Edit Profile (opens in new tab) Tan, Ken Seng Compute Distance To: Compute Author ID: tan.ken-seng Published as: Tan, Ken Seng; Tan, K. S. External Links: MGP Documents Indexed: 71 Publications since 1996 3 Contributions as Editor Co-Authors: 54 Co-Authors with 71 Joint Publications 1,558 Co-Co-Authors all top 5 Co-Authors 1 single-authored 14 Weng, Chengguo 10 Boyle, Phelim P. 9 Zhu, Wenjun 8 Porth, Lysa 8 Zhuang, Shengchao 6 Chi, Yichun 6 Kolkiewicz, Adam W. 5 Imai, Junichi 5 Yang, Hailiang 5 Zhang, Yi 4 Boonen, Tim J. 4 Li, Zhongfei 4 Lin, X. Sheldon 3 Li, Johnny Siu-Hang 3 Wei, Pengyu 3 Zhang, Jinggong 2 Boyd, Milton S. 2 Cai, Jun 2 Cong, Jianfa 2 Cui, Hengxin 2 Hardy, Mary Rosalyn 2 Li, Hong 2 Liu, Kai 2 Ng, Kai Wang 1 Assa, Hirbod 1 Chen, Xinxiang 1 Fan, Qi 1 Forsyth, Peter A. 1 Han, Dezhao 1 Ji, Liuyan 1 Joy, Corwin 1 Kaufhold, Kai 1 Lai, Yongzeng 1 Li, Wenyuan 1 Lim, T. T. 1 Lin, Yijia 1 New, T. H. 1 Porth, Brock 1 Porth, C. Brock 1 Tian, Ruilin 1 Tian, Weidong 1 Tuljapurkar, Shripad D. 1 Vetzal, Ken 1 Wang, Chou-Wen 1 Wang, Shuo 1 Wang, Xiaoqun 1 Wang, Yujiao 1 Wei, Wei 1 Wei, Wei 1 Wirjanto, Tony S. 1 Xu, Yunhui 1 Xu, Zuoquan 1 Yu, Jifeng 1 Zhang, Jingong 1 Zhou, Chen 1 Zhou, Rui all top 5 Serials 22 North American Actuarial Journal 17 Insurance Mathematics & Economics 10 ASTIN Bulletin 2 European Journal of Operational Research 2 SIAM Journal on Scientific Computing 2 Physics of Fluids 2 Scandinavian Actuarial Journal 1 Management Science 1 Mathematics and Computers in Simulation 1 SIAM Journal on Control and Optimization 1 Journal of Complexity 1 Journal of Economic Dynamics & Control 1 Annals of Operations Research 1 Communications in Statistics. Theory and Methods 1 Applied Mathematical Finance 1 International Journal of Theoretical and Applied Finance 1 Methodology and Computing in Applied Probability 1 Quantitative Finance 1 Dynamics of Continuous, Discrete & Impulsive Systems. Series B. Applications & Algorithms 1 Journal of Systems Science and Complexity 1 The Journal of Computational Finance 1 IAENG. International Journal of Applied Mathematics all top 5 Fields 70 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 18 Statistics (62-XX) 9 Probability theory and stochastic processes (60-XX) 9 Numerical analysis (65-XX) 4 Operations research, mathematical programming (90-XX) 3 General and overarching topics; collections (00-XX) 2 Fluid mechanics (76-XX) 2 Geophysics (86-XX) 2 Systems theory; control (93-XX) 1 Calculus of variations and optimal control; optimization (49-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 56 Publications have been cited 817 times in 462 Documents Cited by ▼ Year ▼ Optimal retention for a stop-loss reinsurance under the VaR and CTE risk measures. Zbl 1162.91402Cai, Jun; Tan, Ken Seng 109 2007 Optimal reinsurance under VaR and CTE risk measures. Zbl 1140.91417Cai, Jun; Tan, Ken Seng; Weng, Chengguo; Zhang, Yi 108 2008 Optimal reinsurance under VaR and CVaR risk