Edit Profile (opens in new tab) Guillen, Montserrat Co-Author Distance Author ID: guillen.montserrat Published as: Guillén, Montserrat; Guillen, Montserrat Documents Indexed: 60 Publications since 1994, including 2 Books 1 Contribution as Editor Co-Authors: 66 Co-Authors with 61 Joint Publications 878 Co-Co-Authors all top 5 Co-Authors 0 single-authored 19 Nielsen, Jens Perch 10 Bolancé, Catalina 7 Santolino, Miguel 6 Pérez-Marín, Ana María 5 Belles-Sampera, Jaume 4 Ayuso, Mercedes 4 Donnelly, Catherine 4 Sarabia, José María 3 Alemany, Ramon 3 Artis, Manuel 3 Bermúdez, Lluís 3 Boucher, Jean-Philippe 3 D’Amico, Guglielmo 3 Manca, Raimondo 3 Petersen, Kitt Skovsø 3 Prieto, Faustino 2 Chen, An 2 Chuliá, Helena 2 Denuit, Michel M. 2 Fledelius, Peter 2 Gustafsson, Jim 2 Merigó, José M. 2 Pinquet, Jean 2 Uribe, Jorge M. 1 Albarran, Irene 1 Bølviken, Erik 1 Boonen, Tim J. 1 Buch-Kromann, Tine 1 Buch-Larsen, Tine 1 Dedene, Guido 1 Delwarde, Antoine 1 Elpidorou, Valandis 1 Englund, Martin 1 Felipe, Angie 1 Ferri, Antoni 1 Gerrard, Russell 1 Guelman, Leo 1 Jordá, Vanesa 1 Juan, Angel A. 1 Karlis, Dimitris 1 Linton, Oliver Bruce 1 Løchte Jørgensen, Peter 1 Martín, Francisco J. 1 Martin, Xavier 1 Monteverde, Malena 1 Nielsen, Lars Hougaard 1 Pelican, Elena 1 Petroni, Filippo 1 Pitarque, Albert 1 Piulachs, Xavier 1 Rach, Manuel 1 Ramalhinho, Helena 1 Rizopoulos, Dimitris 1 Rodríguez-Aguilar, Juan Antonio 1 Salas-Molina, Francisco 1 Salsas, Pau 1 Serra, Isabel 1 Serrà, Joan 1 Serrat, Carles 1 Upton, Graham J. G. 1 Van Gheel, Dirk 1 Vernic, Raluca 1 Viaene, Stijn 1 Vidiella-i-Anguera, Antoni 1 Vigna, Elena 1 Vogelius, Michael S. all top 5 Serials 24 Insurance Mathematics & Economics 7 Communications in Statistics. Theory and Methods 5 ASTIN Bulletin 3 Scandinavian Actuarial Journal 3 SORT. Statistics and Operations Research Transactions 2 Qüestiió. Segona Època 2 North American Actuarial Journal 1 Scandinavian Journal of Statistics 1 Information Sciences 1 Statistics & Probability Letters 1 Statistics 1 European Journal of Operational Research 1 International Journal of Uncertainty, Fuzziness and Knowledge-Based Systems 1 RACSAM. Revista de la Real Academia de Ciencias Exactas, Físicas y Naturales. Serie A: Matemáticas 1 Journal of Actuarial Practice 1 Belgian Actuarial Bulletin 1 Modern Stochastics. Theory and Applications 1 SpringerBriefs in Finance all top 5 Fields 45 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 37 Statistics (62-XX) 6 Probability theory and stochastic processes (60-XX) 4 Numerical analysis (65-XX) 2 Measure and integration (28-XX) 2 Computer science (68-XX) 1 General and overarching topics; collections (00-XX) 1 Mathematical logic and foundations (03-XX) 1 Operations research, mathematical programming (90-XX) 1 Biology and other natural sciences (92-XX) 1 Information and communication theory, circuits (94-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 51 Publications have been cited 407 times in 296 Documents Cited by ▼ Year ▼ Kernel density estimation for heavy-tailed distributions using the Champernowne transformation. Zbl 1095.62040Buch-Larsen, Tine; Nielsen, Jens Perch; Guillén, Montserrat; Bolancé, Catalina 31 2005 Kernel density estimation of actuarial loss functions. Zbl 1024.62041Bolancé, Catalina; Guillen, Montserrat; Nielsen, Jens Perch 26 2003 Risk classification for claim counts: a comparative analysis of various zero-inflated mixed Poisson and hurdle models. Zbl 1480.91187Boucher, Jean-Philippe; Denuit, Michel; Guillén, Montserrat 