Edit Profile (opens in new tab) D’Amico, Guglielmo Co-Author Distance Author ID: damico.guglielmo Published as: D’Amico, Guglielmo; D’Amico, G.; d’Amico, Guglielmo; D’amico, Guglielmo more...less Homepage: https://sites.google.com/site/damicogu/home External Links: ORCID Documents Indexed: 62 Publications since 2005, including 1 Book 2 Contributions as Editor Co-Authors: 27 Co-Authors with 54 Joint Publications 376 Co-Co-Authors all top 5 Co-Authors 10 single-authored 32 Manca, Raimondo 19 Janssen, Jacques 16 Petroni, Filippo 9 Di Biase, Giuseppe 7 Gismondi, Fulvio 4 De Blasis, Riccardo 4 Prattico, Flavio 3 Guillen, Montserrat 3 Korolyuk, Volodymyr Semenovych 3 Salvi, Giovanni 2 Barbu, Vlad Stefan 2 Biffi, Elena 2 Di Basilio, Bice 2 Di Girolamo, Arturo 2 Iacobelli, Stefano 2 McClean, Sally I. 2 Regnault, Philippe 2 Scocchera, Stefania 2 Silvestrov, Dmitrii 2 Storchi, Loriano 2 Tinari, Nicola 1 di Prignano, Ernesto Volpe 1 Lika, Ada 1 Singh, Shakti Nath 1 Skiadas, Christos H. 1 Sobolewski, Robert Adam 1 Villani, Giovanni all top 5 Serials 7 Communications in Statistics. Theory and Methods 5 Annals of Finance 4 Methodology and Computing in Applied Probability 2 Computational Economics 2 Theory of Probability and Mathematical Statistics 2 Journal of Mathematical Sciences (New York) 2 Mathematical Problems in Engineering 2 Markov Processes and Related Fields 2 Informatica (Vilnius) 2 Zhurnal Obchyslyuval’noïta Prykladnoï Matematyky 2 Decisions in Economics and Finance 2 IMA Journal of Management Mathematics 2 Stochastics and Quality Control 1 Physica A 1 Applied Mathematics and Computation 1 Insurance Mathematics & Economics 1 Statistics & Probability Letters 1 Applications of Mathematics 1 Applied Mathematical Modelling 1 European Journal of Operational Research 1 Applied Mathematical Finance 1 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics 1 Journal of Applied Mathematics and Decision Sciences 1 International Journal of Theoretical and Applied Finance 1 Journal of Applied Statistics 1 Journal of Statistics & Management Systems 1 Far East Journal of Mathematical Sciences 1 Scandinavian Actuarial Journal 1 Advances and Applications in Statistics 1 SORT. Statistics and Operations Research Transactions 1 Stochastics 1 Applied Mathematical Sciences (Ruse) 1 Journal of Statistical Theory and Practice 1 Advances in Decision Sciences 1 Sankhyā. Series B 1 Modern Stochastics. Theory and Applications 1 Environmetrics all top 5 Fields 48 Probability theory and stochastic processes (60-XX) 37 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 23 Statistics (62-XX) 9 Operations research, mathematical programming (90-XX) 4 Numerical analysis (65-XX) 3 Biology and other natural sciences (92-XX) 2 General and overarching topics; collections (00-XX) 1 Combinatorics (05-XX) 1 Linear and multilinear algebra; matrix theory (15-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 47 Publications have been cited 166 times in 81 Documents Cited by ▼ Year ▼ Homogeneous semi-Markov reliability models for credit risk management. Zbl 1125.91341 D’Amico, Guglielmo; Janssen, Jacques; Manca, Raimondo 22 2005 Valuing credit default swap in a non-homogeneous semi-Markovian rating based model. Zbl 1161.91386 D’Amico, Guglielmo; Janssen, Jacques; Manca, Raimondo 12 2007 Initial and final backward and forward discrete time non-homogeneous semi-Markov credit risk models. Zbl 1194.60054 D’Amico, Guglielmo; Janssen, Jacques; Manca, Raimondo 12 2010 Full backward