Edit Profile (opens in new tab) Landriault, David Co-Author Distance Author ID: landriault.david Published as: Landriault, David; Landriault, Daviv; Landriault, D. more...less Homepage: https://uwaterloo.ca/statistics-and-actuarial-science/people-profiles/david-land... External Links: MGP · Google Scholar · ResearchGate Documents Indexed: 65 Publications since 2003 Co-Authors: 36 Co-Authors with 63 Joint Publications 692 Co-Co-Authors all top 5 Co-Authors 2 single-authored 18 Li, Bin 16 Willmot, Gordon E. 9 Cheung, Eric C. K. 8 Badescu, Andrei L. 7 Cossette, Hélène 7 Marceau, Étienne 7 Shi, Tianxiang 5 Li, Shu 5 Xu, Di 4 Li, Danping 4 Lkabous, Mohamed Amine 4 Woo, Jae-Kyung 3 Wang, Zijia 3 Zhang, Hongzhong 2 Drekic, Steve 2 Lemieux, Christiane 2 Li, Dongchen 2 Moutanabbir, Khouzeima 2 Renaud, Jean-François 2 Zhou, Xiaowen 1 Albrecher, Hansjörg 1 Boudreault, Mathieu 1 Cai, Jun 1 Cao, Jingyi 1 Chen, Lv 1 Chen, Xinfu 1 Guo, Ling 1 Han, Xia 1 Huynh, Mirabelle 1 Lee, Wing Yan 1 Loke, Sooie-Hoe 1 Pedraza, José M. 1 Sendova, Kristina P. 1 Wei, Wei 1 Wong, Jeff T. Y. 1 Young, Virginia R. all top 5 Serials 26 Insurance Mathematics & Economics 13 Scandinavian Actuarial Journal 5 North American Actuarial Journal 4 Journal of Applied Probability 2 Stochastic Processes and their Applications 2 Methodology and Computing in Applied Probability 2 Stochastic Models 2 SIAM Journal on Financial Mathematics 1 Statistics & Probability Letters 1 Bernoulli 1 Mitteilungen. Schweizerische Aktuarvereinigung (SAV) 1 Mathematical Finance 1 Applied Stochastic Models in Business and Industry 1 Brazilian Journal of Probability and Statistics 1 RACSAM. Revista de la Real Academia de Ciencias Exactas, Físicas y Naturales. Serie A: Matemáticas 1 ASTIN Bulletin 1 European Actuarial Journal Fields 61 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 46 Probability theory and stochastic processes (60-XX) 8 Statistics (62-XX) 3 Systems theory; control (93-XX) 1 Operations research, mathematical programming (90-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 58 Publications have been cited 939 times in 547 Documents Cited by ▼ Year ▼ On a risk model with dependence between interclaim arrivals and claim sizes. Zbl 1145.91030 Boudreault, Mathieu; Cossette, Hélène; Landriault, David; Marceau, Etienne 97 2006 Occupation times of spectrally negative Lévy processes with applications. Zbl 1227.60061 Landriault, David; Renaud, Jean-François; Zhou, Xiaowen 63 2011 An insurance risk model with Parisian implementation delays. Zbl 1319.60098 Landriault, David; Renaud, Jean-François; Zhou, Xiaowen 63 2014 Dependent risk models with bivariate phase-type distributions. Zbl 1172.91009 Badescu, Andrei L.; Cheung, Eric C. K.; Landriault, David 48 2009 Structural properties of Gerber-Shiu functions in dependent Sparre Andersen models. Zbl 1231.91157 Cheung, Eric C. K.; Landriault, David; Willmot, Gordon E.; Woo, Jae-Kyung 47 2010 On the Gerber-Shiu discounted penalty function in the Sparre Andersen model with an arbitrary interclaim time distribution. Zbl 1152.91591 Landriault, David; Willmot, Gordon 44 2008 On the dual risk model with tax payments. Zbl 1141.91481 Albrecher, Hansjörg; Badescu, Andrei; Landriault, David 43 2008 Ruin probabilities in the compound Markov binomial model. Zbl 1092.91040 Cossette, Hélène; Landriault, David; Marceau, Étienne 38 2003 On magnitude, asymptotics and duration of drawdowns for Lévy models. Zbl 1407.60067 Landriault, David; Li, Bin; Zhang, Hongzhong 30 2017 Perturbed MAP risk models with dividend barrier strategies. Zbl 1180.60071 Cheung, Eric C. K.; Landriault, David 26 2009 Joint densities involving the time to ruin in