25 2007 Bringing cost transparency to the life annuity market. Zbl 1304.91101Donnelly, Catherine; Guillén, Montserrat; Nielsen, Jens Perch 24 2014 Skewed bivariate models and nonparametric estimation for the CTE risk measure. Zbl 1156.91023Bolance, Catalina; Guillen, Montserrat; Pelican, Elena; Vernic, Raluca 22 2008 Return smoothing mechanisms in life and pension insurance: path-dependent contingent claims. Zbl 1159.91405Guillén, Montserrat; Jørgensen, Peter Løchte; Nielsen, Jens Perch 22 2006 Time-varying credibility for frequency risk models: estimation and tests for autoregressive specifications on the random effects. Zbl 1103.91355Bolancé, Catalina; Guillén, Montserrat; Pinquet, Jean 20 2003 Exchanging uncertain mortality for a cost. Zbl 1291.91103Donnelly, Catherine; Guillén, Montserrat; Nielsen, Jens Perch 15 2013 GlueVaR risk measures in capital allocation applications. Zbl 1304.91092Belles-Sampera, Jaume; Guillén, Montserrat; Santolino, Miguel 12 2014 The connection between distortion risk measures and ordered weighted averaging operators. Zbl 1284.91204Belles-Sampera, Jaume; Merigó, José M.; Guillén, Montserrat; Santolino, Miguel 12 2013 A nonparametric approach to calculating value-at-risk. Zbl 1284.62635Alemany, Ramon; Bolancé, Catalina; Guillén, Montserrat 11 2013 Inverse beta transformation in kernel density estimation. Zbl 1147.62323Bolancé, Catalina; Guillén, Montserrat; Nielsen, Jens Perch 11 2008 Full backward non-homogeneous semi-Markov processes for disability insurance models: a Catalunya real data application. Zbl 1231.91169D’Amico, Guglielmo; Guillen, Montserrat; Manca, Raimondo 11 2009 Simple risk measure calculations for sums of positive random variables. Zbl 1284.60029Guillén, Montserrat; Sarabia, José María; Prieto, Faustino 10 2013 Application of the Poisson log-bilinear projection model to the G5 mortality experience. Zbl 1356.91056Delwarde, Antoine; Denuit, Michel; Guillén, Montserrat; Vidiella-i-Anguera, Antoni 9 2006 Multivariate latent risk: a credibility approach. Zbl 1169.91387Englund, Martin; Guillén, Montserrat; Gustafsson, Jim; Nielsen, Lars Hougaard; Nielsen, Jens Perch 9 2008 Allowing for time and cross dependence assumptions between claim counts in ratemaking models. Zbl 1417.91262Bermúdez, Lluís; Guillén, Montserrat; Karlis, Dimitris 9 2018 Performance measurement of pension strategies: a case study of Danish life-cycle products. Zbl 1279.91096Guillén, Montserrat; Nielsen, Jens Perch; Pérez-Marín, Ana M.; Petersen, Kitt S. 9 2013 Less is more: increasing retirement gains by using an upside terminal wealth constraint. Zbl 1348.91251Donnelly, Catherine; Gerrard, Russell; Guillén, Montserrat; Nielsen, Jens Perch 7 2015 Quantitative operational risk models. Zbl 1233.91003Bolancé, Catalina; Guillén, Montserrat; Gustafsson, Jim; Nielsen, Jens Perch 7 2012 What attitudes to risk underlie distortion risk measure choices? Zbl 1369.91076Belles-Sampera, Jaume; Guillen, Montserrat; Santolino, Miguel 7 2016 Longevity studies based on kernel hazard estimation. Zbl 1013.62102Felipe, Angie; Guillen, Montserrat; Nielsen, Jens Perch 6 2001 Modelling different types of automobile insurance fraud behaviour in the Spanish market. Zbl 0927.62108Artís, Manuel; Ayuso, Mercedes; Guillén, Montserrat 6 1999 Modeling longevity risk with generalized dynamic factor models and vine-copulae. Zbl 1390.91174Chuliá, Helena; Guillén, Montserrat; Uribe, Jorge M. 6 2016 Semi-Markov disability insurance models. Zbl 