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Author ID: taksar.michael-i Recent zbMATH articles by "Taksar, Michael I."
Published as: Taksar, Michael; Taksar, M. I.; Taksar, Michael I.; Taksar, M.
Documents Indexed: 95 Publications since 1968, including 1 Book
Biographic References: 1 Publication
Co-Authors: 53 Co-Authors with 75 Joint Publications
1,297 Co-Co-Authors

Publications by Year

Citations contained in zbMATH Open

76 Publications have been cited 1,764 times in 961 Documents Cited by Year
Controlled diffusion models for optimal dividend pay-out. Zbl 1065.91529
Asmussen, Søren; Taksar, Michael
213
1997
Optimal risk control and dividend distribution policies. Example of excess-of loss reinsurance for an insurance corporation. Zbl 0958.91026
Asmussen, Søren; Højgaard, Bjarne; Taksar, Michael
121
2000
Controlling risk exposure and dividends payout schemes: Insurance company example. Zbl 0999.91052
Højgaard, Bjarne; Taksar, Michael
106
1999
Optimal risk and dividend distribution control models for an insurance company. Zbl 0947.91043
Taksar, Michael I.
89
2000
Regenerative analysis and steady state distributions for Markov chains. Zbl 0576.60083
Grassmann, Winfried K.; Taksar, Michael I.; Heyman, Daniel P.
76
1985
Instantaneous control of Brownian motion. Zbl 0523.93068
Harrison, J. Michael; Taksar, Michael I.
71
1983
Optimal dynamic reinsurance policies for large insurance portfolios. Zbl 1066.91052
Taksar, Michael I.; Markussen, Charlotte
70
2003
Optimal proportional reinsurance policies for diffusion models. Zbl 1075.91559
Højgaard, B.; Taksar, M.
69
1998
A diffusion model for optimal dividend distribution for a company with constraints on risk control. Zbl 1084.91047
Choulli, Tahir; Taksar, Michael; Zhou, Xun Yu
65
2003
Classical and impulse stochastic control for the optimization of the dividend and risk policies of an insurance firm. Zbl 1136.91473
Cadenillas, Abel; Choulli, Tahir; Taksar, Michael; Zhang, Lei
64
2006
On reinsurance and investment for large insurance portfolios. Zbl 1141.91532
Luo, Shangzhen; Taksar, Michael; Tsoi, Allanus
61
2008
A diffusion model for optimal portfolio selection in the presence of brokerage fees. Zbl 0850.93886
Taksar, Michael; Klass, Michael J.; Assaf, David
47
1988
Optimal risk and dividend control for a company with a debt liability. Zbl 0907.90101
Taksar, Michael I.; Zhou, Xun Yu
44
1998
Optimal financing of a corporation subject to random returns. Zbl 1048.91068
Sethi, Suresh P.; Taksar, Michael I.
39
2002
Optimal proportional reinsurance policies for diffusion models with transaction costs. Zbl 1093.91518
Højgaard, Bjarne; Taksar, Michael
38
1998
Optimal risk control for a large corporation in the presence of returns on investments. Zbl 1049.93090
Højgaard, Bjarne; Taksar, Michael
36
2001
A stochastic volatility model and optimal portfolio selection. Zbl 1286.91130
Zeng, Xudong; Taksar, Michael
30
2013
Dynamic optimization of long-term growth rate for a portfolio with transaction costs and logarithmic utility. Zbl 1055.91016
Akian, Marianne; Sulem, Agnès; Taksar, Michael I.
27
2001
Optimal non-proportional reinsurance control. Zbl 1231.91199
Hipp, Christian; Taksar, Michael
27
2010
Optimal dynamic portfolio selection for a corporation with controllable risk and dividend distribution policy. Zbl 1405.91558
Højgaard, Bjarne; Taksar, Michael
22
2004
Average optimal singular control and a related stopping problem. Zbl 0562.93083
Taksar, M. I.
