## Hürlimann, Werner

Compute Distance To:
 Author ID: hurlimann.werner Published as: Hürlimann, Werner; Hürlimann, W.; Hurlimann, Werner more...less Further Spellings: Hürlimann, Werner Stefan Homepage: https://sites.google.com/site/whurlimann/home External Links: MGP · ORCID · ResearchGate
 Documents Indexed: 120 Publications since 1981 Co-Authors: 3 Co-Authors with 2 Joint Publications 107 Co-Co-Authors

### Co-Authors

 118 single-authored 1 Beirlant, Jan 1 Saltman, David J. 1 Verlaak, Robert
all top 5

### Serials

 17 Insurance Mathematics & Economics 11 ASTIN Bulletin 10 Blätter (Deutsche Gesellschaft für Versicherungsmathematik) 5 Statistics & Probability Letters 5 Mitteilungen. Schweizerische Vereinigung der Versicherungsmathematiker (SVVM) 4 Mitteilungen. Schweizerische Aktuarvereinigung (SAV) 4 Advances and Applications in Statistics 3 International Journal of Mathematics and Mathematical Sciences 3 North American Actuarial Journal 3 Journal of Numerical Mathematics and Stochastics 2 Archiv der Mathematik 2 Journal of Computational and Applied Mathematics 2 Journal of Number Theory 2 Communications in Statistics. Theory and Methods 2 Linear Algebra and its Applications 2 Statistical Papers 2 Boletín de la Asociación Matemática Venezolana 2 International Journal of Pure and Applied Mathematics 2 International Mathematical Forum 2 International Journal of Contemporary Mathematical Sciences 2 Journal of Probability and Statistics 2 Theoretical Mathematics and Applications 1 Applied Mathematics and Computation 1 Commentarii Mathematici Helvetici 1 Proceedings of the American Mathematical Society 1 Scandinavian Actuarial Journal 1 Elemente der Mathematik 1 Statistische Hefte 1 Computational Statistics and Data Analysis 1 Notes on Number Theory and Discrete Mathematics 1 The Ramanujan Journal 1 Journal of Inequalities and Applications 1 Far East Journal of Theoretical Statistics 1 Journal of Integer Sequences 1 Far East Journal of Mathematical Sciences 1 Methodology and Computing in Applied Probability 1 Decisions in Economics and Finance 1 Journal of Applied Mathematics 1 JP Journal of Algebra, Number Theory and Applications 1 Journal of Mathematics and Statistics 1 Belgian Actuarial Bulletin 1 Advances and Applications in Mathematical Sciences 1 European Actuarial Journal 1 Pioneer Journal of Algebra, Number Theory and its Applications 1 Pioneer Journal of Mathematics and Mathematical Sciences 1 ISRN Probability and Statistics 1 The Scientific World Journal. Probability and Statistics 1 Journal of Statistical Distributions and Applications 1 Journal of Optimization
all top 5

### Fields

 85 Statistics (62-XX) 56 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 30 Probability theory and stochastic processes (60-XX) 16 Number theory (11-XX) 15 Numerical analysis (65-XX) 6 Algebraic geometry (14-XX) 5 Field theory and polynomials (12-XX) 5 Linear and multilinear algebra; matrix theory (15-XX) 3 Operations research, mathematical programming (90-XX) 2 Associative rings and algebras (16-XX) 2 Approximations and expansions (41-XX) 1 Group theory and generalizations (20-XX) 1 Partial differential equations (35-XX) 1 Harmonic analysis on Euclidean spaces (42-XX) 1 Integral equations (45-XX) 1 Calculus of variations and optimal control; optimization (49-XX)

### Citations contained in zbMATH Open

87 Publications have been cited 386 times in 265 Documents Cited by Year
On stop-loss order and the distortion pricing principle. Zbl 1168.91414
Hürlimann, Werner
1998
Distortion risk measures and economic capital. Zbl 1085.91526
Hürlimann, Werner
2004
Conditional value-at-risk bounds for compound Poisson risks and a normal approximation. Zbl 1012.62110
Hürlimann, Werner
2003
Fitting bivariate cumulative returns with copulas. Zbl 1429.62471
Hürlimann, Werner
2004
Analytical bounds for two value-at-risk functionals. Zbl 1094.91032
Hürlimann, Werner
2002
On algebraic tori of norm type. Zbl 0571.12003
Hürlimann, W.