1275.91076D’Amico, Guglielmo; Guillen, Montserrat; Manca, Raimondo 6 2013 Indicators for the characterization of discrete Choquet integrals. Zbl 1339.91030Belles-Sampera, Jaume; Merigó, José M.; Guillén, Montserrat; Santolino, Miguel 6 2014 Can automobile insurance telematics predict the risk of near-miss events? Zbl 1437.91392Guillen, Montserrat; Nielsen, Jens Perch; Pérez-Marín, Ana M.; Elpidorou, Valandis 6 2020 A survey of personalized treatment models for pricing strategies in insurance. Zbl 1304.91108Guelman, Leo; Guillén, Montserrat; Pérez-Marín, Ana M. 4 2014 A survey on models for panel count data with applications to insurance. Zbl 1180.62147Boucher, Jean-Philippe; Guillén, Montserrat 4 2009 Joint modelling of the total amount and the number of claims by conditionals. Zbl 1152.91602Sarabia, José María; Guillén, Montserrat 4 2008 Implementing individual savings decisions for retirement with bounds on wealth. Zbl 1390.91178Donnelly, Catherine; Guillen, Montserrat; Nielsen, Jens Perch; Pérez-Marín, Ana Maria 4 2018 A semi-nonparametric approach to model panel count data. Zbl 1217.62048Boucher, Jean-Philippe; Guillen, Montserrat 4 2011 Multivariate density estimation using dimension reducing information and tail flattening transformations. Zbl 1232.62055Buch-Kromann, Tine; Guillén, Montserrat; Linton, Oliver; Nielsen, Jens Perch 4 2011 Strategies for detecting fraudulent claims in the automobile insurance industry. Zbl 1137.90567Viaene, Stijn; Ayuso, Mercedes; Guillen, Montserrat; Van Gheel, Dirk; Dedene, Guido 4 2007 Risk aggregation in Solvency II through recursive log-normals. Zbl 1416.91160Bølviken, Erik; Guillen, Montserrat 4 2017 The use of flexible quantile-based measures in risk assessment. Zbl 1365.62400Belles-Sampera, Jaume; Guillén, Montserrat; Santolino, Miguel 3 2016 On the link between credibility and frequency premium. Zbl 1189.91068Bolancé, Catalina; Guillén, Montserrat; Pinquet, Jean 3 2008 Perfect cells, direct models and contingency table outliers. Zbl 0937.62598Upton, Graham J. G.; Guillen, Montserrat 3 1995 Forecasting compositional risk allocations. Zbl 1419.91350Boonen, Tim J.; Guillen, Montserrat; Santolino, Miguel 3 2019 A correlation sensitivity analysis of non-life underwriting risk in solvency capital requirement estimation. Zbl 1282.91146Bermúdez, Lluís; Ferri, Antoni; Guillén, Montserrat 2 2013 A multiple state model for disability using the decomposition of death probabilities and cross-sectional data. Zbl 1075.62097Albarran, Irene; Ayuso, Mercedes; Guillén, Montserrat; Monteverde, Malena 2 2005 Perfect value and outlier detection in logistic binary choice models. Zbl 0936.62086Salsas, Pau; Guillen, Montserrat; Alemany, Ramon 2 1999 Two-dimensional hazard estimation for longevity analysis. Zbl 1142.62078Fledelius, Peter; Guillen, Montserrat; Nielsen, Jens Perch; Vogelius, Michael 2 2004 Empirical analysis of daily cash flow time-series and its implications for forecasting. Zbl 1395.62197Salas-Molina, Francisco; Rodríguez-Aguilar, Juan A.; Serrà, Joan; Guillen, Montserrat; Martin, Francisco J. 2 2018 Transformation kernel estimation of insurance claim cost distributions. Zbl 1380.62139Bolancé, Catalina; Guillén, Montserrat; Nielsen, Jens Perch 2 2010 A comparative study of parametric and nonparametric estimators of old-age mortality in Sweden. Zbl 1181.91277Fledelius, Peter; Guillen, Montserrat; Nielsen, Jens Perch; Petersen, Kitt Skovsø 1 2004 Joint generalized quantile and conditional tail expectation regression for insurance risk analysis. Zbl 