Edit Profile (opens in new tab) Kaas, Rob Compute Distance To: Compute Author ID: kaas.rob Published as: Kaas, R.; Kaas, Rob Documents Indexed: 62 Publications since 1977, including 4 Books 6 Contributions as Editor Co-Authors: 41 Co-Authors with 66 Joint Publications 566 Co-Co-Authors all top 5 Co-Authors 2 single-authored 48 Goovaerts, Marc J. 17 Dhaene, Jan 10 Laeven, Roger J. A. 9 Tang, Qihe 7 Denuit, Michel M. 7 van Heerwaarden, A. E. 7 Vyncke, David 6 de Vylder, Florent Etienne 4 De Schepper, Ann 4 Vanduffel, Steven 2 Gerber, Hans U. 2 Vanneste, Marleen 2 Wolthuis, Henk 1 Bauwelinckx, T. 1 Buhrman, J. M. 1 Chen, Xinliang 1 Dannenburg, D. R. 1 Daykin, C. D. 1 de Leve, Gijs 1 Goonvaerts, M. J. 1 Henrard, Luc 1 Hesselager, Ole 1 Hop, J. Peter 1 Jonker, Roy 1 Leuven, K. U. 1 Lin, Sheldon 1 Nelder, John Ashworth 1 Nelsen, Roger B. 1 Posthuma, B. H. 1 Shiu, Elias S. W. 1 Tang Qihe 1 Taylor, Gregory Clive 1 van der Laan, B. S. 1 van der Velde, J. A. 1 van Emde Boas, Peter 1 Vandebroeck, M. 1 Vernic, Raluca 1 Volgenant, Ton 1 Willemse, W. J. 1 Willmot, Gordon E. 1 Yang, Hailiang 1 Zijlstra, E. all top 5 Serials 37 Insurance Mathematics & Economics 3 Scandinavian Actuarial Journal 3 Statistica Neerlandica 3 North American Actuarial Journal 2 Journal of Computational and Applied Mathematics 2 ASTIN Bulletin 2 Belgian Actuarial Bulletin 1 Blätter (Deutsche Gesellschaft für Versicherungsmathematik) 1 Mathematische Operationsforschung und Statistik. Series Optimization 1 Mathematical Systems Theory 1 Mitteilungen. Vereinigung Schweizerischer Versicherungsmathematiker (VSV) 1 Operations Research 1 Statistics & Decisions 1 European Journal of Operational Research 1 Scandinavian Actuarial Journal 1 Stochastic Models 1 HERMIS-\(\mu\pi\). Hellenic European Research on Mathematics and Informatics Science 1 Methods of Operations Research all top 5 Fields 49 Statistics (62-XX) 33 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 18 Probability theory and stochastic processes (60-XX) 7 Numerical analysis (65-XX) 5 General and overarching topics; collections (00-XX) 5 Operations research, mathematical programming (90-XX) 2 Combinatorics (05-XX) 2 Real functions (26-XX) 2 Special functions (33-XX) 1 History and biography (01-XX) 1 Integral transforms, operational calculus (44-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 52 Publications have been cited 1,661 times in 1,100 Documents Cited by ▼ Year ▼ The concept of comonotonicity in actuarial science and finance: theory. Zbl 1051.62107Dhaene, J.; Denuit, M.; Goovaerts, M. J.; Kaas, R.; Vyncke, D. 271 2002 The concept of comonotonicity in actuarial science and finance: applications. Zbl 1037.62107Dhaene, J.; Denuit, M.; Goovaerts, M. J.; Kaas, R.; Vyncke, D. 159 2002 Risk measures and comonotonicity: a review. Zbl 1159.91403Dhaene, J.; Vanduffel, S.; Goovaerts, M. J.; Kaas, R.; Tang, Q.; Vyncke, D. 140 2006 Modern actuarial risk theory. Using R. 2nd ed. Zbl 1148.91027Kaas, Rob; Goovaerts, Marc; Dhaene, Jan; Denuit, Michel 102 2008 Design and implementation of an efficient priority queue. Zbl 0363.60104van Emde Boas, P.; Kaas, R.; Zijlstra, E. 100 1977 Upper and lower bounds for sums of random variables. Zbl 0989.60019Kaas, Rob; Dhaene, Jan; Goovaerts, Marc