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Author ID: tan.ken-seng Recent zbMATH articles by "Tan, Ken Seng"
Published as: Tan, Ken Seng; Tan, K. S.
External Links: MGP

Publications by Year

Citations contained in zbMATH Open

53 Publications have been cited 755 times in 428 Documents Cited by Year
Optimal reinsurance under VaR and CTE risk measures. Zbl 1140.91417
Cai, Jun; Tan, Ken Seng; Weng, Chengguo; Zhang, Yi
102
2008
Optimal retention for a stop-loss reinsurance under the VaR and CTE risk measures. Zbl 1162.91402
Cai, Jun; Tan, Ken Seng
102
2007
Optimal reinsurance under VaR and CVaR risk measures a simplified approach. Zbl 1239.91078
Chi, Yichun; Tan, Ken Seng
65
2011
Quasi-Monte Carlo methods in numerical finance. Zbl 0880.90006
Joy, Corwin; Boyle, Phelim P.; Tan, Ken Seng
50
1996
Marginal indemnification function formulation for optimal reinsurance. Zbl 1348.91196
Zhuang, Sheng Chao; Weng, Chengguo; Tan, Ken Seng; Assa, Hirbod
42
2016
Optimal reinsurance with general premium principles. Zbl 1284.91216
Chi, Yichun; Tan, Ken Seng
41
2013
Uncertainty in mortality forecasting an extension to the classical Lee-Carter approach. Zbl 1203.91113
Li, Johnny Siu-Hang; Hardy, Mary; Tan, Ken Seng
40
2009
Valuation of equity-indexed annuities under stochastic interest rates. Zbl 1084.60530
Lin, X. Sheldon; Tan, Ken Seng
39
2003
Optimality of general reinsurance contracts under CTE risk measure. Zbl 1218.91097
Tan, Ken Seng; Weng, Chengguo; Zhang, Yi
35
2011
Modeling period effects in multi-population mortality models: applications to Solvency II. Zbl 1412.91060
Zhou, Rui; Wang, Yujiao; Kaufhold, Kai; Li, Johnny Siu-Hang; Tan, Ken Seng
17
2014
Ruin probabilities in a discrete time risk model with dependent risks of heavy tail. Zbl 1224.91093
Weng, Chengguo; Zhang, Yi; Tan, Ken Seng
17
2009
Pricing in reinsurance bargaining with comonotonic additive utility functions. Zbl 1390.91164
Boonen, Tim J.; Tan, Ken Seng; Zhuang, Sheng Chao
16
2016
The role of a representative reinsurer in optimal reinsurance. Zbl 1371.91082
Boonen, Tim J.; Tan, Ken Seng; Zhuang, Sheng Chao
13
2016
Valuation of the reset options embedded in some equity-linked insurance products. Zbl 1083.91511
Boyle, Phelim P.; Kolkiewicz, Adam W.; Tan, Ken Seng
11
2001
Downside risk management of a defined benefit plan considering longevity basis risk. Zbl 1412.91048
Lin, Yijia; Tan, Ken Seng; Tian, Ruilin; Yu, Jifeng
10
2014
Applications of randomized low discrepancy sequences to the valuation of complex securities. Zbl 0967.91059
Tan, K. S.; Boyle, P. P.