1467.91139Guillen, Montserrat; Bermúdez, Lluís; Pitarque, Albert 1 2021 Solvency requirement in a unisex mortality model. Zbl 1416.91161Chen, An; Guillen, Montserrat; Vigna, Elena 1 2018 Performance measurement of pension strategies: a case study of Danish life cycle products. Zbl 1279.91095Guillén, Montserrat; Nielsen, Jens Perch; Pérez-Marín, Ana M.; Petersen, Kitt S. 1 2012 Fees in tontines. Zbl 1475.91290Chen, An; Guillen, Montserrat; Rach, Manuel 1 2021 Quantile regression for cross-sectional and time series data. Applications in energy markets using R. Zbl 1443.62003Uribe, Jorge M.; Guillen, Montserrat 1 2020 Joint generalized quantile and conditional tail expectation regression for insurance risk analysis. Zbl 1467.91139Guillen, Montserrat; Bermúdez, Lluís; Pitarque, Albert 1 2021 Fees in tontines. Zbl 1475.91290Chen, An; Guillen, Montserrat; Rach, Manuel 1 2021 Can automobile insurance telematics predict the risk of near-miss events? Zbl 1437.91392Guillen, Montserrat; Nielsen, Jens Perch; Pérez-Marín, Ana M.; Elpidorou, Valandis 6 2020 Quantile regression for cross-sectional and time series data. Applications in energy markets using R. Zbl 1443.62003Uribe, Jorge M.; Guillen, Montserrat 1 2020 Forecasting compositional risk allocations. Zbl 1419.91350Boonen, Tim J.; Guillen, Montserrat; Santolino, Miguel 3 2019 Allowing for time and cross dependence assumptions between claim counts in ratemaking models. Zbl 1417.91262Bermúdez, Lluís; Guillén, Montserrat; Karlis, Dimitris 9 2018 Implementing individual savings decisions for retirement with bounds on wealth. Zbl 1390.91178Donnelly, Catherine; Guillen, Montserrat; Nielsen, Jens Perch; Pérez-Marín, Ana Maria 4 2018 Empirical analysis of daily cash flow time-series and its implications for forecasting. Zbl 1395.62197Salas-Molina, Francisco; Rodríguez-Aguilar, Juan A.; Serrà, Joan; Guillen, Montserrat; Martin, Francisco J. 2 2018 Solvency requirement in a unisex mortality model. Zbl 1416.91161Chen, An; Guillen, Montserrat; Vigna, Elena 1 2018 Risk aggregation in Solvency II through recursive log-normals. Zbl 1416.91160Bølviken, Erik; Guillen, Montserrat 4 2017 What attitudes to risk underlie distortion risk measure choices? Zbl 1369.91076Belles-Sampera, Jaume; Guillen, Montserrat; Santolino, Miguel 7 2016 Modeling longevity risk with generalized dynamic factor models and vine-copulae. Zbl 1390.91174Chuliá, Helena; Guillén, Montserrat; Uribe, Jorge M. 6 2016 The use of flexible quantile-based measures in risk assessment. Zbl 1365.62400Belles-Sampera, Jaume; Guillén, Montserrat; Santolino, Miguel 3 2016 Less is more: increasing retirement gains by using an upside terminal wealth constraint. Zbl 1348.91251Donnelly, Catherine; Gerrard, Russell; Guillén, Montserrat; Nielsen, Jens Perch 7 2015 Bringing cost transparency to the life annuity market. Zbl 1304.91101Donnelly, Catherine; Guillén, Montserrat; Nielsen, Jens Perch 24 2014 GlueVaR risk measures in capital allocation applications. Zbl 1304.91092Belles-Sampera, Jaume; Guillén, Montserrat; Santolino, Miguel 12 2014 Indicators for the characterization of discrete Choquet integrals. Zbl 1339.91030Belles-Sampera, Jaume; Merigó, José M.; Guillén, Montserrat; Santolino, Miguel 6 2014 A survey of personalized treatment models for pricing strategies in insurance. Zbl 1304.91108Guelman, Leo; Guillén, Montserrat; Pérez-Marín, Ana M. 4 2014 Exchanging uncertain mortality for a cost. Zbl 1291.91103Donnelly, Catherine; Guillén, Montserrat; Nielsen, Jens Perch 15 2013 The