J. 78 2000 Optimal reinsurance in relation to ordering of risks. Zbl 0683.62060van Heerwaarden, A. E.; Kaas, R.; Goovaerts, M. J. 72 1989 Modern actuarial risk theory. Zbl 1086.91035Kaas, Rob; Goovaerts, Marc; Dhaene, Jan; Denuit, Michel 67 2003 The tail probability of discount sums of Pareto-like losses in insurance. Zbl 1144.91026Goovaerts, Marc J.; Kaas, Rob; Laeven, Roger J. A.; Tang, Qihe; Vernic, Raluca 50 2005 Economic capital allocation derived from risk measures. Zbl 1084.91515Dhaene, Jan; Goovaerts, Mark J.; Kaas, Rob 48 2003 Some new classes of consistent risk measures. Zbl 1188.91087Goovaerts, Marc J.; Kaas, Rob; Dhaene, Jan; Tang Qihe 48 2004 Decision principles derived from risk measures. Zbl 1231.91191Goovaerts, Marc J.; Kaas, Rob; Laeven, Roger J. A. 33 2010 A comonotonic image of independence for additive risk measures. Zbl 1122.91341Goovaerts, Marc J.; Kaas, Rob; Laeven, Roger J. A.; Tang, Qihe 31 2004 Optimal approximations for risk measures of sums of lognormals based on conditional expectations. Zbl 1154.91021Vanduffel, S.; Chen, X.; Dhaene, J.; Goovaerts, M.; Henrard, L.; Kaas, R. 30 2008 Risk measurement with equivalent utility principles. Zbl 1171.91326Denuit, Michel; Dhaene, Jan; Goovaerts, Marc; Kaas, Rob; Laeven, Roger 28 2006 A simple geometric proof that comonotonic risks have the convex-largest sum. Zbl 1061.62511Kaas, R.; Dhaene, J.; Vyncke, D.; Goovaerts, M. J.; Denuit, M. 27 2002 A large deviation result for aggregate claims with dependent claim occurrences. Zbl 1110.62145Kaas, Rob; Tang, Qihe 25 2005 Mean, median and mode in binomial distributions. Zbl 0444.62021Kaas, R.; Buhrman, J. M. 24 1980 Worst VaR scenarios with given marginals and measures of association. Zbl 1162.91417Kaas, Rob; Laeven, Roger J. A.; Nelsen, Roger B. 23 2009 The Dutch premium principle. Zbl 0781.62163van Heerwaarden, A. E.; Kaas, R. 22 1992 Practical actuarial credibility models. Zbl 0905.62101Dannenburg, D. R.; Kaas, R.; Goovaerts, M. J. 21 1996 A unified approach to generate risk measures. Zbl 1098.91539Goovaerts, Marc J.; Kaas, Rob; Dhaene, Jan; Tang, Qihe 18 2003 Note on the tail behavior of random walk maxima with heavy tails and negative drift. Zbl 1084.60515Kaas, Rob; Tang, Qihe 17 2003 Ordering claim size distributions and mixed Poisson probabilities. Zbl 0836.62085Kaas, R.; Hesselager, O. 16 1995 Interest randomness in annuities certain. Zbl 0778.62098de Schepper, A.; de Vylder, F.; Goovaerts, M.; Kaas, R. 16 1992 Worst case risk measurement: back to the future? Zbl 1228.91037Goovaerts, Marc J.; Kaas, Rob; Laeven, Roger J. A. 16 2011 How to (and how not to) compute stop-loss premiums in practice. Zbl 0800.62681Kaas, R. 15 1993 Modern actuarial risk theory. Using R. 2nd ed., 2nd printing. Zbl 1177.91083Kaas, Rob; Goovaerts, Marc; Dhaene, Jan; Denuit, Michel 14 2009 A branch and bound algorithm for the acyclic subgraph problem. Zbl 0465.90090Kaas, R. 13 1981 A note on additive risk measures in rank-dependent utility. Zbl 1231.91190Goovaerts, Marc J.; Kaas, Rob; Laeven, Roger J. A. 13 2010 Best bounds for positive distributions with fixed moments. Zbl 0593.62112Kaas, R.; Goovaerts, M. J. 12 1986 The hurdle-race problem. Zbl 1103.91353Vanduffel, S.; Dhaene, J.; Goovaerts, M.; Kaas, R. 11 