21
1985
Optimal non-proportional reinsurance control and stochastic differential games. Zbl 1218.91064
Taksar, Michael; Zeng, Xudong
21
2011
Optimal correction problem of a multidimensional stochastic system. Zbl 0685.93079
Menaldi, J. L.; Taksar, M. I.
20
1989
Stochastic control for optimal new business. Zbl 1103.91366
Hipp, Christian; Taksar, Michael
20
2000
Excess-of-loss reinsurance for a company with debt liability and constraints on risk reduction. Zbl 1405.91251
Choulli, T.; Taksar, M.; Zhou, X. Y.
20
2001
The linear programming approach to deterministic optimal control problems. Zbl 0871.49005
Hernández-Hernández, D.; Hernández-Lerma, O.; Taksar, M.
18
1996
Explicit solution of a general consumption/portfolio problem with subsistence consumption and bankruptcy. Zbl 0762.90005
Sethi, Suresh P.; Taksar, Michael I.; Presman, Ernst L.
18
1992
Inventory models with Markovian demands and cost functions of polynomial growth. Zbl 0908.90108
Beyer, D.; Sethi, S. P.; Taksar, M.
17
1998
Asset pricing and hedging in financial markets with transaction costs: an approach based on the von Neumann-Gale model. Zbl 1233.91117
Dempster, M. A. H.; Evstigneev, I. V.; Taksar, M. I.
17
2006
Optimal production planning in a stochastic manufacturing system with long-run average cost. Zbl 0886.90084
Sethi, S. P.; Suo, W.; Taksar, M. I.; Zhang, Q.
16
1997
Diffusion approximation for \(GI/G/1\) controlled queues. Zbl 0760.60087
Krichagina, E. V.; Taksar, M. I.
16
1992
Markovian demand inventory models. Zbl 1222.90001
Beyer, Dirk; Cheng, Feng; Sethi, Suresh P.; Taksar, Michael
14
2010
On absolute ruin minimization under a diffusion approximation model. Zbl 1233.91151
Luo, Shangzhen; Taksar, Michael
14
2011
On the fundamental theorem of asset pricing: random constraints and bang-bang no-arbitrage criteria. Zbl 1137.91443
Evstigneev, Igor V.; Schürger, Klaus; Taksar, Michael I.
13
2004
Dependence of the optimal risk control decisions on the terminal value for a financial corporation. Zbl 1035.91039
Taksar, Michael I.
13
2000
A note on Merton’s “Optimum consumption and portfolio rules in a continuous-time model”. Zbl 0657.90028
Sethi, Suresh P.; Taksar, Michael
12
1988
Optimal production planning in a multi-product stochastic manufacturing system with long-run average cost. Zbl 0907.90179
Sethi, S. P.; Suo, W.; Taksar, M. I.; Yan, H.
12
1998
Infinite-dimensional linear programming approach to singular stochastic control. Zbl 0880.93060
Taksar, Michael I.
11
1997
A dynamic stochastic stock-cutting problem. Zbl 0987.90008
Krichagina, Elena V.; Rubio, Rodrigo; Taksar, Michael I.; Wein, Lawrence M.
11
1998
Optimal constrained investment in the Cramer-Lundberg model. Zbl 1401.91099
Belkina, Tatiana; Hipp, Christian; Luo, Shangzhen; Taksar, Michael
10
2014
The influence of bankruptcy value on optimal risk control for diffusion models with proportional reinsurance. Zbl 1141.91467
Taksar, Michael; Hunderup, Christine Loft
8
2007
An asymptotic analysis of hierarchical control of manufacturing systems under uncertainty. Zbl 0742.90037
Lehoczky, John; Sethi, Suresh P.; Soner, H. M.; Taksar, Michael I.
8
1991
Singular ergodic control for multidimensional Gaussian processes. Zbl 0745.93071
Menaldi, J. L.; Robin, M.; Taksar, M. I.
8
1992
Infinite-horizon investment consumption model with a nonterminal bankruptcy. Zbl 0795.90003
Sethi, S.; Taksar, M.