connection between distortion risk measures and ordered weighted averaging operators. Zbl 1284.91204Belles-Sampera, Jaume; Merigó, José M.; Guillén, Montserrat; Santolino, Miguel 12 2013 A nonparametric approach to calculating value-at-risk. Zbl 1284.62635Alemany, Ramon; Bolancé, Catalina; Guillén, Montserrat 11 2013 Simple risk measure calculations for sums of positive random variables. Zbl 1284.60029Guillén, Montserrat; Sarabia, José María; Prieto, Faustino 10 2013 Performance measurement of pension strategies: a case study of Danish life-cycle products. Zbl 1279.91096Guillén, Montserrat; Nielsen, Jens Perch; Pérez-Marín, Ana M.; Petersen, Kitt S. 9 2013 Semi-Markov disability insurance models. Zbl 1275.91076D’Amico, Guglielmo; Guillen, Montserrat; Manca, Raimondo 6 2013 A correlation sensitivity analysis of non-life underwriting risk in solvency capital requirement estimation. Zbl 1282.91146Bermúdez, Lluís; Ferri, Antoni; Guillén, Montserrat 2 2013 Quantitative operational risk models. Zbl 1233.91003Bolancé, Catalina; Guillén, Montserrat; Gustafsson, Jim; Nielsen, Jens Perch 7 2012 Performance measurement of pension strategies: a case study of Danish life cycle products. Zbl 1279.91095Guillén, Montserrat; Nielsen, Jens Perch; Pérez-Marín, Ana M.; Petersen, Kitt S. 1 2012 A semi-nonparametric approach to model panel count data. Zbl 1217.62048Boucher, Jean-Philippe; Guillen, Montserrat 4 2011 Multivariate density estimation using dimension reducing information and tail flattening transformations. Zbl 1232.62055Buch-Kromann, Tine; Guillén, Montserrat; Linton, Oliver; Nielsen, Jens Perch 4 2011 Transformation kernel estimation of insurance claim cost distributions. Zbl 1380.62139Bolancé, Catalina; Guillén, Montserrat; Nielsen, Jens Perch 2 2010 Full backward non-homogeneous semi-Markov processes for disability insurance models: a Catalunya real data application. Zbl 1231.91169D’Amico, Guglielmo; Guillen, Montserrat; Manca, Raimondo 11 2009 A survey on models for panel count data with applications to insurance. Zbl 1180.62147Boucher, Jean-Philippe; Guillén, Montserrat 4 2009 Skewed bivariate models and nonparametric estimation for the CTE risk measure. Zbl 1156.91023Bolance, Catalina; Guillen, Montserrat; Pelican, Elena; Vernic, Raluca 22 2008 Inverse beta transformation in kernel density estimation. Zbl 1147.62323Bolancé, Catalina; Guillén, Montserrat; Nielsen, Jens Perch 11 2008 Multivariate latent risk: a credibility approach. Zbl 1169.91387Englund, Martin; Guillén, Montserrat; Gustafsson, Jim; Nielsen, Lars Hougaard; Nielsen, Jens Perch 9 2008 Joint modelling of the total amount and the number of claims by conditionals. Zbl 1152.91602Sarabia, José María; Guillén, Montserrat 4 2008 On the link between credibility and frequency premium. Zbl 1189.91068Bolancé, Catalina; Guillén, Montserrat; Pinquet, Jean 3 2008 Risk classification for claim counts: a comparative analysis of various zero-inflated mixed Poisson and hurdle models. Zbl 1480.91187Boucher, Jean-Philippe; Denuit, Michel; Guillén, Montserrat 25 2007 Strategies for detecting fraudulent claims in the automobile insurance industry. Zbl 1137.90567Viaene, Stijn; Ayuso, Mercedes; Guillen, Montserrat; Van Gheel, Dirk; Dedene, Guido 4 2007 Return smoothing mechanisms in life and pension insurance: path-dependent contingent claims. Zbl 1159.91405Guillén, Montserrat; Jørgensen, Peter Løchte; Nielsen, Jens Perch 22 2006 Application of the Poisson log-bilinear projection model to the G5 mortality experience. Zbl 