Edit Profile (opens in new tab) Shiu, Elias S. W. Compute Distance To: Compute Author ID: shiu.elias-s-w Published as: Shiu, Elias S. W.; Shiu, E. S. W.; Shiu, Elias more...less Documents Indexed: 67 Publications since 1976 1 Contribution as Editor Reviewing Activity: 78 Reviews Co-Authors: 17 Co-Authors with 51 Joint Publications 640 Co-Co-Authors all top 5 Co-Authors 17 single-authored 45 Gerber, Hans U. 7 Yang, Hailiang 2 Smith, Nathaniel J. 1 Albrecher, Hansjörg 1 Avanzi, Benjamin 1 Beekman, John A. 1 Cheng, Shixue 1 Goovaerts, Marc J. 1 Huang, Ya-Chun 1 Kaas, Rob 1 Ko, Bangwon 1 Leung, Bartholomew P. K. 1 Pedersen, Hal W. 1 Sing, Fuk-Yum 1 Wei, Li 1 Xiong, Xiaoyi 1 Yang, Jun all top 5 Serials 26 North American Actuarial Journal 22 Insurance Mathematics & Economics 5 European Actuarial Journal 3 Scandinavian Actuarial Journal 1 Journal of Approximation Theory 1 Journal of Computational and Applied Mathematics 1 Michigan Mathematical Journal 1 Pacific Journal of Mathematics 1 Proceedings of the American Mathematical Society 1 Tôhoku Mathematical Journal. Second Series 1 Mitteilungen. Schweizerische Vereinigung der Versicherungsmathematiker (SVVM) 1 Mitteilungen. Schweizerische Aktuarvereinigung (SAV) 1 Mathematical Finance 1 Scandinavian Actuarial Journal 1 ASTIN Bulletin 1 Journal of Actuarial Practice all top 5 Fields 50 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 28 Probability theory and stochastic processes (60-XX) 22 Statistics (62-XX) 4 Operator theory (47-XX) 1 General and overarching topics; collections (00-XX) 1 Combinatorics (05-XX) 1 Difference and functional equations (39-XX) 1 Approximations and expansions (41-XX) 1 Integral transforms, operational calculus (44-XX) 1 Functional analysis (46-XX) 1 Operations research, mathematical programming (90-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 54 Publications have been cited 1,583 times in 1,033 Documents Cited by ▼ Year ▼ On the time value of ruin. With discussion and a reply by the authors. Zbl 1081.60550Gerber, Hans U.; Shiu, Elias S. W. 391 1998 Optimal dividends: analysis with Brownian motion. Zbl 1085.62122Gerber, Hans U.; Shiu, Elias S. W. 153 2004 The time value of ruin in a Sparre Andersen model. With discussion and a reply by the authors. Zbl 1085.62508Gerber, Hans U.; Shiu, Elias S. W. 125 2005 The joint distribution of the time of ruin, the surplus immediately before ruin, and the deficit at ruin. Zbl 0894.90047Gerber, Hans U.; Shiu, Elias S. W. 114 1997 Optimal dividends in the dual model. Zbl 1131.91026Avanzi, Benjamin; Gerber, Hans U.; Shiu, Elias S. W. 95 2007 Actuarial bridges to dynamic hedging and option pricing. Zbl 0896.62112Gerber, Hans U.; Shiu, Elias S. W. 59 1996 Discounted probabilities and ruin theory in the compound binomial model. Zbl 1013.91063Cheng, Shixue; Gerber, Hans U.; Shiu, Elias S. W. 56 2000 The optimal dividend barrier in the gamma-omega model. Zbl 1219.91062Albrecher, Hansjörg; Gerber, Hans U.; Shiu, Elias S. W. 50 2011 On optimal dividends: from reflection to refraction. Zbl 1089.91023Gerber, Hans U.; Shiu, Elias S. W. 44 2006 Martingale approach to pricing perpetual American options on two stocks. Zbl 0919.90009Gerber, Hans U.; Shiu, Elias S. W. 31 1996 