Edit Profile (opens in new tab) Marceau, Étienne Co-Author Distance Author ID: marceau.etienne Published as: Marceau, Etienne; Marceau, Étienne; Marceau, E.; Marceau, É. more...less Homepage: https://www.act.ulaval.ca/departement-et-professeurs/professeurs-et-personnel/pr... External Links: MGP · Google Scholar · ResearchGate Documents Indexed: 60 Publications since 1995, including 1 Book and 1 Additional arXiv Preprint 1 Contribution as Editor Co-Authors: 36 Co-Authors with 59 Joint Publications 541 Co-Co-Authors all top 5 Co-Authors 2 single-authored 47 Cossette, Hélène 7 Landriault, David 6 Denuit, Michel M. 5 Blier-Wong, Christopher 5 de Vylder, Florent Etienne 4 Genest, Christian 4 Mailhot, Mélina 4 Mesfioui, Mhamed 3 Boudreault, Mathieu 3 Gadoury, Simon-Pierre 3 Gaillardetz, Patrice 3 Marri, Fouad 3 Mtalai, Itre 3 Robert, Christian-Yann 2 Bargès, Mathieu 2 Chaoubi, Ihsan 2 Côté, Marie-Pier 2 Goovaerts, Marc J. 2 Maume-Deschamps, Véronique 2 Moutanabbir, Khouzeima 2 Rioux, Jacques 2 Trufin, Julien 1 Delwarde, Antoine 1 Dhaene, Jan 1 Duchesne, Thierry 1 Goulet, Vincent 1 Guillot, Frédérick 1 Lamontagne, Luc 1 Larrivée-Hardy, Etienne 1 Legros, Sébastien 1 Loisel, Stéphane 1 Nguyen, Quang Huy 1 Perreault, Samuel 1 Toureille, Florent 1 Veilleux, Déry 1 Zuyderhoff, Pierre all top 5 Serials 31 Insurance Mathematics & Economics 4 Mitteilungen. Schweizerische Aktuarvereinigung (SAV) 4 Methodology and Computing in Applied Probability 4 Scandinavian Actuarial Journal 4 ASTIN Bulletin 2 Journal of Multivariate Analysis 2 Computational Statistics and Data Analysis 2 North American Actuarial Journal 1 Advances in Applied Probability 1 Journal of Computational and Applied Mathematics 1 Scandinavian Actuarial Journal 1 Statistics & Probability Letters 1 European Actuarial Journal all top 5 Fields 51 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 37 Statistics (62-XX) 26 Probability theory and stochastic processes (60-XX) 3 Numerical analysis (65-XX) 2 Geophysics (86-XX) 1 General and overarching topics; collections (00-XX) 1 History and biography (01-XX) 1 Global analysis, analysis on manifolds (58-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 53 Publications have been cited 761 times in 466 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 On the compound Poisson risk model with dependence based on a generalized Farlie-Gumbel-Morgenstern copula. Zbl 1151.91565 Cossette, Hélène; Marceau, Etienne; Marri, Fouad 76 2008 Stochastic bounds on sums of dependent risks. Zbl 1028.91553 Denuit, M.; Genest, C.; Marceau, É. 47 1999 The discrete-time risk model with correlated classes of business. Zbl 1103.91358 Cossette, Hélène; Marceau, Etienne 39 2000 Multivariate distribution defined with Farlie-Gumbel-Morgenstern copula and mixed Erlang marginals: aggregation and capital allocation. Zbl 1284.60027 Cossette, Hélène; Côté, Marie-Pier; Marceau, Etienne; Moutanabbir, Khouzeima 39 2013 TVaR-based capital allocation with copulas. Zbl 1231.91141 Bargès, Mathieu; Cossette, Hélène; Marceau, Étienne 38 2009 Ruin probabilities in the compound Markov binomial model. Zbl 1092.91040 Cossette, Hélène; Landriault, David; Marceau, Étienne 38 2003 TVaR-based capital allocation for multivariate compound distributions with positive continuous claim amounts. Zbl 1235.91086 Cossette, Hélène; Mailhot, Mélina; Marceau, Étienne 