1356.91056Delwarde, Antoine; Denuit, Michel; Guillén, Montserrat; Vidiella-i-Anguera, Antoni 9 2006 Kernel density estimation for heavy-tailed distributions using the Champernowne transformation. Zbl 1095.62040Buch-Larsen, Tine; Nielsen, Jens Perch; Guillén, Montserrat; Bolancé, Catalina 31 2005 A multiple state model for disability using the decomposition of death probabilities and cross-sectional data. Zbl 1075.62097Albarran, Irene; Ayuso, Mercedes; Guillén, Montserrat; Monteverde, Malena 2 2005 Two-dimensional hazard estimation for longevity analysis. Zbl 1142.62078Fledelius, Peter; Guillen, Montserrat; Nielsen, Jens Perch; Vogelius, Michael 2 2004 A comparative study of parametric and nonparametric estimators of old-age mortality in Sweden. Zbl 1181.91277Fledelius, Peter; Guillen, Montserrat; Nielsen, Jens Perch; Petersen, Kitt Skovsø 1 2004 Kernel density estimation of actuarial loss functions. Zbl 1024.62041Bolancé, Catalina; Guillen, Montserrat; Nielsen, Jens Perch 26 2003 Time-varying credibility for frequency risk models: estimation and tests for autoregressive specifications on the random effects. Zbl 1103.91355Bolancé, Catalina; Guillén, Montserrat; Pinquet, Jean 20 2003 Longevity studies based on kernel hazard estimation. Zbl 1013.62102Felipe, Angie; Guillen, Montserrat; Nielsen, Jens Perch 6 2001 Modelling different types of automobile insurance fraud behaviour in the Spanish market. Zbl 0927.62108Artís, Manuel; Ayuso, Mercedes; Guillén, Montserrat 6 1999 Perfect value and outlier detection in logistic binary choice models. Zbl 0936.62086Salsas, Pau; Guillen, Montserrat; Alemany, Ramon 2 1999 Perfect cells, direct models and contingency table outliers. Zbl 0937.62598Upton, Graham J. G.; Guillen, Montserrat 3 1995 all cited Publications top 5 cited Publications all top 5 Cited by 497 Authors 29 Guillen, Montserrat 18 Nielsen, Jens Perch 9 Denuit, Michel M. 8 Bolancé, Catalina 7 Boucher, Jean-Philippe 7 Zhou, Xian 6 Chen, An 6 Donnelly, Catherine 6 Sarabia, José María 6 Zhao, Xiaobing 5 Bermúdez, Lluís 5 D’Amico, Guglielmo 5 Gatzert, Nadine 5 Merigó, José M. 5 Santolino, Miguel 5 Vernic, Raluca 4 Ayuso, Mercedes 4 Belles-Sampera, Jaume 4 Gómez-Déniz, Emilio 4 Haberman, Steven 4 Lu, Yang 4 Manca, Raimondo 4 Rach, Manuel 4 Shi, Peng 4 Trufin, Julien 4 Zhang, Qiang 3 Buch-Kromann, Tine 3 Cai, Jun 3 Chen, Ping 3 Eling, Martin 3 Forsyth, Peter A. 3 Gerrard, Russell 3 Hieber, Peter 3 Hu, Xiang 3 Karlis, Dimitris 3 Milevsky, Moshe Arye 3 Millossovich, Pietro 3 Nadarajah, Saralees 3 Pérez-Marín, Ana María 3 Petroni, Filippo 3 Pigeon, Mathieu 3 Pinquet, Jean 3 Prieto, Faustino 3 Scholz, Michael 3 Sperlich, Stefan 3 Tzougas, George 3 Valdez, Emiliano A. 3 Wu, Xianyi 3 Wüthrich, Mario Valentin 2 Abdallah, Anas 2 Alemany, Ramon 2 Antonio, Katrien 2 Arnold, Barry Charles 2 Artis, Manuel 2 Bahraoui, Zuhair 2 Balter, Anne G. 2 Bareche, Aïcha 2 Bernhardt, Thomas 2 Bohnert, Alexander 2 Boonen, Tim J. 2 Bravo, Jorge Miguel 2 Calderín Ojeda, Enrique 2 Chaubey, Yogendra Prasad 2 Cherfaoui, Mouloud 2 Cossette, Hélène 2 Cui, Qianqian 2 Dewan, Isha 2 Dutta, Santanu 2 Fuino, Michel 2 Furman, Edward 2 Gao, Guangyuan 2 Hiabu, Munir 2 Ignatieva, Katja 2 Jensen, Ninna Reitzel 2 Jordá, Vanesa 2 Kaishev, Vladimir K. 2 Kyriakou, Ioannis 2 Landsman, Zinoviy M. 2 Li, Hong 2 Li, Jun 2 Li, Xu 2 Li, Yong 2 Liao, Xin 2 Løchte Jørgensen, Peter 2 Maegebier, Alexander 2 Mao, Tiantian 2 Maruotti, Antonello 2 Meng, Shengwang 2 Pechon, Florian 2 Peng, Liang 2 Peng, Zuoxiang 2 Petersen, Kitt