2003 Properties of the Esscher premium calculation principle. Zbl 0686.62090van Heerwaarden, A. E.; Kaas, R.; Goovaerts, M. J. 11 1989 Application of the problem of moments to derive bounds on integrals with integral constraints. Zbl 0559.62086Goovaerts, M. J.; Kaas, R. 9 1985 Stop-loss order, unequal means, and more dangerous distributions. Zbl 0752.62073Kaas, R.; van Heerwaarden, A. E. 8 1992 A stochastic approach to insurance cycles. Zbl 0760.62095Goovaerts, M. J.; De Vylder, F.; Kaas, R. 8 1992 Ordering of risks and ruin probabilities. Zbl 0711.62095Kaas, R.; van Heerwaarden, A. E. 8 1990 Extremal values of stop-loss premiums under moment constraints. Zbl 0609.62134Kaas, R.; Goovaerts, M. J. 7 1986 Bounds for present value functions with stochastic interest rates and stochastic volatility. Zbl 1092.91527De Schepper, Ann; Goovaerts, Marc; Dhaene, Jan; Kaas, Rob; Vyncke, David 7 2002 A recursive scheme for perpetuities with random positive interest rates. I: Analytical results. Zbl 0928.62101De Schepper, A.; Goovaerts, M. J.; Kaas, R. 7 1997 Capital requirements, risk measures and comonotonicity. Zbl 1357.91018Dhaene, Jan; Vanduffel, Steven; Tang, Qihe; Goovaerts, Marc; Kaas, Rob; Vyncke, David 7 2004 Data-dependent bounds for heuristics to find a minimum weight Hamiltonian circuit. Zbl 0449.90093Jonker, Roy; Kaas, Rob; Volgenant, Ton 6 1980 Some problems in actuarial finance involving sums of dependent risks. Zbl 1076.62558Goovaerts, M. J.; Kaas, R. 4 2002 Some alternatives for the individual model. Zbl 0818.62092Kaas, R.; Gerber, H. U. 3 1994 Application of the problem of moments to various insurance problems in non-life. Zbl 0605.62124Kaas, R.; Goovaerts, M. J. 3 1986 Stochastic processes defined from a Lagrangian. Zbl 0756.60104de Vylder, F.; Goonvaerts, M. J.; Kaas, R. 3 1992 Some useful counterexamples regarding comonotonicity. Zbl 1357.91019Kaas, Rob; Goovaerts, Marc; Tang, Qihe 3 2004 Ordering of risks and weighted compound distributions. Zbl 0604.62104Goovaerts, M. J.; Vandebroeck, M.; Kaas, R. 2 1986 Rational reconstruction of frailty-based mortality models by a generalisation of Gompertz’ law of mortality. Zbl 1183.62186Willemse, W. J.; Kaas, R. 2 2007 Numerical evaluation of compound distributions. Zbl 0624.62098van den Berg, E.; Goovaerts, M. J.; Kaas, R. 1 1987 Computing moments of compound distributions. Zbl 0586.62180Kaas, R.; Leuven, K. U. 1 1985 Stable laws and the present value of fixed cash flows. Zbl 1084.91508Goovaerts, Marc J.; De Schepper, Ann; Vyncke, David; Dhaene, Jan; Kaas, Rob 1 2003 Worst case risk measurement: back to the future? Zbl 1228.91037Goovaerts, Marc J.; Kaas, Rob; Laeven, Roger J. A. 16 2011 Decision principles derived from risk measures. Zbl 1231.91191Goovaerts, Marc J.; Kaas, Rob; Laeven, Roger J. A. 33 2010 A note on additive risk measures in rank-dependent utility. Zbl 1231.91190Goovaerts, Marc J.; Kaas, Rob; Laeven, Roger J. A. 13 2010 Worst VaR scenarios with given marginals and measures of association. Zbl 1162.91417Kaas, Rob; Laeven, Roger J. A.; Nelsen, Roger B. 23 2009 Modern actuarial risk theory. Using R. 2nd ed., 2nd printing. Zbl 1177.91083Kaas, Rob; Goovaerts, Marc; Dhaene, Jan; Denuit, Michel 14 2009 Modern actuarial risk theory. Using R. 2nd