27 2012 Analysis of ruin measures for the classical compound Poisson risk model with dependence. Zbl 1226.91024 Cossette, Héléne; Marceau, Etienne; Marri, Fouad 26 2010 Criteria for the stochastic ordering of random sums, with actuarial applications. Zbl 1003.60022 Denuit, Michel; Genest, Christian; Marceau, Étienne 26 2002 On two dependent individual risk models. Zbl 1055.91044 Cossette, Hélène; Gaillardetz, Patrice; Marceau, Étienne; Rioux, Jacques 21 2002 Compound binomial risk model in a Markovian environment. Zbl 1079.91049 Cossette, Hélène; Landriault, David; Marceau, Étienne 19 2004 Risk models based on time series for count random variables. Zbl 1218.91074 Cossette, Hélène; Marceau, Étienne; Toureille, Florent 17 2011 Discrete-time risk models on time series for count random variables. Zbl 1230.91071 Cossette, Hélène; Marceau, Etienne; Maume-Deschamps, Véronique 17 2010 Compound Poisson approximations for individual models with dependent risks. Zbl 1055.91050 Genest, Christian; Marceau, Étienne; Mesfioui, Mhamed 17 2003 Classical numerical ruin probabilities. Zbl 0880.62108 De Vylder, F.; Marceau, E. 16 1996 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 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 Dependent risk models with Archimedean copulas: a computational strategy based on common mixtures and applications. Zbl 1398.62289 Cossette, Hélène; Marceau, Etienne; Mtalai, Itre; Veilleux, Déry 10 2018 On robustness in risk theory. Zbl 1002.62081 Marceau, Étienne; Rioux, Jacques 10 2001 On the discrete-time compound renewal risk model with dependence. Zbl 1167.91013 Marceau, Etienne 10 2009 Ruin probabilities in the discrete time renewal risk model. Zbl 1090.60076 Cossette, Hélène; Landriault, David; Marceau, Etienne 9 2006 Vector-valued tail value-at-risk and capital allocation. Zbl 1349.91319 Cossette, Hélène; Mailhot, Mélina; Marceau, Étienne; Mesfioui, Mhamed 9 2016 On life insurance reserves in a stochastic mortality and interest rates environment. Zbl 0941.91038 Marceau, Etienne; Gaillardetz, Patrice 8 1999 Constant dividend barrier in a risk model with a generalized Farlie-Gumbel-Morgenstern copula. Zbl 1232.91343 Cossette, Hélène; Marceau, Etienne; Marri, Fouad 8 2011 Hierarchical Archimedean copulas through multivariate compound distributions. Zbl 1395.62112 Cossette, Hélène; Gadoury, Simon-Pierre; Marceau, Étienne; Mtalai, Itre 8 2017 Bivariate lower and upper orthant value-at-risk. Zbl 1304.91097 Cossette, Hélène; Mailhot, Mélina; Marceau, Étienne; Mesfioui, Mhamed 7 2013 On two families of bivariate distributions with exponential marginals: aggregation and capital allocation. Zbl 1348.91137 Cossette, Hélène; Marceau, Etienne; Perreault, Samuel 7 2015 Modeling catastrophes and their impact on insurance portfolios. Zbl 1084.62526 Cossette, Hélène; Duchesne, Thierry; Marceau, Étienne 6 2003 The numerical solution of the Schmitter problems: Theory. Zbl 0890.90037 De Vylder, F.; Marceau, E. 6 1996 The bi-atomic uniform minimal solution of Schmitter’s problem. Zbl 0906.62107 De Vylder, F.; Goovaerts, M.; Marceau, E. 6 1997 Collective risk models with dependence. Zbl 1410.91261 Cossette, Hélène; Marceau, Etienne; Mtalai, Itre 6 2019 Composite likelihood estimation method for hierarchical Archimedean copulas defined with multivariate compound distributions. Zbl 1419.62120 