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Author ID: cai.jun Recent zbMATH articles by "Cai, Jun"
Published as: Cai, Jun
all top 5

Serials

18 Insurance Mathematics & Economics
5 Journal of Applied Probability
5 Scandinavian Actuarial Journal
5 North American Actuarial Journal
4 Advances in Applied Probability
4 ASTIN Bulletin
3 Journal of Multivariate Analysis
2 Statistics & Probability Letters
2 Bulletin of the Iranian Mathematical Society
2 Annals of Operations Research
2 Probability in the Engineering and Informational Sciences
2 Statistical Theory and Related Fields
1 Modern Physics Letters B
1 Computer Physics Communications
1 Molecular Simulation
1 Scandinavian Actuarial Journal
1 Acta Scientiarum Naturalium Universitatis Sunyatseni
1 Mathematics in Practice and Theory
1 Journal of East China Normal University. Natural Science Edition
1 Acta Automatica Sinica
1 Acta Mathematicae Applicatae Sinica. English Series
1 Chinese Journal of Applied Probability and Statistics
1 Mathematica Applicata
1 Data & Knowledge Engineering
1 Multidimensional Systems and Signal Processing
1 Stochastic Processes and their Applications
1 Archive of Applied Mechanics
1 Applied Mathematics. Series B (English Edition)
1 Journal of Geodesy
1 Finance and Stochastics
1 Journal of Yangzhou University. Natural Science Edition
1 Discrete Dynamics in Nature and Society
1 Journal of Biological Systems
1 Methodology and Computing in Applied Probability
1 Control and Decision
1 Computational Biology and Chemistry
1 Asia-Pacific Financial Markets
1 Journal of Zhejiang University. Science A
1 Science China. Information Sciences
1 Journal of Computational and Graphical Statistics
1 Journal of Theoretical Biology

Publications by Year

Citations contained in zbMATH Open

63 Publications have been cited 1,028 times in 700 Documents Cited by Year
Optimal retention for a stop-loss reinsurance under the VaR and CTE risk measures. Zbl 1162.91402
Cai, Jun; Tan, Ken Seng
123
2007
Optimal reinsurance under VaR and CTE risk measures. Zbl 1140.91417
Cai, Jun; Tan, Ken Seng; Weng, Chengguo; Zhang, Yi
121
2008
Conditional tail expectations for multivariate phase-type distributions. Zbl 1079.62022
Cai, Jun; Li, Haijun
61
2005
On max-sum equivalence and convolution closure of heavy-tailed distributions and their applications. Zbl 1054.60012
Cai, Jun; Tang, Qihe
56
2004
On the expected discounted penalty function at ruin of a surplus process with interest. Zbl 1074.91027
Cai, Jun; Dickson, David C. M.
54
2002
Multivariate risk model of phase type. Zbl 1122.60049
Cai, Jun; Li, Haijun
48
2005
Ruin probabilities and penalty functions with stochastic rates of interest. Zbl 1070.60043
Cai, Jun
47
2004
Optimal reinsurance policies for an insurer with a bivariate reserve risk process in a dynamic setting. Zbl 1290.91075
Bai, Lihua; Cai, Jun; Zhou, Ming
42
2013
Optimal reinsurance from the perspectives of both an insurer and a reinsurer. Zbl 1390.91167
Cai, Jun; Lemieux, Christiane; Liu, Fangda
41
2016
On the time value of absolute ruin with debit interest. Zbl 1141.91023
Cai, Jun
40
2007
On the expectation of total discounted operating costs up to default and its applications. Zbl 1173.91023
Cai, Jun; Feng, Runhuan; Willmot, Gordon E.
