Edit Profile (opens in new tab) Shiu, Elias S. W. Co-Author Distance Author ID: shiu.elias-s-w Published as: Shiu, Elias S. W.; Shiu, E. S. W.; Shiu, Elias more...less Documents Indexed: 67 Publications since 1976 1 Contribution as Editor Reviewing Activity: 78 Reviews Co-Authors: 17 Co-Authors with 51 Joint Publications 650 Co-Co-Authors all top 5 Co-Authors 17 single-authored 45 Gerber, Hans U. 7 Yang, Hailiang 2 Smith, Nathaniel J. 1 Albrecher, Hansjörg 1 Avanzi, Benjamin 1 Beekman, John A. 1 Cheng, Shixue 1 Goovaerts, Marc J. 1 Huang, Ya-Chun 1 Kaas, Rob 1 Ko, Bangwon 1 Leung, Bartholomew P. K. 1 Pedersen, Hal W. 1 Sing, Fuk-Yum 1 Wei, Li 1 Xiong, Xiaoyi 1 Yang, Jun all top 5 Serials 26 North American Actuarial Journal 22 Insurance Mathematics & Economics 5 European Actuarial Journal 3 Scandinavian Actuarial Journal 1 Journal of Approximation Theory 1 Journal of Computational and Applied Mathematics 1 Michigan Mathematical Journal 1 Pacific Journal of Mathematics 1 Proceedings of the American Mathematical Society 1 Tôhoku Mathematical Journal. Second Series 1 Mitteilungen. Schweizerische Vereinigung der Versicherungsmathematiker (SVVM) 1 Mitteilungen. Schweizerische Aktuarvereinigung (SAV) 1 Mathematical Finance 1 Scandinavian Actuarial Journal 1 ASTIN Bulletin 1 Journal of Actuarial Practice all top 5 Fields 50 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 28 Probability theory and stochastic processes (60-XX) 22 Statistics (62-XX) 4 Operator theory (47-XX) 1 General and overarching topics; collections (00-XX) 1 Combinatorics (05-XX) 1 Difference and functional equations (39-XX) 1 Approximations and expansions (41-XX) 1 Integral transforms, operational calculus (44-XX) 1 Functional analysis (46-XX) 1 Operations research, mathematical programming (90-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 56 Publications have been cited 1,760 times in 1,121 Documents Cited by ▼ Year ▼ On the time value of ruin. With discussion and a reply by the authors. Zbl 1081.60550 Gerber, Hans U.; Shiu, Elias S. W. 418 1998 Optimal dividends: analysis with Brownian motion. Zbl 1085.62122 Gerber, Hans U.; Shiu, Elias S. W. 164 2004 The time value of ruin in a Sparre Andersen model. With discussion and a reply by the authors. Zbl 1085.62508 Gerber, Hans U.; Shiu, Elias S. W. 150 2005 The joint distribution of the time of ruin, the surplus immediately before ruin, and the deficit at ruin. Zbl 0894.90047 Gerber, Hans U.; Shiu, Elias S. W. 115 1997 Optimal dividends in the dual model. Zbl 1131.91026 Avanzi, Benjamin; Gerber, Hans U.; Shiu, Elias S. W. 104 2007 On optimal dividend strategies in the compound Poisson model. Zbl 1479.91323 Gerber, Hans U.; Shiu, Elias S. W. 73 2006 Actuarial bridges to dynamic hedging and option pricing. Zbl 0896.62112 Gerber, Hans U.; Shiu, Elias S. W. 61 1996 Discounted probabilities and ruin theory in the compound binomial model. Zbl 1013.91063 Cheng, Shixue; Gerber, Hans U.; Shiu, Elias S. W. 58 2000 The optimal dividend barrier in the gamma-omega model. Zbl 1219.91062 Albrecher, Hansjörg; Gerber, Hans U.; Shiu, Elias S. W. 53 2011 On optimal dividends: from reflection to refraction. Zbl 1089.91023 Gerber, Hans U.; Shiu, Elias S. W. 46 2006 Valuing equity-linked death benefits and other contingent options: a discounted density approach. Zbl 1284.91233 