the Sparre Andersen risk model under exponential assumptions. Zbl 1229.91161 Landriault, David; Shi, Tianxiang; Willmot, Gordon E. 24 2011 Constant dividend barrier in a risk model with interclaim-dependent claim sizes. Zbl 1141.91523 Landriault, David 23 2008 A generalized penalty function with the maximum surplus prior to ruin in a MAP risk model. Zbl 1231.91156 Cheung, Eric C. K.; Landriault, David 22 2010 On the analysis of a multi-threshold Markovian risk model. Zbl 1164.91025 Badescu, Andrei; Drekic, Steve; Landriault, Daviv 20 2007 Compound binomial risk model in a Markovian environment. Zbl 1079.91049 Cossette, Hélène; Landriault, David; Marceau, Étienne 19 2004 Gerber-Shiu analysis with a generalized penalty function. Zbl 1226.60123 Cheung, Eric C. K.; Landriault, David; Willmot, Gordon E.; Woo, Jae-Kyung 18 2010 On the joint distributions of the time to ruin, the surplus prior to ruin, and the deficit at ruin in the classical risk model. Zbl 1483.91199 Landriault, David; Willmot, Gordon E. 18 2009 Analysis of a threshold dividend strategy for a MAP risk model. Zbl 1164.91024 Badescu, Andrei; Drekic, Steve; Landriault, Daviv 17 2007 On minimizing drawdown risks of lifetime investments. Zbl 1348.91249 Chen, Xinfu; Landriault, David; Li, Bin; Li, Dongchen 17 2015 Equilibrium strategies for the mean-variance investment problem over a random horizon. Zbl 1416.91354 Landriault, David; Li, Bin; Li, Danping; Young, Virginia R. 17 2018 A unified approach for drawdown (drawup) of time-homogeneous Markov processes. Zbl 1400.60044 Landriault, David; Li, Bin; Zhang, Hongzhong 16 2017 Exact expressions and upper bound for ruin probabilities in the compound Markov binomial model. Zbl 1188.91086 Cossette, Hélène; Landriault, David; Marceau, Étienne 15 2004 On a risk model with surplus-dependent premium and tax rates. Zbl 1260.91120 Cheung, Eric C. K.; Landriault, David 14 2012 Analysis of a drawdown-based regime-switching Lévy insurance model. Zbl 1308.91086 Landriault, David; Li, Bin; Li, Shu 13 2015 Applications of fluid flow matrix analytic methods in ruin theory – a review. Zbl 1186.60092 Badescu, Andrei L.; Landriault, David 11 2009 Randomized dividends in the compound binomial model with a general premium rate. Zbl 1164.91032 Landriault, David 11 2008 Analysis of a generalized penalty function in a semi-Markovian risk model. Zbl 1483.91182 Cheung, Eric C. K.; Landriault, David 10 2009 Ruin probabilities in the discrete time renewal risk model. Zbl 1090.60076 Cossette, Hélène; Landriault, David; Marceau, Etienne 9 2006 Distribution of the time to ruin in some Sparre Andersen risk models. Zbl 1284.91270 Shi, Tianxiang; Landriault, David 9 2013 Optimal reinsurance-investment strategy for a dynamic contagion claim model. Zbl 1446.91056 Cao, Jingyi; Landriault, David; Li, Bin 9 2020 On the frequency of drawdowns for Brownian motion processes. Zbl 1317.60106 Landriault, David; Li, Bin; Zhang, Hongzhong 8 2015 On occupation times in the red of Lévy risk models. Zbl 1445.91053 Landriault, David; Li, Bin; Lkabous, Mohamed Amine 8 2020 Poissonian potential measures for Lévy risk models. Zbl 1416.91198 Landriault, David; Li, Bin; Wong, Jeff T. Y.; Xu, Di 8 2018 A direct approach to a first-passage problem with applications in risk theory. Zbl 1232.91350 Landriault, David; Sendova, Kristina P. 7 2011 First passage time for compound Poisson processes with diffusion: ruin theoretical and financial applications. Zbl 1401.91160 Landriault, David; Shi, Tianxiang 7 2014 A note on deficit analysis in dependency models involving Coxian claim amounts. Zbl 1401.91157 Landriault, David; Lee, Wing Yan; Willmot, Gordon E.; Woo, Jae-Kyung 