Cossette, Hélène; Gadoury, Simon-Pierre; Marceau, Etienne; Robert, Christian Y. 6 2019 Modelling and evaluation of risks in insurance. Models on one period. (Modélisation et évaluation quantitative des risques en actuariat. Modèles sur une période.) Zbl 1264.91002 Marceau, Étienne 5 2013 Pension plan valuation and mortality projection: a case study with mortality data. Zbl 1480.91195 Cossette, Hélène; Delwarde, Antoine; Denuit, Michel; Guillot, Frédérick; Marceau, Étienne 5 2007 Ruin-based risk measures in discrete-time risk models. Zbl 1447.91132 Cossette, Hélène; Marceau, Etienne; Trufin, Julien; Zuyderhoff, Pierre 5 2020 Distributional bounds for functions of dependent risks. Zbl 1187.91093 Cossette, H.; Denuit, M; Marceau, É. 4 2002 A note on the computation of sharp numerical bounds for the distribution of the sum, product or ratio of dependent risks. Zbl 1292.62077 Cossette, Hélène; Côté, Marie-Pier; Mailhot, Mélina; Marceau, Etienne 4 2014 Upper stop-loss bounds for sums of possibly dependent risks with given means and variances. Zbl 1007.91028 Genest, Christian; Marceau, Étienne; Mesfioui, Mhamed 4 2002 On sums of two counter-monotonic risks. Zbl 1445.91050 Chaoubi, Ihsan; Cossette, Hélène; Gadoury, Simon-Pierre; Marceau, Etienne 4 2020 Common mixture in the individual risk model. Zbl 1187.91094 Cossette, H.; Gaillardetz, P.; Marceau, E. 3 2002 The solution of Schmitter’s simple problem: Numerical illustration. Zbl 0906.62108 De Vylder, F.; Goovaerts, M.; Marceau, E. 3 1997 Stochastic representation of FGM copulas using multivariate Bernoulli random variables. Zbl 07533782 Blier-Wong, Christopher; Cossette, Hélène; Marceau, Etienne 3 2022 Stochastic approximations of present value functions. Zbl 1187.91092 Cossette, H.; Denuit, Michel; Dhaene, J.; Marceau, É. 2 2001 Impact of dependence among multiple claims in a single loss. Zbl 1103.91357 Cossette, Hélène; Denuit, Michel; Marceau, Etienne 2 2000 Risk models with dependence between claim occurrences and severities for Atlantic hurricanes. Zbl 1291.91095 Boudreault, Mathieu; Cossette, Hélène; Marceau, Étienne 2 2014 Dynamic risk measures within discrete-time risk models. Zbl 1312.91057 Cossette, Hélène; Marceau, Etienne 2 2013 Analysis of the discounted sum of ascending ladder heights. Zbl 1284.91220 Cossette, Hélène; Landriault, David; Marceau, Etienne; Moutanabbir, Khouzeima 2 2012 Risk measures related to the surplus process in the compound Markov binomial model. Zbl 1333.91022 Cossette, H.; Landriault, D.; Marceau, É. 1 2004 A note on compound renewal risk models with dependence. Zbl 1325.91028 Cossette, Hélène; Larrivée-Hardy, Etienne; Marceau, Etienne; Trufin, Julien 1 2015 Tail approximations for sums of dependent regularly varying random variables under Archimedean copula models. Zbl 1480.60140 Cossette, Hélène; Marceau, Etienne; Nguyen, Quang Huy; Robert, Christian Y. 1 2019 Risk aggregation with FGM copulas. Zbl 1520.91312 Blier-Wong, Christopher; Cossette, Hélène; Marceau, Etienne 1 2023 Geographic ratemaking with spatial embeddings. Zbl 1484.91375 Blier-Wong, Christopher; Cossette, Hélène; Lamontagne, Luc; Marceau, Etienne 1 2022 Risk aggregation with FGM copulas. Zbl 1520.91312 Blier-Wong, Christopher; Cossette, Hélène; Marceau, Etienne 1 2023 Stochastic representation of FGM copulas using multivariate Bernoulli random variables. Zbl 