Valuing equity-linked death benefits and other contingent options: a discounted density approach. Zbl 1284.91233Gerber, Hans U.; Shiu, Elias S. W.; Yang, Hailiang 31 2012 The Omega model: from bankruptcy to occupation times in the red. Zbl 1256.91057Gerber, Hans U.; Shiu, Elias S. W.; Yang, Hailiang 28 2012 From ruin theory to pricing reset guarantees and perpetual put options. Zbl 0939.91065Gerber, Hans U.; Shiu, Elias S. W. 27 1999 Valuing equity-linked death benefits in jump diffusion models. Zbl 1290.91162Gerber, Hans U.; Shiu, Elias S. W.; Yang, Hailiang 27 2013 Pricing perpetual options for jump processes. With discussion by X. Sheldon Lin and Xiaolan Zhang and a reply by the authors. Zbl 1081.91528Gerber, Hans U.; Shiu, Elias S. W. 24 1998 Maximizing dividends without bankruptcy. Zbl 1162.91375Gerber, Hans U.; Shiu, Elias S. W.; Smith, Nathaniel 24 2006 Pricing lookback options and dynamic guarantees. With discussion by Griselda Deelstra. Zbl 1084.91507Gerber, Hans U.; Shiu, Elias S. W. 23 2003 Geometric Brownian motion models for assets and liabilities: from pension funding to optimal dividends. With discussion by X. Sheldon Lin, Marc Decamps and Marc Goovaerts and a reply by the authors. Zbl 1084.91517Gerber, Hans U.; Shiu, Elias S. W. 23 2003 Methods for estimating the optimal dividend barrier and the probability of ruin. Zbl 1141.91513Gerber, Hans U.; Shiu, Elias S. W.; Smith, Nathaniel 23 2008 Pricing perpetual fund protection with withdrawal option (With discussion and a reply by the authors). Zbl 1084.60512Gerber, Hans U.; Shiu, Elias S. W. 20 2003 Calculation of the probability of eventual ruin by Beekman’s convolution series. Zbl 0664.62112Shiu, Elias S. W. 19 1988 On optimal dividend strategies in the compound Poisson model. Zbl 1479.91323Gerber, Hans U.; Shiu, Elias S. W. 18 2006 “Moments of the surplus before ruin and the deficit at ruin in the Erlang(2) risk process” by Y. Cheng and Q. Tang (discussion). Zbl 1084.60545Gerber, Hans U.; Shiu, Elias S. W. 16 2003 “Moments of the surplus before ruin and the deficit at ruin in the Erlang(2) risk process” by Y. Cheng and Q. Tang (discussion). Zbl 1084.60546Gerber, Hans U.; Shiu, Elias S. W. 15 2003 On Redington’s theory of immunization. Zbl 0721.62104Shiu, Elias S. W. 14 1990 On the Fisher-Weil immunization theorem. Zbl 0633.62109Shiu, Elias S. W. 14 1987 Immunization of multiple liabilities. Zbl 0666.62101Shiu, Elias S. W. 14 1988 Investing for retirement: optimal capital growth and dynamic asset allocation. With discussion by Phelim P. Boyle and Gérard Pafumi and a reply by the authors. Zbl 1083.91517Gerber, Hans U.; Shiu, Elias S. W. 12 2000 An elementary approach to discrete models of dividend strategies. Zbl 1231.91433Gerber, Hans U.; Shiu, Elias S. W.; Yang, Hailiang 12 2010 Pricing maturity guarantee with dynamic withdrawal benefit. Zbl 1231.91437Ko, Bangwon; Shiu, Elias S. W.; Wei, Li 10 2010 Geometric stopping of a random walk and its applications to valuing equity-linked death benefits. Zbl 1348.91269Gerber, Hans U.; Shiu, Elias S. W.; Yang, Hailiang 7 2015 “Pricing dynamic investment fund protection,” Hans U. Gerber and Gérard Pafumi, April 2000. Zbl 1083.91542Huang, Ya-Chun; Shiu, Elias S. W. 6 2001 