1984
Analytical evaluation of economic risk capital for portfolios of gamma risks. Zbl 1060.91081
Hürlimann, Werner
2001
Optimal reinsurance revisited point of view of cedent and reinsurer. Zbl 1239.91079
Hürlimann, Werner
2011
Hutchinson – Lai’s conjecture for bivariate extreme value copulas. Zbl 1101.62340
Hürlimann, Werner
2003
A note on experience rating, reinsurance and premium principles. Zbl 0801.62091
Hürlimann, Werner
1994
On maximum likelihood estimation for count data models. Zbl 0724.62103
Hürlimann, Werner
1990
Financial data analysis with two symmetric distributions. Zbl 1088.62514
Hürlimann, Werner
2001
Extremal moment methods and stochastic orders. Application in actuarial science. Zbl 1182.62115
Hürlimann, Werner
2008
Extremal moment methods and stochastic orders. Zbl 1200.62053
Hürlimann, Werner
2008
Best bounds for expected financial payoffs. II: Applications. Zbl 0887.65150
Hürlimann, Werner
1997
Splitting risk and premium calculation. Zbl 0815.62073
Hürlimann, Werner
1994
On life table applications of ordering among risks. Zbl 0714.62096
Hürlimann, Werner
1990
Multivariate Fréchet copulas and conditional value-at-risk. Zbl 1075.62043
Hürlimann, Werner
2004
A comprehensive extension of the FGM copula. Zbl 1381.62073
Hürlimann, Werner
2017
Bivariate distributions with diatomic conditionals and stop-loss transforms of random sums. Zbl 0779.60012
Hürlimann, Werner
1993
On parameter orthogonality to the mean. Zbl 0741.62026
Hürlimann, W.
1992
Best bounds for expected financial payoffs. I: Algorithmic evaluation. Zbl 0887.65149
Hürlimann, Werner
1997
Higher degree stop-loss transforms and stochastic orders. II: Applications. Zbl 1320.91076
Hürlimann, Werner
2000
Improved analytical bounds for gambler’s ruin probabilities. Zbl 1078.60016
Hürlimann, Werner
2005
Negative claim amounts, Bessel functions, linear programming and Miller’s algorithm. Zbl 0741.62094
Hürlimann, Werner
1991
A uniform approximation to the sampling distribution of the coefficient of variation. Zbl 0837.62021
Hürlimann, Werner
1995
Excess of loss reinsurance with reinstatements revisited. Zbl 1123.62076
Hürlimann, Werner
2005
On the characterization of maximum likelihood estimators for location-scale families. Zbl 0894.62024
Hürlimann, Werner
1998
Cooper and Lam’s conjecture for generalized Bell ternary quadratic forms. Zbl 1330.11022
Hürlimann, Werner
2016
Extremal functions and financial gain. (Fonctions extrémales et gain financier.) Zbl 0906.90011
Hürlimann, Werner
1997
On immunization, stop-loss order and the maximum Shiu measure. Zbl 1074.91016
Hürlimann, Werner
2002
On the rate of convergence to asymptotic independence between order statistics. Zbl 1085.62053
Hürlimann, Werner
2004
Solvability and reassurance. (Solvabilité et réassurance.) Zbl 0797.62095
Hürlimann, Werner
1993
Analytical pricing of the unit-linked endowment with guarantees and periodic premiums. Zbl 1235.91094
Hürlimann, Werner
2010
A moment method for the multivariate asymmetric Laplace distribution. Zbl 1463.62025
Hürlimann, Werner
2013
Generalized Helmert-Ledermann orthogonal matrices and ROM simulation. Zbl 1283.15088
Hürlimann, Werner
2013
On mean scaled insurance risk models. Zbl 0897.62015
Hürlimann, Werner
1998
On distribution-free safe layer-additive pricing. Zbl 0911.90026
Hürlimann, W.