7 2014 A pair of optimal reinsurance-investment strategies in the two-sided exit framework. Zbl 1371.91097 Landriault, David; Li, Bin; Li, Danping; Li, Dongchen 6 2016 On series expansions for scale functions and other ruin-related quantities. Zbl 1447.91142 Landriault, David; Willmot, Gordon E. 6 2020 On the analysis of a class of loss models incorporating time dependence. Zbl 1280.91149 Guo, Ling; Landriault, David; Willmot, Gordon E. 6 2013 On orderings and bounds in a generalized Sparre Andersen risk model. Zbl 1274.60050 Cheung, Eric C. K.; Landriault, David; Willmot, Gordon E.; Woo, Jae-Kyung 6 2011 Recursive calculation of the dividend moments in a multi-threshold risk model. Zbl 1481.91162 Badescu, Andrei; Landriault, David 6 2008 Drawdown analysis for the renewal insurance risk process. Zbl 1401.91159 Landriault, David; Li, Bin; Li, Shu 6 2017 On a generalization of the risk model with Markovian claim arrivals. Zbl 1237.91124 Cheung, Eric C. K.; Landriault, David; Badescu, Andrei L. 5 2011 A risk model with varying premiums: its risk management implications. Zbl 1308.91089 Li, Shu; Landriault, David; Lemieux, Christiane 5 2015 Occupation times in the MAP risk model. Zbl 1308.91087 Landriault, David; Shi, Tianxiang 5 2015 On the analysis of time dependent claims in a class of birth process claim count models. Zbl 1304.91118 Landriault, David; Willmot, Gordon E.; Xu, Di 4 2014 On the distribution of classic and some exotic ruin times. Zbl 1427.91235 Landriault, David; Li, Bin; Shi, Tianxiang; Xu, Di 4 2019 Joint insolvency analysis of a shared MAP risk process: a capital allocation application. Zbl 1414.91168 Cai, Jun; Landriault, David; Shi, Tianxiang; Wei, Wei 4 2017 An adaptive premium policy with a Bayesian motivation in the classical risk model. Zbl 1284.91246 Landriault, David; Lemieux, Christiane; Willmot, Gordon E. 4 2012 Analysis of IBNR claims in renewal insurance models. Zbl 1402.91205 Landriault, David; Willmot, Gordon E.; Xu, Di 3 2017 Optimal dynamic risk sharing under the time-consistent mean-variance criterion. Zbl 07743016 Chen, Lv; Landriault, David; Li, Bin; Li, Danping 3 2021 Expected utility of the drawdown-based regime-switching risk model with state-dependent termination. Zbl 1401.91158 Landriault, David; Li, Bin; Li, Shu 2 2018 A note on order statistics in the mixed Erlang case. Zbl 1398.62118 Landriault, David; Moutanabbir, Khouzeima; Willmot, Gordon E. 2 2015 Analysis of the discounted sum of ascending ladder heights. Zbl 1284.91220 Cossette, Hélène; Landriault, David; Marceau, Etienne; Moutanabbir, Khouzeima 2 2012 On a risk model with claim investigation. Zbl 1348.91151 Huynh, Mirabelle; Landriault, David; Shi, Tianxiang; Willmot, Gordon E. 1 2015 Risk measures related to the surplus process in the compound Markov binomial model. Zbl 1333.91022 Cossette, H.; Landriault, D.; Marceau, É. 1 2004 An insurance risk process with a generalized income process: a solvency analysis. Zbl 1466.91272 Wang, Zijia; Landriault, David; Li, Shu 1 2021 On the analysis of deep drawdowns for the Lévy insurance risk model. Zbl 1478.91165 Landriault, David; Li, Bin; Lkabous, Mohamed Amine 1 2021 Optimal dynamic risk sharing under the time-consistent mean-variance criterion. Zbl 07743016 Chen, Lv; Landriault, David; Li, Bin; Li, Danping 3 2021 An insurance risk process with a generalized income process: a solvency analysis. Zbl 1466.91272 Wang, Zijia; Landriault, David; Li, Shu 1 2021 On the analysis of deep drawdowns for the Lévy insurance risk model. Zbl 1478.91165 Landriault, David; Li, Bin; Lkabous, Mohamed Amine 1 2021 Optimal reinsurance-investment strategy for a dynamic contagion claim