Convolution of uniform distributions and ruin probability. Zbl 0639.62090Shiu, Elias S. W. 6 1987 A constraint-free approach to optimal reinsurance. Zbl 1418.91238Gerber, Hans U.; Shiu, Elias S. W.; Yang, Hailiang 5 2019 Stochastic models for bond prices, function space integrals and immunization theory. Zbl 0685.62085Beekman, John A.; Shiu, Elias S. W. 5 1988 “Application of coherent risk measures to capital requirements in insurance” by Philippe Artzner, April 1999 (Discussion). Zbl 1083.91553Shiu, Elias S. W. 4 2000 Evaluation of the GIC rollover option. Zbl 0809.90029Pedersen, Hal W.; Shiu, Elias S. W. 4 1994 Ruin probability by operational calculus. Zbl 0687.62089Shiu, Elias S. W. 4 1989 Moments of two distributions in collective risk theory. Zbl 0373.62064Shiu, Elias S. W. 3 1977 Pricing financial contracts with indexed homogeneous payoff. Zbl 0816.90012Gerber, Hans U.; Shiu, Elias S. W. 3 1994 Cyclically monotone linear operators. Zbl 0308.47005Shiu, Elias S. W. 3 1976 Indicator function and Hattendorff theorem. Zbl 1084.62529Gerber, Hans U.; Leung, Bartholomew P. K.; Shiu, Elias S. W. 2 2003 Crossing time of annuities with exponential payment rates. Zbl 1333.91027Gerber, H. U.; Shiu, E. S. W.; Yang, H. 2 2009 Numerical ranges of products and tensor products. Zbl 0383.47004Shiu, Elias S. W. 2 1978 On the merger of two companies. Zbl 1480.91306Gerber, Hans U.; Shiu, Elias S. W. 2 2006 Authors’ reply: “On optimal dividend strategies in the compound Poisson model”. Zbl 1480.91206Gerber, Hans U.; Shiu, Elias S. W. 2 2006 Steffensen’s poweroids. Zbl 0509.39008Shiu, Elias S. W. 2 1982 Non-uniqueness of option prices. Zbl 0709.62504Gerber, Hans U.; Shiu, Elias S. W. 2 1988 Growth of numerical ranges of powers of Hilbert space operators. Zbl 0339.47001Shiu, Elias S. W. 2 1976 “Enterprise risk and return management for financial institutions” by Mark Griffin and Rick Boomgaardt, April 1999 (Discussion). Zbl 1083.91554Shiu, Elias S. W. 1 2000 Discussion on: “A general semi-Markov model for coupled lifetimes”. Zbl 1454.91187Gerber, Hans U.; Shiu, Elias S. W. 1 2020 Credibility theory and geometry. Zbl 1181.91105Shiu, Elias S. W.; Sing, Fuk Yum 1 2004 From perpetual strangles to Russian options. Zbl 0822.60042Gerber, Hans U.; Shiu, Elias S. W. 1 1994 “Asset allocation with hedge funds on the menu”, Phelim Boyle and Sun Siang Liew, October 2007. Zbl 1481.91194Gerber, Hans U.; Shiu, Elias S. W. 1 2008 Discussion on: “A general semi-Markov model for coupled lifetimes”. Zbl 1454.91187Gerber, Hans U.; Shiu, Elias S. W. 1 2020 A constraint-free approach to optimal reinsurance. Zbl 1418.91238Gerber, Hans U.; Shiu, Elias S. W.; Yang, Hailiang 5 2019 Geometric stopping of a random walk and its applications to valuing equity-linked death benefits. Zbl 1348.91269Gerber, Hans U.; Shiu, Elias S. W.; Yang, Hailiang 7 2015 Valuing equity-linked death benefits in jump diffusion models. Zbl 1290.91162Gerber, Hans U.; Shiu, Elias S. W.; Yang, Hailiang 27 2013 Valuing equity-linked death benefits and other contingent options: a discounted density approach. Zbl 1284.91233Gerber, Hans U.; Shiu, Elias S. W.; Yang, Hailiang 31 2012 The Omega model: from bankruptcy to occupation times in the red. Zbl 