10
2000
Minimizing effective dimension using linear transformation. Zbl 1043.65003
Imai, Junichi; Tan, Ken Seng
10
2004
Optimal VaR-based risk management with reinsurance. Zbl 1341.91089
Cong, Jianfa; Tan, Ken Seng
10
2016
Optimal dynamic reinsurance policies under a generalized Denneberg’s absolute deviation principle. Zbl 1431.91344
Tan, Ken Seng; Wei, Pengyu; Wei, Wei; Zhuang, Sheng Chao
9
2020
Empirical approach for optimal reinsurance design. Zbl 1414.91234
Tan, Ken Seng; Weng, Chengguo
9
2014
Pricing options using lattice rules. Zbl 1141.91419
Boyle, 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 1236.91145
Wang, Xiaoqun; Tan, Ken Seng
8
2012
An accelerating quasi-Monte Carlo method for option pricing under the generalized hyperbolic Lévy process. Zbl 1189.91207
Imai, Junichi; Tan, Ken Seng
7
2009
Pricing derivative securities using integrated quasi-Monte Carlo methods with dimension reduction and discontinuity realignment. Zbl 1307.65003
Imai, Junichi; Tan, Ken Seng
7
2014
Optimal insurance in the presence of reinsurance. Zbl 1402.91221
Zhuang, Sheng Chao; Boonen, Tim J.; Tan, Ken Seng; Xu, Zuo Quan
6
2017
Optimal reinsurance under the risk-adjusted value of an insurer’s liability and an economic reinsurance premium principle. Zbl 1414.91174
Chi, 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 1281.91181
Boyle, Phelim P.; Kolkiewicz, Adam W.; Tan, Ken Seng
6
2013
Dimension reduction approach to simulating exotic options in a Meixner Lévy market. Zbl 1229.91341
Imai, Junichi; Tan, Ken Seng
5
2009
An improved simulation method for pricing high-dimensional American derivatives. Zbl 1036.91020
Boyle, Phelim P.; Kolkiewicz, Adam W.; Tan, Ken Seng
4
2003
VaR-based optimal partial hedging. Zbl 1281.91142
Cong, Jianfa; Tan, Ken Seng; Weng, Chengguo
4
2013
Pricing annuity guarantees under a regime-switching model. Zbl 1483.91201
Lin, X. Sheldon; Tan, Ken Seng; Yang, Hailiang
3
2009
A Bowley solution with limited ceded risk for a monopolistic reinsurer. Zbl 1435.91143
Chi, Yichun; Tan, Ken Seng; Zhuang, Sheng Chao
3
2020
Agricultural insurance ratemaking: development of a new premium principle. Zbl 1429.91286
Zhu, Wenjun; Tan, Ken Seng; Porth, Lysa
3
2019
Tail behavior of Poisson shot noise processes under heavy-tailed shocks and actuarial applications. Zbl 1281.60048
Weng, Chengguo; Zhang, Yi; Tan, Ken Seng
3
2013
A note on power-law scaling in a Taylor-Couette flow. Zbl 1186.76325
Lim, T. T.; Tan, K. S.
3
2003
VaR and CTE criteria for optimal quota-share and stop-loss reinsurance. Zbl 1483.91208
Tan, Ken Seng; Weng, Chengguo; Zhang, Yi
2
2009
Tail dependence and heavy tailedness in extreme risks. Zbl 1467.91142
Ji, Liuyan; Tan, Ken Seng; Yang, Fan
2
2021
Optimal incentive-compatible insurance with background risk. Zbl 1478.91163
Chi, Yichun; Tan, Ken Seng
2
2021
Computation of optimal portfolios using simulation-based dimension reduction. Zbl 1284.91567
Boyle, Phelim; Imai, Junichi; Tan, Ken Seng
2
2008
Optimal investment with noise trading risk. Zbl 1175.91166
Xu, Yunhui; Li, Zhongfei; Tan, Ken Seng
2
2008
Optimal hedging with basis risk under mean-variance criterion. Zbl 1394.91242
Zhang, Jingong; Tan, Ken Seng; Weng, Chengguo
2
2017
Calibrating the Black-Derman-Toy model: Some theoretical results. Zbl 1021.91025
Boyle, Phelim P.; Tan, Ken Seng; Tian, Weidong
2
2001
Pricing American derivatives using simulation: A biased low approach. Zbl 1008.91059
Boyle, Phelim P.; Kolkiewicz, Adam W.; Tan, Ken Seng
2
2002
Gompertz law revisited: forecasting mortality with a multi-factor exponential model. Zbl 1467.91146
Li, Hong; Tan, Ken Seng; Tuljapurkar, Shripad; Zhu, Wenjun
1
2021
Spatial dependence and aggregation in weather risk hedging: a Lévy subordinated hierarchical Archimedean copulas (LSHAC) approach. Zbl 1390.91222
Zhu, Wenjun; Tan, Ken Seng; Porth, Lysa; Wang, Chou-Wen
1
2018
Effects of noncircular collars on an axisymmetric jet. Zbl 1182.76558
New, T. H.; Tan, K. S.; Tsai, H. M.