Gerber, Hans U.; Shiu, Elias S. W.; Yang, Hailiang 35 2012 Martingale approach to pricing perpetual American options on two stocks. Zbl 0919.90009 Gerber, Hans U.; Shiu, Elias S. W. 32 1996 Valuing equity-linked death benefits in jump diffusion models. Zbl 1290.91162 Gerber, Hans U.; Shiu, Elias S. W.; Yang, Hailiang 30 2013 The Omega model: from bankruptcy to occupation times in the red. Zbl 1256.91057 Gerber, Hans U.; Shiu, Elias S. W.; Yang, Hailiang 30 2012 From ruin theory to pricing reset guarantees and perpetual put options. Zbl 0939.91065 Gerber, Hans U.; Shiu, Elias S. W. 27 1999 Geometric Brownian motion models for assets and liabilities: from pension funding to optimal dividends. With discussion by X. Sheldon Lin, Marc Decamps and Marc Goovaerts and a reply by the authors. Zbl 1084.91517 Gerber, Hans U.; Shiu, Elias S. W. 26 2003 Pricing perpetual options for jump processes. With discussion by X. Sheldon Lin and Xiaolan Zhang and a reply by the authors. Zbl 1081.91528 Gerber, Hans U.; Shiu, Elias S. W. 25 1998 Maximizing dividends without bankruptcy. Zbl 1162.91375 Gerber, Hans U.; Shiu, Elias S. W.; Smith, Nathaniel 24 2006 Calculation of the probability of eventual ruin by Beekman’s convolution series. Zbl 0664.62112 Shiu, Elias S. W. 23 1988 Pricing lookback options and dynamic guarantees. With discussion by Griselda Deelstra. Zbl 1084.91507 Gerber, Hans U.; Shiu, Elias S. W. 23 2003 Pricing perpetual fund protection with withdrawal option (With discussion and a reply by the authors). Zbl 1084.60512 Gerber, Hans U.; Shiu, Elias S. W. 23 2003 Methods for estimating the optimal dividend barrier and the probability of ruin. Zbl 1141.91513 Gerber, Hans U.; Shiu, Elias S. W.; Smith, Nathaniel 23 2008 “Moments of the surplus before ruin and the deficit at ruin in the Erlang(2) risk process” by Y. Cheng and Q. Tang (discussion). Zbl 1084.60545 Gerber, Hans U.; Shiu, Elias S. W. 16 2003 “Moments of the surplus before ruin and the deficit at ruin in the Erlang(2) risk process” by Y. Cheng and Q. Tang (discussion). Zbl 1084.60546 Gerber, Hans U.; Shiu, Elias S. W. 16 2003 On the Fisher-Weil immunization theorem. Zbl 0633.62109 Shiu, Elias S. W. 14 1987 Immunization of multiple liabilities. Zbl 0666.62101 Shiu, Elias S. W. 14 1988 On Redington’s theory of immunization. Zbl 0721.62104 Shiu, Elias S. W. 14 1990 Investing for retirement: optimal capital growth and dynamic asset allocation. With discussion by Phelim P. Boyle and Gérard Pafumi and a reply by the authors. Zbl 1083.91517 Gerber, Hans U.; Shiu, Elias S. W. 13 2000 An elementary approach to discrete models of dividend strategies. Zbl 1231.91433 Gerber, Hans U.; Shiu, Elias S. W.; Yang, Hailiang 12 2010 Pricing maturity guarantee with dynamic withdrawal benefit. Zbl 1231.91437 Ko, Bangwon; Shiu, Elias S. W.; Wei, Li 11 2010 Geometric stopping of a random walk and its applications to valuing equity-linked death benefits. Zbl 1348.91269 Gerber, Hans U.; Shiu, Elias S. W.; Yang, Hailiang 9 2015 “Pricing dynamic investment fund protection,” Hans U. Gerber and Gérard Pafumi, April 2000. Zbl 1083.91542 Huang, Ya-Chun; Shiu, Elias S. W. 7 2001 On the merger of two companies. Zbl 1480.91306 Gerber, Hans U.; Shiu, Elias S. W. 7 2006 Convolution of uniform distributions and ruin probability. Zbl 0639.62090 Shiu, Elias S. W. 6 1987 Stochastic