measures a simplified approach. Zbl 1239.91078Chi, Yichun; Tan, Ken Seng 69 2011 Quasi-Monte Carlo methods in numerical finance. Zbl 0880.90006Joy, Corwin; Boyle, Phelim P.; Tan, Ken Seng 50 1996 Marginal indemnification function formulation for optimal reinsurance. Zbl 1348.91196Zhuang, Sheng Chao; Weng, Chengguo; Tan, Ken Seng; Assa, Hirbod 49 2016 Optimal reinsurance with general premium principles. Zbl 1284.91216Chi, Yichun; Tan, Ken Seng 47 2013 Uncertainty in mortality forecasting an extension to the classical Lee-Carter approach. Zbl 1203.91113Li, Johnny Siu-Hang; Hardy, Mary; Tan, Ken Seng 41 2009 Valuation of equity-indexed annuities under stochastic interest rates. Zbl 1084.60530Lin, X. Sheldon; Tan, Ken Seng 39 2003 Optimality of general reinsurance contracts under CTE risk measure. Zbl 1218.91097Tan, Ken Seng; Weng, Chengguo; Zhang, Yi 36 2011 Pricing in reinsurance bargaining with comonotonic additive utility functions. Zbl 1390.91164Boonen, Tim J.; Tan, Ken Seng; Zhuang, Sheng Chao 19 2016 Ruin probabilities in a discrete time risk model with dependent risks of heavy tail. Zbl 1224.91093Weng, Chengguo; Zhang, Yi; Tan, Ken Seng 17 2009 Modeling period effects in multi-population mortality models: applications to Solvency II. Zbl 1412.91060Zhou, Rui; Wang, Yujiao; Kaufhold, Kai; Li, Johnny Siu-Hang; Tan, Ken Seng 17 2014 The role of a representative reinsurer in optimal reinsurance. Zbl 1371.91082Boonen, Tim J.; Tan, Ken Seng; Zhuang, Sheng Chao 16 2016 Optimal dynamic reinsurance policies under a generalized Denneberg’s absolute deviation principle. Zbl 1431.91344Tan, Ken Seng; Wei, Pengyu; Wei, Wei; Zhuang, Sheng Chao 14 2020 Valuation of the reset options embedded in some equity-linked insurance products. Zbl 1083.91511Boyle, Phelim P.; Kolkiewicz, Adam W.; Tan, Ken Seng 11 2001 Optimal VaR-based risk management with reinsurance. Zbl 1341.91089Cong, Jianfa; Tan, Ken Seng 10 2016 Empirical approach for optimal reinsurance design. Zbl 1414.91234Tan, Ken Seng; Weng, Chengguo 10 2014 Applications of randomized low discrepancy sequences to the valuation of complex securities. Zbl 0967.91059Tan, K. S.; Boyle, P. P. 10 2000 Minimizing effective dimension using linear transformation. Zbl 1043.65003Imai, Junichi; Tan, Ken Seng 10 2004 Downside risk management of a defined benefit plan considering longevity basis risk. Zbl 1412.91048Lin, Yijia; Tan, Ken Seng; Tian, Ruilin; Yu, Jifeng 10 2014 Pricing options using lattice rules. Zbl 1141.91419Boyle, Phelim P.; Lai, Yongzeng; Tan, Ken Seng 8 2005 How do path generation methods affect the accuracy of quasi-Monte Carlo methods for problems in finance? Zbl 1236.91145Wang, Xiaoqun; Tan, Ken Seng 8 2012 Pricing derivative securities using integrated quasi-Monte Carlo methods with dimension reduction and discontinuity realignment. Zbl 1307.65003Imai, Junichi; Tan, Ken Seng 7 2014 Optimal insurance in the presence of reinsurance. Zbl 1402.91221Zhuang, Sheng Chao; Boonen, Tim