non-homogeneous semi-Markov processes for disability insurance models: a Catalunya real data application. Zbl 1231.91169 D’Amico, Guglielmo; Guillen, Montserrat; Manca, Raimondo 11 2009 Performance analysis of second order semi-Markov chains: an application to wind energy production. Zbl 1322.60187 D’Amico, Guglielmo; Petroni, Filippo; Prattico, Flavio 9 2015 Semi-Markov reliability models with recurrence times and credit rating applications. Zbl 1175.91190 D’Amico, Guglielmo; Janssen, Jacques; Manca, Raimondo 7 2009 Discrete time non-homogeneous semi-Markov reliability transition credit risk models and the default distribution functions. Zbl 1247.91194 D’Amico, Guglielmo; Janssen, Jacques; Manca, Raimondo 6 2011 Semi-Markov disability insurance models. Zbl 1275.91076 D’Amico, Guglielmo; Guillen, Montserrat; Manca, Raimondo 6 2013 Copula based multivariate semi-Markov models with applications in high-frequency finance. Zbl 1403.91385 D’Amico, Guglielmo; Petroni, Filippo 6 2018 Age-usage semi-Markov models. Zbl 1225.90034 D’Amico, Guglielmo 5 2011 The crossing barrier of a non-homogeneous semi-Markov chain. Zbl 1196.60147 D’Amico, Guglielmo 5 2009 A semi-Markov approach to the stock valuation problem. Zbl 1298.91161 D’Amico, Guglielmo 5 2013 A semi-Markov maintenance model with credit rating application. Zbl 1154.91498 D’Amico, Guglielmo 4 2009 A non-homogeneous semi-Markov reward model for the credit spread computation. Zbl 1214.91125 D’Amico, Guglielmo; Janssen, Jacques; Manca, Raimondo 4 2011 Dynamic measurement of poverty: modeling and estimation. Zbl 1405.91406 D’Amico, Guglielmo; Regnault, Philippe 4 2018 The dynamic behaviour of non-homogeneous single-unireducible Markov and semi-Markov chains. Zbl 1154.91330 D’Amico, Guglielmo; Janssen, Jacques; Manca, Raimondo 3 2009 Duration dependent semi-Markov models. Zbl 1245.60085 D’Amico, Guglielmo; Janssen, Jacques; Manca, Raimondo 3 2011 Novel advancements in the Markov chain stock model: analysis and inference. Zbl 1458.62230 Barbu, Vlad Stefan; D’Amico, Guglielmo; De Blasis, Riccardo 3 2017 Rate of occurrence of failures (ROCOF) of higher-order for Markov processes: analysis, inference and application to financial credit ratings. Zbl 1331.60169 D’Amico, Guglielmo 3 2015 Discrete time homogeneous Markov processes for the study of the basic risk processes. Zbl 1330.60088 D’Amico, Guglielmo; Gismondi, Fulvio; Janssen, Jacques; Manca, Raimondo 3 2015 Multivariate high-frequency financial data via semi-Markov processes. Zbl 1311.60102 D’Amico, G.; Petroni, F. 3 2014 Statistical inference for Markov chain European option: estimating the price, the bare risk and the theta by historical distributions of Markov chain. Zbl 1193.91153 D’Amico, Guglielmo 2 2006 Storage impulsive processes in the merging phase space. Zbl 1304.60054 Koroliuk, Vladimir S.; Manca, Raimondo; D’Amico, Guglielmo 2 2014 Valuation of R&D compound option using Markov chain approach. Zbl 1473.91028 D’Amico, Guglielmo; Villani, Giovanni 2 2021 A semi-Markov modulated interest rate model. Zbl 1283.91189 D’Amico, Guglielmo; Manca, Raimondo; Salvi, Giovanni 2 2013 Insuring wind energy production. Zbl 1400.91243 D’Amico, Guglielmo; Petroni, Filippo; Prattico, Flavio 2 2017 A convergence result in the estimation of Markov chains with application to compound options. Zbl 1211.62142 D’Amico, Guglielmo 1 2008 Nonparametric estimation of the expected accumulated reward for semi-Markov chains. Zbl 1185.62066 D’Amico, Guglielmo 1 