Edit Profile (opens in new tab) Loisel, Stéphane Co-Author Distance Author ID: loisel.stephane Published as: Loisel, Stéphane; Loisel, S.; Loisel, Stephane more...less External Links: MGP Documents Indexed: 49 Publications since 2004 3 Contributions as Editor Co-Authors: 70 Co-Authors with 51 Joint Publications 1,275 Co-Co-Authors all top 5 Co-Authors 1 single-authored 12 Lefèvre, Claude 6 Albrecher, Hansjörg 6 El Karoui, Nicole 4 Dutang, Christophe 4 Rullière, Didier 4 Salhi, Yahia 3 Biard, Romain 3 Claramunt, M. Mercè 3 Gauchon, Romain 3 Rullière, Jean-Louis 3 Trufin, Julien 2 Bargès, Mathieu 2 Barrieu, Pauline M. 2 Bensusan, Harry 2 Castañer, Anna 2 Embrechts, Paul 2 Filipović, Damir 2 Goffard, Pierre-Olivier 2 Guillou, Armelle 2 Kacem, Manel 2 Maume-Deschamps, Véronique 2 Mazza, Christian 2 Montesinos, Pierre 2 Pommeret, Denys 2 Stupfler, Gilles 2 Utev, Sergey 2 Wagner, Joël 1 Avram, Florin 1 Bauer, Daniel J. 1 Blake, David 1 Boumezoued, Alexandre 1 Chauvigny, Matthieu 1 Constantinescu, Corina D. 1 Cossette, Hélène 1 de Palma, André 1 Debonneuil, Edouard 1 Devineau, Laurent 1 Govorun, Maria 1 Harrison, Glenn W. 1 Hillairet, Caroline 1 Koch Medina, Pablo 1 Koch, Pablo 1 Korn, Ralf 1 Kortschak, Dominik 1 Kryscio, Richard J. 1 Latouche, Guy 1 Macci, Claudio 1 MacMinn, Richard D. 1 Marceau, Étienne 1 Milhaud, Xavier 1 Mnatsakanov, Robert M. 1 Mouminoux, Claire 1 Neuhaus, Walther 1 Patie, Pierre 1 Pelsser, Antoon A. J. 1 Piette, Pierrick 1 Planchet, Frédéric 1 Prigent, Jean-Luc 1 Privault, Nicolas 1 Rabehasaina, Landy 1 Ravanelli, Claudia 1 Ribereau, Pierre 1 Schiller, Frank 1 Schmeiser, Hato 1 Steffensen, Mogens 1 Tsai, Chenghsien Jason 1 Vanini, Paolo 1 Vedani, Julien 1 Venel, Xavier 1 Veraverbeke, Noël all top 5 Serials 17 Insurance Mathematics & Economics 6 Methodology and Computing in Applied Probability 6 European Actuarial Journal 4 Scandinavian Actuarial Journal 3 Journal of Multivariate Analysis 2 Journal of Mathematical Analysis and Applications 2 Journal of Applied Probability 2 Journal of Computational and Applied Mathematics 2 European Journal of Operational Research 2 ASTIN Bulletin 1 Statistics 1 The Annals of Applied Probability 1 Communications in Statistics. Theory and Methods 1 European Series in Applied and Industrial Mathematics (ESAIM): Proceedings 1 Stochastic Models 1 Statistical Methodology all top 5 Fields 43 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 22 Statistics (62-XX) 21 Probability theory and stochastic processes (60-XX) 3 General and overarching topics; collections (00-XX) 2 History and biography (01-XX) 2 Numerical analysis (65-XX) 2 Operations research, mathematical programming (90-XX) 1 Special functions (33-XX) 1 Approximations and expansions (41-XX) 1 Computer science (68-XX) 1 Biology and other natural sciences (92-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 45 Publications have been cited 399 times in 295 Documents Cited by ▼ Year ▼ Explicit ruin formulas for models with dependence among risks. Zbl 1218.91065 Albrecher, Hansjörg; Constantinescu, Corina; Loisel, Stephane 51 2011 Understanding, modelling and managing longevity risk: key issues and main challenges. Zbl 1277.91073 