 17 Tan, Ken Seng 16 Cheung, Ka Chun 16 Yin, Chuancun 16 Zhao, Peng 15 Weng, Chengguo 14 Wang, Ruodu 13 Asimit, Alexandru V. 13 Hu, Yijun 13 Zhang, Yiying 12 Woo, Jae-Kyung 11 Boonen, Tim J. 11 Zhang, Zhimin 10 Feng, Runhuan 10 Psarrakos, Georgios 10 Wu, Rong 9 Furman, Edward 9 Yang, Hu 9 Yang, Yang 9 Zhang, Yi 8 Guo, Junyi 8 Liu, Fangda 8 Liu, Haiyan 8 Ren, Jiandong 8 Šiaulys, Jonas 8 Wang, Rongming 8 Yam, Sheung Chi Phillip 8 You, Yinping 8 Zhuang, Shengchao 7 Balakrishnan, Narayanaswamy 7 Balbás, Alejandro 7 Balbás, Beatriz 7 Han, Xia 7 Hu, Xiang 7 Landriault, David 7 Li, Chen 7 Lo, Ambrose 7 Mao, Tiantian 7 Politis, Konstadinos 7 Wang, Dingcheng 7 Young, Virginia R. 7 Zhou, Ming 7 Zitikis, Ričardas 6 Albrecher, Hansjörg 6 Chadjiconstantinidis, Stathis 6 Drekic, Steve 6 Jiang, Wenjun 6 Konstantinides, Dimitrios G. 6 Landsman, Zinoviy M. 6 Meng, Hui 6 Wang, Dehui 6 Wang, Guojing 6 Wei, Wei 6 Zhu, Jinxia 5 Assa, Hirbod 5 Balbás, Raquel 5 Belzunce, Félix 5 Chen, Yiqing 5 Cheng, Jianhua 5 Chong, Wing Fung 5 Fang, Ying 5 Gerber, Hans U. 5 Hu, Junlei 5 Jin, Zhuo 5 Li, Danping 5 Li, Jinzhu 5 Lu, Yi 5 Siu, Tak Kuen 5 Tsai, Cary Chi-Liang 5 Yuan, Yu 5 Zhang, Caibin 5 Zhang, Lianzeng 4 Badescu, Alexandru M. 4 Badescu, Andrei L. 4 Badía, Francisco German 4 Boxma, Onno Johan 4 Di Bernardino, Elena 4 Dickson, David C. M. 4 Fang, Rui 4 Ghossoub, Mario 4 Guillou, Armelle 4 He, Jingmin 4 Heras, Antonio 4 Kim, Joseph Hyun Tae 4 Lefèvre, Claude 4 Leipus, Remigijus 4 Li, Haijun 4 Li, Shuanming 4 Lu, Zhiyi 4 Mandjes, Michel Robertus Hendrikus 4 Pan, Xiaoqing 4 Pellerey, Franco ...and 721 more Authors all top 5 Cited in 112 Serials 209 Insurance Mathematics & Economics 60 Scandinavian Actuarial Journal 41 Statistics & Probability Letters 34 Communications in Statistics. Theory and Methods 29 North American Actuarial Journal 27 Methodology and Computing in Applied Probability 26 ASTIN Bulletin 25 Journal of Computational and Applied Mathematics 22 Journal of Applied Probability 14 Applied Mathematics and Computation 14 Probability in the Engineering and Informational Sciences 13 Stochastic Models 12 Journal of Industrial and Management Optimization 10 Advances in Applied Probability 10 European Journal of Operational Research 10 European Actuarial Journal 8 Acta Mathematicae Applicatae Sinica. English Series 8 Annals of Operations Research 7 Mathematical Problems in Engineering 6 Statistics 6 Stochastic Processes and their Applications 5 Mathematical Methods of Operations Research 5 Acta Mathematica Sinica. English Series 5 Applied Stochastic Models in Business and Industry 5 Journal of Systems Science and Complexity 5 Frontiers of Mathematics in China 4 Metrika 4 Journal of Multivariate Analysis 4 Stochastic Analysis and Applications 4 Queueing Systems 4 Finance and Stochastics 4 Journal of Applied Mathematics and Computing 4 Stochastics 4 SIAM Journal on Financial Mathematics 4 Science China. Mathematics 3 Journal of Mathematical Analysis and Applications 3 Lithuanian Mathematical Journal 3 Mathematics of Operations Research 3 Wuhan University Journal of Natural Sciences (WUJNS) 3 Discrete Dynamics in Nature and Society 3 Extremes 3 Journal of the Korean Statistical Society 3 Statistical Theory and