2009 Stochastic dividend discount model: risk and return. Zbl 1383.60070 D’Amico, G. 1 2017 Patient’s age depending HIV/AIDS evolution analysis by means of a non-homogeneous semi-Markov model. Zbl 1180.92077 D’Amico, Guglielmo; Di Biase, Giuseppe; Janssen, Jacques; Manca, Raimondo 1 2009 Monte Carlo semi-Markov methods for credit risk migration models and Basel II rules. I. Zbl 1164.60063 Biffi, Elena; D’Amico, Guglielmo; Di Biase, Giuseppe; Janssen, Jacques; Manca, Raimondo; Silvestrov, Dmitrii 1 2008 Step semi-Markov models and application to manpower management. Zbl 1356.60139 Barbu, Vlad Stefan; D’Amico, Guglielmo; Manca, Raimondo; Petroni, Filippo 1 2016 Single-use reliability computation of a semi-Markovian system. Zbl 1340.60138 D’Amico, Guglielmo 1 2014 A stochastic model for the HIV/AIDS dynamic evolution. Zbl 1360.92068 Di Biase, Giuseppe; D’Amico, Guglielmo; Di Girolamo, Arturo; Janssen, Jacques; Iacobelli, Stefano; Tinari, Nicola; Manca, Raimondo 1 2007 Storage impulsive processes on increasing time intervals. Zbl 1329.60267 Koroliuk, V. S.; Manca, R.; D’Amico, G. 1 2014 A new approach to the modeling of financial volumes. Zbl 1423.60137 D’Amico, Guglielmo; Gismondi, Fulvio; Petroni, Filippo 1 2018 A copula-based Markov reward approach to the credit spread in the European Union. Zbl 1430.91123 D’Amico, Guglielmo; Petroni, Filippo; Regnault, Philippe; Scocchera, Stefania; Storchi, Loriano 1 2019 A multivariate Markov chain stock model. Zbl 1447.91133 D’Amico, Guglielmo; De Blasis, Riccardo 1 2020 Bivariate semi-Markov process for counterparty credit risk. Zbl 1292.60089 D’Amico, Guglielmo; Manca, Raimondo; Salvi, Giovanni 1 2014 The input evaluation of generalized Bernoulli processes for salary lines construction by means of continuous time generalized non-homogeneous semi-Markov processes. Zbl 1386.90069 D’Amico, Guglielmo; Di Biase, Giuseppe; Gismondi, Fulvio; Manca, Raimondo 1 2013 Confidence sets for dynamic poverty indexes. Zbl 07611133 D’Amico, Guglielmo; De Blasis, Riccardo 1 2022 Homogeneous discrete time alternating compound renewal process: a disability insurance application. Zbl 1393.60097 D’Amico, Guglielmo; Gismondi, Fulvio; Janssen, Jacques; Manca, Raimondo 1 2015 HIV evolution: a quantification of the effects due to age and to medical progress. Zbl 1267.92049 D’Amico, Guglielmo; Di Biase, Giuseppe; Janssen, Jacques; Manca, Raimondo 1 2011 Optimal control of a dispatchable energy source for wind energy management. Zbl 1414.90132 D’Amico, Guglielmo; Petroni, Filippo; Sobolewski, Robert Adam 1 2019 The study of basic risk processes by discrete-time non-homogeneous Markov processes. Zbl 1402.60089 D’Amico, G.; Gismondi, F.; Janssen, J.; Manca, R.; Petroni, F.; Di Prignano, E. Volpe 1 2018 Bivariate semi-Markov reward chain and credit spreads. Zbl 1433.91199 D’Amico, Guglielmo; Manca, Raimondo; Salvi, Giovanni 1 2016 Change point dynamics for financial data: an indexed Markov chain approach. Zbl 1417.91564 D’Amico, Guglielmo; Lika, Ada; Petroni, Filippo 1 2019 Confidence sets for dynamic poverty indexes. Zbl 07611133 D’Amico, Guglielmo; De Blasis, Riccardo 1 2022 Valuation of R&D compound option using Markov chain approach. Zbl 1473.91028 D’Amico, Guglielmo; Villani, Giovanni 2 2021 A multivariate Markov chain stock model. Zbl 1447.91133 D’Amico, Guglielmo; De Blasis, Riccardo 1 2020 A copula-based Markov reward approach to the credit spread in the European Union. Zbl 1430.91123 