1256.91057Gerber, Hans U.; Shiu, Elias S. W.; Yang, Hailiang 28 2012 The optimal dividend barrier in the gamma-omega model. Zbl 1219.91062Albrecher, Hansjörg; Gerber, Hans U.; Shiu, Elias S. W. 50 2011 An elementary approach to discrete models of dividend strategies. Zbl 1231.91433Gerber, Hans U.; Shiu, Elias S. W.; Yang, Hailiang 12 2010 Pricing maturity guarantee with dynamic withdrawal benefit. Zbl 1231.91437Ko, Bangwon; Shiu, Elias S. W.; Wei, Li 10 2010 Crossing time of annuities with exponential payment rates. Zbl 1333.91027Gerber, H. U.; Shiu, E. S. W.; Yang, H. 2 2009 Methods for estimating the optimal dividend barrier and the probability of ruin. Zbl 1141.91513Gerber, Hans U.; Shiu, Elias S. W.; Smith, Nathaniel 23 2008 “Asset allocation with hedge funds on the menu”, Phelim Boyle and Sun Siang Liew, October 2007. Zbl 1481.91194Gerber, Hans U.; Shiu, Elias S. W. 1 2008 Optimal dividends in the dual model. Zbl 1131.91026Avanzi, Benjamin; Gerber, Hans U.; Shiu, Elias S. W. 95 2007 On optimal dividends: from reflection to refraction. Zbl 1089.91023Gerber, Hans U.; Shiu, Elias S. W. 44 2006 Maximizing dividends without bankruptcy. Zbl 1162.91375Gerber, Hans U.; Shiu, Elias S. W.; Smith, Nathaniel 24 2006 On optimal dividend strategies in the compound Poisson model. Zbl 1479.91323Gerber, Hans U.; Shiu, Elias S. W. 18 2006 On the merger of two companies. Zbl 1480.91306Gerber, Hans U.; Shiu, Elias S. W. 2 2006 Authors’ reply: “On optimal dividend strategies in the compound Poisson model”. Zbl 1480.91206Gerber, Hans U.; Shiu, Elias S. W. 2 2006 The time value of ruin in a Sparre Andersen model. With discussion and a reply by the authors. Zbl 1085.62508Gerber, Hans U.; Shiu, Elias S. W. 125 2005 Optimal dividends: analysis with Brownian motion. Zbl 1085.62122Gerber, Hans U.; Shiu, Elias S. W. 153 2004 Credibility theory and geometry. Zbl 1181.91105Shiu, Elias S. W.; Sing, Fuk Yum 1 2004 Pricing lookback options and dynamic guarantees. With discussion by Griselda Deelstra. Zbl 1084.91507Gerber, Hans U.; Shiu, Elias S. W. 23 2003 Geometric Brownian motion models for assets and liabilities: from pension funding to optimal dividends. With discussion by X. Sheldon Lin, Marc Decamps and Marc Goovaerts and a reply by the authors. Zbl 1084.91517Gerber, Hans U.; Shiu, Elias S. W. 23 2003 Pricing perpetual fund protection with withdrawal option (With discussion and a reply by the authors). Zbl 1084.60512Gerber, Hans U.; Shiu, Elias S. W. 20 2003 “Moments of the surplus before ruin and the deficit at ruin in the Erlang(2) risk process” by Y. Cheng and Q. Tang (discussion). Zbl 1084.60545Gerber, Hans U.; Shiu, Elias S. W. 16 2003 “Moments of the surplus before ruin and the deficit at ruin in the Erlang(2) risk process” by Y. Cheng and Q. Tang (discussion). Zbl 1084.60546Gerber, Hans U.; Shiu, Elias S. W. 15 2003 Indicator function and Hattendorff theorem. Zbl 1084.62529Gerber, Hans U.; Leung, Bartholomew P. K.; Shiu, Elias S. W. 2 2003 “Pricing dynamic investment fund protection,” Hans U. Gerber and Gérard Pafumi, April 2000. Zbl 1083.91542Huang, Ya-Chun; Shiu, Elias S. W. 6 2001 Discounted probabilities and ruin theory in the compound binomial model. Zbl 1013.91063Cheng, Shixue; Gerber, Hans