07533782 Blier-Wong, Christopher; Cossette, Hélène; Marceau, Etienne 3 2022 Geographic ratemaking with spatial embeddings. Zbl 1484.91375 Blier-Wong, Christopher; Cossette, Hélène; Lamontagne, Luc; Marceau, Etienne 1 2022 Ruin-based risk measures in discrete-time risk models. Zbl 1447.91132 Cossette, Hélène; Marceau, Etienne; Trufin, Julien; Zuyderhoff, Pierre 5 2020 On sums of two counter-monotonic risks. Zbl 1445.91050 Chaoubi, Ihsan; Cossette, Hélène; Gadoury, Simon-Pierre; Marceau, Etienne 4 2020 Collective risk models with dependence. Zbl 1410.91261 Cossette, Hélène; Marceau, Etienne; Mtalai, Itre 6 2019 Composite likelihood estimation method for hierarchical Archimedean copulas defined with multivariate compound distributions. Zbl 1419.62120 Cossette, Hélène; Gadoury, Simon-Pierre; Marceau, Etienne; Robert, Christian Y. 6 2019 Tail approximations for sums of dependent regularly varying random variables under Archimedean copula models. Zbl 1480.60140 Cossette, Hélène; Marceau, Etienne; Nguyen, Quang Huy; Robert, Christian Y. 1 2019 Dependent risk models with Archimedean copulas: a computational strategy based on common mixtures and applications. Zbl 1398.62289 Cossette, Hélène; Marceau, Etienne; Mtalai, Itre; Veilleux, Déry 10 2018 Hierarchical Archimedean copulas through multivariate compound distributions. Zbl 1395.62112 Cossette, Hélène; Gadoury, Simon-Pierre; Marceau, Étienne; Mtalai, Itre 8 2017 Vector-valued tail value-at-risk and capital allocation. Zbl 1349.91319 Cossette, Hélène; Mailhot, Mélina; Marceau, Étienne; Mesfioui, Mhamed 9 2016 On two families of bivariate distributions with exponential marginals: aggregation and capital allocation. Zbl 1348.91137 Cossette, Hélène; Marceau, Etienne; Perreault, Samuel 7 2015 A note on compound renewal risk models with dependence. Zbl 1325.91028 Cossette, Hélène; Larrivée-Hardy, Etienne; Marceau, Etienne; Trufin, Julien 1 2015 A note on the computation of sharp numerical bounds for the distribution of the sum, product or ratio of dependent risks. Zbl 1292.62077 Cossette, Hélène; Côté, Marie-Pier; Mailhot, Mélina; Marceau, Etienne 4 2014 Risk models with dependence between claim occurrences and severities for Atlantic hurricanes. Zbl 1291.91095 Boudreault, Mathieu; Cossette, Hélène; Marceau, Étienne 2 2014 Multivariate distribution defined with Farlie-Gumbel-Morgenstern copula and mixed Erlang marginals: aggregation and capital allocation. Zbl 1284.60027 Cossette, Hélène; Côté, Marie-Pier; Marceau, Etienne; Moutanabbir, Khouzeima 39 2013 Bivariate lower and upper orthant value-at-risk. Zbl 1304.91097 Cossette, Hélène; Mailhot, Mélina; Marceau, Étienne; Mesfioui, Mhamed 7 2013 Modelling and evaluation of risks in insurance. Models on one period. (Modélisation et évaluation quantitative des risques en actuariat. Modèles sur une période.) Zbl 1264.91002 Marceau, Étienne 5 2013 Dynamic risk measures within discrete-time risk models. Zbl 1312.91057 Cossette, Hélène; Marceau, Etienne 2 2013 TVaR-based capital allocation for multivariate compound distributions with positive continuous claim amounts. Zbl 1235.91086 Cossette, Hélène; Mailhot, Mélina; Marceau, Étienne 27 2012 Analysis of the discounted sum of ascending ladder heights. Zbl 1284.91220 Cossette, Hélène; Landriault, David; Marceau, Etienne; Moutanabbir, Khouzeima 2 2012 Risk models based on time