1
2007
Vine copula models with GLM and sparsity. Zbl 1368.60013
Han, Dezhao; Tan, Ken Seng; Weng, Chengguo
1
2017
A closed-form solution to a dynamic portfolio optimization problem. Zbl 1127.91026
Li, Zhong-Fei; Ng, Kai W.; Tan, Ken Seng; Yang, Hailiang
1
2005
Optimal constant-rebalanced portfolio investment strategies for dynamic portfolio selection. Zbl 1138.91460
Li, Zhong-Fei; Ng, Kai W.; Tan, Ken Seng; Yang, Hailiang
1
2006
Failure of smooth pasting principle and nonexistence of equilibrium stopping rules under time-inconsistency. Zbl 1476.91223
Tan, Ken Seng; Wei, Wei; Zhou, Xun Yu
1
2021
Demand for non-life insurance under habit formation. Zbl 1475.91311
Li, Wenyuan; Tan, Ken Seng; Wei, Pengyu
1
2021
Diversification in catastrophe insurance markets. Zbl 1480.91197
Cui, Hengxin; Tan, Ken Seng; Yang, Fan
1
2021
Tail dependence and heavy tailedness in extreme risks. Zbl 1467.91142
Ji, Liuyan; Tan, Ken Seng; Yang, Fan
2
2021
Optimal incentive-compatible insurance with background risk. Zbl 1478.91163
Chi, Yichun; Tan, Ken Seng
2
2021
Gompertz law revisited: forecasting mortality with a multi-factor exponential model. Zbl 1467.91146
Li, Hong; Tan, Ken Seng; Tuljapurkar, Shripad; Zhu, Wenjun
1
2021
Failure of smooth pasting principle and nonexistence of equilibrium stopping rules under time-inconsistency. Zbl 1476.91223
Tan, Ken Seng; Wei, Wei; Zhou, Xun Yu
1
2021
Demand for non-life insurance under habit formation. Zbl 1475.91311
Li, Wenyuan; Tan, Ken Seng; Wei, Pengyu
1
2021
Diversification in catastrophe insurance markets. Zbl 1480.91197
Cui, Hengxin; Tan, Ken Seng; Yang, Fan
1
2021
Optimal dynamic reinsurance policies under a generalized Denneberg’s absolute deviation principle. Zbl 1431.91344
Tan, Ken Seng; Wei, Pengyu; Wei, Wei; Zhuang, Sheng Chao
9
2020
A Bowley solution with limited ceded risk for a monopolistic reinsurer. Zbl 1435.91143
Chi, Yichun; Tan, Ken Seng; Zhuang, Sheng Chao
3
2020
Agricultural insurance ratemaking: development of a new premium principle. Zbl 1429.91286
Zhu, Wenjun; Tan, Ken Seng; Porth, Lysa
3
2019
Spatial dependence and aggregation in weather risk hedging: a Lévy subordinated hierarchical Archimedean copulas (LSHAC) approach. Zbl 1390.91222
Zhu, Wenjun; Tan, Ken Seng; Porth, Lysa; Wang, Chou-Wen
1
2018
Optimal insurance in the presence of reinsurance. Zbl 1402.91221
Zhuang, Sheng Chao; Boonen, Tim J.; Tan, Ken Seng; Xu, Zuo Quan
6
2017
Optimal reinsurance under the risk-adjusted value of an insurer’s liability and an economic reinsurance premium principle. Zbl 1414.91174
Chi, Yichun; Lin, X. Sheldon; Tan, Ken Seng
6
2017
Optimal hedging with basis risk under mean-variance criterion. Zbl 1394.91242
Zhang, Jingong; Tan, Ken Seng; Weng, Chengguo
2
2017
Vine copula models with GLM and sparsity. Zbl 1368.60013
Han, Dezhao; Tan, Ken Seng; Weng, Chengguo
1
2017
Marginal indemnification function formulation for optimal reinsurance. Zbl 1348.91196
Zhuang, Sheng Chao; Weng, Chengguo; Tan, Ken Seng; Assa, Hirbod
42
2016
Pricing in reinsurance bargaining with comonotonic additive utility functions. Zbl 1390.91164
Boonen, Tim J.; Tan, Ken Seng; Zhuang, Sheng Chao
16
2016
The role of a representative reinsurer in optimal reinsurance. Zbl 1371.91082
Boonen, Tim J.; Tan, Ken Seng; Zhuang, Sheng Chao
13
2016
Optimal VaR-based risk management with reinsurance. Zbl 1341.91089
Cong, 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 1412.91060
Zhou, Rui; Wang, Yujiao; Kaufhold, Kai; Li, Johnny Siu-Hang; Tan, Ken Seng
17
2014
Downside risk management of a defined benefit plan considering longevity basis risk. Zbl 1412.91048