1998
Absicherung des Anlagerisikos, Diskontierung der Passiven und Portfoliotheorie. (Covering of investment risks, discounting of liabilities and portfolio theory). Zbl 0825.90064
Hürlimann, Werner
1991
Bounds for actuarial present values under the fractional independence assumption. With discussion by Michel Denuit, Ole Hesselager and Alfred Müller and a reply by the author. Zbl 1082.62537
Hürlimann, Werner
1999
Credible loss ratio claims reserves the Benktander, Neuhaus and Mack methods revisited. Zbl 1205.91082
Hürlimann, Werner
2009
Robust variants of Cornish-Fischer approximation and Chebyshev-Markov bounds: application to value-at-risk. Zbl 05913434
Hürlimann, Werner
2009
An elementary unified approach to some loss variance bounds. Zbl 1090.62566
Hürlimann, Werner
1997
Higher degree stop-loss transforms and stochastic orders. I: Theory. Zbl 1320.91075
Hürlimann, Werner
2000
Error bounds for stop-loss premiums calculated with the fast Fourier transform. Zbl 0649.62100
Hürlimann, W.
1986
An elementary proof of the Adelson-Panjer recursion formula. Zbl 0657.62122
Hürlimann, Werner
1988
Approximate bounds for the IBNR claims reserves based on the bivariate chain-ladder model. Zbl 1398.91333
Hürlimann, W.
2005
Predictive stop-loss premiums and Student’s $$t$$-distribution. Zbl 0837.62086
Hürlimann, Werner
1995
Transforming, ordering and rating risks. Zbl 0852.62095
Hürlimann, Werner
1995
On the exponent of norm residue groups. Zbl 0557.12007
Hürlimann, W.; Saltman, D.
1985
Orderings of risks through loss ratio. Zbl 0752.62072
Hürlimann, Werner
1992
General location transform of the order statistics from the exponential, Pareto and Weibull, with application to maximum likelihood estimation. Zbl 1019.62043
Hürlimann, Werner
2000
Brauer group and Diophantine geometry: A cohomological approach. Zbl 0487.14006
Hürlimann, Werner
1982
On best stop-loss bounds for bivariate sums by known marginal means, variances and correlation. Zbl 1130.62365
Hürlimann, Werner
1998
Robust confidence bounds for the mean of some count data models. Zbl 1359.62452
Hürlimann, Werner
2002
$$H^ 3$$ and rational points on biquadratic bicyclic norm forms. Zbl 0583.12017
Hürlimann, W.
1986
A numerical approach to utility functions in risk theory. Zbl 0602.62094
Hürlimann, W.
1987
Distribution-free comparison of pricing principles. Zbl 1074.91554
Hürlimann, Werner
2001
On the accumulated aggregate surplus of a life portfolio. Zbl 1055.91026
Hürlimann, Werner
2002
An improved elementary upper bound for the variance of a stop-loss risk. Zbl 0776.62082
Hürlimann, W.
1993
On algebraic equivalence of tariffing systems. Zbl 0629.62102
Hürlimann, Werner
1988
Quasi-exact numerical evaluation of synthetic collateralized debt obligations prices. Zbl 1360.91152
Hürlimann, Werner
2010
Backward difference recursions and infinite series representations in computational risk theory. Zbl 1360.65043
Hürlimann, W.
2016
From the general affine transform family to a Pareto type IV model. Zbl 1201.62031
Hürlimann, Werner
2009
Sur le groupe de Brauer d’un anneau de polynômes en caractéristique $$p$$ et la théorie des invariants. Zbl 0462.13004
Hürlimann, W.
1981
Integer powers and Benford’s law. Zbl 1068.11047
Hürlimann, Werner
2004
A generalized Benford law and its application. Zbl 1045.62010
Hürlimann, Werner
2003
Measuring operational risk using a mean scaled individual risk model. Zbl 1089.91036
Hürlimann, Werner
2004
A characterization of the compound multiparameter Hermite gamma distribution via Gauss’s principle. Zbl 1328.60035
Hürlimann, Werner
2013
On some properties of two vector-valued VaR and CTE multivariate risk measures for Archimedean copulas. Zbl 1431.91442
Hürlimann, Werner
2014
Properties and measures on dependence for the Archimax copula. Zbl 1098.62067
Hürlimann, Werner
2005
Generalizing Benford’s law using power laws: application to integer sequences. Zbl 1193.62014
Hürlimann, Werner
2009
An improved Laguerre-Samuelson inequality of Chebyshev-Markov type. Zbl 1327.60049
Hürlimann, Werner
2014
Optimization of a chain of excess-of-loss reinsurance layers with aggregate stop-loss limits. Zbl 1333.91028
Hürlimann, Werner
2006
General affine transform families: why is the Pareto an exponential transform? Zbl 1054.62011
Hürlimann, Werner
2003
Generalized loss variance bounds. Zbl 1259.91056
Hürlimann, Werner
2012
A cyclotomic Hilbert 90 theorem. Zbl 0522.12021
Hürlimann, W.