model. Zbl 1446.91056 Cao, Jingyi; Landriault, David; Li, Bin 9 2020 On occupation times in the red of Lévy risk models. Zbl 1445.91053 Landriault, David; Li, Bin; Lkabous, Mohamed Amine 8 2020 On series expansions for scale functions and other ruin-related quantities. Zbl 1447.91142 Landriault, David; Willmot, Gordon E. 6 2020 On the distribution of classic and some exotic ruin times. Zbl 1427.91235 Landriault, David; Li, Bin; Shi, Tianxiang; Xu, Di 4 2019 Equilibrium strategies for the mean-variance investment problem over a random horizon. Zbl 1416.91354 Landriault, David; Li, Bin; Li, Danping; Young, Virginia R. 17 2018 Poissonian potential measures for Lévy risk models. Zbl 1416.91198 Landriault, David; Li, Bin; Wong, Jeff T. Y.; Xu, Di 8 2018 Expected utility of the drawdown-based regime-switching risk model with state-dependent termination. Zbl 1401.91158 Landriault, David; Li, Bin; Li, Shu 2 2018 On magnitude, asymptotics and duration of drawdowns for Lévy models. Zbl 1407.60067 Landriault, David; Li, Bin; Zhang, Hongzhong 30 2017 A unified approach for drawdown (drawup) of time-homogeneous Markov processes. Zbl 1400.60044 Landriault, David; Li, Bin; Zhang, Hongzhong 16 2017 Drawdown analysis for the renewal insurance risk process. Zbl 1401.91159 Landriault, David; Li, Bin; Li, Shu 6 2017 Joint insolvency analysis of a shared MAP risk process: a capital allocation application. Zbl 1414.91168 Cai, Jun; Landriault, David; Shi, Tianxiang; Wei, Wei 4 2017 Analysis of IBNR claims in renewal insurance models. Zbl 1402.91205 Landriault, David; Willmot, Gordon E.; Xu, Di 3 2017 A pair of optimal reinsurance-investment strategies in the two-sided exit framework. Zbl 1371.91097 Landriault, David; Li, Bin; Li, Danping; Li, Dongchen 6 2016 On minimizing drawdown risks of lifetime investments. Zbl 1348.91249 Chen, Xinfu; Landriault, David; Li, Bin; Li, Dongchen 17 2015 Analysis of a drawdown-based regime-switching Lévy insurance model. Zbl 1308.91086 Landriault, David; Li, Bin; Li, Shu 13 2015 On the frequency of drawdowns for Brownian motion processes. Zbl 1317.60106 Landriault, David; Li, Bin; Zhang, Hongzhong 8 2015 A risk model with varying premiums: its risk management implications. Zbl 1308.91089 Li, Shu; Landriault, David; Lemieux, Christiane 5 2015 Occupation times in the MAP risk model. Zbl 1308.91087 Landriault, David; Shi, Tianxiang 5 2015 A note on order statistics in the mixed Erlang case. Zbl 1398.62118 Landriault, David; Moutanabbir, Khouzeima; Willmot, Gordon E. 2 2015 On a risk model with claim investigation. Zbl 1348.91151 Huynh, Mirabelle; Landriault, David; Shi, Tianxiang; Willmot, Gordon E. 1 2015 An insurance risk model with Parisian implementation delays. Zbl 1319.60098 Landriault, David; Renaud, Jean-François; Zhou, Xiaowen 63 2014 First passage time for compound Poisson processes with diffusion: ruin theoretical and financial applications. Zbl 1401.91160 Landriault, David; Shi, Tianxiang 7 2014 A note on deficit analysis in dependency models involving Coxian claim amounts. Zbl 1401.91157 Landriault, David; Lee, Wing Yan; Willmot, Gordon E.; Woo, Jae-Kyung 7 2014 On the analysis of time dependent claims in a class of birth process claim count models. Zbl 1304.91118 Landriault, David; Willmot, Gordon E.; Xu, Di 4 2014 Distribution of the time to ruin in some Sparre Andersen risk models. Zbl 1284.91270 Shi, Tianxiang; Landriault, David 9 2013 On the analysis of a class of loss models incorporating time dependence. Zbl 1280.91149 Guo, Ling; Landriault, David; Willmot, Gordon E. 6 2013 On a risk model with surplus-dependent premium and tax rates. Zbl 1260.91120 Cheung, Eric C. K.; Landriault, David 