series for count random variables. Zbl 1218.91074 Cossette, Hélène; Marceau, Étienne; Toureille, Florent 17 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 Constant dividend barrier in a risk model with a generalized Farlie-Gumbel-Morgenstern copula. Zbl 1232.91343 Cossette, Hélène; Marceau, Etienne; Marri, Fouad 8 2011 Analysis of ruin measures for the classical compound Poisson risk model with dependence. Zbl 1226.91024 Cossette, Héléne; Marceau, Etienne; Marri, Fouad 26 2010 Discrete-time risk models on time series for count random variables. Zbl 1230.91071 Cossette, Hélène; Marceau, Etienne; Maume-Deschamps, Véronique 17 2010 TVaR-based capital allocation with copulas. Zbl 1231.91141 Bargès, Mathieu; Cossette, Hélène; Marceau, Étienne 38 2009 On the discrete-time compound renewal risk model with dependence. Zbl 1167.91013 Marceau, Etienne 10 2009 On the compound Poisson risk model with dependence based on a generalized Farlie-Gumbel-Morgenstern copula. Zbl 1151.91565 Cossette, Hélène; Marceau, Etienne; Marri, Fouad 76 2008 Pension plan valuation and mortality projection: a case study with mortality data. Zbl 1480.91195 Cossette, Hélène; Delwarde, Antoine; Denuit, Michel; Guillot, Frédérick; Marceau, Étienne 5 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 Compound Poisson approximations for individual models with dependent risks. Zbl 1055.91050 Genest, Christian; Marceau, Étienne; Mesfioui, Mhamed 17 2003 Modeling catastrophes and their impact on insurance portfolios. Zbl 1084.62526 Cossette, Hélène; Duchesne, Thierry; Marceau, Étienne 6 2003 Criteria for the stochastic ordering of random sums, with actuarial applications. Zbl 1003.60022 Denuit, Michel; Genest, Christian; Marceau, Étienne 26 2002 On two dependent individual risk models. Zbl 1055.91044 Cossette, Hélène; Gaillardetz, Patrice; Marceau, Étienne; Rioux, Jacques 21 2002 Distributional bounds for functions of dependent risks. Zbl 1187.91093 Cossette, H.; Denuit, M; Marceau, É. 4 2002 Upper stop-loss bounds for sums of possibly dependent risks with given means and variances. Zbl 1007.91028 Genest, Christian; Marceau, Étienne; Mesfioui, Mhamed 4 2002 Common mixture in the individual risk model. Zbl 1187.91094 Cossette, H.; Gaillardetz, P.; Marceau, E. 3 2002 On robustness in risk theory. Zbl 1002.62081 Marceau, Étienne; Rioux, Jacques 10 2001 Stochastic approximations of present value functions. Zbl 1187.91092 Cossette, H.; Denuit, Michel; Dhaene, J.; Marceau, É. 2 2001 The discrete-time risk model with correlated classes of business. Zbl 1103.91358 Cossette, Hélène; Marceau, Etienne 39 2000 Impact of dependence among multiple claims in a single loss. Zbl 1103.91357 Cossette, Hélène; Denuit, Michel; Marceau, Etienne 2 2000 Stochastic bounds on sums of dependent risks. Zbl 1028.91553 Denuit, M.; Genest, C.; Marceau, É. 47 1999 On life insurance reserves in a stochastic mortality and interest rates environment. Zbl 0941.91038 Marceau, Etienne; Gaillardetz, Patrice 8 1999 The bi-atomic uniform minimal solution of Schmitter’s problem. Zbl 0906.62107 De Vylder, F.; Goovaerts, M.; Marceau, E. 6 1997 The solution of Schmitter’s simple problem: Numerical illustration. Zbl 0906.62108 De Vylder, F.; Goovaerts, M.; Marceau, E. 3 1997 Classical numerical ruin probabilities. Zbl 0880.62108 De Vylder, F.; Marceau, E. 16 1996 The numerical