Barrieu, Pauline; Bensusan, Harry; El Karoui, Nicole; Hillairet, Caroline; Loisel, Stéphane; Ravanelli, Claudia; Salhi, Yahia 41 2012 Another look at the Picard–Lefèvre formula for finite-time ruin probabilities. Zbl 1103.91048 Rullière, Didier; Loisel, Stéphane 21 2004 Finite-time ruin probabilities for discrete, possibly dependent, claim severities. Zbl 1170.91414 Lefèvre, Claude; Loisel, Stéphane 18 2009 Competition among non-life insurers under solvency constraints: a game-theoretic approach. Zbl 1317.91042 Dutang, Christophe; Albrecher, Hansjoerg; Loisel, Stéphane 18 2013 Differentiation of some functionals of risk processes, and optimal reserve allocation. Zbl 1079.60038 Loisel, Stéphane 17 2005 Impact of correlation crises in risk theory: Asymptotics of finite-time ruin probabilities for heavy-tailed claim amounts when some independence and stationarity assumptions are relaxed. Zbl 1152.91565 Biard, Romain; Lefèvre, Claude; Loisel, Stéphane 17 2008 A polynomial expansion to approximate the ultimate ruin probability in the compound Poisson ruin model. Zbl 1355.60117 Goffard, Pierre-Olivier; Loisel, Stéphane; Pommeret, Denys 17 2016 On the moments of aggregate discounted claims with dependence introduced by a FGM copula. Zbl 1214.91050 Bargès, Mathieu; Cossette, Hélène; Loisel, Stéphane; Marceau, Étienne 15 2011 On multiply monotone distributions, continuous or discrete, with applications. Zbl 1293.62028 Lefèvre, Claude; Loisel, Stéphane 15 2013 Discrete Schur-constant models. Zbl 1327.60038 Castañer, A.; Claramunt, M. M.; Lefèvre, C.; Loisel, S. 14 2015 From deterministic to stochastic surrender risk models: impact of correlation crises on economic capital. Zbl 1218.91086 Loisel, Stéphane; Milhaud, Xavier 12 2011 Estimation of the parameters of a Markov-modulated loss process in insurance. Zbl 1304.91109 Guillou, Armelle; Loisel, Stéphane; Stupfler, Gilles 12 2013 Market inconsistencies of market-consistent European life insurance economic valuations: pitfalls and practical solutions. Zbl 1394.91233 Vedani, Julien; El Karoui, Nicole; Loisel, Stéphane; Prigent, Jean-Luc 11 2017 Robustness analysis and convergence of empirical finite-time ruin probabilities and estimation risk solvency margin. Zbl 1152.91594 Loisel, Stéphane; Mazza, Christian; Rullière, Didier 9 2008 Minimax optimality in robust detection of a disorder time in doubly-stochastic Poisson processes. Zbl 1378.62044 El Karoui, Nicole; Loisel, Stéphane; Salhi, Yahia 8 2017 Basis risk modelling: a cointegration-based approach. Zbl 1369.62285 Salhi, Yahia; Loisel, Stéphane 8 2017 Asymptotic behavior of the finite-time expected time-integrated negative part of some risk processes and optimal reserve allocation. Zbl 1192.91111 Biard, R.; Loisel, S.; Macci, C.; Veraverbeke, N. 7 2010 On an asymptotic rule \(A+B/u\) for ultimate ruin probabilities under dependence by mixing. Zbl 1290.91084 Dutang, C.; Lefèvre, C.; Loisel, S. 7 2013 Markov property in discrete Schur-constant models. Zbl 1402.60092 Lefèvre, Claude; Loisel, Stéphane; Utev, Sergey 7 2018 Polynomial approximations for bivariate aggregate claims amount probability distributions. Zbl 1380.65023 