ed. Zbl 1148.91027Kaas, Rob; Goovaerts, Marc; Dhaene, Jan; Denuit, Michel 102 2008 Optimal approximations for risk measures of sums of lognormals based on conditional expectations. Zbl 1154.91021Vanduffel, S.; Chen, X.; Dhaene, J.; Goovaerts, M.; Henrard, L.; Kaas, R. 30 2008 Rational reconstruction of frailty-based mortality models by a generalisation of Gompertz’ law of mortality. Zbl 1183.62186Willemse, W. J.; Kaas, R. 2 2007 Risk measures and comonotonicity: a review. Zbl 1159.91403Dhaene, J.; Vanduffel, S.; Goovaerts, M. J.; Kaas, R.; Tang, Q.; Vyncke, D. 140 2006 Risk measurement with equivalent utility principles. Zbl 1171.91326Denuit, Michel; Dhaene, Jan; Goovaerts, Marc; Kaas, Rob; Laeven, Roger 28 2006 The tail probability of discount sums of Pareto-like losses in insurance. Zbl 1144.91026Goovaerts, Marc J.; Kaas, Rob; Laeven, Roger J. A.; Tang, Qihe; Vernic, Raluca 50 2005 A large deviation result for aggregate claims with dependent claim occurrences. Zbl 1110.62145Kaas, Rob; Tang, Qihe 25 2005 Some new classes of consistent risk measures. Zbl 1188.91087Goovaerts, Marc J.; Kaas, Rob; Dhaene, Jan; Tang Qihe 48 2004 A comonotonic image of independence for additive risk measures. Zbl 1122.91341Goovaerts, Marc J.; Kaas, Rob; Laeven, Roger J. A.; Tang, Qihe 31 2004 Capital requirements, risk measures and comonotonicity. Zbl 1357.91018Dhaene, Jan; Vanduffel, Steven; Tang, Qihe; Goovaerts, Marc; Kaas, Rob; Vyncke, David 7 2004 Some useful counterexamples regarding comonotonicity. Zbl 1357.91019Kaas, Rob; Goovaerts, Marc; Tang, Qihe 3 2004 Modern actuarial risk theory. Zbl 1086.91035Kaas, Rob; Goovaerts, Marc; Dhaene, Jan; Denuit, Michel 67 2003 Economic capital allocation derived from risk measures. Zbl 1084.91515Dhaene, Jan; Goovaerts, Mark J.; Kaas, Rob 48 2003 A unified approach to generate risk measures. Zbl 1098.91539Goovaerts, Marc J.; Kaas, Rob; Dhaene, Jan; Tang, Qihe 18 2003 Note on the tail behavior of random walk maxima with heavy tails and negative drift. Zbl 1084.60515Kaas, Rob; Tang, Qihe 17 2003 The hurdle-race problem. Zbl 1103.91353Vanduffel, S.; Dhaene, J.; Goovaerts, M.; Kaas, R. 11 2003 Stable laws and the present value of fixed cash flows. Zbl 1084.91508Goovaerts, Marc J.; De Schepper, Ann; Vyncke, David; Dhaene, Jan; Kaas, Rob 1 2003 The concept of comonotonicity in actuarial science and finance: theory. Zbl 1051.62107Dhaene, J.; Denuit, M.; Goovaerts, M. J.; Kaas, R.; Vyncke, D. 271 2002 The concept of comonotonicity in actuarial science and finance: applications. Zbl 1037.62107Dhaene, J.; Denuit, M.; Goovaerts, M. J.; Kaas, R.; Vyncke, D. 159 2002 A simple geometric proof that comonotonic risks have the convex-largest sum. Zbl 1061.62511Kaas, R.; Dhaene, J.; Vyncke, D.; Goovaerts, M. J.; Denuit, M. 27 2002 Bounds for present value functions with stochastic interest rates and stochastic volatility. Zbl 1092.91527De Schepper, Ann; Goovaerts, Marc; Dhaene, Jan; Kaas, Rob; Vyncke, David 7 2002 Some problems in actuarial finance involving sums of dependent risks. Zbl 1076.62558Goovaerts, M. J.; Kaas, R. 4 2002 Upper and lower bounds for sums of random variables. Zbl 0989.60019Kaas, Rob; Dhaene, Jan; Goovaerts, Marc J. 78 2000 A recursive scheme for perpetuities with random