U.; Shiu, Elias S. W. 56 2000 Investing for retirement: optimal capital growth and dynamic asset allocation. With discussion by Phelim P. Boyle and Gérard Pafumi and a reply by the authors. Zbl 1083.91517Gerber, Hans U.; Shiu, Elias S. W. 12 2000 “Application of coherent risk measures to capital requirements in insurance” by Philippe Artzner, April 1999 (Discussion). Zbl 1083.91553Shiu, Elias S. W. 4 2000 “Enterprise risk and return management for financial institutions” by Mark Griffin and Rick Boomgaardt, April 1999 (Discussion). Zbl 1083.91554Shiu, Elias S. W. 1 2000 From ruin theory to pricing reset guarantees and perpetual put options. Zbl 0939.91065Gerber, Hans U.; Shiu, Elias S. W. 27 1999 On the time value of ruin. With discussion and a reply by the authors. Zbl 1081.60550Gerber, Hans U.; Shiu, Elias S. W. 391 1998 Pricing perpetual options for jump processes. With discussion by X. Sheldon Lin and Xiaolan Zhang and a reply by the authors. Zbl 1081.91528Gerber, Hans U.; Shiu, Elias S. W. 24 1998 The joint distribution of the time of ruin, the surplus immediately before ruin, and the deficit at ruin. Zbl 0894.90047Gerber, Hans U.; Shiu, Elias S. W. 114 1997 Actuarial bridges to dynamic hedging and option pricing. Zbl 0896.62112Gerber, Hans U.; Shiu, Elias S. W. 59 1996 Martingale approach to pricing perpetual American options on two stocks. Zbl 0919.90009Gerber, Hans U.; Shiu, Elias S. W. 31 1996 Evaluation of the GIC rollover option. Zbl 0809.90029Pedersen, Hal W.; Shiu, Elias S. W. 4 1994 Pricing financial contracts with indexed homogeneous payoff. Zbl 0816.90012Gerber, Hans U.; Shiu, Elias S. W. 3 1994 From perpetual strangles to Russian options. Zbl 0822.60042Gerber, Hans U.; Shiu, Elias S. W. 1 1994 On Redington’s theory of immunization. Zbl 0721.62104Shiu, Elias S. W. 14 1990 Ruin probability by operational calculus. Zbl 0687.62089Shiu, Elias S. W. 4 1989 Calculation of the probability of eventual ruin by Beekman’s convolution series. Zbl 0664.62112Shiu, Elias S. W. 19 1988 Immunization of multiple liabilities. Zbl 0666.62101Shiu, Elias S. W. 14 1988 Stochastic models for bond prices, function space integrals and immunization theory. Zbl 0685.62085Beekman, John A.; Shiu, Elias S. W. 5 1988 Non-uniqueness of option prices. Zbl 0709.62504Gerber, Hans U.; Shiu, Elias S. W. 2 1988 On the Fisher-Weil immunization theorem. Zbl 0633.62109Shiu, Elias S. W. 14 1987 Convolution of uniform distributions and ruin probability. Zbl 0639.62090Shiu, Elias S. W. 6 1987 Steffensen’s poweroids. Zbl 0509.39008Shiu, Elias S. W. 2 1982 Numerical ranges of products and tensor products. Zbl 0383.47004Shiu, Elias S. W. 2 1978 Moments of two distributions in collective risk theory. Zbl 0373.62064Shiu, Elias S. W. 3 1977 Cyclically monotone linear operators. Zbl 0308.47005Shiu, Elias S. W. 3 1976 Growth of numerical ranges of powers of Hilbert space operators. Zbl 0339.47001Shiu, Elias S. W. 2 1976 all cited Publications top 5 cited Publications all top 5 Cited by 930 Authors 45 Yang, Hailiang 39 Gerber, Hans U. 39 Shiu, Elias S. W. 39 Zhang, Zhimin 35 Cheung, Eric C. K. 35 Li, Shuanming 32 Willmot, Gordon E. 29 Yin, Chuancun 28 Landriault, David 25 Wu, Rong 23 Albrecher, Hansjörg 17 Jin, Zhuo 17 