models for bond prices, function space integrals and immunization theory. Zbl 0685.62085 Beekman, John A.; Shiu, Elias S. W. 5 1988 Ruin probability by operational calculus. Zbl 0687.62089 Shiu, Elias S. W. 5 1989 A constraint-free approach to optimal reinsurance. Zbl 1418.91238 Gerber, Hans U.; Shiu, Elias S. W.; Yang, Hailiang 5 2019 “Application of coherent risk measures to capital requirements in insurance” by Philippe Artzner, April 1999 (Discussion). Zbl 1083.91553 Shiu, Elias S. W. 4 2000 Evaluation of the GIC rollover option. Zbl 0809.90029 Pedersen, Hal W.; Shiu, Elias S. W. 4 1994 “Asset allocation with hedge funds on the menu”, Phelim Boyle and Sun Siang Liew, October 2007. Zbl 1481.91194 Gerber, Hans U.; Shiu, Elias S. W. 4 2008 Steffensen’s poweroids. Zbl 0509.39008 Shiu, Elias S. W. 3 1982 Pricing financial contracts with indexed homogeneous payoff. Zbl 0816.90012 Gerber, Hans U.; Shiu, Elias S. W. 3 1994 Cyclically monotone linear operators. Zbl 0308.47005 Shiu, Elias S. W. 3 1976 Moments of two distributions in collective risk theory. Zbl 0373.62064 Shiu, Elias S. W. 3 1977 Authors’ reply: “On optimal dividend strategies in the compound Poisson model”. Zbl 1480.91206 Gerber, Hans U.; Shiu, Elias S. W. 3 2006 Growth of numerical ranges of powers of Hilbert space operators. Zbl 0339.47001 Shiu, Elias S. W. 2 1976 Indicator function and Hattendorff theorem. Zbl 1084.62529 Gerber, Hans U.; Leung, Bartholomew P. K.; Shiu, Elias S. W. 2 2003 Non-uniqueness of option prices. Zbl 0709.62504 Gerber, Hans U.; Shiu, Elias S. W. 2 1988 Numerical ranges of products and tensor products. Zbl 0383.47004 Shiu, Elias S. W. 2 1978 Crossing time of annuities with exponential payment rates. Zbl 1333.91027 Gerber, H. U.; Shiu, E. S. W.; Yang, H. 2 2009 From perpetual strangles to Russian options. Zbl 0822.60042 Gerber, Hans U.; Shiu, Elias S. W. 1 1994 “Enterprise risk and return management for financial institutions” by Mark Griffin and Rick Boomgaardt, April 1999 (Discussion). Zbl 1083.91554 Shiu, Elias S. W. 1 2000 Credibility theory and geometry. Zbl 1181.91105 Shiu, Elias S. W.; Sing, Fuk Yum 1 2004 Discussion on: “A general semi-Markov model for coupled lifetimes”. Zbl 1454.91187 Gerber, Hans U.; Shiu, Elias S. W. 1 2020 “On the Laplace transform of the aggregate discounted claims with Markovian arrivals”, Jiandong Ren, April 2008. Zbl 1481.91185 Shiu, Elias S. W. 1 2008 Discussion on “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 1483.91195 Gerber, Hans U.; Shiu, Elias S. W. 1 2009 Discussion on: “A general semi-Markov model for coupled lifetimes”. Zbl 1454.91187 Gerber, Hans U.; Shiu, Elias S. W. 1 2020 A constraint-free approach to optimal reinsurance. Zbl 1418.91238 Gerber, Hans U.; Shiu, Elias S. W.; Yang, Hailiang 5 2019 Geometric stopping of a random walk and its applications to valuing equity-linked death benefits. Zbl 1348.91269 Gerber, Hans U.; Shiu, Elias S. W.; Yang, Hailiang 9 2015 Valuing equity-linked death benefits in jump diffusion models. Zbl 1290.91162 Gerber, Hans U.; Shiu, Elias S. W.; Yang, Hailiang 30 2013 Valuing equity-linked death benefits and other contingent options: a discounted density approach. Zbl 1284.91233 Gerber, Hans U.; Shiu, Elias S. W.; Yang, Hailiang 35 2012 The Omega model: from bankruptcy to occupation times in the red. Zbl 1256.91057 