Goffard, Pierre-Olivier; Loisel, Stéphane; Pommeret, Denys 6 2017 Old-age provision: past, present, future. Zbl 1394.91007 Albrecher, Hansjörg; Embrechts, Paul; Filipović, Damir; Harrison, Glenn W.; Koch, Pablo; Loisel, Stéphane; Vanini, Paolo; Wagner, Joël 6 2016 Asset-liability management for long-term insurance business. Zbl 1416.91145 6 2018 Partially Schur-constant models. Zbl 1415.60034 Castañer, Anna; Claramunt, M. Mercè; Lefèvre, Claude; Loisel, Stéphane 5 2019 Fast remote but not extreme quantiles with multiple factors: applications to Solvency II and enterprise risk management. Zbl 1219.91067 Chauvigny, Matthieu; Devineau, Laurent; Loisel, Stéphane; Maume-Deschamps, Véronique 4 2011 Convergence and asymptotic variance of bootstrapped finite-time ruin probabilities with partly shifted risk processes. Zbl 1231.91213 Loisel, Stéphane; Mazza, Christian; Rullière, Didier 4 2009 Stationary-excess operator and convex stochastic orders. Zbl 1231.91205 Lefèvre, Claude; Loisel, Stéphane 4 2010 Do actuaries believe in longevity deceleration? Zbl 1400.91244 Debonneuil, Edouard; Loisel, Stéphane; Planchet, Frédéric 4 2018 Properties of a risk measure derived from the expected area in red. Zbl 1296.91163 Loisel, Stéphane; Trufin, Julien 4 2014 Estimating the parameters of a seasonal Markov-modulated Poisson process. Zbl 1487.62100 Guillou, Armelle; Loisel, Stéphane; Stupfler, Gilles 4 2015 The win-first probability under interest force. Zbl 1129.60314 Rullière, Didier; Loisel, Stéphane 3 2005 Sensitivity analysis and density estimation for finite-time ruin probabilities. Zbl 1169.91018 Loisel, Stéphane; Privault, Nicolas 3 2009 Applying economic measures to lapse risk management with machine learning approaches. Zbl 1480.91224 Loisel, Stéphane; Piette, Pierrick; Tsai, Cheng-Hsien Jason 3 2021 On finite-time ruin probabilities with reinsurance cycles influenced by large claims. Zbl 1292.91089 Bargès, Mathieu; Loisel, Stéphane; Venel, Xavier 3 2013 A survey of some recent results on risk theory. Zbl 1338.62186 Avram, Florin; Biard, Romain; Dutang, Christophe; Loisel, Stéphane; Rabehasaina, Landy 2 2014 Some mixing properties of conditionally independent processes. Zbl 1338.60070 Kacem, Manel; Loisel, Stéphane; Maume-Deschamps, Véronique 2 2016 Phase-type aging modeling for health dependent costs. Zbl 1318.91114 Govorun, Maria; Latouche, Guy; Loisel, Stéphane 2 2015 On \(s\)-convex bounds for Beta-unimodal distributions with applications to basis risk assessment. Zbl 1471.91467 Lefèvre, Claude; Loisel, Stéphane; Montesinos, Pierre 2 2021 Longevity risk and capital markets: the 2015–16 update. Zbl 1384.00062 1 2018 On finite exchangeable sequences and their dependence. Zbl 1403.60030 Lefèvre, Claude; Loisel, Stéphane; Utev, Sergey 1 2017 Convex extrema for nonincreasing discrete distributions: effects of convexity constraints. Zbl 1382.60039 Kacem, Manel; Lefèvre, Claude; Loisel, Stéphane 1 2015 Measuring mortality heterogeneity with multi-state models and interval-censored data. Zbl 1394.91192 Boumezoued, Alexandre; El Karoui, Nicole; Loisel, Stéphane 1 2017 Optimal prevention strategies in the classical risk model. Zbl 1435.91149 Gauchon, Romain; Loisel, Stéphane; Rullière, Jean-Louis; Trufin, Julien 