Zhou, Xiaowen 16 Palmowski, Zbigniew 16 Woo, Jae-Kyung 16 Yang, Hu 15 Lu, Yi 15 Sendova, Kristina P. 15 Wang, Guojing 14 Yuen, Kam Chuen 13 Dickson, David C. M. 13 Lin, X. Sheldon 13 Wang, Rongming 12 Feng, Runhuan 12 Frostig, Esther 12 Siu, Tak Kuen 12 Tsai, Cary Chi-Liang 11 Avanzi, Benjamin 11 Badescu, Andrei L. 11 Dong, Yinghui 11 Hu, Yijun 11 Lefèvre, Claude 11 Zhang, Chunsheng 10 Cai, Jun 10 Wong, Bernard 9 Bao, Zhenhua 9 Guo, Junyi 9 Renaud, Jean-François 9 Tan, Jiyang 9 Wang, Wenyuan 9 Yang, Xiangqun 9 Yu, Wenguang 9 Zhou, Ming 8 Boxma, Onno Johan 8 Czarna, Irmina 8 Kyprianou, Andreas E. 8 Yin, Gang George 8 Young, Virginia R. 7 Avram, Florin 7 Breuer, Lothar 7 Chen, Ping 7 Goovaerts, Marc J. 7 He, Jingmin 7 Li, Zhongfei 7 Liu, Zaiming 7 Qian, Linyi 7 Shi, Tianxiang 7 Xie, Jiehua 7 Yamazaki, Kazutoshi 7 Yao, Dingjun 7 Zeng, Yan 7 Zhao, Yongxia 7 Zou, Wei 6 Chen, Mi 6 Constantinescu, Corina D. 6 Dong, Hua 6 Drekic, Steve 6 Lee, Hangsuck 6 Liu, Guoxin 6 Marceau, Étienne 6 Meng, Hui 6 Morales, Manuel 6 Ng, Andrew Cheuk-Yin 6 Ren, Jiandong 6 Schmidli, Hanspeter 6 Shimizu, Yasutaka 6 Su, Wen 6 Wei, Li 6 Wen, Yuzhen 5 Bayraktar, Erhan 5 Chen, Shumin 5 Egídio dos Reis, Alfredo D. 5 Gajek, Lesław 5 Gan, Guojun 5 Huang, Yujuan 5 Ivanovs, Jevgeņijs 5 Liang, Zhibin 5 Pérez Garmendia, Jose Luis 5 Picard, Philippe 5 Politis, Konstadinos 5 Šiaulys, Jonas 5 Tang, Qihe 5 Wang, Wei 5 Wang, Wei 5 Wu, Lan 5 Xu, Lin 5 Zhu, Jinxia 4 Ben Salah, Zied 4 Cossette, Hélène 4 Fang, Ying ...and 830 more Authors all top 5 Cited in 135 Serials 255 Insurance Mathematics & Economics 84 North American Actuarial Journal 68 Scandinavian Actuarial Journal 50 Journal of Computational and Applied Mathematics 32 Statistics & Probability Letters 27 Methodology and Computing in Applied Probability 26 Communications in Statistics. Theory and Methods 25 Applied Mathematics and Computation 24 Journal of Applied Probability 21 Acta Mathematicae Applicatae Sinica. English Series 20 Journal of Industrial and Management Optimization 20 European Actuarial Journal 19 Stochastic Models 19 ASTIN Bulletin 16 Advances in Applied Probability 14 Applied Stochastic Models in Business and Industry 12 European Journal of Operational Research 11 Stochastic Processes and their Applications 10 Applied Mathematics. Series B (English Edition) 10 Journal of the Korean Statistical Society 9 The Annals of Applied Probability 9 Frontiers of Mathematics in China 8 Journal of Optimization Theory and Applications 8 Finance and Stochastics 8 Acta Mathematica Sinica. English Series 7 Mathematical Problems in Engineering 7 Abstract and Applied Analysis 6 Mathematical Methods of Operations Research 6 Journal of Systems Science and Complexity 6 Modern Stochastics. Theory and Applications 5 Lithuanian Mathematical Journal 5 Scandinavian Actuarial Journal 5 Stochastic Analysis and Applications 5 Annals of Operations Research 5 Applied Mathematical Finance 4 Journal of Mathematical Analysis and Applications 4 Blätter (Deutsche Gesellschaft für Versicherungsmathematik) 4 Journal of Economic Dynamics & Control 4 Mathematical and Computer Modelling 4 Queueing Systems 4 Mathematical Finance 4 Discrete Dynamics in Nature and Society 4 International Journal