38
2009
Optimal reinsurance with positively dependent risks. Zbl 1239.91075
Cai, Jun; Wei, Wei
35
2012
Some new notions of dependence with applications in optimal allocation problems. Zbl 1296.91246
Cai, Jun; Wei, Wei
34
2014
Dependence properties and bounds for ruin probabilities in multivariate compound risk models. Zbl 1280.91090
Cai, Jun; Li, Haijun
33
2007
Notions of multivariate dependence and their applications in optimal portfolio selections with dependent risks. Zbl 1321.60026
Cai, Jun; Wei, Wei
31
2015
Optimal dividends in an Ornstein-Uhlenbeck type model with credit and debit interest. Zbl 1479.91308
Cai, Jun; Gerber, Hans U.; Yang, Hailiang
29
2006
Ruin in the perturbed compound Poisson risk process under interest force. Zbl 1074.60090
Cai, Jun; Yang, Hailiang
29
2005
NWU property of a class of random sums. Zbl 0980.60109
Cai, Jun; Kalashnikov, Vladimir
28
2000
Optimal reinsurance with expectile. Zbl 1401.91106
Cai, Jun; Weng, Chengguo
25
2016
Optimal investment-reinsurance strategies with state dependent risk aversion and VaR constraints in correlated markets. Zbl 1419.91349
Bi, Junna; Cai, Jun
23
2019
Lundberg inequalities for renewal equations. Zbl 1003.60081
Willmot, Gordon E.; Cai, Jun; Lin, X. Sheldon
23
2001
Upper bounds for ultimate ruin probabilities in the Sparre Andersen model with interest. Zbl 1074.91028
Cai, Jun; Dickson, David C. M.
22
2003
Ruin probabilities with dependent rates of interest. Zbl 1007.60096
Cai, Jun
22
2002
Equilibrium compound distributions and stop-loss moments. Zbl 1144.91031
Willmot, Gordon E.; Drekic, Steve; Cai, Jun
20
2005
Optimal reinsurance with regulatory initial capital and default risk. Zbl 1304.91094
Cai, Jun; Lemieux, Christiane; Liu, Fangda
19
2014
Ruin probabilities with a Markov chain interest model. Zbl 1122.91340
Cai, Jun; Dickson, David C. M.
19
2004
Discrete time risk models under rates of interest. Zbl 1031.91057
Cai, Jun
17
2002
Optimal reinsurance designs based on risk measures: a review. Zbl 07660215
Cai, Jun; Chi, Yichun
17
2020
Two-sided bounds for ruin probabilities when the adjustment coefficient does not exist. Zbl 0922.62108
Cai, Jun; Garrido, José
14
1999
Aging properties and bounds for ruin probabilities and stop-loss premiums. Zbl 0954.62123
Cai, Jun; Garrido, José
13
1998
The compound Poisson surplus model with interest and liquid reserves: Analysis of the Gerber-Shiu discounted penalty function. Zbl 1170.91407
Cai, Jun; Feng, Runhuan; Willmot, Gordon E.
12
2009
On the decomposition of the ruin probability for a jump-diffusion surplus process compounded by a geometric Brownian motion. Zbl 1479.91310
Cai, Jun; Xu, Chengming
11
2006
A perturbed risk model with dependence between premium rates and claim sizes. Zbl 1231.91263
Zhou, Ming; Cai, Jun
11
2009
Risk measures based on behavioural economics theory. Zbl 1397.91606
Mao, Tiantian; Cai, Jun
11
2018
Optimal dynamic risk control for insurers with state-dependent income. Zbl 1291.93334
Zhou, Ming; Cai, Jun
10
2014
Aging and other distributional properties of discrete compound geometric distributions. Zbl 1025.62006
Willmot, Gordon E.; Cai, Jun
10
2001
On the invariant properties of notions of positive dependence and copulas under increasing transformations. Zbl 1239.91074
Cai, Jun; Wei, Wei
10
2012
Tail subadditivity of distortion risk measures and multivariate tail distortion risk measures. Zbl 1394.91197
Cai, Jun; Wang, Ying; Mao, Tiantian
9
2017
Asymptotic forms and bounds for tails of convolutions of compound geometric distributions, with applications. Zbl 1270.60021
Cai, Jun; Garrido, José
9
2002
Convex risk functionals: representation and applications. Zbl 1431.91340
Liu, Fangda; Cai, Jun; Lemieux, Christiane; Wang, Ruodu
9
2020
On classes of lifetime distributions with unknown age. Zbl 0980.62009
Willmot, Gordon E.; Cai, Jun
8
2000
Some improvements on the Lundberg bound for the ruin probability. Zbl 0904.60068
Cai, Jun; Wu, Yanhong
8
1997
Monotonicity and aging properties of random sums. Zbl 1076.60034
Cai, Jun; Willmot, Gordon E.