1 2020 Obituary: Ragnar Norberg (1945–2017). Zbl 1417.01019 Barrieu, Pauline; Loisel, Stéphane; Neuhaus, Walther; Steffensen, Mogens 1 2018 On a Markovian game model for competitive insurance pricing. Zbl 1489.91069 Mouminoux, Claire; Dutang, Christophe; Loisel, Stéphane; Albrecher, Hansjoerg 1 2022 On a Markovian game model for competitive insurance pricing. Zbl 1489.91069 Mouminoux, Claire; Dutang, Christophe; Loisel, Stéphane; Albrecher, Hansjoerg 1 2022 Applying economic measures to lapse risk management with machine learning approaches. Zbl 1480.91224 Loisel, Stéphane; Piette, Pierrick; Tsai, Cheng-Hsien Jason 3 2021 On \(s\)-convex bounds for Beta-unimodal distributions with applications to basis risk assessment. Zbl 1471.91467 Lefèvre, Claude; Loisel, Stéphane; Montesinos, Pierre 2 2021 Optimal prevention strategies in the classical risk model. Zbl 1435.91149 Gauchon, Romain; Loisel, Stéphane; Rullière, Jean-Louis; Trufin, Julien 1 2020 Partially Schur-constant models. Zbl 1415.60034 Castañer, Anna; Claramunt, M. Mercè; Lefèvre, Claude; Loisel, Stéphane 5 2019 Markov property in discrete Schur-constant models. Zbl 1402.60092 Lefèvre, Claude; Loisel, Stéphane; Utev, Sergey 7 2018 Asset-liability management for long-term insurance business. Zbl 1416.91145 6 2018 Do actuaries believe in longevity deceleration? Zbl 1400.91244 Debonneuil, Edouard; Loisel, Stéphane; Planchet, Frédéric 4 2018 Longevity risk and capital markets: the 2015–16 update. Zbl 1384.00062 1 2018 Obituary: Ragnar Norberg (1945–2017). Zbl 1417.01019 Barrieu, Pauline; Loisel, Stéphane; Neuhaus, Walther; Steffensen, Mogens 1 2018 Market inconsistencies of market-consistent European life insurance economic valuations: pitfalls and practical solutions. Zbl 1394.91233 Vedani, Julien; El Karoui, Nicole; Loisel, Stéphane; Prigent, Jean-Luc 11 2017 Minimax optimality in robust detection of a disorder time in doubly-stochastic Poisson processes. Zbl 1378.62044 El Karoui, Nicole; Loisel, Stéphane; Salhi, Yahia 8 2017 Basis risk modelling: a cointegration-based approach. Zbl 1369.62285 Salhi, Yahia; Loisel, Stéphane 8 2017 Polynomial approximations for bivariate aggregate claims amount probability distributions. Zbl 1380.65023 Goffard, Pierre-Olivier; Loisel, Stéphane; Pommeret, Denys 6 2017 On finite exchangeable sequences and their dependence. Zbl 1403.60030 Lefèvre, Claude; Loisel, Stéphane; Utev, Sergey 1 2017 Measuring mortality heterogeneity with multi-state models and interval-censored data. Zbl 1394.91192 Boumezoued, Alexandre; El Karoui, Nicole; Loisel, Stéphane 1 2017 A polynomial expansion to approximate the ultimate ruin probability in the compound Poisson ruin model. Zbl 1355.60117 Goffard, Pierre-Olivier; Loisel, Stéphane; Pommeret, Denys 17 2016 Old-age provision: past, present, future. Zbl 1394.91007 Albrecher, Hansjörg; Embrechts, Paul; Filipović, Damir; Harrison, Glenn W.; Koch, Pablo; Loisel, Stéphane; Vanini, Paolo; Wagner, Joël 6 2016 Some mixing properties of conditionally independent processes. Zbl 1338.60070 Kacem, Manel; Loisel, Stéphane; Maume-Deschamps, Véronique 2 2016 Discrete Schur-constant models. Zbl 1327.60038 