Skovsø 2 Pignatelli di Cerchiara, Alice 2 Punzo, Antonio 2 Qian, Linyi 2 Rochani, Haresh D. 2 Salisbury, Thomas S. 2 Samawi, Hani M. 2 Shi, Jianhong 2 Su, Jianxi ...and 397 more Authors all top 5 Cited in 73 Serials 94 Insurance Mathematics & Economics 34 ASTIN Bulletin 15 North American Actuarial Journal 14 Scandinavian Actuarial Journal 10 European Journal of Operational Research 8 Communications in Statistics. Theory and Methods 8 Methodology and Computing in Applied Probability 8 European Actuarial Journal 5 Journal of Statistical Computation and Simulation 5 Soft Computing 5 Journal of Industrial and Management Optimization 4 Journal of Computational and Applied Mathematics 4 Statistics & Probability Letters 3 Journal of Multivariate Analysis 3 Communications in Statistics. Simulation and Computation 3 Computational Statistics and Data Analysis 3 Journal of Nonparametric Statistics 2 Annals of the Institute of Statistical Mathematics 2 Applied Mathematics and Computation 2 Information Sciences 2 Statistics 2 Econometric Reviews 2 Statistical Papers 2 Lifetime Data Analysis 2 Probability in the Engineering and Informational Sciences 2 Journal of Statistical Theory and Practice 2 Sankhyā. Series A 2 Annals of Finance 1 Advances in Applied Probability 1 Lithuanian Mathematical Journal 1 Metrika 1 Journal of Applied Probability 1 Journal of Econometrics 1 Journal of Mathematical Psychology 1 Journal of Statistical Planning and Inference 1 Operations Research Letters 1 Probability and Mathematical Statistics 1 Stochastic Analysis and Applications 1 Statistical Science 1 Computers & Operations Research 1 Annals of Operations Research 1 Computational Statistics 1 International Journal of Computer Mathematics 1 SIAM Journal on Optimization 1 Test 1 Applicationes Mathematicae 1 INFORMS Journal on Computing 1 Journal of Applied Analysis 1 Mathematical Methods of Operations Research 1 Studies in Nonlinear Dynamics and Econometrics 1 International Journal of Theoretical and Applied Finance 1 Journal of Applied Statistics 1 Econometric Theory 1 International Game Theory Review 1 Quantitative Finance 1 Journal of Systems Science and Complexity 1 Decisions in Economics and Finance 1 Bulletin of the Malaysian Mathematical Sciences Society. Second Series 1 Hacettepe Journal of Mathematics and Statistics 1 Review of Derivatives Research 1 SORT. Statistics and Operations Research Transactions 1 Journal of the Korean Statistical Society 1 Journal of Physics A: Mathematical and Theoretical 1 AStA. Advances in Statistical Analysis 1 The Annals of Applied Statistics 1 SIAM Journal on Financial Mathematics 1 Advances in Mathematical Physics 1 Sankhyā. Series B 1 Statistics and Computing 1 Statistics & Risk Modeling 1 EURO Journal on Computational Optimization 1 Dependence Modeling 1 Modern Stochastics. Theory and Applications all top 5 Cited in 15 Fields 224 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 175 Statistics (62-XX) 34 Probability theory and stochastic processes (60-XX) 14 Numerical analysis (65-XX) 12 Operations research, mathematical programming (90-XX) 10 Computer science (68-XX) 4 Systems theory; control (93-XX) 3 Measure and integration (28-XX) 3 Calculus of variations and optimal control; optimization (49-XX) 2 Integral transforms, operational calculus (44-XX) 1 Partial differential equations (35-XX) 1 Operator theory (47-XX) 1 Geophysics (86-XX) 1 Information and communication theory, circuits (94-XX) 1 Mathematics education (97-XX) Citations by Year