1984
Correction note: “On maximum likelihood estimation for count data models”. Zbl 1320.91074
Hürlimann, W.
1991
On quasi-mean value principles. Zbl 0881.62110
Hürlimann, Werner
1997
Non-optimality of a linear combination of proportional and non-proportional reinsurance. Zbl 0945.62113
Hürlimann, W.
1999
Exact and asymptotic evaluation of the number of distinct primitive cuboids. Zbl 1310.11039
Hürlimann, Werner
2015
On Mardia skewness and kurtosis of Soules basis matrices in ROM simulation. Zbl 1312.15042
Hürlimann, Werner
2015
Quasi-likelihood estimation of benchmark rates for excess of loss reinsurance programs. Zbl 1179.91112
Verlaak, Robert; Hürlimann, Werner; Beirlant, Jan
2009
A closed-form universal trivariate pair-copula. Zbl 1357.62074
Hürlimann, Werner
2014
On higher-degree bivariate stop-loss transforms, with applications. Zbl 1359.62450
Hürlimann, Werner
2002
Economic risk capital allocation from top down. (Vertikale Zuteilung des ökonomischen Risikokapitals.) Zbl 1354.91173
Hürlimann, Werner
2002
Positive dependence properties of the multivariate reduction class. Zbl 1134.60314
Hürlimann, Werner
2007
A comprehensive extension of the FGM copula. Zbl 1381.62073
Hürlimann, Werner
2017
Cooper and Lam’s conjecture for generalized Bell ternary quadratic forms. Zbl 1330.11022
Hürlimann, Werner
2016
Backward difference recursions and infinite series representations in computational risk theory. Zbl 1360.65043
Hürlimann, W.
2016
Exact and asymptotic evaluation of the number of distinct primitive cuboids. Zbl 1310.11039
Hürlimann, Werner
2015
On Mardia skewness and kurtosis of Soules basis matrices in ROM simulation. Zbl 1312.15042
Hürlimann, Werner
2015
On some properties of two vector-valued VaR and CTE multivariate risk measures for Archimedean copulas. Zbl 1431.91442
Hürlimann, Werner
2014
An improved Laguerre-Samuelson inequality of Chebyshev-Markov type. Zbl 1327.60049
Hürlimann, Werner
2014
A closed-form universal trivariate pair-copula. Zbl 1357.62074
Hürlimann, Werner
2014
A moment method for the multivariate asymmetric Laplace distribution. Zbl 1463.62025
Hürlimann, Werner
2013
Generalized Helmert-Ledermann orthogonal matrices and ROM simulation. Zbl 1283.15088
Hürlimann, Werner
2013
A characterization of the compound multiparameter Hermite gamma distribution via Gauss’s principle. Zbl 1328.60035
Hürlimann, Werner
2013
Generalized loss variance bounds. Zbl 1259.91056
Hürlimann, Werner
2012
Optimal reinsurance revisited point of view of cedent and reinsurer. Zbl 1239.91079
Hürlimann, Werner
2011
Analytical pricing of the unit-linked endowment with guarantees and periodic premiums. Zbl 1235.91094
Hürlimann, Werner
2010
Quasi-exact numerical evaluation of synthetic collateralized debt obligations prices. Zbl 1360.91152
Hürlimann, Werner
2010
Credible loss ratio claims reserves the Benktander, Neuhaus and Mack methods revisited. Zbl 1205.91082
Hürlimann, Werner
2009
Robust variants of Cornish-Fischer approximation and Chebyshev-Markov bounds: application to value-at-risk. Zbl 05913434
Hürlimann, Werner
2009
From the general affine transform family to a Pareto type IV model. Zbl 1201.62031
Hürlimann, Werner
2009
Generalizing Benford’s law using power laws: application to integer sequences. Zbl 1193.62014
Hürlimann, Werner
2009
Quasi-likelihood estimation of benchmark rates for excess of loss reinsurance programs. Zbl 1179.91112
Verlaak, Robert; Hürlimann, Werner; Beirlant, Jan
2009
Extremal moment methods and stochastic orders. Application in actuarial science. Zbl 1182.62115
Hürlimann, Werner
2008
Extremal moment methods and stochastic orders. Zbl 1200.62053
Hürlimann, Werner
2008
Positive dependence properties of the multivariate reduction class. Zbl 1134.60314
Hürlimann, Werner
2007
Optimization of a chain of excess-of-loss reinsurance layers with aggregate stop-loss limits. Zbl 1333.91028
Hürlimann, Werner
2006
Improved analytical bounds for gambler’s ruin probabilities. Zbl 1078.60016
Hürlimann, Werner
2005
Excess of loss reinsurance with reinstatements revisited. Zbl 1123.62076
Hürlimann, Werner
2005
Approximate bounds for the IBNR claims reserves based on the bivariate chain-ladder model. Zbl 1398.91333
Hürlimann, W.