8
1992
Stationary regenerative sets and subordinators. Zbl 0655.60061
Fitzsimmons, P. J.; Taksar, Michael
7
1988
Equilibrium states of random economies with locally interacting agents and solutions to stochastic variational inequalities in \(\langle L_1,L_{\infty}\rangle\). Zbl 1011.91023
Evstigneev, I. V.; Taksar, M. I.
7
2002
Stochastic equilibria on graphs, I. Zbl 0823.90014
Evstigneev, I.; Taksar, M.
7
1994
Regenerative sets on real line. Zbl 0435.60014
Taksar, M. I.
6
1980
Stochastic equilibria on graphs. II. Zbl 0833.90026
Evstigneev, I. V.; Taksar, M.
6
1995
Portfolio size as function of the premium: modelling and optimization. Zbl 1292.91088
Asmussen, Søren; Christensen, Bent Jesper; Taksar, Michael
5
2013
Dynkin games via Dirichlet forms and singular control of one-dimensional diffusions. Zbl 1028.31006
Fukushima, Masatoshi; Taksar, Michael
5
2002
Rapid growth paths in convex-valued random dynamical systems. Zbl 1038.60063
Evstigneev, Igor V.; Taksar, Michael I.
5
2001
Interplay between dividend rate and business constraints for a financial corporation. Zbl 1084.91048
Choulli, Tahir; Taksar, Michael; Zhou, Xun Yu
4
2004
Optimal terminal wealth under partial information: both the drift and the volatility driven by a discrete-time Markov chain. Zbl 1140.93042
Taksar, Michael; Zeng, Xudong
4
2007
Dynamic interaction models of economic equilibrium. Zbl 1170.91441
Evstigneev, Igor; Taksar, Michael
4
2009
First hitting time of curvilinear boundary by Wiener process. Zbl 0502.60063
Taksar, M. I.
3
1982
Minimal cost of a Brownian risk without ruin. Zbl 1285.91062
Luo, Shangzhen; Taksar, Michael
3
2012
Rapid paths in von Neumann-Gale dynamical systems. Zbl 1170.37026
Bahsoun, Wael; Evstigneev, Igor V.; Taksar, Michael I.
3
2008
Diffusion approximation and optimal stochastic control. Zbl 0974.60066
Liptser, R.; Runggaldier, W. J.; Taksar, M.
3
1999
Skorohod problems with nonsmooth boundary conditions. Zbl 0753.60072
Taksar, M. I.
3
1992
Production control in a failure-prone manufactoring system: Diffusion approximation and asymptotic optimality. Zbl 0804.90067
Krichagina, Elena V.; Lou, Sheldon X. C.; Sethi, Suresh P.; Taksar, Michael I.
3
1993
Deterministic approximation for stochastic control problems. Zbl 0867.93085
Liptser, R. Sh.; Runggaldier, W. J.; Taksar, M.
3
1996
Deterministic equivalent for a continuous linear-convex stochastic control problem. Zbl 0687.93081
Sethi, S.; Taksar, M. I.
2
1990
Storage model with discontinuous holding cost. Zbl 0561.93065
Taksar, Michael I.
2
1984
Robust output feedback control for linear stochastic systems in continuous time with time-varying parameters. Zbl 0957.93037
Taksar, M. I.; Poznyak, A. S.; Iparraguirre, A.
2
1998
Optimal production and setup scheduling: A one-machine, two-product system. Zbl 0990.90032
Yang, Jun; Yan, Houmina; Taksar, M. I.
2
2000
Excess-of-loss reinsurance under taxes and fixed costs. Zbl 1229.91158
Choulli, Tahir; Taksar, Michael
2
2010
Optimality in probability and almost surely. The general scheme and a linear regulator problem. Zbl 0779.60041
Presman, E.; Rotar, V.; Taksar, M.
2
1993
Double band policy for stochastic manufacturing systems in heavy traffic. Zbl 0821.90061
Krichagina, Elena V.; Lou, Sheldon X. C.; Taksar, Michael I.
2
1994
A heavy-traffic limit for the cycle counting process in \(G/G/1\), optional interruptions and elastic screen Brownian motion. Zbl 0794.60098
Kella, Offer; Taksar, Michael I.