8
2005
Equilibrium reinsurance-investment strategies with partial information and common shock dependence. Zbl 1478.91160
Bi, Junna; Cai, Jun; Zeng, Yan
4
2021
Risk measures derived from a regulator’s perspective on the regulatory capital requirements for insurers. Zbl 1454.91169
Cai, Jun; Mao, Tiantian
4
2020
Joint insolvency analysis of a shared MAP risk process: a capital allocation application. Zbl 1414.91168
Cai, Jun; Landriault, David; Shi, Tianxiang; Wei, Wei
4
2017
Analysis of the compound Poisson surplus model with liquid reserves, interest and dividends. Zbl 1205.91079
Cai, Jun; Feng, Runhuan; Willmot, Gordon E.
4
2009
Reliability lower bounds for HNBUE distributions class with known mean and variance. Zbl 0949.62574
Cai, Jun
4
1995
Parallel solution of mixed discrete structural optimization problems using evolution strategy. Zbl 1071.74673
Cai, J.; Thierauf, G.
4
1996
Optimal capital allocation principles considering capital shortfall and surplus risks in a hierarchical corporate structure. Zbl 1471.91451
Cai, Jun; Wang, Ying
4
2021
Authors’ reply to: “Comment to: ‘Optimal dividends in an Ornstein-Uhlenbeck type model with credit and debit interest’ ”. Zbl 1479.91309
Cai, Jun; Gerber, Hans U.; Yang, Hailiang
3
2006
On the decomposition of the absolute ruin probability in a perturbed compound Poisson surplus process with debit interest. Zbl 1291.91096
Cai, Jun; Yang, Hailiang
3
2014
The preservation of classes of discrete distributions under convolution and mixing. Zbl 1090.60014
Pavlova, Kristina P.; Cai, Jun; Willmot, Gordon E.
3
2006
Density functional theory of square-well chain mixtures near solid surface. Zbl 1127.82327
Zhang, Shuling; Cai, Jun; Liu, Honglai; Hu, Ying
2
2004
Low complexity construction for quasi-cyclic low-density parity-check codes by progressive-block growth. Zbl 1241.94034
Ren, PinYi; Yuan, Qiang; Wang, Rui; Cai, Jun
2
2011
Portfolio optimization with uncertain exit time in infinite-time horizon. Zbl 1292.91162
Guo, Wen-Jing; Cai, Jun
2
2013
Two-sided bounds for tails of compound negative binomial distributions in the exponential and heavy-tailed cases. Zbl 0971.91037
Cai, Jun; Garrido, José
2
2000
Classifying G-protein coupled receptors with bagging classification tree. Zbl 1089.92009
Huang, Ying; Cai, Jun; Ji, Liang; Li, Yanda
2
2004
Commuting mappings on the Hochschild extension of an algebra. Zbl 1410.16040
Chen, L.; Cai, J.
1
2018
Distributed compressed sensing for multi-sourced fusion and secure signal processing in private cloud. Zbl 1441.94054
Zhao, Huimin; Wei, Wenguo; Cai, Jun; Lei, Fangyuan; Luo, Jianzhen
1
2016
Finite Zeitübersetzung mit Extrapolation in der nichtlinearen Strukturdynamik. (Finite elements in time with extrapolation in nonlinear structural dynamics). Zbl 0733.73061
Ruge, P.; Cai, J.