solution of the Schmitter problems: Theory. Zbl 0890.90037 De Vylder, F.; Marceau, E. 6 1996 all cited Publications top 5 cited Publications all top 5 Cited by 611 Authors 39 Marceau, Étienne 33 Cossette, Hélène 15 Woo, Jae-Kyung 14 Yuen, Kam Chuen 13 Denuit, Michel M. 12 Landriault, David 11 Lefèvre, Claude 10 Fu, Ke’ang 10 Loisel, Stéphane 9 Hu, Xiang 8 Ahn, Jae Youn 8 Cheung, Eric C. K. 8 Genest, Christian 8 Mailhot, Mélina 8 Maume-Deschamps, Véronique 8 Yang, Hu 7 Guo, Junyi 7 Zhang, Lianzeng 7 Zhang, Zhimin 6 Chen, Mi 6 Mesfioui, Mhamed 6 Oh, Rosy 6 Shen, Xinmei 6 Vernic, Raluca 6 Wang, Dehui 6 Xie, Jiehua 6 Zou, Wei 5 Albrecher, Hansjörg 5 Li, Jinzhu 5 Lin, X. Sheldon 5 Marri, Fouad 5 Nešlehová, Johanna G. 5 Palmowski, Zbigniew 5 Puccetti, Giovanni 5 Rüschendorf, Ludger 5 Willmot, Gordon E. 4 Asmussen, Søren 4 Brazauskas, Vytaras 4 Cai, Jun 4 Chen, Yiqing 4 Côté, Marie-Pier 4 Dhaene, Jan 4 Furman, Edward 4 Gebizlioğlu, Ömer L. 4 Hofert, Marius 4 Kolev, Nikolai 4 Nadarajah, Saralees 4 Ortega, Eva-María 4 Robert, Christian-Yann 4 Sarabia, José María 4 Sendova, Kristina P. 4 Su, Jianxi 4 Tank, Fatih 4 Trufin, Julien 3 Badescu, Andrei L. 3 Biard, Romain 3 Blier-Wong, Christopher 3 Di Bernardino, Elena 3 Embrechts, Paul 3 Eryılmaz, Serkan N. 3 Gadoury, Simon-Pierre 3 Gaillardetz, Patrice 3 Gao, Jianwei 3 Goovaerts, Marc J. 3 Guillen, Montserrat 3 Hanbali, Hamza 3 Herrmann, Klaus 3 Huang, Rongtan 3 Jiang, Xiao 3 Kaas, Rob 3 Kang, Yao 3 Kim, Joseph Hyun Tae 3 Kortschak, Dominik 3 Laeven, Roger J. A. 3 Li, Xiaohu 3 Linders, Daniël 3 Mai, Jan-Frederik 3 Moutanabbir, Khouzeima 3 Mtalai, Itre 3 Picard, Philippe 3 Prieto, Faustino 3 Ragulina, Olena 3 Ratovomirija, Gildas 3 Rullière, Didier 3 Scherer, Matthias 3 Tang, Qihe 3 Valdez, Emiliano A. 3 Wang, Ruodu 3 Wu, Xueyuan 3 Yang, Jingping 3 Yang, Yang 3 Zhang, Yi 3 Zhou, Ming 3 Zitikis, Ričardas 2 Adékambi, Franck 2 Aissani, Djamil 2 Aleksandrov, Boris 2 Apaydın, Ayşen 2 Asimit, Alexandru V. 2 Avram, Florin ...and 511 more Authors all top 5 Cited in 101 Serials 136 Insurance Mathematics & Economics 41 Scandinavian Actuarial Journal 20 Communications in Statistics. Theory and Methods 20 Methodology and Computing in Applied Probability 20 ASTIN Bulletin 19 Journal of Computational and Applied Mathematics 13 Statistics & Probability Letters 12 North American Actuarial Journal 11 Journal of Multivariate Analysis 10 European Actuarial Journal 8 Journal of Applied Probability 7 Dependence Modeling 6 Journal of Inequalities and Applications 5 Acta Mathematicae Applicatae Sinica. English Series 5 Journal of the Korean Statistical Society 4 Statistics 4 Applied Mathematics. Series B (English Edition) 4 Probability in the Engineering and Informational Sciences 3 Advances in Applied Probability 3 Lithuanian Mathematical Journal 3 Applied Mathematics and Computation 3 Journal of Statistical Planning and Inference 3 Journal of Statistical Computation and Simulation 3 Computational Statistics and Data Analysis 3 Acta Mathematica Sinica. English Series 3 Applied Stochastic Models in Business and Industry 3 Stochastic Models 3 Journal of Industrial and Management Optimization 3 Modern Stochastics. Theory and Applications 2 Fuzzy Sets and Systems 2 Journal of Theoretical Probability 2 The Annals of Applied Probability 2 Finance and Stochastics 2 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics 2 Stochastics 2 Journal of Statistical Theory and Practice 2 Risk and Decision Analysis 2 Probability Surveys 2 İstatistik 2 Results in Applied Mathematics 1 The Canadian Journal of Statistics 1 Journal of Mathematical Analysis and Applications 1 Mathematical Methods in the Applied Sciences 1 Blätter (Deutsche Gesellschaft für Versicherungsmathematik) 1 International Statistical Review 1 Journal of the American Statistical Association 1 Journal of Mathematical Economics 1 Mathematics and Computers in Simulation 1 Naval Research Logistics 1 Operations Research 1 Siberian Mathematical Journal 1 Statistica 1 Theoretical Computer Science 1 Topology and its Applications 1 Stochastic Analysis and Applications 1 Acta Applicandae Mathematicae 1 Science in China. Series A 1 Japan Journal of Industrial and Applied Mathematics 1 Applications of Mathematics 1 Applied Mathematical Modelling 1 International Journal of Computer Mathematics 1 Stochastic Processes and their Applications 1 Indagationes Mathematicae. New Series 1 Test 1 Top 1 Opuscula Mathematica 1 Applied Mathematical Finance 1 Lifetime Data Analysis 1 Arab Journal of Mathematical Sciences 1 Journal of Nonparametric Statistics 1 Mathematical Problems in Engineering 1 European Series in Applied and Industrial Mathematics (ESAIM): Proceedings 1 Abstract and Applied Analysis 1 Studies in Nonlinear Dynamics and Econometrics 1 Wuhan University Journal of Natural Sciences (WUJNS) 1 Far East Journal of Theoretical Statistics 1 Informatica (Vilnius) 1 Discrete Dynamics in Nature and Society 1 Journal of Applied Statistics 1 Extremes 1 Stochastic Environmental Research and Risk Assessment 1 Econometric Theory 1 International Game Theory Review 1 Journal of Applied Mathematics 1 Comptes Rendus. Mathématique. Académie des Sciences, Paris 1 REVSTAT 1 Advances in Difference Equations 1 Electronic Journal of Statistics 1 Blätter der DGVFM (Deutsche Gesellschaft für Versicherungs- und Finanzmathematik) 1 Set-Valued and Variational Analysis 1 Science China. Mathematics 1 Operations Research and Decisions 1 Statistics & Risk Modeling 1 Arabian Journal of Mathematics 1 ISRN Probability and Statistics 1 SIAM/ASA Journal on Uncertainty Quantification 1 Journal of the Japan Statistical Society. Japanese Issue 1 Cogent Mathematics 1 AIMS Mathematics 1 Japanese Journal of Statistics and Data Science ...and 1 more Serials all top 5 Cited in 24 Fields 364 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 273 Statistics (62-XX) 221 Probability theory and stochastic processes (60-XX) 8 Numerical analysis (65-XX) 8 Operations research, mathematical programming (90-XX) 7 Integral equations (45-XX) 2 History and biography (01-XX) 2 Real functions (26-XX) 2 Partial differential equations (35-XX) 2 Functional analysis (46-XX) 2 Global analysis, analysis on manifolds (58-XX) 2 Systems theory; control (93-XX) 1 General and overarching topics; collections (00-XX) 1 Combinatorics (05-XX) 1 Potential theory (31-XX) 1 Harmonic analysis on Euclidean spaces (42-XX) 1 Integral transforms, operational calculus (44-XX) 1 Operator theory (47-XX) 1 Calculus of variations and optimal control; optimization (49-XX) 1 General topology (54-XX) 1 Manifolds and cell complexes (57-XX) 1 Computer science (68-XX) 1 Quantum theory (81-XX) 1 Geophysics (86-XX) Citations by Year