2005
Properties and measures on dependence for the Archimax copula. Zbl 1098.62067
Hürlimann, Werner
2005
Distortion risk measures and economic capital. Zbl 1085.91526
Hürlimann, Werner
2004
Fitting bivariate cumulative returns with copulas. Zbl 1429.62471
Hürlimann, Werner
2004
Multivariate Fréchet copulas and conditional value-at-risk. Zbl 1075.62043
Hürlimann, Werner
2004
On the rate of convergence to asymptotic independence between order statistics. Zbl 1085.62053
Hürlimann, Werner
2004
Integer powers and Benford’s law. Zbl 1068.11047
Hürlimann, Werner
2004
Measuring operational risk using a mean scaled individual risk model. Zbl 1089.91036
Hürlimann, Werner
2004
Conditional value-at-risk bounds for compound Poisson risks and a normal approximation. Zbl 1012.62110
Hürlimann, Werner
2003
Hutchinson – Lai’s conjecture for bivariate extreme value copulas. Zbl 1101.62340
Hürlimann, Werner
2003
A generalized Benford law and its application. Zbl 1045.62010
Hürlimann, Werner
2003
General affine transform families: why is the Pareto an exponential transform? Zbl 1054.62011
Hürlimann, Werner
2003
Analytical bounds for two value-at-risk functionals. Zbl 1094.91032
Hürlimann, Werner
2002
On immunization, stop-loss order and the maximum Shiu measure. Zbl 1074.91016
Hürlimann, Werner
2002
Robust confidence bounds for the mean of some count data models. Zbl 1359.62452
Hürlimann, Werner
2002
On the accumulated aggregate surplus of a life portfolio. Zbl 1055.91026
Hürlimann, Werner
2002
On higher-degree bivariate stop-loss transforms, with applications. Zbl 1359.62450
Hürlimann, Werner
2002
Economic risk capital allocation from top down. (Vertikale Zuteilung des ökonomischen Risikokapitals.) Zbl 1354.91173
Hürlimann, Werner
2002
Analytical evaluation of economic risk capital for portfolios of gamma risks. Zbl 1060.91081
Hürlimann, Werner
2001
Financial data analysis with two symmetric distributions. Zbl 1088.62514
Hürlimann, Werner
2001
Distribution-free comparison of pricing principles. Zbl 1074.91554
Hürlimann, Werner
2001
Higher degree stop-loss transforms and stochastic orders. II: Applications. Zbl 1320.91076
Hürlimann, Werner
2000
Higher degree stop-loss transforms and stochastic orders. I: Theory. Zbl 1320.91075
Hürlimann, Werner
2000
General location transform of the order statistics from the exponential, Pareto and Weibull, with application to maximum likelihood estimation. Zbl 1019.62043
Hürlimann, Werner
2000
Bounds for actuarial present values under the fractional independence assumption. With discussion by Michel Denuit, Ole Hesselager and Alfred Müller and a reply by the author. Zbl 1082.62537
Hürlimann, Werner
1999
Non-optimality of a linear combination of proportional and non-proportional reinsurance. Zbl 0945.62113
Hürlimann, W.