2
1994
Optimal price and income regulation under uncertainty in the model with one producer. Zbl 0611.90031
Taksar, Michael I.
1
1986
Stationary Markov sets. Zbl 0629.60086
Taksar, M. I.
1
1987
A formula for wanderings of a regular Markov process. Zbl 0372.60099
Taksar, M. I.
1
1976
Subprocesses of stationary Markov processes. Zbl 0447.60056
Taksar, M. I.
1
1981
On maximizing CRRA utility in regime switching markets with random endowment. Zbl 1202.93155
Taksar, Michael; Zeng, Xudong
1
2010
Hierarchical investment and production decisions in stochastic manufacturing systems. Zbl 0788.90035
Sethi, S. P.; Taksar, M.; Zhang, Q.
1
1992
Optimal constrained investment in the Cramer-Lundberg model. Zbl 1401.91099
Belkina, Tatiana; Hipp, Christian; Luo, Shangzhen; Taksar, Michael
10
2014
A stochastic volatility model and optimal portfolio selection. Zbl 1286.91130
Zeng, Xudong; Taksar, Michael
30
2013
Portfolio size as function of the premium: modelling and optimization. Zbl 1292.91088
Asmussen, Søren; Christensen, Bent Jesper; Taksar, Michael
5
2013
Minimal cost of a Brownian risk without ruin. Zbl 1285.91062
Luo, Shangzhen; Taksar, Michael
3
2012
Optimal non-proportional reinsurance control and stochastic differential games. Zbl 1218.91064
Taksar, Michael; Zeng, Xudong
21
2011
On absolute ruin minimization under a diffusion approximation model. Zbl 1233.91151
Luo, Shangzhen; Taksar, Michael
14
2011
Optimal non-proportional reinsurance control. Zbl 1231.91199
Hipp, Christian; Taksar, Michael
27
2010
Markovian demand inventory models. Zbl 1222.90001
Beyer, Dirk; Cheng, Feng; Sethi, Suresh P.; Taksar, Michael
14
2010
Excess-of-loss reinsurance under taxes and fixed costs. Zbl 1229.91158
Choulli, Tahir; Taksar, Michael
2
2010
On maximizing CRRA utility in regime switching markets with random endowment. Zbl 1202.93155
Taksar, Michael; Zeng, Xudong
1
2010
Dynamic interaction models of economic equilibrium. Zbl 1170.91441
Evstigneev, Igor; Taksar, Michael
4
2009
On reinsurance and investment for large insurance portfolios. Zbl 1141.91532
Luo, Shangzhen; Taksar, Michael; Tsoi, Allanus
61
2008
Rapid paths in von Neumann-Gale dynamical systems. Zbl 1170.37026
Bahsoun, Wael; Evstigneev, Igor V.; Taksar, Michael I.
3
2008
The influence of bankruptcy value on optimal risk control for diffusion models with proportional reinsurance. Zbl 1141.91467
Taksar, Michael; Hunderup, Christine Loft
8
2007
Optimal terminal wealth under partial information: both the drift and the volatility driven by a discrete-time Markov chain. Zbl 1140.93042
Taksar, Michael; Zeng, Xudong
4
2007
Classical and impulse stochastic control for the optimization of the dividend and risk policies of an insurance firm. Zbl 1136.91473
Cadenillas, Abel; Choulli, Tahir; Taksar, Michael; Zhang, Lei
64
2006
Asset pricing and hedging in financial markets with transaction costs: an approach based on the von Neumann-Gale model. Zbl 1233.91117
Dempster, M. A. H.; Evstigneev, I. V.; Taksar, M. I.
17
2006
Optimal dynamic portfolio selection for a corporation with controllable risk and dividend distribution policy. Zbl 1405.91558
Højgaard, Bjarne; Taksar, Michael
22
2004
On the fundamental theorem of asset pricing: random constraints and bang-bang no-arbitrage criteria. Zbl 1137.91443
Evstigneev, Igor V.; Schürger, Klaus; Taksar, Michael I.