14 2012 An adaptive premium policy with a Bayesian motivation in the classical risk model. Zbl 1284.91246 Landriault, David; Lemieux, Christiane; Willmot, Gordon E. 4 2012 Analysis of the discounted sum of ascending ladder heights. Zbl 1284.91220 Cossette, Hélène; Landriault, David; Marceau, Etienne; Moutanabbir, Khouzeima 2 2012 Occupation times of spectrally negative Lévy processes with applications. Zbl 1227.60061 Landriault, David; Renaud, Jean-François; Zhou, Xiaowen 63 2011 Joint densities involving the time to ruin in the Sparre Andersen risk model under exponential assumptions. Zbl 1229.91161 Landriault, David; Shi, Tianxiang; Willmot, Gordon E. 24 2011 A direct approach to a first-passage problem with applications in risk theory. Zbl 1232.91350 Landriault, David; Sendova, Kristina P. 7 2011 On orderings and bounds in a generalized Sparre Andersen risk model. Zbl 1274.60050 Cheung, Eric C. K.; Landriault, David; Willmot, Gordon E.; Woo, Jae-Kyung 6 2011 On a generalization of the risk model with Markovian claim arrivals. Zbl 1237.91124 Cheung, Eric C. K.; Landriault, David; Badescu, Andrei L. 5 2011 Structural properties of Gerber-Shiu functions in dependent Sparre Andersen models. Zbl 1231.91157 Cheung, Eric C. K.; Landriault, David; Willmot, Gordon E.; Woo, Jae-Kyung 47 2010 A generalized penalty function with the maximum surplus prior to ruin in a MAP risk model. Zbl 1231.91156 Cheung, Eric C. K.; Landriault, David 22 2010 Gerber-Shiu analysis with a generalized penalty function. Zbl 1226.60123 Cheung, Eric C. K.; Landriault, David; Willmot, Gordon E.; Woo, Jae-Kyung 18 2010 Dependent risk models with bivariate phase-type distributions. Zbl 1172.91009 Badescu, Andrei L.; Cheung, Eric C. K.; Landriault, David 48 2009 Perturbed MAP risk models with dividend barrier strategies. Zbl 1180.60071 Cheung, Eric C. K.; Landriault, David 26 2009 On the joint distributions of the time to ruin, the surplus prior to ruin, and the deficit at ruin in the classical risk model. Zbl 1483.91199 Landriault, David; Willmot, Gordon E. 18 2009 Applications of fluid flow matrix analytic methods in ruin theory – a review. Zbl 1186.60092 Badescu, Andrei L.; Landriault, David 11 2009 Analysis of a generalized penalty function in a semi-Markovian risk model. Zbl 1483.91182 Cheung, Eric C. K.; Landriault, David 10 2009 On the Gerber-Shiu discounted penalty function in the Sparre Andersen model with an arbitrary interclaim time distribution. Zbl 1152.91591 Landriault, David; Willmot, Gordon 44 2008 On the dual risk model with tax payments. Zbl 1141.91481 Albrecher, Hansjörg; Badescu, Andrei; Landriault, David 43 2008 Constant dividend barrier in a risk model with interclaim-dependent claim sizes. Zbl 1141.91523 Landriault, David 23 2008 Randomized dividends in the compound binomial model with a general premium rate. Zbl 1164.91032 Landriault, David 11 2008 Recursive calculation of the dividend moments in a multi-threshold risk model. Zbl 1481.91162 Badescu, Andrei; Landriault, David 6 2008 On the analysis of a multi-threshold Markovian risk model. Zbl 1164.91025 Badescu, Andrei; Drekic, Steve; Landriault, Daviv 20 2007 Analysis of a threshold dividend strategy for a MAP risk model. Zbl 1164.91024 Badescu, Andrei; Drekic, Steve; Landriault, Daviv 17 2007 On a risk model with dependence between interclaim arrivals and claim sizes. Zbl 1145.91030 Boudreault, Mathieu; Cossette, Hélène; Landriault, David; Marceau, Etienne 97 2006 Ruin probabilities in the discrete time renewal risk model. Zbl 1090.60076 Cossette, Hélène; Landriault, David; Marceau, Etienne 9 2006 Compound binomial risk model in a Markovian environment. Zbl 1079.91049 