1999
On stop-loss order and the distortion pricing principle. Zbl 1168.91414
Hürlimann, Werner
1998
On the characterization of maximum likelihood estimators for location-scale families. Zbl 0894.62024
Hürlimann, Werner
1998
On mean scaled insurance risk models. Zbl 0897.62015
Hürlimann, Werner
1998
On distribution-free safe layer-additive pricing. Zbl 0911.90026
Hürlimann, W.
1998
On best stop-loss bounds for bivariate sums by known marginal means, variances and correlation. Zbl 1130.62365
Hürlimann, Werner
1998
Best bounds for expected financial payoffs. II: Applications. Zbl 0887.65150
Hürlimann, Werner
1997
Best bounds for expected financial payoffs. I: Algorithmic evaluation. Zbl 0887.65149
Hürlimann, Werner
1997
Extremal functions and financial gain. (Fonctions extrémales et gain financier.) Zbl 0906.90011
Hürlimann, Werner
1997
An elementary unified approach to some loss variance bounds. Zbl 1090.62566
Hürlimann, Werner
1997
On quasi-mean value principles. Zbl 0881.62110
Hürlimann, Werner
1997
A uniform approximation to the sampling distribution of the coefficient of variation. Zbl 0837.62021
Hürlimann, Werner
1995
Predictive stop-loss premiums and Student’s $$t$$-distribution. Zbl 0837.62086
Hürlimann, Werner
1995
Transforming, ordering and rating risks. Zbl 0852.62095
Hürlimann, Werner
1995
A note on experience rating, reinsurance and premium principles. Zbl 0801.62091
Hürlimann, Werner
1994
Splitting risk and premium calculation. Zbl 0815.62073
Hürlimann, Werner
1994
Bivariate distributions with diatomic conditionals and stop-loss transforms of random sums. Zbl 0779.60012
Hürlimann, Werner
1993
Solvability and reassurance. (Solvabilité et réassurance.) Zbl 0797.62095
Hürlimann, Werner
1993
An improved elementary upper bound for the variance of a stop-loss risk. Zbl 0776.62082
Hürlimann, W.
1993
On parameter orthogonality to the mean. Zbl 0741.62026
Hürlimann, W.
1992
Orderings of risks through loss ratio. Zbl 0752.62072
Hürlimann, Werner
1992
Negative claim amounts, Bessel functions, linear programming and Miller’s algorithm. Zbl 0741.62094
Hürlimann, Werner
1991
Absicherung des Anlagerisikos, Diskontierung der Passiven und Portfoliotheorie. (Covering of investment risks, discounting of liabilities and portfolio theory). Zbl 0825.90064
Hürlimann, Werner
1991
Correction note: “On maximum likelihood estimation for count data models”. Zbl 1320.91074
Hürlimann, W.
1991
On maximum likelihood estimation for count data models. Zbl 0724.62103
Hürlimann, Werner
1990
On life table applications of ordering among risks. Zbl 0714.62096
Hürlimann, Werner
1990
An elementary proof of the Adelson-Panjer recursion formula. Zbl 0657.62122
Hürlimann, Werner
1988
On algebraic equivalence of tariffing systems. Zbl 0629.62102
Hürlimann, Werner
1988
A numerical approach to utility functions in risk theory. Zbl 0602.62094
Hürlimann, W.
1987
Error bounds for stop-loss premiums calculated with the fast Fourier transform. Zbl 0649.62100
Hürlimann, W.
1986
$$H^ 3$$ and rational points on biquadratic bicyclic norm forms. Zbl 0583.12017
Hürlimann, W.
1986
On the exponent of norm residue groups. Zbl 0557.12007
Hürlimann, W.; Saltman, D.
1985
On algebraic tori of norm type. Zbl 0571.12003
Hürlimann, W.
1984
A cyclotomic Hilbert 90 theorem. Zbl 0522.12021
Hürlimann, W.
1984
Brauer group and Diophantine geometry: A cohomological approach. Zbl 0487.14006
Hürlimann, Werner
1982
Sur le groupe de Brauer d’un anneau de polynômes en caractéristique $$p$$ et la théorie des invariants. Zbl 0462.13004
Hürlimann, W.