Gerber, Hans U.; Shiu, Elias S. W.; Yang, Hailiang 30 2012 The optimal dividend barrier in the gamma-omega model. Zbl 1219.91062 Albrecher, Hansjörg; Gerber, Hans U.; Shiu, Elias S. W. 53 2011 An elementary approach to discrete models of dividend strategies. Zbl 1231.91433 Gerber, Hans U.; Shiu, Elias S. W.; Yang, Hailiang 12 2010 Pricing maturity guarantee with dynamic withdrawal benefit. Zbl 1231.91437 Ko, Bangwon; Shiu, Elias S. W.; Wei, Li 11 2010 Crossing time of annuities with exponential payment rates. Zbl 1333.91027 Gerber, H. U.; Shiu, E. S. W.; Yang, H. 2 2009 Discussion on “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 1483.91195 Gerber, Hans U.; Shiu, Elias S. W. 1 2009 Methods for estimating the optimal dividend barrier and the probability of ruin. Zbl 1141.91513 Gerber, Hans U.; Shiu, Elias S. W.; Smith, Nathaniel 23 2008 “Asset allocation with hedge funds on the menu”, Phelim Boyle and Sun Siang Liew, October 2007. Zbl 1481.91194 Gerber, Hans U.; Shiu, Elias S. W. 4 2008 “On the Laplace transform of the aggregate discounted claims with Markovian arrivals”, Jiandong Ren, April 2008. Zbl 1481.91185 Shiu, Elias S. W. 1 2008 Optimal dividends in the dual model. Zbl 1131.91026 Avanzi, Benjamin; Gerber, Hans U.; Shiu, Elias S. W. 104 2007 On optimal dividend strategies in the compound Poisson model. Zbl 1479.91323 Gerber, Hans U.; Shiu, Elias S. W. 73 2006 On optimal dividends: from reflection to refraction. Zbl 1089.91023 Gerber, Hans U.; Shiu, Elias S. W. 46 2006 Maximizing dividends without bankruptcy. Zbl 1162.91375 Gerber, Hans U.; Shiu, Elias S. W.; Smith, Nathaniel 24 2006 On the merger of two companies. Zbl 1480.91306 Gerber, Hans U.; Shiu, Elias S. W. 7 2006 Authors’ reply: “On optimal dividend strategies in the compound Poisson model”. Zbl 1480.91206 Gerber, Hans U.; Shiu, Elias S. W. 3 2006 The time value of ruin in a Sparre Andersen model. With discussion and a reply by the authors. Zbl 1085.62508 Gerber, Hans U.; Shiu, Elias S. W. 150 2005 Optimal dividends: analysis with Brownian motion. Zbl 1085.62122 Gerber, Hans U.; Shiu, Elias S. W. 164 2004 Credibility theory and geometry. Zbl 1181.91105 Shiu, Elias S. W.; Sing, Fuk Yum 1 2004 Geometric Brownian motion models for assets and liabilities: from pension funding to optimal dividends. With discussion by X. Sheldon Lin, Marc Decamps and Marc Goovaerts and a reply by the authors. Zbl 1084.91517 Gerber, Hans U.; Shiu, Elias S. W. 26 2003 Pricing lookback options and dynamic guarantees. With discussion by Griselda Deelstra. Zbl 1084.91507 Gerber, Hans U.; Shiu, Elias S. W. 23 2003 Pricing perpetual fund protection with withdrawal option (With discussion and a reply by the authors). Zbl 1084.60512 Gerber, Hans U.; Shiu, Elias S. W. 23 2003 “Moments of the surplus before ruin and the deficit at ruin in the Erlang(2) risk process” by Y. Cheng and Q. Tang (discussion). Zbl 1084.60545 Gerber, Hans U.; Shiu, Elias S. W. 16 2003 “Moments of the surplus before ruin and the deficit at ruin in the Erlang(2) risk process” by Y. Cheng and Q. Tang (discussion). Zbl 1084.60546 Gerber, Hans U.; Shiu, Elias S. W. 16 2003 Indicator function and Hattendorff theorem. Zbl 1084.62529 Gerber, Hans U.; Leung, Bartholomew P. K.; Shiu, Elias S. W. 2 2003 “Pricing dynamic investment fund protection,” Hans U. Gerber and Gérard