Cossette, Hélène; Landriault, David; Marceau, Étienne 19 2004 Exact expressions and upper bound for ruin probabilities in the compound Markov binomial model. Zbl 1188.91086 Cossette, Hélène; Landriault, David; Marceau, Étienne 15 2004 Risk measures related to the surplus process in the compound Markov binomial model. Zbl 1333.91022 Cossette, H.; Landriault, D.; Marceau, É. 1 2004 Ruin probabilities in the compound Markov binomial model. Zbl 1092.91040 Cossette, Hélène; Landriault, David; Marceau, Étienne 38 2003 all cited Publications top 5 cited Publications all top 5 Cited by 585 Authors 41 Landriault, David 24 Zhang, Zhimin 23 Cheung, Eric C. K. 20 Willmot, Gordon E. 19 Woo, Jae-Kyung 19 Zhou, Xiaowen 17 Li, Shuanming 17 Marceau, Étienne 16 Cossette, Hélène 15 Li, Bin 15 Palmowski, Zbigniew 14 Wang, Wenyuan 12 Yang, Hu 12 Young, Virginia R. 10 Albrecher, Hansjörg 10 Avram, Florin 10 Fu, Ke’ang 10 Renaud, Jean-François 9 Badescu, Andrei L. 9 Czarna, Irmina 9 Lkabous, Mohamed Amine 9 Sendova, Kristina P. 9 Yang, Hailiang 9 Yuen, Kam Chuen 8 Li, Yingqiu 7 Frostig, Esther 7 Li, Shu 7 Liang, Zhibin 7 Mandjes, Michel Robertus Hendrikus 6 Gajek, Lesław 6 Hu, Yijun 6 Ivanovs, Jevgeņijs 6 Li, Bo 6 Lu, Yi 6 Rabehasaina, Landy 6 Rudź, Marcin 6 Shen, Xinmei 6 Wu, Xueyuan 5 Ahn, Jae Youn 5 Boxma, Onno Johan 5 Chen, Mi 5 Dickson, David C. M. 5 Guo, Junyi 5 Han, Xia 5 Loisel, Stéphane 5 Shi, Tianxiang 5 Vidmar, Matija 5 Xie, Jiehua 5 Xu, Di 5 Xu, Ran 5 Yang, Xiangqun 5 Zhang, Chunsheng 5 Zou, Wei 4 Ahn, Soohan 4 Cao, Jingyi 4 Constantinescu, Corina D. 4 Dong, Hua 4 Feng, Runhuan 4 Kaishev, Vladimir K. 4 Lee, Wing Yan 4 Lefèvre, Claude 4 Li, Danping 4 Liu, Haibo 4 Liu, Peng 4 Loeffen, Ronnie L. 4 Maume-Deschamps, Véronique 4 Oh, Rosy 4 Papaioannou, Apostolos D. 4 Tang, Qihe 4 Wang, Zijia 4 Wong, Jeff T. Y. 4 Yang, Chen 4 Yuan, Yu 4 Zhou, Jieming 4 Zou, Bin 3 Baek, Jung Woo 3 Bao, Zhenhua 3 Biard, Romain 3 Boutsikas, Michael V. 3 Brinker, Leonie Violetta 3 Chen, Ping 3 Chen, Ye 3 Dębicki, Krzysztof 3 Delsing, G. A. 3 Deng, Yingchun 3 Dimitrova, Dimitrina S. 3 Drekic, Steve 3 Eryılmaz, Serkan N. 3 Forsyth, Peter A. 3 Gao, Jianwei 3 Huang, Ya 3 Jiang, Wuyuan 3 Keren-Pinhasik, Adva 3 Lee, Ho Woo 3 Li, Dongchen 3 Li, Jingchao 3 Li, Zhong 3 Liang, Xiaoqing 3 Liu, Chaolin 3 Liu, Haiyan ...and 485 more Authors all top 5 Cited in 99 Serials 113 Insurance Mathematics & Economics 50 Scandinavian Actuarial Journal 37 Methodology and Computing in Applied Probability 23 Journal of Computational and Applied Mathematics 23 Statistics & Probability Letters 23 Communications in Statistics. Theory and Methods 19 Journal of Applied Probability 14 Advances in Applied Probability 14 Applied Mathematics and Computation 12 Journal of Industrial and Management Optimization 11 ASTIN Bulletin 10 Stochastic Processes and their Applications 10 European Actuarial Journal 8 Applied Mathematics. Series B (English Edition) 7 Stochastic Models 7 North American Actuarial Journal 6 Journal of Theoretical Probability 6 Finance and Stochastics 5 Acta Mathematicae Applicatae Sinica. English Series 5 European Journal of Operational Research 5 Stochastics 5 Frontiers of Mathematics in China 5 SIAM Journal on Financial Mathematics 4 Queueing Systems 4 Mathematical Problems in Engineering 4 Applied Stochastic Models in Business and Industry 4 Journal of the Korean Statistical Society 4 Modern Stochastics. Theory and Applications 3 Journal of Optimization Theory and Applications 3 Annals of Operations Research 3 The Annals of Applied Probability 3 Abstract and Applied Analysis 3 Journal of Inequalities and Applications 3 Acta Mathematica Sinica. English Series 3 Probability