positive interest rates. I: Analytical results. Zbl 0928.62101De Schepper, A.; Goovaerts, M. J.; Kaas, R. 7 1997 Practical actuarial credibility models. Zbl 0905.62101Dannenburg, D. R.; Kaas, R.; Goovaerts, M. J. 21 1996 Ordering claim size distributions and mixed Poisson probabilities. Zbl 0836.62085Kaas, R.; Hesselager, O. 16 1995 Some alternatives for the individual model. Zbl 0818.62092Kaas, R.; Gerber, H. U. 3 1994 How to (and how not to) compute stop-loss premiums in practice. Zbl 0800.62681Kaas, R. 15 1993 The Dutch premium principle. Zbl 0781.62163van Heerwaarden, A. E.; Kaas, R. 22 1992 Interest randomness in annuities certain. Zbl 0778.62098de Schepper, A.; de Vylder, F.; Goovaerts, M.; Kaas, R. 16 1992 Stop-loss order, unequal means, and more dangerous distributions. Zbl 0752.62073Kaas, R.; van Heerwaarden, A. E. 8 1992 A stochastic approach to insurance cycles. Zbl 0760.62095Goovaerts, M. J.; De Vylder, F.; Kaas, R. 8 1992 Stochastic processes defined from a Lagrangian. Zbl 0756.60104de Vylder, F.; Goonvaerts, M. J.; Kaas, R. 3 1992 Ordering of risks and ruin probabilities. Zbl 0711.62095Kaas, R.; van Heerwaarden, A. E. 8 1990 Optimal reinsurance in relation to ordering of risks. Zbl 0683.62060van Heerwaarden, A. E.; Kaas, R.; Goovaerts, M. J. 72 1989 Properties of the Esscher premium calculation principle. Zbl 0686.62090van Heerwaarden, A. E.; Kaas, R.; Goovaerts, M. J. 11 1989 Numerical evaluation of compound distributions. Zbl 0624.62098van den Berg, E.; Goovaerts, M. J.; Kaas, R. 1 1987 Best bounds for positive distributions with fixed moments. Zbl 0593.62112Kaas, R.; Goovaerts, M. J. 12 1986 Extremal values of stop-loss premiums under moment constraints. Zbl 0609.62134Kaas, R.; Goovaerts, M. J. 7 1986 Application of the problem of moments to various insurance problems in non-life. Zbl 0605.62124Kaas, R.; Goovaerts, M. J. 3 1986 Ordering of risks and weighted compound distributions. Zbl 0604.62104Goovaerts, M. J.; Vandebroeck, M.; Kaas, R. 2 1986 Application of the problem of moments to derive bounds on integrals with integral constraints. Zbl 0559.62086Goovaerts, M. J.; Kaas, R. 9 1985 Computing moments of compound distributions. Zbl 0586.62180Kaas, R.; Leuven, K. U. 1 1985 A branch and bound algorithm for the acyclic subgraph problem. Zbl 0465.90090Kaas, R. 13 1981 Mean, median and mode in binomial distributions. Zbl 0444.62021Kaas, R.; Buhrman, J. M. 24 1980 Data-dependent bounds for heuristics to find a minimum weight Hamiltonian circuit. Zbl 0449.90093Jonker, Roy; Kaas, Rob; Volgenant, Ton 6 1980 Design and implementation of an efficient priority queue. Zbl 0363.60104van Emde Boas, P.; Kaas, R.; Zijlstra, E. 100 1977 all cited Publications top 5 cited Publications all top 5 Cited by 1,308 Authors 56 Dhaene, Jan 53 Goovaerts, Marc J. 35 Denuit, Michel M. 34 Cheung, Ka Chun 31 Kaas, Rob 26 Wang, Ruodu 21 Vanduffel, Steven 20 Tang, Qihe 17 Laeven, Roger J. A. 17 Yang, Yang 15 Linders, Daniël 14 Chi, Yichun 14 Deelstra, Griselda 14 Lefèvre, Claude 14 Yang, Jingping 12 Hürlimann, Werner 12 Li, Xiaohu 11 Balbás, Alejandro 11 De Schepper, Ann 11 Sordo, Miguel Ángel 11 Tan, Ken Seng 11 Vanmaele, Michèle 10 Furman, Edward 10 Mao, Tiantian 10 Šiaulys, Jonas 10 Zitikis, Ričardas 9 Cai, Jun 9 