1
1991
Reinsurance premium principles based on weighted loss functions. Zbl 1426.91206
Cai, Jun; Wang, Ying
1
2019
Mechanistic modelling of multiple waves in an influenza epidemic or pandemic. Zbl 1429.92138
Xu, Bo; Cai, Jun; He, Daihai; Chowell, Gerardo; Xu, Bing
1
2020
Equilibrium reinsurance-investment strategies with partial information and common shock dependence. Zbl 1478.91160
Bi, Junna; Cai, Jun; Zeng, Yan
4
2021
Optimal capital allocation principles considering capital shortfall and surplus risks in a hierarchical corporate structure. Zbl 1471.91451
Cai, Jun; Wang, Ying
4
2021
Optimal reinsurance designs based on risk measures: a review. Zbl 07660215
Cai, Jun; Chi, Yichun
17
2020
Convex risk functionals: representation and applications. Zbl 1431.91340
Liu, Fangda; Cai, Jun; Lemieux, Christiane; Wang, Ruodu
9
2020
Risk measures derived from a regulator’s perspective on the regulatory capital requirements for insurers. Zbl 1454.91169
Cai, Jun; Mao, Tiantian
4
2020
Mechanistic modelling of multiple waves in an influenza epidemic or pandemic. Zbl 1429.92138
Xu, Bo; Cai, Jun; He, Daihai; Chowell, Gerardo; Xu, Bing
1
2020
Optimal investment-reinsurance strategies with state dependent risk aversion and VaR constraints in correlated markets. Zbl 1419.91349
Bi, Junna; Cai, Jun
23
2019
Reinsurance premium principles based on weighted loss functions. Zbl 1426.91206
Cai, Jun; Wang, Ying
1
2019
Risk measures based on behavioural economics theory. Zbl 1397.91606
Mao, Tiantian; Cai, Jun
11
2018
Commuting mappings on the Hochschild extension of an algebra. Zbl 1410.16040
Chen, L.; Cai, J.
1
2018
Tail subadditivity of distortion risk measures and multivariate tail distortion risk measures. Zbl 1394.91197
Cai, Jun; Wang, Ying; Mao, Tiantian
9
2017
Joint insolvency analysis of a shared MAP risk process: a capital allocation application. Zbl 1414.91168
Cai, Jun; Landriault, David; Shi, Tianxiang; Wei, Wei
4
2017
Optimal reinsurance from the perspectives of both an insurer and a reinsurer. Zbl 1390.91167
Cai, Jun; Lemieux, Christiane; Liu, Fangda
41
2016
Optimal reinsurance with expectile. Zbl 1401.91106
Cai, Jun; Weng, Chengguo
25
2016
Distributed compressed sensing for multi-sourced fusion and secure signal processing in private cloud. Zbl 1441.94054
Zhao, Huimin; Wei, Wenguo; Cai, Jun; Lei, Fangyuan; Luo, Jianzhen
1
2016
Notions of multivariate dependence and their applications in optimal portfolio selections with dependent risks. Zbl 1321.60026
Cai, Jun; Wei, Wei
31
2015
Some new notions of dependence with applications in optimal allocation problems. Zbl 1296.91246
Cai, Jun; Wei, Wei
34
2014
Optimal reinsurance with regulatory initial capital and default risk. Zbl 1304.91094
Cai, Jun; Lemieux, Christiane; Liu, Fangda
19
2014
Optimal dynamic risk control for insurers with state-dependent income. Zbl 1291.93334
Zhou, Ming; Cai, Jun
10
2014
On the decomposition of the absolute ruin probability in a perturbed compound Poisson surplus process with debit interest. Zbl 1291.91096
Cai, Jun; Yang, Hailiang
3
2014
Optimal reinsurance policies for an insurer with a bivariate reserve risk process in a dynamic setting. Zbl 1290.91075
Bai, Lihua; Cai, Jun; Zhou, Ming
42
2013
Portfolio optimization with uncertain exit time in infinite-time horizon. Zbl 1292.91162
Guo, Wen-Jing; Cai, Jun
2
2013
Optimal reinsurance with positively dependent risks. Zbl 1239.91075
Cai, Jun; Wei, Wei
35
2012
On the invariant properties of notions of positive dependence and copulas under increasing transformations. Zbl 1239.91074
Cai, Jun; Wei, Wei
10
2012
Low complexity construction for quasi-cyclic low-density parity-check codes by progressive-block growth. Zbl 1241.94034
Ren, PinYi; Yuan, Qiang; Wang, Rui; Cai, Jun
2
2011
On the expectation of total discounted operating costs up to default and its applications. Zbl 1173.91023
Cai, Jun; Feng, Runhuan; Willmot, Gordon E.
38
2009
The compound Poisson surplus model with interest and liquid reserves: Analysis of the Gerber-Shiu discounted penalty function. Zbl 1170.91407
Cai, Jun; Feng, Runhuan; Willmot, Gordon E.