Lin, Yijia; Tan, Ken Seng; Tian, Ruilin; Yu, Jifeng
10
2014
Empirical approach for optimal reinsurance design. Zbl 1414.91234
Tan, Ken Seng; Weng, Chengguo
9
2014
Pricing derivative securities using integrated quasi-Monte Carlo methods with dimension reduction and discontinuity realignment. Zbl 1307.65003
Imai, Junichi; Tan, Ken Seng
7
2014
Optimal reinsurance with general premium principles. Zbl 1284.91216
Chi, Yichun; Tan, Ken Seng
41
2013
Pricing Bermudan options using low-discrepancy mesh methods. Zbl 1281.91181
Boyle, Phelim P.; Kolkiewicz, Adam W.; Tan, Ken Seng
6
2013
VaR-based optimal partial hedging. Zbl 1281.91142
Cong, Jianfa; Tan, Ken Seng; Weng, Chengguo
4
2013
Tail behavior of Poisson shot noise processes under heavy-tailed shocks and actuarial applications. Zbl 1281.60048
Weng, 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 1236.91145
Wang, Xiaoqun; Tan, Ken Seng
8
2012
Optimal reinsurance under VaR and CVaR risk measures a simplified approach. Zbl 1239.91078
Chi, Yichun; Tan, Ken Seng
65
2011
Optimality of general reinsurance contracts under CTE risk measure. Zbl 1218.91097
Tan, Ken Seng; Weng, Chengguo; Zhang, Yi
35
2011
Uncertainty in mortality forecasting an extension to the classical Lee-Carter approach. Zbl 1203.91113
Li, Johnny Siu-Hang; Hardy, Mary; Tan, Ken Seng
40
2009
Ruin probabilities in a discrete time risk model with dependent risks of heavy tail. Zbl 1224.91093
Weng, Chengguo; Zhang, Yi; Tan, Ken Seng
17
2009
An accelerating quasi-Monte Carlo method for option pricing under the generalized hyperbolic Lévy process. Zbl 1189.91207
Imai, Junichi; Tan, Ken Seng
7
2009
Dimension reduction approach to simulating exotic options in a Meixner Lévy market. Zbl 1229.91341
Imai, Junichi; Tan, Ken Seng
5
2009
Pricing annuity guarantees under a regime-switching model. Zbl 1483.91201
Lin, X. Sheldon; Tan, Ken Seng; Yang, Hailiang
3
2009
VaR and CTE criteria for optimal quota-share and stop-loss reinsurance. Zbl 1483.91208
Tan, Ken Seng; Weng, Chengguo; Zhang, Yi
2
2009
Optimal reinsurance under VaR and CTE risk measures. Zbl 1140.91417
Cai, Jun; Tan, Ken Seng; Weng, Chengguo; Zhang, Yi
102
2008
Computation of optimal portfolios using simulation-based dimension reduction. Zbl 1284.91567
Boyle, Phelim; Imai, Junichi; Tan, Ken Seng
2
2008
Optimal investment with noise trading risk. Zbl 1175.91166
Xu, Yunhui; Li, Zhongfei; Tan, Ken Seng
2
2008
Optimal retention for a stop-loss reinsurance under the VaR and CTE risk measures. Zbl 1162.91402
Cai, Jun; Tan, Ken Seng
102
2007
Effects of noncircular collars on an axisymmetric jet. Zbl 1182.76558
New, T. H.; Tan, K. S.; Tsai, H. M.
1
2007
Optimal constant-rebalanced portfolio investment strategies for dynamic portfolio selection. Zbl 1138.91460
Li, Zhong-Fei; Ng, Kai W.; Tan, Ken Seng; Yang, Hailiang
1
2006
Pricing options using lattice rules. Zbl 1141.91419
Boyle, Phelim P.; Lai, Yongzeng; Tan, Ken Seng
8
2005
A closed-form solution to a dynamic portfolio optimization problem. Zbl 1127.91026
Li, Zhong-Fei; Ng, Kai W.; Tan, Ken Seng; Yang, Hailiang
1
2005
Minimizing effective dimension using linear transformation. Zbl 1043.65003
Imai, Junichi; Tan, Ken Seng
10
2004
Valuation of equity-indexed annuities under stochastic interest rates. Zbl 1084.60530
Lin, X. Sheldon; Tan, Ken Seng
39
2003
An improved simulation method for pricing high-dimensional American derivatives. Zbl 1036.91020
Boyle, Phelim P.; Kolkiewicz, Adam W.; Tan, Ken Seng
4
2003
A note on power-law scaling in a Taylor-Couette flow. Zbl 1186.76325
Lim, T. T.; Tan, K. S.