Castañer, A.; Claramunt, M. M.; Lefèvre, C.; Loisel, S. 14 2015 Estimating the parameters of a seasonal Markov-modulated Poisson process. Zbl 1487.62100 Guillou, Armelle; Loisel, Stéphane; Stupfler, Gilles 4 2015 Phase-type aging modeling for health dependent costs. Zbl 1318.91114 Govorun, Maria; Latouche, Guy; Loisel, Stéphane 2 2015 Convex extrema for nonincreasing discrete distributions: effects of convexity constraints. Zbl 1382.60039 Kacem, Manel; Lefèvre, Claude; Loisel, Stéphane 1 2015 Properties of a risk measure derived from the expected area in red. Zbl 1296.91163 Loisel, Stéphane; Trufin, Julien 4 2014 A survey of some recent results on risk theory. Zbl 1338.62186 Avram, Florin; Biard, Romain; Dutang, Christophe; Loisel, Stéphane; Rabehasaina, Landy 2 2014 Competition among non-life insurers under solvency constraints: a game-theoretic approach. Zbl 1317.91042 Dutang, Christophe; Albrecher, Hansjoerg; Loisel, Stéphane 18 2013 On multiply monotone distributions, continuous or discrete, with applications. Zbl 1293.62028 Lefèvre, Claude; Loisel, Stéphane 15 2013 Estimation of the parameters of a Markov-modulated loss process in insurance. Zbl 1304.91109 Guillou, Armelle; Loisel, Stéphane; Stupfler, Gilles 12 2013 On an asymptotic rule \(A+B/u\) for ultimate ruin probabilities under dependence by mixing. Zbl 1290.91084 Dutang, C.; Lefèvre, C.; Loisel, S. 7 2013 On finite-time ruin probabilities with reinsurance cycles influenced by large claims. Zbl 1292.91089 Bargès, Mathieu; Loisel, Stéphane; Venel, Xavier 3 2013 Understanding, modelling and managing longevity risk: key issues and main challenges. Zbl 1277.91073 Barrieu, Pauline; Bensusan, Harry; El Karoui, Nicole; Hillairet, Caroline; Loisel, Stéphane; Ravanelli, Claudia; Salhi, Yahia 41 2012 Explicit ruin formulas for models with dependence among risks. Zbl 1218.91065 Albrecher, Hansjörg; Constantinescu, Corina; Loisel, Stephane 51 2011 On the moments of aggregate discounted claims with dependence introduced by a FGM copula. Zbl 1214.91050 Bargès, Mathieu; Cossette, Hélène; Loisel, Stéphane; Marceau, Étienne 15 2011 From deterministic to stochastic surrender risk models: impact of correlation crises on economic capital. Zbl 1218.91086 Loisel, Stéphane; Milhaud, Xavier 12 2011 Fast remote but not extreme quantiles with multiple factors: applications to Solvency II and enterprise risk management. Zbl 1219.91067 Chauvigny, Matthieu; Devineau, Laurent; Loisel, Stéphane; Maume-Deschamps, Véronique 4 2011 Asymptotic behavior of the finite-time expected time-integrated negative part of some risk processes and optimal reserve allocation. Zbl 1192.91111 Biard, R.; Loisel, S.; Macci, C.; Veraverbeke, N. 7 2010 Stationary-excess operator and convex stochastic orders. Zbl 1231.91205 Lefèvre, Claude; Loisel, Stéphane 4 2010 Finite-time ruin probabilities for discrete, possibly dependent, claim severities. Zbl 1170.91414 Lefèvre, Claude; Loisel, Stéphane 18 2009 Convergence and asymptotic variance of bootstrapped finite-time ruin probabilities with partly shifted risk processes. Zbl 1231.91213 Loisel, Stéphane; Mazza, Christian; Rullière, Didier 4 2009 Sensitivity analysis and density estimation