D’Amico, Guglielmo; Petroni, Filippo; Regnault, Philippe; Scocchera, Stefania; Storchi, Loriano 1 2019 Optimal control of a dispatchable energy source for wind energy management. Zbl 1414.90132 D’Amico, Guglielmo; Petroni, Filippo; Sobolewski, Robert Adam 1 2019 Change point dynamics for financial data: an indexed Markov chain approach. Zbl 1417.91564 D’Amico, Guglielmo; Lika, Ada; Petroni, Filippo 1 2019 Copula based multivariate semi-Markov models with applications in high-frequency finance. Zbl 1403.91385 D’Amico, Guglielmo; Petroni, Filippo 6 2018 Dynamic measurement of poverty: modeling and estimation. Zbl 1405.91406 D’Amico, Guglielmo; Regnault, Philippe 4 2018 A new approach to the modeling of financial volumes. Zbl 1423.60137 D’Amico, Guglielmo; Gismondi, Fulvio; Petroni, Filippo 1 2018 The study of basic risk processes by discrete-time non-homogeneous Markov processes. Zbl 1402.60089 D’Amico, G.; Gismondi, F.; Janssen, J.; Manca, R.; Petroni, F.; Di Prignano, E. Volpe 1 2018 Novel advancements in the Markov chain stock model: analysis and inference. Zbl 1458.62230 Barbu, Vlad Stefan; D’Amico, Guglielmo; De Blasis, Riccardo 3 2017 Insuring wind energy production. Zbl 1400.91243 D’Amico, Guglielmo; Petroni, Filippo; Prattico, Flavio 2 2017 Stochastic dividend discount model: risk and return. Zbl 1383.60070 D’Amico, G. 1 2017 Step semi-Markov models and application to manpower management. Zbl 1356.60139 Barbu, Vlad Stefan; D’Amico, Guglielmo; Manca, Raimondo; Petroni, Filippo 1 2016 Bivariate semi-Markov reward chain and credit spreads. Zbl 1433.91199 D’Amico, Guglielmo; Manca, Raimondo; Salvi, Giovanni 1 2016 Performance analysis of second order semi-Markov chains: an application to wind energy production. Zbl 1322.60187 D’Amico, Guglielmo; Petroni, Filippo; Prattico, Flavio 9 2015 Rate of occurrence of failures (ROCOF) of higher-order for Markov processes: analysis, inference and application to financial credit ratings. Zbl 1331.60169 D’Amico, Guglielmo 3 2015 Discrete time homogeneous Markov processes for the study of the basic risk processes. Zbl 1330.60088 D’Amico, Guglielmo; Gismondi, Fulvio; Janssen, Jacques; Manca, Raimondo 3 2015 Homogeneous discrete time alternating compound renewal process: a disability insurance application. Zbl 1393.60097 D’Amico, Guglielmo; Gismondi, Fulvio; Janssen, Jacques; Manca, Raimondo 1 2015 Multivariate high-frequency financial data via semi-Markov processes. Zbl 1311.60102 D’Amico, G.; Petroni, F. 3 2014 Storage impulsive processes in the merging phase space. Zbl 1304.60054 Koroliuk, Vladimir S.; Manca, Raimondo; D’Amico, Guglielmo 2 2014 Single-use reliability computation of a semi-Markovian system. Zbl 1340.60138 D’Amico, Guglielmo 1 2014 Storage impulsive processes on increasing time intervals. Zbl 1329.60267 Koroliuk, V. S.; Manca, R.; D’Amico, G. 1 2014 Bivariate semi-Markov process for counterparty credit risk. Zbl 1292.60089 D’Amico, Guglielmo; Manca, Raimondo; Salvi, Giovanni 1 2014 Semi-Markov disability insurance models. Zbl 1275.91076 D’Amico, Guglielmo; Guillen, Montserrat; Manca, Raimondo 6 2013 A semi-Markov approach to the stock valuation problem. Zbl 1298.91161 D’Amico, Guglielmo 5 2013 A semi-Markov modulated interest rate model. Zbl 1283.91189 D’Amico, Guglielmo; Manca, Raimondo; Salvi, Giovanni 2 2013 The input evaluation of generalized Bernoulli processes for salary lines construction by means of continuous time generalized non-homogeneous semi-Markov processes. Zbl 1386.90069 D’Amico, Guglielmo; Di