13
2004
Interplay between dividend rate and business constraints for a financial corporation. Zbl 1084.91048
Choulli, Tahir; Taksar, Michael; Zhou, Xun Yu
4
2004
Optimal dynamic reinsurance policies for large insurance portfolios. Zbl 1066.91052
Taksar, Michael I.; Markussen, Charlotte
70
2003
A diffusion model for optimal dividend distribution for a company with constraints on risk control. Zbl 1084.91047
Choulli, Tahir; Taksar, Michael; Zhou, Xun Yu
65
2003
Optimal financing of a corporation subject to random returns. Zbl 1048.91068
Sethi, Suresh P.; Taksar, Michael I.
39
2002
Equilibrium states of random economies with locally interacting agents and solutions to stochastic variational inequalities in \(\langle L_1,L_{\infty}\rangle\). Zbl 1011.91023
Evstigneev, I. V.; Taksar, M. I.
7
2002
Dynkin games via Dirichlet forms and singular control of one-dimensional diffusions. Zbl 1028.31006
Fukushima, Masatoshi; Taksar, Michael
5
2002
Optimal risk control for a large corporation in the presence of returns on investments. Zbl 1049.93090
Højgaard, Bjarne; Taksar, Michael
36
2001
Dynamic optimization of long-term growth rate for a portfolio with transaction costs and logarithmic utility. Zbl 1055.91016
Akian, Marianne; Sulem, Agnès; Taksar, Michael I.
27
2001
Excess-of-loss reinsurance for a company with debt liability and constraints on risk reduction. Zbl 1405.91251
Choulli, T.; Taksar, M.; Zhou, X. Y.
20
2001
Rapid growth paths in convex-valued random dynamical systems. Zbl 1038.60063
Evstigneev, Igor V.; Taksar, Michael I.
5
2001
Optimal risk control and dividend distribution policies. Example of excess-of loss reinsurance for an insurance corporation. Zbl 0958.91026
Asmussen, Søren; Højgaard, Bjarne; Taksar, Michael
121
2000
Optimal risk and dividend distribution control models for an insurance company. Zbl 0947.91043
Taksar, Michael I.
89
2000
Stochastic control for optimal new business. Zbl 1103.91366
Hipp, Christian; Taksar, Michael
20
2000
Dependence of the optimal risk control decisions on the terminal value for a financial corporation. Zbl 1035.91039
Taksar, Michael I.
13
2000
Optimal production and setup scheduling: A one-machine, two-product system. Zbl 0990.90032
Yang, Jun; Yan, Houmina; Taksar, M. I.
2
2000
Controlling risk exposure and dividends payout schemes: Insurance company example. Zbl 0999.91052
Højgaard, Bjarne; Taksar, Michael
106
1999
Diffusion approximation and optimal stochastic control. Zbl 0974.60066
Liptser, R.; Runggaldier, W. J.; Taksar, M.
3
1999
Optimal proportional reinsurance policies for diffusion models. Zbl 1075.91559
Højgaard, B.; Taksar, M.
69
1998
Optimal risk and dividend control for a company with a debt liability. Zbl 0907.90101
Taksar, Michael I.; Zhou, Xun Yu
44
1998
Optimal proportional reinsurance policies for diffusion models with transaction costs. Zbl 1093.91518
Højgaard, Bjarne; Taksar, Michael
38
1998
Inventory models with Markovian demands and cost functions of polynomial growth. Zbl 0908.90108
Beyer, D.; Sethi, S. P.; Taksar, M.
17
1998
Optimal production planning in a multi-product stochastic manufacturing system with long-run average cost. Zbl 0907.90179
Sethi, S. P.; Suo, W.; Taksar, M. I.; Yan, H.
12
1998
A dynamic stochastic stock-cutting problem. Zbl 0987.90008
Krichagina, Elena V.; Rubio, Rodrigo; Taksar, Michael I.; Wein, Lawrence M.
11
1998
Robust output feedback control for linear stochastic systems in continuous time with time-varying parameters. Zbl 0957.93037
Taksar, M. I.; Poznyak, A. S.; Iparraguirre, A.