J.; Tan, Ken Seng; Xu, Zuo Quan 7 2017 An accelerating quasi-Monte Carlo method for option pricing under the generalized hyperbolic Lévy process. Zbl 1189.91207Imai, Junichi; Tan, Ken Seng 7 2009 Pricing annuity guarantees under a regime-switching model. Zbl 1483.91201Lin, X. Sheldon; Tan, Ken Seng; Yang, Hailiang 6 2009 VaR and CTE criteria for optimal quota-share and stop-loss reinsurance. Zbl 1483.91208Tan, Ken Seng; Weng, Chengguo; Zhang, Yi 6 2009 Optimal reinsurance under the risk-adjusted value of an insurer’s liability and an economic reinsurance premium principle. Zbl 1414.91174Chi, Yichun; Lin, X. Sheldon; Tan, Ken Seng 6 2017 Editorial: Longevity risk and capital markets: the 2013–14 update. Zbl 1321.00138 6 2015 Pricing Bermudan options using low-discrepancy mesh methods. Zbl 1281.91181Boyle, Phelim P.; Kolkiewicz, Adam W.; Tan, Ken Seng 6 2013 Optimal incentive-compatible insurance with background risk. Zbl 1478.91163Chi, Yichun; Tan, Ken Seng 5 2021 Dimension reduction approach to simulating exotic options in a Meixner Lévy market. Zbl 1229.91341Imai, Junichi; Tan, Ken Seng 5 2009 An improved simulation method for pricing high-dimensional American derivatives. Zbl 1036.91020Boyle, Phelim P.; Kolkiewicz, Adam W.; Tan, Ken Seng 4 2003 Optimal hedging with basis risk under mean-variance criterion. Zbl 1394.91242Zhang, Jingong; Tan, Ken Seng; Weng, Chengguo 4 2017 VaR-based optimal partial hedging. Zbl 1281.91142Cong, Jianfa; Tan, Ken Seng; Weng, Chengguo 4 2013 Tail dependence and heavy tailedness in extreme risks. Zbl 1467.91142Ji, Liuyan; Tan, Ken Seng; Yang, Fan 3 2021 Failure of smooth pasting principle and nonexistence of equilibrium stopping rules under time-inconsistency. Zbl 1476.91223Tan, Ken Seng; Wei, Wei; Zhou, Xun Yu 3 2021 Agricultural insurance ratemaking: development of a new premium principle. Zbl 1429.91286Zhu, Wenjun; Tan, Ken Seng; Porth, Lysa 3 2019 A Bowley solution with limited ceded risk for a monopolistic reinsurer. Zbl 1435.91143Chi, Yichun; Tan, Ken Seng; Zhuang, Sheng Chao 3 2020 A note on power-law scaling in a Taylor-Couette flow. Zbl 1186.76325Lim, T. T.; Tan, K. S. 3 2003 Tail behavior of Poisson shot noise processes under heavy-tailed shocks and actuarial applications. Zbl 1281.60048Weng, Chengguo; Zhang, Yi; Tan, Ken Seng 3 2013 Real-time valuation of large variable annuity portfolios: a Green mesh approach. Zbl 1479.91335Liu, Kai; Tan, Ken Seng 2 2021 Calibrating the Black-Derman-Toy model: Some theoretical results. Zbl 1021.91025Boyle, Phelim P.; Tan, Ken Seng; Tian, Weidong 2 2001 Pricing American derivatives using simulation: A biased low approach. Zbl 1008.91059Boyle, Phelim P.; Kolkiewicz, Adam W.; Tan, Ken Seng 2 2002 Spatial dependence and aggregation in weather risk hedging: a Lévy subordinated hierarchical Archimedean copulas (LSHAC) approach. Zbl 1390.91222Zhu, Wenjun; Tan, Ken Seng; Porth, Lysa; Wang, Chou-Wen 2 2018 Computation of optimal portfolios using