3
2003
Pricing American derivatives using simulation: A biased low approach. Zbl 1008.91059
Boyle, Phelim P.; Kolkiewicz, Adam W.; Tan, Ken Seng
2
2002
Valuation of the reset options embedded in some equity-linked insurance products. Zbl 1083.91511
Boyle, Phelim P.; Kolkiewicz, Adam W.; Tan, Ken Seng
11
2001
Calibrating the Black-Derman-Toy model: Some theoretical results. Zbl 1021.91025
Boyle, Phelim P.; Tan, Ken Seng; Tian, Weidong
2
2001
Applications of randomized low discrepancy sequences to the valuation of complex securities. Zbl 0967.91059
Tan, K. S.; Boyle, P. P.
10
2000
Quasi-Monte Carlo methods in numerical finance. Zbl 0880.90006
Joy, Corwin; Boyle, Phelim P.; Tan, Ken Seng
50
1996
all top 5

Cited by 604 Authors

35 Tan, Ken Seng
16 Chi, Yichun
16 Weng, Chengguo
15 Boonen, Tim J.
14 Cheung, Ka Chun
11 Asimit, Alexandru V.
10 Tsai, Cary Chi-Liang
10 Wang, Xiaoqun
10 Zhuang, Shengchao
9 Blake, David
9 Li, Johnny Siu-Hang
8 Siu, Tak Kuen
7 Balbás, Alejandro
7 Balbás, Beatriz
7 Boyle, Phelim P.
7 Cai, Jun
7 Jiang, Wenjun
7 Yam, Sheung Chi Phillip
6 Assa, Hirbod
6 Ghossoub, Mario
6 Lin, Tzuling
6 Liu, Haiyan
6 Lo, Ambrose
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 Liu, Fangda
5 Meng, Hui
5 Ökten, Giray
5 Qian, Linyi
5 Wang, Rongming
5 Wang, Ruodu
5 Yang, Hailiang
5 Yin, Chuancun
5 Yuen, Kam Chuen
5 Zhang, Yi
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 Ren, Jiandong
4 Wang, Wei
4 Yang, Yang
4 Young, Virginia R.
4 Yuen, Fei Lung
3 Brandtner, Mario
3 Cairns, Andrew J. G.
3 Chen, Yanhong
3 Cox, Samuel H. jun.
3 Cui, Wei
3 Glauner, Alexander
3 Hardy, Mary Rosalyn
3 He, Zhijian
3 Hong, Hanping
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 Shen, Yang
3 Shi, Yanlin
3 Wei, Pengyu
3 Zhang, Lianzeng
3 Zhou, Ming
3 Zhou, Rui
3 Zhu, Wenjun
3 Zhu, Yunzhou
2 Albrecher, Hansjörg
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 Debón, Ana
2 Dowd, Kevin
2 Elliott, Robert James
2 Escobar Anel, Marcos
2 Furman, Edward
2 Gao, Huan
2 Glasserman, Paul
2 Goard, Joanna M.
2 Göncü, Ahmet
...and 504 more Authors
all top 5

Cited in 82 Serials

134 Insurance Mathematics & Economics
42 North American Actuarial Journal
28 Scandinavian Actuarial Journal
22 ASTIN Bulletin
21 Journal of Computational and Applied Mathematics
16 European Journal of Operational Research
9 Communications in Statistics. Theory and Methods
9 Quantitative Finance
8 European Actuarial Journal
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
3 Acta Mathematicae Applicatae Sinica. English Series
3 Monte Carlo Methods and Applications
3 Mathematical Problems in Engineering
3 The ANZIAM Journal
3 SIAM Journal on Financial Mathematics
2 Computers & Mathematics with Applications
2 Mathematics of Computation
2 Journal of Applied Probability
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 Journal of Industrial and Management Optimization
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 Acta Arithmetica
1 Journal of Econometrics
1 Journal of Multivariate Analysis
1 SIAM Journal on Control and Optimization
1 Stochastic Analysis and Applications
1 Applied Numerical Mathematics
1 Computers & Operations Research
1 Computational Mechanics
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 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

Citations by Year