1981
all top 5

### Cited by 396 Authors

 45 Hürlimann, Werner 6 Furman, Edward 5 Cai, Jun 5 Denuit, Michel M. 5 Hoshi, Akinari 5 Vanduffel, Steven 5 Yamasaki, Aiichi 5 Zhang, Yiying 4 Albrecher, Hansjörg 4 Cheung, Ka Chun 4 Klement, Erich Peter 4 Kolesárová, Anna 4 Landsman, Zinoviy M. 4 Mesiar, Radko 4 Navarro, Jorge 4 Saminger-Platz, Susanne 4 Wang, Ruodu 3 Balakrishnan, Narayanaswamy 3 Barakat, Haroon Mohamed 3 Genest, Christian 3 Kim, Kyoungmin 3 Marceau, Étienne 3 Šeliga, Adam 3 Shaked, Moshe 3 Yam, Sheung Chi Phillip 3 Yang, Jingping 3 Yi, Zhang 2 Amini-Seresht, Ebrahim 2 Asimit, Alexandru V. 2 Badescu, Alexandru M. 2 Barmalzan, Ghobad 2 Bayer-Fluckiger, Eva 2 Bernard, Carole L. 2 Chan, Stephen Chi-fai 2 Chen, Yanhong 2 Courtois, Cindy 2 De Waegenaere, Anja 2 del Aguila, Yolanda 2 Dhaene, Jan 2 Emura, Takeshi 2 Franco-Pereira, Alba M. 2 Frostig, Esther 2 Gajek, Lesław 2 Goh, Mark 2 Haas, Sandra 2 Heilpern, Stanisław 2 Hong, Hanping 2 Hu, Xiang 2 Jiang, Wenjun 2 Kanai, Kazuki 2 Klebaner, Fima C. 2 Lefèvre, Claude 2 Lemieux, Christiane 2 Ley, Christophe 2 Liu, Fangda 2 Liu, Haiyan 2 Loisel, Stéphane 2 Meng, Fanwen 2 Montesinos, Pierre 2 Müller, Alfred 2 Nadarajah, Saralees 2 Oh, Byeong-Kweon 2 Opolka, Hans 2 Parimala, Raman 2 Payandeh Najafabadi, Amir T. 2 Ren, Jiandong 2 Rüschendorf, Ludger 2 Spizzichino, Fabio L. 2 Sun, Jie 2 Tian, Weizhong 2 Trutschnig, Wolfgang 2 Valdez, Emiliano A. 2 Wang, Shaun S. 2 Wang, Tonghui 2 Weng, Chengguo 2 Young, Virginia R. 2 Zhang, Lianzeng 2 Zuluaga, Luis Fernando 1 Afuecheta, Emmanuel 1 Agarwal, Ravi P. 1 Ahn, Jae Youn 1 Akkus, Ilker 1 Alegre, Antonio 1 Alexander, Carol 1 Alfó, Macro 1 Alfonsi, Aurélien 1 Amini-Dehak, Mohammad 1 Apprey, Victor 1 Araujo-Acuna, José Carlos 1 Armerin, Fredrik 1 Arslan, Olcay 1 Barnabani, Marco 1 Barnett, Neil Stuart 1 Baroni, Pietro 1 Barrieu, Pauline M. 1 Barz, Christiane 1 Bäuerle, Nicole 1 Beex, Lars A. A. 1 Beirlant, Jan 1 Bellini, Fabio ...and 296 more Authors
all top 5

### Cited in 98 Serials

 56 Insurance Mathematics & Economics 17 ASTIN Bulletin 12 Communications in Statistics. Theory and Methods 11 Blätter (Deutsche Gesellschaft für Versicherungsmathematik) 9 North American Actuarial Journal 8 Statistics & Probability Letters 7 European Actuarial Journal 6 Journal of Computational and Applied Mathematics 6 European Journal of Operational Research 5 Methodology and Computing in Applied Probability 5 Scandinavian Actuarial Journal 5 Dependence Modeling 4 Journal of Number Theory 4 Journal of Statistical Planning and Inference 3 Computational Statistics and Data Analysis 3 International Journal of Number Theory 3 Journal of Probability and Statistics 2 Israel Journal of Mathematics 2 Metrika 2 Mathematics of Computation 2 Applied Mathematics and Computation 2 Journal of Algebra 2 Journal of Multivariate Analysis 2 Journal of Optimization Theory and Applications 2 Proceedings of the American Mathematical Society 2 Scandinavian Actuarial Journal 2 Annals of Operations Research 2 Communications in Statistics. Simulation and Computation 2 Mathematical Problems in Engineering 2 Extremes 2 Probability in the Engineering and Informational Sciences 2 Statistical Methodology 2 SIAM Journal on Financial Mathematics 2 Journal of Statistical Distributions and Applications 1 Advances in Applied Probability 1 Computers & Mathematics with Applications 1 Indian Journal of Pure & Applied Mathematics 1 Theory of Probability and its