12
2009
A perturbed risk model with dependence between premium rates and claim sizes. Zbl 1231.91263
Zhou, Ming; Cai, Jun
11
2009
Analysis of the compound Poisson surplus model with liquid reserves, interest and dividends. Zbl 1205.91079
Cai, Jun; Feng, Runhuan; Willmot, Gordon E.
4
2009
Optimal reinsurance under VaR and CTE risk measures. Zbl 1140.91417
Cai, Jun; Tan, Ken Seng; Weng, Chengguo; Zhang, Yi
121
2008
Optimal retention for a stop-loss reinsurance under the VaR and CTE risk measures. Zbl 1162.91402
Cai, Jun; Tan, Ken Seng
123
2007
On the time value of absolute ruin with debit interest. Zbl 1141.91023
Cai, Jun
40
2007
Dependence properties and bounds for ruin probabilities in multivariate compound risk models. Zbl 1280.91090
Cai, Jun; Li, Haijun
33
2007
Optimal dividends in an Ornstein-Uhlenbeck type model with credit and debit interest. Zbl 1479.91308
Cai, Jun; Gerber, Hans U.; Yang, Hailiang
29
2006
On the decomposition of the ruin probability for a jump-diffusion surplus process compounded by a geometric Brownian motion. Zbl 1479.91310
Cai, Jun; Xu, Chengming
11
2006
Authors’ reply to: “Comment to: ‘Optimal dividends in an Ornstein-Uhlenbeck type model with credit and debit interest’ ”. Zbl 1479.91309
Cai, Jun; Gerber, Hans U.; Yang, Hailiang
3
2006
The preservation of classes of discrete distributions under convolution and mixing. Zbl 1090.60014
Pavlova, Kristina P.; Cai, Jun; Willmot, Gordon E.
3
2006
Conditional tail expectations for multivariate phase-type distributions. Zbl 1079.62022
Cai, Jun; Li, Haijun
61
2005
Multivariate risk model of phase type. Zbl 1122.60049
Cai, Jun; Li, Haijun
48
2005
Ruin in the perturbed compound Poisson risk process under interest force. Zbl 1074.60090
Cai, Jun; Yang, Hailiang
29
2005
Equilibrium compound distributions and stop-loss moments. Zbl 1144.91031
Willmot, Gordon E.; Drekic, Steve; Cai, Jun
20
2005
Monotonicity and aging properties of random sums. Zbl 1076.60034
Cai, Jun; Willmot, Gordon E.
8
2005
On max-sum equivalence and convolution closure of heavy-tailed distributions and their applications. Zbl 1054.60012
Cai, Jun; Tang, Qihe
56
2004
Ruin probabilities and penalty functions with stochastic rates of interest. Zbl 1070.60043
Cai, Jun
47
2004
Ruin probabilities with a Markov chain interest model. Zbl 1122.91340
Cai, Jun; Dickson, David C. M.
19
2004
Density functional theory of square-well chain mixtures near solid surface. Zbl 1127.82327
Zhang, Shuling; Cai, Jun; Liu, Honglai; Hu, Ying
2
2004
Classifying G-protein coupled receptors with bagging classification tree. Zbl 1089.92009
Huang, Ying; Cai, Jun; Ji, Liang; Li, Yanda
2
2004
Upper bounds for ultimate ruin probabilities in the Sparre Andersen model with interest. Zbl 1074.91028
Cai, Jun; Dickson, David C. M.
22
2003
On the expected discounted penalty function at ruin of a surplus process with interest. Zbl 1074.91027
Cai, Jun; Dickson, David C. M.