Biase, Giuseppe; Gismondi, Fulvio; Manca, Raimondo 1 2013 Discrete time non-homogeneous semi-Markov reliability transition credit risk models and the default distribution functions. Zbl 1247.91194 D’Amico, Guglielmo; Janssen, Jacques; Manca, Raimondo 6 2011 Age-usage semi-Markov models. Zbl 1225.90034 D’Amico, Guglielmo 5 2011 A non-homogeneous semi-Markov reward model for the credit spread computation. Zbl 1214.91125 D’Amico, Guglielmo; Janssen, Jacques; Manca, Raimondo 4 2011 Duration dependent semi-Markov models. Zbl 1245.60085 D’Amico, Guglielmo; Janssen, Jacques; Manca, Raimondo 3 2011 HIV evolution: a quantification of the effects due to age and to medical progress. Zbl 1267.92049 D’Amico, Guglielmo; Di Biase, Giuseppe; Janssen, Jacques; Manca, Raimondo 1 2011 Initial and final backward and forward discrete time non-homogeneous semi-Markov credit risk models. Zbl 1194.60054 D’Amico, Guglielmo; Janssen, Jacques; Manca, Raimondo 12 2010 Full backward non-homogeneous semi-Markov processes for disability insurance models: a Catalunya real data application. Zbl 1231.91169 D’Amico, Guglielmo; Guillen, Montserrat; Manca, Raimondo 11 2009 Semi-Markov reliability models with recurrence times and credit rating applications. Zbl 1175.91190 D’Amico, Guglielmo; Janssen, Jacques; Manca, Raimondo 7 2009 The crossing barrier of a non-homogeneous semi-Markov chain. Zbl 1196.60147 D’Amico, Guglielmo 5 2009 A semi-Markov maintenance model with credit rating application. Zbl 1154.91498 D’Amico, Guglielmo 4 2009 The dynamic behaviour of non-homogeneous single-unireducible Markov and semi-Markov chains. Zbl 1154.91330 D’Amico, Guglielmo; Janssen, Jacques; Manca, Raimondo 3 2009 Nonparametric estimation of the expected accumulated reward for semi-Markov chains. Zbl 1185.62066 D’Amico, Guglielmo 1 2009 Patient’s age depending HIV/AIDS evolution analysis by means of a non-homogeneous semi-Markov model. Zbl 1180.92077 D’Amico, Guglielmo; Di Biase, Giuseppe; Janssen, Jacques; Manca, Raimondo 1 2009 A convergence result in the estimation of Markov chains with application to compound options. Zbl 1211.62142 D’Amico, Guglielmo 1 2008 Monte Carlo semi-Markov methods for credit risk migration models and Basel II rules. I. Zbl 1164.60063 Biffi, Elena; D’Amico, Guglielmo; Di Biase, Giuseppe; Janssen, Jacques; Manca, Raimondo; Silvestrov, Dmitrii 1 2008 Valuing credit default swap in a non-homogeneous semi-Markovian rating based model. Zbl 1161.91386 D’Amico, Guglielmo; Janssen, Jacques; Manca, Raimondo 12 2007 A stochastic model for the HIV/AIDS dynamic evolution. Zbl 1360.92068 Di Biase, Giuseppe; D’Amico, Guglielmo; Di Girolamo, Arturo; Janssen, Jacques; Iacobelli, Stefano; Tinari, Nicola; Manca, Raimondo 1 2007 Statistical inference for Markov chain European option: estimating the price, the bare risk and the theta by historical distributions of Markov chain. Zbl 1193.91153 D’Amico, Guglielmo 2 2006 Homogeneous semi-Markov reliability models for credit risk management. Zbl 1125.91341 D’Amico, Guglielmo; Janssen, Jacques; Manca, Raimondo 22 2005 all cited Publications top 5 cited Publications all top 5 Cited by 99 Authors 38 D’Amico, Guglielmo 20 Manca, Raimondo 13 Petroni, Filippo 9 Janssen, Jacques 5 De Blasis, Riccardo 4 Gismondi, Fulvio 4 Swishchuk, Anatoliy 3 Barbu, Vlad Stefan 3 Di Biase, Giuseppe 3 Guillen, Montserrat 3 Limnios, Nikolaos 3 Vassiliou, Panagiotis C. G. 2 Angelelli, Enrico 2 Bouzebda, Salim 2 Di Basilio, Bice 2 Fuino, Michel 2 Korolyuk, Volodymyr