simulation-based dimension reduction. Zbl 1284.91567Boyle, Phelim; Imai, Junichi; Tan, Ken Seng 2 2008 Demand for non-life insurance under habit formation. Zbl 1475.91311Li, Wenyuan; Tan, Ken Seng; Wei, Pengyu 2 2021 Optimal investment with noise trading risk. Zbl 1175.91166Xu, Yunhui; Li, Zhongfei; Tan, Ken Seng 2 2008 Annuity and insurance choice under habit formation. Zbl 1492.91273Boyle, Phelim; Tan, Ken Seng; Wei, Pengyu; Zhuang, Sheng Chao 1 2022 Diversification in catastrophe insurance markets. Zbl 1480.91197Cui, Hengxin; Tan, Ken Seng; Yang, Fan 1 2021 Index insurance design. Zbl 1410.91293Zhang, Jinggong; Tan, Ken Seng; Weng, Chengguo 1 2019 A closed-form solution to a dynamic portfolio optimization problem. Zbl 1127.91026Li, Zhong-Fei; Ng, Kai W.; Tan, Ken Seng; Yang, Hailiang 1 2005 Optimal constant-rebalanced portfolio investment strategies for dynamic portfolio selection. Zbl 1138.91460Li, Zhong-Fei; Ng, Kai W.; Tan, Ken Seng; Yang, Hailiang 1 2006 Gompertz law revisited: forecasting mortality with a multi-factor exponential model. Zbl 1467.91146Li, Hong; Tan, Ken Seng; Tuljapurkar, Shripad; Zhu, Wenjun 1 2021 Effects of noncircular collars on an axisymmetric jet. Zbl 1182.76558New, T. H.; Tan, K. S.; Tsai, H. M. 1 2007 Vine copula models with GLM and sparsity. Zbl 1368.60013Han, Dezhao; Tan, Ken Seng; Weng, Chengguo 1 2017 Annuity and insurance choice under habit formation. Zbl 1492.91273Boyle, Phelim; Tan, Ken Seng; Wei, Pengyu; Zhuang, Sheng Chao 1 2022 Optimal incentive-compatible insurance with background risk. Zbl 1478.91163Chi, Yichun; Tan, Ken Seng 5 2021 Tail dependence and heavy tailedness in extreme risks. Zbl 1467.91142Ji, Liuyan; Tan, Ken Seng; Yang, Fan 3 2021 Failure of smooth pasting principle and nonexistence of equilibrium stopping rules under time-inconsistency. Zbl 1476.91223Tan, Ken Seng; Wei, Wei; Zhou, Xun Yu 3 2021 Real-time valuation of large variable annuity portfolios: a Green mesh approach. Zbl 1479.91335Liu, Kai; Tan, Ken Seng 2 2021 Demand for non-life insurance under habit formation. Zbl 1475.91311Li, Wenyuan; Tan, Ken Seng; Wei, Pengyu 2 2021 Diversification in catastrophe insurance markets. Zbl 1480.91197Cui, Hengxin; Tan, Ken Seng; Yang, Fan 1 2021 Gompertz law revisited: forecasting mortality with a multi-factor exponential model. Zbl 1467.91146Li, Hong; Tan, Ken Seng; Tuljapurkar, Shripad; Zhu, Wenjun 1 2021 Optimal dynamic reinsurance policies under a generalized Denneberg’s absolute deviation principle. Zbl 1431.91344Tan, Ken Seng; Wei, Pengyu; Wei, Wei; Zhuang, Sheng Chao 14 2020 A Bowley solution with limited ceded risk for a monopolistic reinsurer. Zbl 1435.91143Chi, Yichun; Tan, Ken Seng; Zhuang, Sheng Chao 3 2020 Agricultural insurance ratemaking: development of a new premium principle. Zbl 1429.91286Zhu, Wenjun; Tan, Ken Seng; Porth, Lysa 3 2019 Index insurance design. Zbl 1410.91293Zhang, Jinggong; Tan, Ken Seng; Weng, Chengguo 1 2019 Spatial dependence and