Pafumi, April 2000. Zbl 1083.91542 Huang, Ya-Chun; Shiu, Elias S. W. 7 2001 Discounted probabilities and ruin theory in the compound binomial model. Zbl 1013.91063 Cheng, Shixue; Gerber, Hans U.; Shiu, Elias S. W. 58 2000 Investing for retirement: optimal capital growth and dynamic asset allocation. With discussion by Phelim P. Boyle and Gérard Pafumi and a reply by the authors. Zbl 1083.91517 Gerber, Hans U.; Shiu, Elias S. W. 13 2000 “Application of coherent risk measures to capital requirements in insurance” by Philippe Artzner, April 1999 (Discussion). Zbl 1083.91553 Shiu, Elias S. W. 4 2000 “Enterprise risk and return management for financial institutions” by Mark Griffin and Rick Boomgaardt, April 1999 (Discussion). Zbl 1083.91554 Shiu, Elias S. W. 1 2000 From ruin theory to pricing reset guarantees and perpetual put options. Zbl 0939.91065 Gerber, Hans U.; Shiu, Elias S. W. 27 1999 On the time value of ruin. With discussion and a reply by the authors. Zbl 1081.60550 Gerber, Hans U.; Shiu, Elias S. W. 418 1998 Pricing perpetual options for jump processes. With discussion by X. Sheldon Lin and Xiaolan Zhang and a reply by the authors. Zbl 1081.91528 Gerber, Hans U.; Shiu, Elias S. W. 25 1998 The joint distribution of the time of ruin, the surplus immediately before ruin, and the deficit at ruin. Zbl 0894.90047 Gerber, Hans U.; Shiu, Elias S. W. 115 1997 Actuarial bridges to dynamic hedging and option pricing. Zbl 0896.62112 Gerber, Hans U.; Shiu, Elias S. W. 61 1996 Martingale approach to pricing perpetual American options on two stocks. Zbl 0919.90009 Gerber, Hans U.; Shiu, Elias S. W. 32 1996 Evaluation of the GIC rollover option. Zbl 0809.90029 Pedersen, Hal W.; Shiu, Elias S. W. 4 1994 Pricing financial contracts with indexed homogeneous payoff. Zbl 0816.90012 Gerber, Hans U.; Shiu, Elias S. W. 3 1994 From perpetual strangles to Russian options. Zbl 0822.60042 Gerber, Hans U.; Shiu, Elias S. W. 1 1994 On Redington’s theory of immunization. Zbl 0721.62104 Shiu, Elias S. W. 14 1990 Ruin probability by operational calculus. Zbl 0687.62089 Shiu, Elias S. W. 5 1989 Calculation of the probability of eventual ruin by Beekman’s convolution series. Zbl 0664.62112 Shiu, Elias S. W. 23 1988 Immunization of multiple liabilities. Zbl 0666.62101 Shiu, Elias S. W. 14 1988 Stochastic models for bond prices, function space integrals and immunization theory. Zbl 0685.62085 Beekman, John A.; Shiu, Elias S. W. 5 1988 Non-uniqueness of option prices. Zbl 0709.62504 Gerber, Hans U.; Shiu, Elias S. W. 2 1988 On the Fisher-Weil immunization theorem. Zbl 0633.62109 Shiu, Elias S. W. 14 1987 Convolution of uniform distributions and ruin probability. Zbl 0639.62090 Shiu, Elias S. W. 6 1987 Steffensen’s poweroids. Zbl 0509.39008 Shiu, Elias S. W. 3 1982 Numerical ranges of products and tensor products. Zbl 0383.47004 Shiu, Elias S. W. 2 1978 Moments of two distributions in collective risk theory. Zbl 0373.62064 Shiu, Elias S. W. 3 1977 Cyclically monotone linear operators. Zbl 0308.47005 Shiu, Elias S. W. 3 1976 Growth of numerical ranges of powers of Hilbert space operators. Zbl 0339.47001 Shiu, Elias S. W. 2 1976 all cited Publications top 5 cited Publications all top 5 Cited by 989 Authors 54 Zhang, Zhimin 47 Yang, Hailiang 39 Gerber, Hans U. 39 Shiu, Elias S. W. 38 Li, Shuanming 33 Willmot, Gordon E. 31 