Semenovych 2 Maegebier, Alexander 2 Masala, Giovanni Batista 2 Ortobelli Lozza, Sergio 2 Prattico, Flavio 2 Salvi, Giovanni 2 Scocchera, Stefania 2 Storchi, Loriano 2 Villani, Giovanni 2 Wagner, Joël 1 Agosto, Arianna 1 Balakrishnan, Narayanaswamy 1 Bianchi, Annamaria 1 Bufalo, Michele 1 Carette, Philippe 1 Chellai, Fatih 1 Ching, Wai-Ki 1 Choi, Kyoung Jin 1 Colaneri, Patrizio 1 Cui, Lirong 1 Dedu, Silvia Cristina 1 Deepa, R. Acharya 1 Dharmaraja, Selvamuthu 1 Di Bari, Antonio 1 Di Girolamo, Arturo 1 di Prignano, Ernesto Volpe 1 Elliott, Robert James 1 Gatzert, Nadine 1 Golomoziy, Vitaliy 1 Guerry, Marie-Anne 1 Hadi, Ibnu 1 Hainaut, Donatien 1 Hou, Yunhui 1 Huang, Ting-Zhu 1 Iacobelli, Stefano 1 Jallow, Mamadou Alieu 1 Jeon, Junkee 1 Lee, Hoseok 1 Lika, Ada 1 Lin, Hsuan-Chih 1 Liu, Fei 1 Mardnifard, H. A. 1 Mesbah, Ali 1 Moretto, Enrico 1 Mulyono 1 Nafiu, Lukman Abiodun 1 Nair, Vijayan N. 1 Ndoci, Alda 1 Negahdari, Farajollah 1 Ning, Zepeng 1 Ogutu, Carolyne Adhiambo 1 Panebianco, Fabrizio 1 Papamichail, Chrysanthi 1 Pasricha, Puneet 1 Preda, Vasile C. 1 Prummer, Anja 1 Regnault, Philippe 1 Samoilenko, Igor V. 1 Schön, Walter 1 Sheraz, Muhammad 1 Siedlarek, Jan-Peter 1 Silvestrov, Dmitrii 1 Singh, Shakti Nath 1 Sobolewski, Robert Adam 1 Suyono 1 Tardelli, Paola 1 Tian, Yongxiao 1 Tinari, Nicola 1 Vadori, Nelson 1 Vasileiou, Aglaia 1 Vergne, Nicolas 1 Votsi, Irene 1 Wang, Chao 1 Wang, Meng 1 Yan, Huaicheng 1 Yang, Yang 1 Yi, He 1 Yi, Jianjun 1 Yin, Yanyan 1 Zhang, Hao 1 Zhang, I. Y. 1 Zhang, Lixian 1 Zhang, Yueyuan all top 5 Cited in 42 Serials 9 Methodology and Computing in Applied Probability 9 Annals of Finance 6 Insurance Mathematics & Economics 4 Communications in Statistics. Theory and Methods 4 Mathematical Problems in Engineering 3 Theory of Probability and Mathematical Statistics 3 Journal of Applied Statistics 2 Automatica 2 Linear Algebra and its Applications 2 Computational Economics 2 Journal of Nonparametric Statistics 2 Modern Stochastics. Theory and Applications 2 Stochastics and Quality Control 1 The Canadian Journal of Statistics 1 Journal of Statistical Physics 1 Physica A 1 Applied Mathematics and Computation 1 Fuzzy Sets and Systems 1 Journal of Economic Theory 1 Statistics & Probability Letters 1 Stochastic Analysis and Applications 1 Applications of Mathematics 1 Applied Mathematical Modelling 1 European Journal of Operational Research 1 The Journal of Analysis 1 Journal of Mathematical Sciences (New York) 1 Applied Mathematical Finance 1 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics 1 Journal of Applied Mathematics and Decision Sciences 1 Far East Journal of Theoretical Statistics 1 Informatica (Vilnius) 1 International Journal of Theoretical and Applied Finance 1 Scandinavian Actuarial Journal 1 Decisions in Economics and Finance 1 Stochastic Models 1 North American Actuarial Journal 1 Computational Management Science 1 Statistical Methods and Applications 1 Journal of Industrial and Management Optimization 1 Advances in Decision Sciences 1 Epidemiologic Methods 1 Environmetrics all top 5 Cited in 10 Fields 56 Probability theory and stochastic processes (60-XX) 44 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 27 Statistics (62-XX) 8 Operations research, mathematical programming (90-XX) 4 Systems theory; control (93-XX) 2 Numerical analysis (65-XX) 1 Combinatorics (05-XX) 1 Partial differential equations (35-XX) 1 Geophysics (86-XX) 1 Biology and other natural sciences (92-XX) Citations by Year