aggregation in weather risk hedging: a Lévy subordinated hierarchical Archimedean copulas (LSHAC) approach. Zbl 1390.91222Zhu, Wenjun; Tan, Ken Seng; Porth, Lysa; Wang, Chou-Wen 2 2018 Optimal insurance in the presence of reinsurance. Zbl 1402.91221Zhuang, Sheng Chao; Boonen, Tim J.; Tan, Ken Seng; Xu, Zuo Quan 7 2017 Optimal reinsurance under the risk-adjusted value of an insurer’s liability and an economic reinsurance premium principle. Zbl 1414.91174Chi, Yichun; Lin, X. Sheldon; Tan, Ken Seng 6 2017 Optimal hedging with basis risk under mean-variance criterion. Zbl 1394.91242Zhang, Jingong; Tan, Ken Seng; Weng, Chengguo 4 2017 Vine copula models with GLM and sparsity. Zbl 1368.60013Han, Dezhao; Tan, Ken Seng; Weng, Chengguo 1 2017 Marginal indemnification function formulation for optimal reinsurance. Zbl 1348.91196Zhuang, Sheng Chao; Weng, Chengguo; Tan, Ken Seng; Assa, Hirbod 49 2016 Pricing in reinsurance bargaining with comonotonic additive utility functions. Zbl 1390.91164Boonen, Tim J.; Tan, Ken Seng; Zhuang, Sheng Chao 19 2016 The role of a representative reinsurer in optimal reinsurance. Zbl 1371.91082Boonen, Tim J.; Tan, Ken Seng; Zhuang, Sheng Chao 16 2016 Optimal VaR-based risk management with reinsurance. Zbl 1341.91089Cong, Jianfa; Tan, Ken Seng 10 2016 Editorial: Longevity risk and capital markets: the 2013–14 update. Zbl 1321.00138 6 2015 Modeling period effects in multi-population mortality models: applications to Solvency II. Zbl 1412.91060Zhou, Rui; Wang, Yujiao; Kaufhold, Kai; Li, Johnny Siu-Hang; Tan, Ken Seng 17 2014 Empirical approach for optimal reinsurance design. Zbl 1414.91234Tan, Ken Seng; Weng, Chengguo 10 2014 Downside risk management of a defined benefit plan considering longevity basis risk. Zbl 1412.91048Lin, Yijia; Tan, Ken Seng; Tian, Ruilin; Yu, Jifeng 10 2014 Pricing derivative securities using integrated quasi-Monte Carlo methods with dimension reduction and discontinuity realignment. Zbl 1307.65003Imai, Junichi; Tan, Ken Seng 7 2014 Optimal reinsurance with general premium principles. Zbl 1284.91216Chi, Yichun; Tan, Ken Seng 47 2013 Pricing Bermudan options using low-discrepancy mesh methods. Zbl 1281.91181Boyle, Phelim P.; Kolkiewicz, Adam W.; Tan, Ken Seng 6 2013 VaR-based optimal partial hedging. Zbl 1281.91142Cong, Jianfa; Tan, Ken Seng; Weng, Chengguo 4 2013 Tail behavior of Poisson shot noise processes under heavy-tailed shocks and actuarial applications. Zbl 1281.60048Weng, Chengguo; Zhang, Yi; Tan, Ken Seng 3 2013 How do path generation methods affect the accuracy of quasi-Monte Carlo methods for problems in finance? Zbl 1236.91145Wang, Xiaoqun; Tan, Ken Seng 8 2012 Optimal reinsurance under VaR and CVaR risk measures a simplified approach. Zbl 1239.91078Chi, Yichun; Tan, Ken Seng 69 2011 Optimality of general reinsurance contracts under CTE risk measure. Zbl 1218.91097Tan, Ken Seng; Weng, Chengguo; Zhang, Yi 36 2011 Uncertainty in mortality forecasting an extension