Applications 1 Advances in Mathematics 1 The Annals of Probability 1 Archiv der Mathematik 1 Duke Mathematical Journal 1 Fuzzy Sets and Systems 1 International Journal of Mathematics and Mathematical Sciences 1 Journal of Applied Probability 1 Journal of Mathematical Economics 1 Journal of Mathematical Psychology 1 Journal of Pure and Applied Algebra 1 Mathematika 1 Memoirs of the American Mathematical Society 1 Metron 1 Nagoya Mathematical Journal 1 Naval Research Logistics 1 Proceedings of the Japan Academy. Series A 1 Statistica 1 Theoretical Computer Science 1 Transactions of the American Mathematical Society 1 Systems & Control Letters 1 Statistics 1 International Journal of Approximate Reasoning 1 Computational Statistics 1 Journal of Statistical Computation and Simulation 1 Linear Algebra and its Applications 1 Statistische Hefte 1 Experimental Mathematics 1 Computational Optimization and Applications 1 Journal de Théorie des Nombres de Bordeaux 1 Statistical Papers 1 Journal of Mathematical Sciences (New York) 1 Top 1 Integral Transforms and Special Functions 1 Applied Mathematical Finance 1 Bernoulli 1 Documenta Mathematica 1 Journal of Inequalities and Applications 1 Journal of Applied Statistics 1 European Journal of Mechanics. A. Solids 1 Optimization and Engineering 1 Applied Stochastic Models in Business and Industry 1 Brazilian Journal of Probability and Statistics 1 International Journal of Uncertainty, Fuzziness and Knowledge-Based Systems 1 Quantitative Finance 1 Stochastic Models 1 Comptes Rendus. Mathématique. Académie des Sciences, Paris 1 Journal of Applied Mathematics and Computing 1 Structural and Multidisciplinary Optimization 1 Asia-Pacific Financial Markets 1 Thailand Statistician 1 Journal of the Korean Statistical Society 1 AStA. Advances in Statistical Analysis 1 Probability Surveys 1 Statistics & Risk Modeling 1 ISRN Probability and Statistics 1 The Scientific World Journal. Probability and Statistics 1 Journal of Optimization 1 European Journal of Mathematics 1 Cogent Mathematics 1 Japanese Journal of Statistics and Data Science
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### Cited in 32 Fields

 153 Statistics (62-XX) 144 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 72 Probability theory and stochastic processes (60-XX) 23 Number theory (11-XX) 20 Operations research, mathematical programming (90-XX) 16 Numerical analysis (65-XX) 14 Algebraic geometry (14-XX) 10 Field theory and polynomials (12-XX) 7 Group theory and generalizations (20-XX) 6 Systems theory; control (93-XX) 5 Commutative algebra (13-XX) 5 Linear and multilinear algebra; matrix theory (15-XX) 4 Real functions (26-XX) 3 Calculus of variations and optimal control; optimization (49-XX) 2 Special functions (33-XX) 2 Information and communication theory, circuits (94-XX) 1 General and overarching topics; collections (00-XX) 1 Combinatorics (05-XX) 1 Associative rings and algebras (16-XX) 1 Measure and integration (28-XX) 1 Functions of a complex variable (30-XX) 1 Partial differential equations (35-XX) 1 Difference and functional equations (39-XX) 1 Approximations and expansions (41-XX) 1 Harmonic analysis on Euclidean spaces (42-XX) 1 Integral equations (45-XX) 1 Functional analysis (46-XX) 1 Global analysis, analysis on manifolds (58-XX) 1 Computer science (68-XX) 1 Mechanics of deformable solids (74-XX) 1 Biology and other natural sciences (92-XX) 1 Mathematics education (97-XX)