Lo, Ambrose 9 Rüschendorf, Ludger 9 Yuen, Kam Chuen 9 Zhang, Yi 8 Ahn, Jae Youn 8 Asimit, Alexandru V. 8 Balbás, Beatriz 8 Balbás, Raquel 8 Chen, Yiqing 8 Embrechts, Paul 8 Hu, Taizhong 8 Landsman, Zinoviy M. 8 Marceau, Étienne 8 Mesfioui, Mhamed 8 Puccetti, Giovanni 8 Schoutens, Wim 8 Valdez, Emiliano A. 8 Yam, Sheung Chi Phillip 8 Young, Virginia R. 7 Albrecher, Hansjörg 7 Boonen, Tim J. 7 Cossette, Hélène 7 Hoedemakers, Tom 7 Leipus, Remigijus 7 Shen, Xinmei 7 Trufin, Julien 7 Tsanakas, Andreas 7 Vyncke, David 7 Weng, Chengguo 7 You, Yinping 6 Badescu, Alexandru M. 6 Bille, Philip 6 Kałuszka, Marek 6 Kim, Joseph Hyun Tae 6 Loisel, Stéphane 6 Milevsky, Moshe Arye 6 Peng, Liang 6 Robert, Christian Yann 6 Rosazza Gianin, Emanuela 6 Vernic, Raluca 6 Wang, Shaun S. 6 Willard, Dan E. 6 Yang, Fan 6 Yao, Jing 6 Zhang, Yiying 5 Artikis, Constantinos T. 5 Artikis, Panagiotis T. 5 Bernard, Carole L. 5 Chen, Danny Ziyi 5 de Vylder, Florent Etienne 5 Gørtz, Inge Li 5 Goulet, Vincent 5 Hu, Yijun 5 Hua, Lei 5 Kolev, Nikolai 5 Kukush, Oleksandr Georgiĭovych 5 Mamon, Rogemar S. 5 Nekrich, Yakov 5 Pitselis, Georgios 5 Suarez-Llorens, Alfonso 5 Tank, Fatih 5 Wen, Limin 5 Wu, Xianyi 5 Yan, Jun 5 Yang, Hailiang 5 Zheng, Yanting 4 Balakrishnan, Narayanaswamy 4 Beirlant, Jan 4 Bellini, Fabio 4 Chen, Ze 4 Chudziak, Jacek 4 Durante, Fabrizio 4 Gebizlioğlu, Ömer L. ...and 1,208 more Authors all top 5 Cited in 169 Serials 377 Insurance Mathematics & Economics 48 Journal of Computational and Applied Mathematics 45 ASTIN Bulletin 44 North American Actuarial Journal 36 Scandinavian Actuarial Journal 29 Communications in Statistics. Theory and Methods 27 Statistics & Probability Letters 24 European Journal of Operational Research 20 Methodology and Computing in Applied Probability 18 European Actuarial Journal 16 Theoretical Computer Science 15 Information Processing Letters 14 Algorithmica 12 Journal of Applied Probability 12 Annals of Operations Research 10 Journal of Computer and System Sciences 10 Journal of Multivariate Analysis 10 Acta Mathematicae Applicatae Sinica. English Series 10 Quantitative Finance 9 Finance and Stochastics 8 Lithuanian Mathematical Journal 8 Computational Geometry 7 Information and Computation 6 Blätter (Deutsche Gesellschaft für Versicherungsmathematik) 6 Scandinavian Actuarial Journal 6 Communications in Statistics. Simulation and Computation 5 Journal of Mathematical Analysis and Applications 5 Applied Mathematics. Series B (English Edition) 5 Stochastic Models 5 Journal of Discrete Algorithms 5 Journal of Industrial and Management Optimization 5 Dependence Modeling 4 Discrete Applied Mathematics 4 Mathematics of Operations Research 4 Operations Research 4 International Journal of Approximate Reasoning 4 Mathematical Programming. Series A. Series B 4 Mathematical Problems in Engineering 4 Mathematical Finance 4 Journal of Applied Statistics 4 Extremes 4 Probability in the Engineering and Informational Sciences 4 Frontiers of Mathematics in China 4 Mathematics and Financial Economics 4 SIAM Journal on Financial Mathematics 3 Advances in Applied Probability 3 Metrika 3 Journal of Information & Optimization Sciences 3 International Journal of Foundations of Computer Science 3 Applied Mathematical