2
1998
Controlled diffusion models for optimal dividend pay-out. Zbl 1065.91529
Asmussen, Søren; Taksar, Michael
213
1997
Optimal production planning in a stochastic manufacturing system with long-run average cost. Zbl 0886.90084
Sethi, S. P.; Suo, W.; Taksar, M. I.; Zhang, Q.
16
1997
Infinite-dimensional linear programming approach to singular stochastic control. Zbl 0880.93060
Taksar, Michael I.
11
1997
The linear programming approach to deterministic optimal control problems. Zbl 0871.49005
Hernández-Hernández, D.; Hernández-Lerma, O.; Taksar, M.
18
1996
Deterministic approximation for stochastic control problems. Zbl 0867.93085
Liptser, R. Sh.; Runggaldier, W. J.; Taksar, M.
3
1996
Stochastic equilibria on graphs. II. Zbl 0833.90026
Evstigneev, I. V.; Taksar, M.
6
1995
Stochastic equilibria on graphs, I. Zbl 0823.90014
Evstigneev, I.; Taksar, M.
7
1994
Double band policy for stochastic manufacturing systems in heavy traffic. Zbl 0821.90061
Krichagina, Elena V.; Lou, Sheldon X. C.; Taksar, Michael I.
2
1994
A heavy-traffic limit for the cycle counting process in \(G/G/1\), optional interruptions and elastic screen Brownian motion. Zbl 0794.60098
Kella, Offer; Taksar, Michael I.
2
1994
Production control in a failure-prone manufactoring system: Diffusion approximation and asymptotic optimality. Zbl 0804.90067
Krichagina, Elena V.; Lou, Sheldon X. C.; Sethi, Suresh P.; Taksar, Michael I.
3
1993
Optimality in probability and almost surely. The general scheme and a linear regulator problem. Zbl 0779.60041
Presman, E.; Rotar, V.; Taksar, M.
2
1993
Explicit solution of a general consumption/portfolio problem with subsistence consumption and bankruptcy. Zbl 0762.90005
Sethi, Suresh P.; Taksar, Michael I.; Presman, Ernst L.
18
1992
Diffusion approximation for \(GI/G/1\) controlled queues. Zbl 0760.60087
Krichagina, E. V.; Taksar, M. I.
16
1992
Singular ergodic control for multidimensional Gaussian processes. Zbl 0745.93071
Menaldi, J. L.; Robin, M.; Taksar, M. I.
8
1992
Infinite-horizon investment consumption model with a nonterminal bankruptcy. Zbl 0795.90003
Sethi, S.; Taksar, M.
8
1992
Skorohod problems with nonsmooth boundary conditions. Zbl 0753.60072
Taksar, M. I.
3
1992
Hierarchical investment and production decisions in stochastic manufacturing systems. Zbl 0788.90035
Sethi, S. P.; Taksar, M.; Zhang, Q.
1
1992
An asymptotic analysis of hierarchical control of manufacturing systems under uncertainty. Zbl 0742.90037
Lehoczky, John; Sethi, Suresh P.; Soner, H. M.; Taksar, Michael I.
8
1991
Deterministic equivalent for a continuous linear-convex stochastic control problem. Zbl 0687.93081
Sethi, S.; Taksar, M. I.
2
1990
Optimal correction problem of a multidimensional stochastic system. Zbl 0685.93079
Menaldi, J. L.; Taksar, M. I.
20
1989
A diffusion model for optimal portfolio selection in the presence of brokerage fees. Zbl 0850.93886
Taksar, Michael; Klass, Michael J.; Assaf, David
47
1988
A note on Merton’s “Optimum consumption and portfolio rules in a continuous-time model”. Zbl 0657.90028
Sethi, Suresh P.; Taksar, Michael
12
1988
Stationary regenerative sets and subordinators. Zbl 0655.60061
Fitzsimmons, P. J.; Taksar, Michael
7
1988
Stationary Markov sets. Zbl 0629.60086
Taksar, M. I.