to the classical Lee-Carter approach. Zbl 1203.91113Li, Johnny Siu-Hang; Hardy, Mary; Tan, Ken Seng 41 2009 Ruin probabilities in a discrete time risk model with dependent risks of heavy tail. Zbl 1224.91093Weng, Chengguo; Zhang, Yi; Tan, Ken Seng 17 2009 An accelerating quasi-Monte Carlo method for option pricing under the generalized hyperbolic Lévy process. Zbl 1189.91207Imai, Junichi; Tan, Ken Seng 7 2009 Pricing annuity guarantees under a regime-switching model. Zbl 1483.91201Lin, X. Sheldon; Tan, Ken Seng; Yang, Hailiang 6 2009 VaR and CTE criteria for optimal quota-share and stop-loss reinsurance. Zbl 1483.91208Tan, Ken Seng; Weng, Chengguo; Zhang, Yi 6 2009 Dimension reduction approach to simulating exotic options in a Meixner Lévy market. Zbl 1229.91341Imai, Junichi; Tan, Ken Seng 5 2009 Optimal reinsurance under VaR and CTE risk measures. Zbl 1140.91417Cai, Jun; Tan, Ken Seng; Weng, Chengguo; Zhang, Yi 108 2008 Computation of optimal portfolios using simulation-based dimension reduction. Zbl 1284.91567Boyle, Phelim; Imai, Junichi; Tan, Ken Seng 2 2008 Optimal investment with noise trading risk. Zbl 1175.91166Xu, Yunhui; Li, Zhongfei; Tan, Ken Seng 2 2008 Optimal retention for a stop-loss reinsurance under the VaR and CTE risk measures. Zbl 1162.91402Cai, Jun; Tan, Ken Seng 109 2007 Effects of noncircular collars on an axisymmetric jet. Zbl 1182.76558New, T. H.; Tan, K. S.; Tsai, H. M. 1 2007 Optimal constant-rebalanced portfolio investment strategies for dynamic portfolio selection. Zbl 1138.91460Li, Zhong-Fei; Ng, Kai W.; Tan, Ken Seng; Yang, Hailiang 1 2006 Pricing options using lattice rules. Zbl 1141.91419Boyle, Phelim P.; Lai, Yongzeng; Tan, Ken Seng 8 2005 A closed-form solution to a dynamic portfolio optimization problem. Zbl 1127.91026Li, Zhong-Fei; Ng, Kai W.; Tan, Ken Seng; Yang, Hailiang 1 2005 Minimizing effective dimension using linear transformation. Zbl 1043.65003Imai, Junichi; Tan, Ken Seng 10 2004 Valuation of equity-indexed annuities under stochastic interest rates. Zbl 1084.60530Lin, X. Sheldon; Tan, Ken Seng 39 2003 An improved simulation method for pricing high-dimensional American derivatives. Zbl 1036.91020Boyle, Phelim P.; Kolkiewicz, Adam W.; Tan, Ken Seng 4 2003 A note on power-law scaling in a Taylor-Couette flow. Zbl 1186.76325Lim, T. T.; Tan, K. S. 3 2003 Pricing American derivatives using simulation: A biased low approach. Zbl 1008.91059Boyle, Phelim P.; Kolkiewicz, Adam W.; Tan, Ken Seng 2 2002 Valuation of the reset options embedded in some equity-linked insurance products. Zbl 1083.91511Boyle, Phelim P.; Kolkiewicz, Adam W.; Tan, Ken Seng 11 2001 Calibrating the Black-Derman-Toy model: Some theoretical results. Zbl 1021.91025Boyle, Phelim P.; Tan, Ken Seng; Tian, Weidong 2 2001 Applications of randomized low discrepancy sequences to the valuation of complex securities. Zbl 0967.91059Tan, K. S.; Boyle, P. P. 10 2000 Quasi-Monte Carlo methods in numerical finance. Zbl 