Landriault, David 29 Yin, Chuancun 28 Albrecher, Hansjörg 25 Wu, Rong 23 Cheung, Eric C. K. 19 Jin, Zhuo 18 Yang, Hu 17 Sendova, Kristina P. 17 Zhou, Xiaowen 16 Palmowski, Zbigniew 16 Woo, Jae-Kyung 15 Lu, Yi 14 Dickson, David C. M. 14 Siu, Tak Kuen 14 Wang, Guojing 14 Wang, Rongming 14 Yuen, Kam Chuen 13 Avanzi, Benjamin 13 Feng, Runhuan 13 Hu, Yijun 13 Lin, X. Sheldon 13 Zhang, Chunsheng 12 Badescu, Andrei L. 12 Frostig, Esther 12 Tsai, Cary Chi-Liang 11 Dong, Yinghui 11 Guo, Junyi 11 Lefèvre, Claude 11 Wong, Bernard 10 Tan, Jiyang 10 Wang, Wenyuan 10 Yang, Xiangqun 10 Yu, Wenguang 9 Bao, Zhenhua 9 Boxma, Onno Johan 9 Renaud, Jean-François 9 Zhou, Ming 8 Chen, Ping 8 Czarna, Irmina 8 Kyprianou, Andreas E. 8 Li, Zhongfei 8 Yao, Dingjun 8 Young, Virginia R. 8 Zhao, Yongxia 7 Avram, Florin 7 Azcue, Pablo 7 Breuer, Lothar 7 Cai, Jun 7 Goovaerts, Marc J. 7 Grigutis, Andrius 7 He, Jingmin 7 Liu, Zaiming 7 Marceau, Étienne 7 Muler, Nora E. 7 Qian, Linyi 7 Schmidli, Hanspeter 7 Shi, Tianxiang 7 Šiaulys, Jonas 7 Xie, Jiehua 7 Xu, Lin 7 Yamazaki, Kazutoshi 7 Zeng, Yan 7 Zou, Wei 6 Chen, Mi 6 Constantinescu, Corina D. 6 Dong, Hua 6 Drekic, Steve 6 Lee, Hangsuck 6 Liu, Guoxin 6 Meng, Hui 6 Morales, Manuel 6 Ng, Andrew Cheuk-Yin 6 Ren, Jiandong 6 Shimizu, Yasutaka 6 Su, Wen 6 Thonhauser, Stefan 6 Wang, Wei 6 Wei, Li 6 Wen, Yuzhen 6 Xie, Jiayi 6 Zhou, Jieming 5 Bayraktar, Erhan 5 Chen, Shumin 5 Cossette, Hélène 5 Egídio dos Reis, Alfredo D. 5 Gajek, Lesław 5 Gan, Guojun 5 Huang, Yujuan 5 Ivanovs, Jevgeņijs 5 Ji, Lanpeng 5 Jiang, Wuyuan 5 Liang, Zhibin 5 Ming, Ruixing 5 Papaioannou, Apostolos D. ...and 889 more Authors all top 5 Cited in 148 Serials 273 Insurance Mathematics & Economics 86 North American Actuarial Journal 74 Scandinavian Actuarial Journal 53 Journal of Computational and Applied Mathematics 36 Statistics & Probability Letters 34 Communications in Statistics. Theory and Methods 29 Methodology and Computing in Applied Probability 26 Applied Mathematics and Computation 24 Journal of Applied Probability 22 Journal of Industrial and Management Optimization 21 Acta Mathematicae Applicatae Sinica. English Series 21 European Actuarial Journal 19 Stochastic Models 19 ASTIN Bulletin 18 Advances in Applied Probability 15 Applied Stochastic Models in Business and Industry 13 European Journal of Operational Research 12 Stochastic Processes and their Applications 11 Applied Mathematics. Series B (English Edition) 10 The Annals of Applied Probability 10 Finance and Stochastics 10 Journal of the Korean Statistical Society 9 Journal of Optimization Theory and Applications 9 Frontiers of Mathematics in China 8 Acta Mathematica Sinica. English Series 7 Mathematical Problems in Engineering 7 Abstract and Applied Analysis 7 Mathematical Methods of Operations Research 7 Probability in the Engineering and Informational Sciences 7 Modern Stochastics. Theory and Applications 6 Lithuanian Mathematical Journal 6 Journal of Systems Science and Complexity 5 Scandinavian Actuarial Journal 5 Stochastic Analysis and Applications 5 Annals of Operations Research 5 Applied Mathematical Finance 5 Quantitative Finance 4 Journal of Mathematical Analysis and Applications 4 Blätter (Deutsche Gesellschaft für Versicherungsmathematik) 4 SIAM Journal on Control and Optimization 4 Journal of Economic Dynamics & Control 4 