1
1987
Optimal price and income regulation under uncertainty in the model with one producer. Zbl 0611.90031
Taksar, Michael I.
1
1986
Regenerative analysis and steady state distributions for Markov chains. Zbl 0576.60083
Grassmann, Winfried K.; Taksar, Michael I.; Heyman, Daniel P.
76
1985
Average optimal singular control and a related stopping problem. Zbl 0562.93083
Taksar, M. I.
21
1985
Storage model with discontinuous holding cost. Zbl 0561.93065
Taksar, Michael I.
2
1984
Instantaneous control of Brownian motion. Zbl 0523.93068
Harrison, J. Michael; Taksar, Michael I.
71
1983
First hitting time of curvilinear boundary by Wiener process. Zbl 0502.60063
Taksar, M. I.
3
1982
Subprocesses of stationary Markov processes. Zbl 0447.60056
Taksar, M. I.
1
1981
Regenerative sets on real line. Zbl 0435.60014
Taksar, M. I.
6
1980
A formula for wanderings of a regular Markov process. Zbl 0372.60099
Taksar, M. I.
1
1976
all top 5

Cited by 1,124 Authors

33 Taksar, Michael I.
24 Jin, Zhuo
23 Yang, Hailiang
20 Sethi, Suresh P.
19 Guo, Junyi
19 Yuen, Kam Chuen
15 Evstigneev, Igor V.
14 Zeng, Yan
13 Li, Zhongfei
13 Liang, Zhibin
13 Luo, Shangzhen
13 Siu, Tak Kuen
13 Yin, Gang George
13 Young, Virginia R.
12 Bai, Lihua
12 Banik, Abhijit Datta
12 Yao, Dingjun
11 Zhou, Ming
10 Wang, Rongming
10 Yin, Chuancun
9 Ferrari, Giorgio
9 Gaitsgory, Vladimir G.
9 Hu, Yijun
9 Meng, Hui
9 Xu, Lin
9 Zhang, Xin
8 Chen, Ping
8 Chen, Shumin
8 Liang, Zongxia
8 Shen, Yang
8 Zeng, Xudong
8 Zhu, Jinxia
7 Bayraktar, Erhan
7 Guan, Chonghu
7 Gupta, Umesh Chandra
7 Li, Danping
7 Palmowski, Zbigniew
7 Schmidli, Hanspeter
7 Yin, George Gang
6 Atar, Rami
6 Bensoussan, Alain
6 Cadenillas, Abel
6 Chaudhry, Mohan L.
6 Chen, Mi
6 Deng, Chao
6 Grandits, Peter
6 Guo, Xin
6 Huang, Ya
6 Muhle-Karbe, Johannes
6 Schachermayer, Walter
6 Schenk-Hoppé, Klaus Reiner
6 Villeneuve, Stéphane
6 Wang, Wenyuan
6 Zervos, Mihail
6 Zhang, Qing
6 Zhao, Hui
6 Zhou, Jieming
5 Albrecher, Hansjörg
5 Alvarez, Luis H. R.
5 Azcue, Pablo
5 Babaei, Esmaeil
5 Bäuerle, Nicole
5 Hipp, Christian
5 Li, Rencang
5 Li, Shuanming
5 Liang, Xiaoqing
5 Menaldi, Jose-Luis
5 Muler, Nora E.
5 Peng, Xingchun
5 Pennanen, Teemu
5 Shvartsman, Ilya A.
5 Sun, Zhongyang
5 Thonhauser, Stefan
5 Wong, Hoi Ying
5 Wu, Rong
5 Xue, Jungong
5 Yi, Fahuai
5 Yiu, Ka Fai Cedric
5 Zhang, Nan
4 Belkina, Tat’yana Andreevna
4 Beyer, Dirk
4 Chen, Peimin
4 Cohen, Asaf
4 Deng, Yingchun
4 Eisenberg, Julia
4 Elliott, Robert James
4 Federico, Salvatore
4 Gerber, Hans U.
4 Ghosh, Souvik
4 Gu, Ailing
4 Gu, Mengdi
4 Guasoni, Paolo
4 Højgaard, Bjarne
4 Keppo, Jussi
4 Konyukhova, Nadja B.
4 Li, Qicai
4 Lin, Xiang
4 Liu, Jingzhen
4 Ly Vath, Vathana
4 Pasik-Duncan, Bozenna
...and 1,024 more Authors
all top 5

Cited in 189 Serials

122 Insurance Mathematics & Economics
36 Scandinavian Actuarial Journal
30 Journal of Optimization Theory and Applications
29 European Journal of Operational Research
25 Journal of Computational and Applied Mathematics
24 Journal of Industrial and Management Optimization
23 Applied Mathematics and Optimization
23 Journal of Economic Dynamics & Control
19 The Annals of Applied Probability
18 Mathematical Finance
17 SIAM Journal on Control and Optimization
17 Stochastics
16 Finance and Stochastics