of Theoretical and Applied Finance 4 Quantitative Finance 4 Advances in Difference Equations 4 Stochastics 4 SIAM Journal on Financial Mathematics 3 Moscow University Mathematics Bulletin 3 Theory of Probability and its Applications 3 SIAM Journal on Control and Optimization 3 Probability and Mathematical Statistics 3 Communications in Statistics. Simulation and Computation 3 Probability in the Engineering and Informational Sciences 3 Journal of Applied Mathematics 3 Blätter der DGVFM (Deutsche Gesellschaft für Versicherungs- und Finanzmathematik) 2 Applied Mathematics and Optimization 2 Automatica 2 Mathematics of Operations Research 2 Operations Research Letters 2 Bulletin of the Iranian Mathematical Society 2 Cybernetics and Systems Analysis 2 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics 2 Lobachevskii Journal of Mathematics 2 Journal of Applied Mathematics and Computing 2 Journal of Statistical Theory and Practice 2 Electronic Journal of Statistics 2 Annals of Finance 2 Mathematical Control and Related Fields 2 Dependence Modeling 1 Biological Cybernetics 1 Computers & Mathematics with Applications 1 Indian Journal of Pure & Applied Mathematics 1 Israel Journal of Mathematics 1 Mathematical Methods in the Applied Sciences 1 Periodica Mathematica Hungarica 1 Ukrainian Mathematical Journal 1 Canadian Mathematical Bulletin 1 Integral Equations and Operator Theory 1 Journal of Econometrics 1 Operations Research 1 Opsearch 1 Results in Mathematics 1 Tôhoku Mathematical Journal. Second Series 1 Moscow University Computational Mathematics and Cybernetics 1 Journal of Information & Optimization Sciences 1 Applied Mathematics and Mechanics. (English Edition) 1 Chinese Annals of Mathematics. Series B 1 Optimization 1 Journal of Theoretical Probability 1 Journal of Applied Mathematics and Stochastic Analysis 1 Computational Mathematics and Modeling 1 Computational Mathematics and Mathematical Physics 1 Applied Mathematical Modelling 1 International Journal of Computer Mathematics 1 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 1 Indagationes Mathematicae. New Series 1 International Journal of Robust and Nonlinear Control 1 Potential Analysis 1 Computational Economics 1 SIAM Journal on Scientific Computing ...and 35 more Serials all top 5 Cited in 22 Fields 913 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 613 Probability theory and stochastic processes (60-XX) 244 Statistics (62-XX) 113 Systems theory; control (93-XX) 32 Integral equations (45-XX) 32 Operations research, mathematical programming (90-XX) 28 Calculus of variations and optimal control; optimization (49-XX) 24 Numerical analysis (65-XX) 17 Integral transforms, operational calculus (44-XX) 12 Partial differential equations (35-XX) 9 Operator theory (47-XX) 4 Computer science (68-XX) 2 Field theory and polynomials (12-XX) 2 Linear and multilinear algebra; matrix theory (15-XX) 2 Approximations and expansions (41-XX) 2 Biology and other natural sciences (92-XX) 1 Topological groups, Lie groups (22-XX) 1 Real functions (26-XX) 1 Measure and integration (28-XX) 1 Ordinary differential equations (34-XX) 1 Harmonic analysis on Euclidean spaces (42-XX) 1 Mathematics education (97-XX) Citations by Year