Finance 3 Bernoulli 3 International Journal of Theoretical and Applied Finance 3 Decisions in Economics and Finance 3 Journal of the Korean Statistical Society 3 Annals of Finance 2 Computers & Mathematics with Applications 2 Applied Mathematics and Computation 2 Journal of Optimization Theory and Applications 2 Journal of Statistical Planning and Inference 2 Mathematical Systems Theory 2 SIAM Journal on Control and Optimization 2 Theory and Decision 2 Stochastic Analysis and Applications 2 Optimization 2 Journal of Economics 2 Journal of Theoretical Probability 2 Science in China. Series A 2 Aequationes Mathematicae 2 Computational Statistics and Data Analysis 2 Top 2 Theory of Computing Systems 2 Mathematical Methods of Operations Research 2 Journal of Combinatorial Optimization 2 Journal of Interdisciplinary Mathematics 2 Applied Stochastic Models in Business and Industry 2 The ANZIAM Journal 2 Journal of Systems Science and Complexity 2 4OR 2 Revista de la Real Academia de Ciencias Exactas, Físicas y Naturales. Serie A: Matemáticas. RACSAM 2 Communications in Mathematics and Statistics 2 Modern Stochastics. Theory and Applications 1 ACM Computing Surveys 1 Artificial Intelligence 1 Mathematical Notes 1 ACM Transactions on Database Systems 1 Theory of Probability and its Applications 1 The Annals of Statistics 1 Archiv der Mathematik 1 BIT 1 Fuzzy Sets and Systems 1 Information Sciences 1 Journal of Economic Theory 1 Kybernetika 1 Mathematical Programming 1 SIAM Journal on Computing 1 Statistica Neerlandica 1 European Journal of Combinatorics 1 Operations Research Letters 1 Chinese Annals of Mathematics. Series B 1 Graphs and Combinatorics ...and 69 more Serials all top 5 Cited in 37 Fields 779 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 453 Statistics (62-XX) 328 Probability theory and stochastic processes (60-XX) 111 Computer science (68-XX) 95 Operations research, mathematical programming (90-XX) 40 Numerical analysis (65-XX) 24 Combinatorics (05-XX) 12 Systems theory; control (93-XX) 11 Functional analysis (46-XX) 10 Calculus of variations and optimal control; optimization (49-XX) 4 Measure and integration (28-XX) 4 Special functions (33-XX) 4 Approximations and expansions (41-XX) 4 Integral transforms, operational calculus (44-XX) 3 Partial differential equations (35-XX) 3 Convex and discrete geometry (52-XX) 3 Biology and other natural sciences (92-XX) 3 Information and communication theory, circuits (94-XX) 2 Mathematical logic and foundations (03-XX) 2 Linear and multilinear algebra; matrix theory (15-XX) 2 Difference and functional equations (39-XX) 1 General and overarching topics; collections (00-XX) 1 Order, lattices, ordered algebraic structures (06-XX) 1 Number theory (11-XX) 1 Field theory and polynomials (12-XX) 1 Real functions (26-XX) 1 Ordinary differential equations (34-XX) 1 Dynamical systems and ergodic theory (37-XX) 1 Harmonic analysis on Euclidean spaces (42-XX) 1 Integral equations (45-XX) 1 Operator theory (47-XX) 1 Global analysis, analysis on manifolds (58-XX) 1 Mechanics of deformable solids (74-XX) 1 Fluid mechanics (76-XX) 1 Classical thermodynamics, heat transfer (80-XX) 1 Astronomy and astrophysics (85-XX) 1 Mathematics education (97-XX) Citations by Year