for finite-time ruin probabilities. Zbl 1169.91018 Loisel, Stéphane; Privault, Nicolas 3 2009 Impact of correlation crises in risk theory: Asymptotics of finite-time ruin probabilities for heavy-tailed claim amounts when some independence and stationarity assumptions are relaxed. Zbl 1152.91565 Biard, Romain; Lefèvre, Claude; Loisel, Stéphane 17 2008 Robustness analysis and convergence of empirical finite-time ruin probabilities and estimation risk solvency margin. Zbl 1152.91594 Loisel, Stéphane; Mazza, Christian; Rullière, Didier 9 2008 Differentiation of some functionals of risk processes, and optimal reserve allocation. Zbl 1079.60038 Loisel, Stéphane 17 2005 The win-first probability under interest force. Zbl 1129.60314 Rullière, Didier; Loisel, Stéphane 3 2005 Another look at the Picard–Lefèvre formula for finite-time ruin probabilities. Zbl 1103.91048 Rullière, Didier; Loisel, Stéphane 21 2004 all cited Publications top 5 cited Publications all top 5 Cited by 496 Authors 35 Loisel, Stéphane 21 Lefèvre, Claude 10 Albrecher, Hansjörg 8 Goffard, Pierre-Olivier 7 Constantinescu, Corina D. 7 Salhi, Yahia 6 Cheung, Eric C. K. 6 Claramunt, M. Mercè 6 Furman, Edward 6 Zhang, Zhimin 5 Castañer, Anna 5 Cossette, Hélène 5 Gajek, Lesław 5 Marceau, Étienne 5 Rudź, Marcin 5 Su, Jianxi 5 Woo, Jae-Kyung 5 Yang, Hailiang 4 Antonio, Katrien 4 Blake, David 4 Boonen, Tim J. 4 Denuit, Michel M. 4 Dutang, Christophe 4 Maume-Deschamps, Véronique 4 Shi, Yanlin 4 Su, Wen 4 Trufin, Julien 4 Utev, Sergey 4 Yang, Jingping 3 Asmussen, Søren 3 Avram, Florin 3 Balabdaoui, Fadoua 3 Barigou, Karim 3 Blier-Wong, Christopher 3 Chang, Le 3 Dimitrova, Dimitrina S. 3 Hochgerner, Simon 3 Kaishev, Vladimir K. 3 Kolev, Nikolai 3 Mandjes, Michel Robertus Hendrikus 3 Milhaud, Xavier 3 Pantelous, Athanasios A. 3 Picard, Philippe 3 Pommeret, Denys 3 Rullière, Didier 3 Steffensen, Mogens 3 Tamturk, Muhsin 3 Vellekoop, Michel H. 3 Xie, Jiehua 2 Araujo-Acuna, José Carlos 2 Asimit, Alexandru V. 2 Avanzi, Benjamin 2 Ballotta, Laura 2 Baltazar-Larios, Fernando 2 Battulga, Gankhuu 2 Biard, Romain 2 Bladt, Mogens 2 Boxma, Onno Johan 2 Casalini, Riccardo 2 Cousin, Areski 2 De Fournas-Labrosse, Gabriella 2 Dhaene, Jan 2 Di Bernardino, Elena 2 Dorobantu, Diana 2 Eberlein, Ernst W. 2 El Karoui, Nicole 2 Embrechts, Paul 2 Esparza, Luz Judith R. 2 Filipović, Damir 2 Fusai, Gianluca 2 Gach, Florian 2 Gambaro, Anna Maria 2 Ghilarducci, Alessandro 2 Giguelay, Jade 2 Guillou, Armelle 2 Hu, Xiang 2 Jiao, Ying 2 Jordanova, Pavlina Kalcheva 2 Kacem, Manel 2 Kozubowski, Tomasz J. 2 Kye, Yisub 2 Landriault, David 2 Li, Hong 2 Li, Jinzhu 2 Li, Shuanming 2 Lin, Feng 2 Linders, Daniël 2 Liu, Haibo 2 Lu, Yi 2 Ludkovski, Michael 2 Macci, Claudio 2 MacMinn, Richard D. 2 Marchand, Eric 2 Marri, Fouad 2 Mazza, Christian 2 Montesinos, Pierre 2 Moutanabbir, Khouzeima 2 Mulinacci, Sabrina 2 Neves, César 2 Ouburg, Wilbert ...and 396 more Authors all top 5 Cited in 65 Serials 68 Insurance Mathematics & Economics 31 Scandinavian Actuarial Journal 30 Methodology and Computing in Applied Probability 19 European Actuarial Journal 16 ASTIN Bulletin 11 North American Actuarial Journal 9 Journal of Computational and