Mathematical and Computer Modelling 4 Queueing Systems 4 Mathematical Finance 4 Discrete Dynamics in Nature and Society 4 International Journal of Theoretical and Applied Finance 4 Advances in Difference Equations 4 Stochastics 4 SIAM Journal on Financial Mathematics 3 Moscow University Mathematics Bulletin 3 Theory of Probability and its Applications 3 Applied Mathematics and Optimization 3 Probability and Mathematical Statistics 3 Communications in Statistics. Simulation and Computation 3 Journal of Applied Mathematics 3 Blätter der DGVFM (Deutsche Gesellschaft für Versicherungs- und Finanzmathematik) 3 Mathematical Control and Related Fields 2 Ukrainian Mathematical Journal 2 Automatica 2 Mathematics of Operations Research 2 Operations Research Letters 2 Bulletin of the Iranian Mathematical Society 2 Cybernetics and Systems Analysis 2 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics 2 Fractional Calculus & Applied Analysis 2 Lobachevskii Journal of Mathematics 2 Journal of Applied Mathematics and Computing 2 Journal of Statistical Theory and Practice 2 Electronic Journal of Statistics 2 International Journal of Stochastic Analysis 2 Annals of Finance 2 Dependence Modeling 1 Biological Cybernetics 1 Computers & Mathematics with Applications 1 International Journal of Control 1 Indian Journal of Pure & Applied Mathematics 1 Israel Journal of Mathematics 1 Mathematical Methods in the Applied Sciences 1 Periodica Mathematica Hungarica 1 Canadian Mathematical Bulletin 1 Integral Equations and Operator Theory 1 Journal of Econometrics 1 Journal of Statistical Planning and Inference 1 Naval Research Logistics 1 Operations Research 1 Opsearch 1 Results in Mathematics 1 Tôhoku Mathematical Journal. Second Series 1 Moscow University Computational Mathematics and Cybernetics 1 Journal of Information & Optimization Sciences 1 Applied Mathematics and Mechanics. (English Edition) 1 Chinese Annals of Mathematics. Series B 1 Optimization 1 Chinese Journal of Applied Probability and Statistics 1 Journal of Theoretical Probability 1 Journal of Applied Mathematics and Stochastic Analysis 1 Computational Mathematics and Modeling 1 Computational Mathematics and Mathematical Physics 1 Applied Mathematical Modelling 1 International Journal of Computer Mathematics ...and 48 more Serials all top 5 Cited in 24 Fields 992 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 663 Probability theory and stochastic processes (60-XX) 257 Statistics (62-XX) 132 Systems theory; control (93-XX) 39 Calculus of variations and optimal control; optimization (49-XX) 35 Integral equations (45-XX) 35 Operations research, mathematical programming (90-XX) 24 Numerical analysis (65-XX) 19 Integral transforms, operational calculus (44-XX) 15 Partial differential equations (35-XX) 9 Operator theory (47-XX) 4 Computer science (68-XX) 3 Real functions (26-XX) 2 Field theory and polynomials (12-XX) 2 Linear and multilinear algebra; matrix theory (15-XX) 2 Ordinary differential equations (34-XX) 2 Approximations and expansions (41-XX) 2 Biology and other natural sciences (92-XX) 1 Combinatorics (05-XX) 1 Topological groups, Lie groups (22-XX) 1 Measure and integration (28-XX) 1 Harmonic analysis on Euclidean spaces (42-XX) 1 Statistical mechanics, structure of matter (82-XX) 1 Mathematics education (97-XX) Citations by Year