16 Mathematical Methods of Operations Research
15 Acta Mathematicae Applicatae Sinica. English Series
15 Communications in Statistics. Theory and Methods
14 Journal of Mathematical Analysis and Applications
14 Queueing Systems
12 Mathematics of Operations Research
12 Stochastic Processes and their Applications
11 International Journal of Theoretical and Applied Finance
11 Stochastic Models
11 ASTIN Bulletin
10 Automatica
10 Stochastic Analysis and Applications
10 Annals of Operations Research
9 Advances in Applied Probability
9 Journal of Applied Probability
9 Linear Algebra and its Applications
9 Quantitative Finance
9 North American Actuarial Journal
8 Statistics & Probability Letters
8 Operations Research Letters
8 Journal of Systems Science and Complexity
7 Applied Mathematics and Computation
7 Journal of Mathematical Economics
7 Optimization
7 Computers & Operations Research
7 Mathematics and Financial Economics
6 Journal of Economic Theory
6 Numerische Mathematik
6 Automation and Remote Control
6 Mathematical Problems in Engineering
6 Discrete Dynamics in Nature and Society
6 Methodology and Computing in Applied Probability
6 The ANZIAM Journal
6 SIAM Journal on Financial Mathematics
5 International Journal of Control
5 Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods
5 Applied Stochastic Models in Business and Industry
5 Stochastic Systems
4 The Annals of Probability
4 Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete
4 Applied Mathematical Modelling
4 Probability in the Engineering and Informational Sciences
4 Discrete and Continuous Dynamical Systems. Series B
4 Journal of Applied Mathematics and Computing
4 European Actuarial Journal
4 Annals of Finance
4 Mathematical Control and Related Fields
3 Computers & Mathematics with Applications
3 International Journal of Mathematical Education in Science and Technology
3 Stochastics
3 Journal of Differential Equations
3 Probability Theory and Related Fields
3 Mathematical and Computer Modelling
3 Computational Mathematics and Mathematical Physics
3 Computational Economics
3 Applied Mathematical Finance
3 Asia-Pacific Financial Markets
3 Frontiers of Mathematics in China
3 Optimization Letters
3 Nonlinear Analysis. Hybrid Systems
3 International Journal of Stochastic Analysis
3 Journal of Probability and Statistics
2 Mathematical Methods in the Applied Sciences
2 Mathematics of Computation
2 Mathematics and Computers in Simulation
2 Operations Research
2 Opsearch
2 Systems & Control Letters
2 Probability and Mathematical Statistics
2 Asia-Pacific Journal of Operational Research
2 Journal of Applied Mathematics and Stochastic Analysis
2 Communications in Partial Differential Equations
2 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques
2 Mathematical Programming. Series A. Series B
2 Journal of Mathematical Sciences (New York)
2 Top
2 INFORMS Journal on Computing
2 Positivity
2 Journal of Inequalities and Applications
2 OR Spectrum
2 SIAM Journal on Applied Dynamical Systems
2 4OR
2 Journal of the Korean Statistical Society
2 Set-Valued and Variational Analysis
2 Science China. Mathematics
2 Numerical Algebra, Control and Optimization
2 Journal of the Operations Research Society of China
...and 89 more Serials

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