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Author ID: marceau.etienne Recent zbMATH articles by "Marceau, Étienne"
Published as: Marceau, Etienne; Marceau, Étienne; Marceau, E.; Marceau, É.
Homepage: https://www.act.ulaval.ca/departement-et-professeurs/professeurs-et-personnel/pr...
External Links: MGP · Google Scholar · ResearchGate

Publications by Year

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 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

Citations by Year