54
2002
Ruin probabilities with dependent rates of interest. Zbl 1007.60096
Cai, Jun
22
2002
Discrete time risk models under rates of interest. Zbl 1031.91057
Cai, Jun
17
2002
Asymptotic forms and bounds for tails of convolutions of compound geometric distributions, with applications. Zbl 1270.60021
Cai, Jun; Garrido, José
9
2002
Lundberg inequalities for renewal equations. Zbl 1003.60081
Willmot, Gordon E.; Cai, Jun; Lin, X. Sheldon
23
2001
Aging and other distributional properties of discrete compound geometric distributions. Zbl 1025.62006
Willmot, Gordon E.; Cai, Jun
10
2001
NWU property of a class of random sums. Zbl 0980.60109
Cai, Jun; Kalashnikov, Vladimir
28
2000
On classes of lifetime distributions with unknown age. Zbl 0980.62009
Willmot, Gordon E.; Cai, Jun
8
2000
Two-sided bounds for tails of compound negative binomial distributions in the exponential and heavy-tailed cases. Zbl 0971.91037
Cai, Jun; Garrido, José
2
2000
Two-sided bounds for ruin probabilities when the adjustment coefficient does not exist. Zbl 0922.62108
Cai, Jun; Garrido, José
14
1999
Aging properties and bounds for ruin probabilities and stop-loss premiums. Zbl 0954.62123
Cai, Jun; Garrido, José
13
1998
Some improvements on the Lundberg bound for the ruin probability. Zbl 0904.60068
Cai, Jun; Wu, Yanhong
8
1997
Parallel solution of mixed discrete structural optimization problems using evolution strategy. Zbl 1071.74673
Cai, J.; Thierauf, G.
4
1996
Reliability lower bounds for HNBUE distributions class with known mean and variance. Zbl 0949.62574
Cai, Jun
4
1995
Finite Zeitübersetzung mit Extrapolation in der nichtlinearen Strukturdynamik. (Finite elements in time with extrapolation in nonlinear structural dynamics). Zbl 0733.73061
Ruge, P.; Cai, J.
1
1991
all top 5

Cited by 774 Authors