0880.90006Joy, Corwin; Boyle, Phelim P.; Tan, Ken Seng 50 1996 all cited Publications top 5 cited Publications all top 5 Cited by 654 Authors 36 Tan, Ken Seng 18 Boonen, Tim J. 18 Chi, Yichun 16 Weng, Chengguo 14 Cheung, Ka Chun 12 Zhuang, Shengchao 11 Asimit, Alexandru V. 11 Jiang, Wenjun 10 Tsai, Cary Chi-Liang 10 Wang, Xiaoqun 9 Blake, David 9 Li, Johnny Siu-Hang 8 Cai, Jun 8 Siu, Tak Kuen 7 Balbás, Alejandro 7 Balbás, Beatriz 7 Boyle, Phelim P. 7 Ghossoub, Mario 7 Liu, Haiyan 7 Lo, Ambrose 7 Yam, Sheung Chi Phillip 6 Assa, Hirbod 6 Lin, Tzuling 6 Liu, Fangda 6 Ren, Jiandong 6 Zhang, Yi 5 Balbás, Raquel 5 Chong, Wing Fung 5 Hu, Junlei 5 Imai, Junichi 5 Kolkiewicz, Adam W. 5 Lai, Yongzeng 5 Liang, Zhibin 5 Lin, X. Sheldon 5 Meng, Hui 5 Ökten, Giray 5 Qian, Linyi 5 Wang, Rongming 5 Wang, Ruodu 5 Wang, Wei 5 Yang, Hailiang 5 Yin, Chuancun 5 Yuen, Kam Chuen 5 Zhang, Yiying 4 Badescu, Alexandru M. 4 Fang, Ying 4 Gaillardetz, Patrice 4 Haberman, Steven 4 Heras, Antonio 4 Hu, Yijun 4 Liu, Yanxin 4 MacMinn, Richard D. 4 Yang, Yang 4 Young, Virginia R. 4 Yuen, Fei Lung 3 Albrecher, Hansjörg 3 Brandtner, Mario 3 Cairns, Andrew J. G. 3 Chen, Yanhong 3 Cox, Samuel H. jun. 3 Cui, Wei 3 Furman, Edward 3 Glauner, Alexander 3 Guillou, Armelle 3 Hardy, Mary Rosalyn 3 He, Zhijian 3 Hong, Hanping 3 Hu, Duni 3 Hu, Xiang 3 Hunt, Andrew 3 Jarner, Søren Fiig 3 Jin, Zhuo 3 Kim, Eunseok 3 Kürsten, Wolfgang 3 Lemieux, Christiane 3 Li, Danping 3 Lin, Yijia 3 Liu, Xiaoming 3 Lyuu, Yuh-Dauh 3 Mao, Tiantian 3 Shen, Yang 3 Shi, Yanlin 3 Wang, Hailong 3 Wei, Pengyu 3 Xu, Zuoquan 3 Zhang, Jinggong 3 Zhang, Lianzeng 3 Zhou, Ming 3 Zhou, Rui 3 Zhu, Wenjun 3 Zhu, Yunzhou 2 Bäuerle, Nicole 2 Broadie, Mark N. 2 Centeno, M. L. 2 Chen, Yiqing 2 Coleman, Thomas F. 2 Cong, Jianfa 2 Coughlan, Guy D. 2 Cui, Zhenyu 2 Debón, Ana ...and 554 more Authors all top 5 Cited in 88 Serials 143 Insurance Mathematics & Economics 44 North American Actuarial Journal 33 Scandinavian Actuarial Journal 22 Journal of Computational and Applied Mathematics 22 ASTIN Bulletin 16 European Journal of Operational Research 13 European Actuarial Journal 9 Communications in Statistics. Theory and Methods 9 Quantitative Finance 6 Applied Mathematics and Computation 6 Mathematics and Computers in Simulation 6 Journal of Complexity 6 Annals of Operations Research 5 Statistics & Probability Letters 5 Journal of Economic Dynamics & Control 5 Mathematical and Computer Modelling 5 Methodology and Computing in Applied Probability 5 Journal of Systems Science and Complexity 4 SIAM Journal on Financial Mathematics 4 Statistical Theory and Related Fields 3 Acta Mathematicae Applicatae Sinica. English Series 3 Monte Carlo Methods and Applications 3 Mathematical Problems in Engineering 3 The ANZIAM Journal 3 Journal of Industrial and Management Optimization 2 Computers & Mathematics with Applications 2 Mathematics of Computation 2 Journal of Applied Probability 2 Journal of Multivariate Analysis 2 