Applied Mathematics 9 Journal of Multivariate Analysis 8 Statistics & Probability Letters 8 European Journal of Operational Research 5 Journal of Mathematical Analysis and Applications 4 Applied Mathematics and Computation 4 Communications in Statistics. Theory and Methods 4 Computational Statistics and Data Analysis 4 Dependence Modeling 3 Advances in Applied Probability 3 Stochastic Processes and their Applications 3 Modern Stochastics. Theory and Applications 2 Journal of Statistical Planning and Inference 2 Acta Mathematicae Applicatae Sinica. English Series 2 Statistics 2 Queueing Systems 2 Brazilian Journal of Probability and Statistics 2 Quantitative Finance 2 Electronic Journal of Statistics 2 Risk and Decision Analysis 1 Lithuanian Mathematical Journal 1 Studia Mathematica 1 The Annals of Statistics 1 Fuzzy Sets and Systems 1 Journal of Applied Probability 1 Results in Mathematics 1 Mathematical Social Sciences 1 The Annals of Applied Probability 1 Applied Mathematical Modelling 1 SIAM Journal on Scientific Computing 1 Applied Mathematics. Series B (English Edition) 1 Theory of Probability and Mathematical Statistics 1 Turkish Journal of Mathematics 1 Bernoulli 1 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics 1 European Series in Applied and Industrial Mathematics (ESAIM): Proceedings 1 Optimization Methods & Software 1 Soft Computing 1 Journal of Inequalities and Applications 1 International Journal of Theoretical and Applied Finance 1 Probability in the Engineering and Informational Sciences 1 Miscelánea Matemática 1 Applied Mathematics E-Notes 1 Decisions in Economics and Finance 1 Stochastic Models 1 Stochastics 1 Statistical Methodology 1 Mathematics and Financial Economics 1 Journal of Statistical Theory and Practice 1 SIAM Journal on Financial Mathematics 1 MathematicS In Action 1 Statistics and Computing 1 Statistics & Risk Modeling 1 Izvestiya Irkutskogo Gosudarstvennogo Universiteta. Seriya Matematika 1 Mathematica Applicanda 1 AIMS Mathematics 1 Annales Henri Lebesgue 1 Probability, Uncertainty and Quantitative Risk 1 Results in Applied Mathematics all top 5 Cited in 26 Fields 236 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 143 Statistics (62-XX) 117 Probability theory and stochastic processes (60-XX) 8 Numerical analysis (65-XX) 7 Integral equations (45-XX) 7 Operations research, mathematical programming (90-XX) 5 General and overarching topics; collections (00-XX) 5 Integral transforms, operational calculus (44-XX) 3 Field theory and polynomials (12-XX) 3 Partial differential equations (35-XX) 2 Real functions (26-XX) 2 Special functions (33-XX) 2 Computer science (68-XX) 2 Biology and other natural sciences (92-XX) 2 Systems theory; control (93-XX) 1 History and biography (01-XX) 1 Combinatorics (05-XX) 1 Number theory (11-XX) 1 Dynamical systems and ergodic theory (37-XX) 1 Difference and functional equations (39-XX) 1 Sequences, series, summability (40-XX) 1 Approximations and expansions (41-XX) 1 Calculus of variations and optimal control; optimization (49-XX) 1 General topology (54-XX) 1 Global analysis, analysis on manifolds (58-XX) 1 Mechanics of particles and systems (70-XX) Citations by Year