25 Cai, Jun
23 Li, Xiaohu
22 Chi, Yichun
20 Willmot, Gordon E.
19 Liang, Zhibin
18 Cheung, Ka Chun
18 Tan, Ken Seng
18 Yin, Chuancun
16 Weng, Chengguo
16 Yang, Hailiang
16 Zhang, Yiying
15 Yuen, Kam Chuen
13 Cheung, Eric C. K.
12 Asimit, Alexandru V.
12 Hu, Yijun
12 Woo, Jae-Kyung
11 Wu, Rong
10 Mao, Tiantian
9 Boonen, Tim J.
9 Feng, Runhuan
9 Furman, Edward
9 Liu, Haiyan
9 You, Yinping
9 Zhang, Zhimin
8 Han, Xia
8 Jiang, Wenjun
8 Landriault, David
8 Ren, Jiandong
8 Wang, Rongming
8 Yam, Sheung Chi Phillip
8 Zhou, Ming
7 Balbás, Alejandro
7 Balbás, Beatriz
7 Chadjiconstantinidis, Stathis
7 Guo, Junyi
7 Li, Chen
7 Liu, Fangda
7 Lo, Ambrose
7 Meng, Hui
7 Psarrakos, Georgios
7 Wang, Ruodu
7 Yang, Hu
7 Young, Virginia R.
7 Zhang, Yi
7 Zhuang, Shengchao
7 Zitikis, Ričardas
6 Fang, Ying
6 Hu, Xiang
6 Landsman, Zinoviy M.
6 Li, Danping
6 Politis, Konstadinos G.
6 Siu, Tak Kuen
6 Wang, Dehui
6 Wei, Wei
6 Yuan, Yu
6 Zhao, Hui
6 Zhao, Peng
5 Albrecher, Hansjörg
5 Assa, Hirbod
5 Balbás, Raquel
5 Cheng, Jianhua
5 Drekic, Steve
5 Gerber, Hans U.
5 Guillou, Armelle
5 Hu, Junlei
5 Jin, Zhuo
5 Pellerey, Franco
5 Tang, Qihe
5 Tsai, Cary Chi-Liang
5 Wang, Guojing
5 Yao, Dingjun
5 Zeng, Yan
5 Zhang, Caibin
5 Zhang, Lianzeng
5 Zhu, Jinxia
4 Badescu, Alexandru M.
4 Badescu, Andrei L.
4 Badía, Francisco German
4 Boxma, Onno Johan
4 Chen, Shumin
4 Chen, Yanhong
4 Chong, Wing Fung
4 Dickson, David C. M.
4 Fang, Rui
4 Goegebeur, Yuri
4 He, Jingmin
4 Heras, Antonio J.
4 Kim, Joseph Hyun Tae
4 Li, Haijun
4 Liu, Haibo
4 Lu, Yi
4 Lu, Zhiyi
4 Mandjes, Michel Robertus Hendrikus
4 Pan, Xiaoqing
4 Qian, Linyi
4 Qin, Jing
4 Rabehasaina, Landy
4 Rong, Ximin
4 Sendova, Kristina P.
4 Sordo, Miguel Ángel
...and 674 more Authors
all top 5

Cited in 113 Serials

198 Insurance Mathematics & Economics
55 Scandinavian Actuarial Journal
35 Communications in Statistics. Theory and Methods
31 Journal of Computational and Applied Mathematics
29 Statistics & Probability Letters
28 North American Actuarial Journal
25 ASTIN Bulletin
24 Methodology and Computing in Applied Probability
19 Journal of Industrial and Management Optimization
13 Applied Mathematics and Computation
12 Journal of Applied Probability
11 European Journal of Operational Research
10 Probability in the Engineering and Informational Sciences
10 European Actuarial Journal
9 Mathematical Problems in Engineering
8 Advances in Applied Probability
8 Annals of Operations Research
6 Acta Mathematicae Applicatae Sinica. English Series
6 Stochastic Models
6 Frontiers of Mathematics in China
5 Stochastic Processes and their Applications
5 Mathematical Methods of Operations Research
5 Statistical Theory and Related Fields
4 Journal of Multivariate Analysis
4 Statistics
4 Finance and Stochastics
4 Applied Stochastic Models in Business and Industry
4 Journal of Systems Science and Complexity
4 Journal of Applied Mathematics and Computing
3 Applied Mathematics and Optimization
3 Queueing Systems
3 SIAM Journal on Financial Mathematics
2 International Journal of Control
2 Metrika
2 Automatica
2 Journal of Mathematical Economics
2 Operations Research
2 Operations Research Letters
2 Stochastic Analysis and Applications
2 Optimization
2 Automation and Remote Control
2 Abstract and Applied Analysis
2 Journal of Inequalities and Applications
2 Wuhan University Journal of Natural Sciences (WUJNS)
2 Discrete Dynamics in Nature and Society
2 Extremes
2 Acta Mathematica Sinica. English Series
2 The ANZIAM Journal
2 Quantitative Finance
2 Acta Mathematica Scientia. Series B. (English Edition)
2 Advances in Difference Equations
2 Stochastics
2 Science China. Mathematics
2 Statistics & Risk Modeling
2 Dependence Modeling
2 Journal of Function Spaces
1 The Canadian Journal of Statistics
1 Discrete Applied Mathematics
1 Journal of Mathematical Analysis and Applications
1 Lithuanian Mathematical Journal
1 Periodica Mathematica Hungarica
1 Scandinavian Journal of Statistics
1 Ukrainian Mathematical Journal
1 Theory of Probability and its Applications
1 Blätter (Deutsche Gesellschaft für Versicherungsmathematik)
1 Journal of Statistical Planning and Inference
1 Mathematics of Operations Research
1 Scandinavian Actuarial Journal
1 Statistica
1 Chinese Journal of Applied Probability and Statistics
1 Journal of Economic Dynamics & Control
1 Multidimensional Systems and Signal Processing
1 The Annals of Applied Probability
1 Communications in Statistics. Simulation and Computation
1 Journal of Statistical Computation and Simulation
1 Computational Statistics and Data Analysis
1 Indagationes Mathematicae. New Series
1 Cybernetics and Systems Analysis
1 Applied Mathematics. Series B (English Edition)
1 Journal of the Egyptian Mathematical Society
1 Turkish Journal of Mathematics
1 Economic Theory
1 Top
1 Discrete and Continuous Dynamical Systems
1 Journal of Nonparametric Statistics
1 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics
1 Journal of Scheduling
1 Journal of Shanghai University
1 Mathematical Inequalities & Applications
1 Australian & New Zealand Journal of Statistics
1 Far East Journal of Applied Mathematics
1 International Journal of Theoretical and Applied Finance
1 RAIRO. Operations Research
1 Journal of Applied Mathematics
1 Hacettepe Journal of Mathematics and Statistics
1 Computational Biology and Chemistry
1 REVSTAT
1 Computational Management Science
1 Journal of the Korean Statistical Society
1 ALEA. Latin American Journal of Probability and Mathematical Statistics
...and 13 more Serials

Citations by Year