in the Engineering and Informational Sciences 2 Computers & Mathematics with Applications 2 International Journal of Control 2 Journal of Mathematical Analysis and Applications 2 Lithuanian Mathematical Journal 2 Theory of Probability and its Applications 2 Computational Statistics and Data Analysis 2 Bernoulli 2 Mathematical Finance 2 International Journal of Theoretical and Applied Finance 2 Quantitative Finance 2 Journal of Applied Mathematics 2 Hacettepe Journal of Mathematics and Statistics 2 Advances in Difference Equations 2 ALEA. Latin American Journal of Probability and Mathematical Statistics 2 AIMS Mathematics 2 Results in Applied Mathematics 1 Indian Journal of Pure & Applied Mathematics 1 Siberian Mathematical Journal 1 Operations Research Letters 1 Stochastic Analysis and Applications 1 Acta Applicandae Mathematicae 1 Bulletin of the Iranian Mathematical Society 1 Journal of Economic Dynamics & Control 1 Science in China. Series A 1 Japan Journal of Industrial and Applied Mathematics 1 Computational Mathematics and Mathematical Physics 1 Communications in Statistics. Simulation and Computation 1 Indagationes Mathematicae. New Series 1 Potential Analysis 1 SIAM Journal on Scientific Computing 1 Theory of Probability and Mathematical Statistics 1 Applicationes Mathematicae 1 Journal of Mathematical Sciences (New York) 1 Numerical Linear Algebra with Applications 1 Top 1 Opuscula Mathematica 1 Applied Mathematical Finance 1 Lifetime Data Analysis 1 Electronic Communications in Probability 1 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics 1 European Series in Applied and Industrial Mathematics (ESAIM): Proceedings 1 Mathematical Methods of Operations Research 1 Far East Journal of Theoretical Statistics 1 Discrete Dynamics in Nature and Society 1 International Game Theory Review 1 Journal of Systems Science and Complexity 1 Decisions in Economics and Finance 1 Acta Mathematica Scientia. Series A. (Chinese Edition) 1 Journal of Applied Mathematics and Computing 1 Mathematics and Financial Economics 1 Journal of Statistical Theory and Practice 1 Blätter der DGVFM (Deutsche Gesellschaft für Versicherungs- und Finanzmathematik) 1 Risk and Decision Analysis 1 Science China. Mathematics 1 Operations Research and Decisions 1 Mathematical Control and Related Fields 1 Arabian Journal of Mathematics 1 İstatistik 1 Journal of Mathematics 1 ISRN Probability and Statistics 1 Mathematica Applicanda 1 Cogent Mathematics 1 Probability, Uncertainty and Quantitative Risk 1 Frontiers of Mathematics all top 5 Cited in 28 Fields 452 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 389 Probability theory and stochastic processes (60-XX) 154 Statistics (62-XX) 41 Systems theory; control (93-XX) 21 Operations research, mathematical programming (90-XX) 16 Integral equations (45-XX) 13 Numerical analysis (65-XX) 12 Calculus of variations and optimal control; optimization (49-XX) 8 Integral transforms, operational calculus (44-XX) 6 Partial differential equations (35-XX) 4 Operator theory (47-XX) 4 Biology and other natural sciences (92-XX) 2 Field theory and polynomials (12-XX) 2 Potential theory (31-XX) 2 Harmonic analysis on Euclidean spaces (42-XX) 2 Computer science (68-XX) 2 Mathematics education (97-XX) 1 Combinatorics (05-XX) 1 Number theory (11-XX) 1 Linear and multilinear algebra; matrix theory (15-XX) 1 Measure and integration (28-XX) 1 Ordinary differential equations (34-XX) 1 Functional analysis (46-XX) 1 General topology (54-XX) 1 Global analysis, analysis on manifolds (58-XX) 1 Quantum theory (81-XX) 1 Geophysics (86-XX) 1 Information and communication theory, circuits (94-XX) Citations by Year