Operations Research 2 Abstract and Applied Analysis 2 Discrete Dynamics in Nature and Society 2 International Journal of Theoretical and Applied Finance 2 Decisions in Economics and Finance 2 Journal of Applied Mathematics and Computing 2 Asia-Pacific Financial Markets 2 Review of Derivatives Research 2 Stochastics 2 Science China. Mathematics 2 Journal of Probability and Statistics 2 Journal of Function Spaces 1 Lithuanian Mathematical Journal 1 Mathematical Methods in the Applied Sciences 1 Physica A 1 Scandinavian Journal of Statistics 1 Chaos, Solitons and Fractals 1 Theory of Probability and its Applications 1 Acta Arithmetica 1 Journal of Econometrics 1 Journal of Mathematical Economics 1 SIAM Journal on Control and Optimization 1 Stochastic Analysis and Applications 1 Applied Numerical Mathematics 1 Computers & Operations Research 1 Computational Mechanics 1 The Annals of Applied Probability 1 Numerical Algorithms 1 Computational Statistics 1 Applied Mathematical Modelling 1 Automation and Remote Control 1 Computational Statistics and Data Analysis 1 Computational Optimization and Applications 1 Test 1 SIAM Journal on Scientific Computing 1 Applied Mathematics. Series B (English Edition) 1 Top 1 Complexity 1 Finance and Stochastics 1 Soft Computing 1 Mathematical Methods of Operations Research 1 Journal of Inequalities and Applications 1 Extremes 1 Probability in the Engineering and Informational Sciences 1 Journal of Applied Mathematics 1 Acta Mathematica Scientia. Series B. (English Edition) 1 Bulletin of the Malaysian Mathematical Sciences Society. Second Series 1 Journal of Machine Learning Research (JMLR) 1 Hacettepe Journal of Mathematics and Statistics 1 Computational Management Science 1 Journal of Forecasting 1 Frontiers of Mathematics in China 1 Mathematics and Financial Economics 1 AStA. Advances in Statistical Analysis 1 Numerical Algebra, Control and Optimization 1 East Asian Journal on Applied Mathematics 1 International Journal of Applied and Computational Mathematics 1 AIMS Mathematics 1 Electronic Research Archive all top 5 Cited in 21 Fields 419 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 125 Statistics (62-XX) 86 Probability theory and stochastic processes (60-XX) 63 Numerical analysis (65-XX) 26 Operations research, mathematical programming (90-XX) 22 Systems theory; control (93-XX) 15 Calculus of variations and optimal control; optimization (49-XX) 6 Number theory (11-XX) 5 General and overarching topics; collections (00-XX) 4 Approximations and expansions (41-XX) 3 Integral transforms, operational calculus (44-XX) 3 Computer science (68-XX) 2 Real functions (26-XX) 2 Partial differential equations (35-XX) 2 Integral equations (45-XX) 2 Mechanics of deformable solids (74-XX) 1 Harmonic analysis on Euclidean spaces (42-XX) 1 Operator theory (47-XX) 1 Statistical mechanics, structure of matter (82-XX) 1 Geophysics (86-XX) 1 Biology and other natural sciences (92-XX) Citations by Year