Related Fields 2 Ukrainian Mathematical Journal 2 Applied Mathematics and Optimization 2 Automatica 2 Journal of Mathematical Economics 2 Operations Research 2 Operations Research Letters 2 Automation and Remote Control 2 Applied Mathematics. Series B (English Edition) 2 Journal of Inequalities and Applications 2 Journal of Shanghai University 2 The ANZIAM Journal 2 Nonlinear Analysis. Modelling and Control 2 Acta Mathematica Scientia. Series B. (English Edition) 2 Advances in Difference Equations 2 Mathematics and Financial Economics 2 Statistics & Risk Modeling 2 Dependence Modeling 2 Journal of Function Spaces 2 Modern Stochastics. Theory and Applications 1 International Journal of Modern Physics B 1 Discrete Applied Mathematics 1 Periodica Mathematica Hungarica 1 Scandinavian Journal of Statistics 1 Theory of Probability and its Applications 1 Annals of the Institute of Statistical Mathematics 1 Blätter (Deutsche Gesellschaft für Versicherungsmathematik) 1 Journal of the Korean Mathematical Society 1 Journal of Statistical Planning and Inference 1 Scandinavian Actuarial Journal 1 Statistica 1 Optimization 1 The Annals of Applied Probability 1 Applied Mathematical Modelling 1 Communications in Statistics. Simulation and Computation 1 Journal of Statistical Computation and Simulation 1 Computational Statistics and Data Analysis 1 Indagationes Mathematicae. New Series 1 Cybernetics and Systems Analysis 1 Journal of Mathematical Sciences (New York) 1 Journal of the Egyptian Mathematical Society 1 Turkish Journal of Mathematics 1 Economic Theory 1 Top 1 Discrete and Continuous Dynamical Systems 1 Journal of Nonparametric Statistics 1 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics 1 Abstract and Applied Analysis 1 Journal of Scheduling 1 Mathematical Inequalities & Applications 1 Australian & New Zealand Journal of Statistics 1 Far East Journal of Applied Mathematics 1 International Journal of Theoretical and Applied Finance 1 RAIRO. Operations Research 1 Quantitative Finance 1 Journal of Applied Mathematics 1 Hacettepe Journal of Mathematics and Statistics 1 Computational Biology and Chemistry ...and 12 more Serials all top 5 Cited in 25 Fields 617 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 364 Probability theory and stochastic processes (60-XX) 265 Statistics (62-XX) 60 Systems theory; control (93-XX) 54 Operations research, mathematical programming (90-XX) 16 Calculus of variations and optimal control; optimization (49-XX) 11 Numerical analysis (65-XX) 10 Integral transforms, operational calculus (44-XX) 10 Integral equations (45-XX) 5 Partial differential equations (35-XX) 3 Operator theory (47-XX) 3 Computer science (68-XX) 2 Linear and multilinear algebra; matrix theory (15-XX) 2 Ordinary differential equations (34-XX) 2 Biology and other natural sciences (92-XX) 2 Information and communication theory, circuits (94-XX) 1 History and biography (01-XX) 1 Combinatorics (05-XX) 1 Real functions (26-XX) 1 Special functions (33-XX) 1 Approximations and expansions (41-XX) 1 Harmonic analysis on Euclidean spaces (42-XX) 1 Differential geometry (53-XX) 1 Global analysis, analysis on manifolds (58-XX) 1 Statistical mechanics, structure of matter (82-XX) Citations by Year