×

zbMATH — the first resource for mathematics

Avram, Florin

Compute Distance To:
Author ID: avram.florin Recent zbMATH articles by "Avram, Florin"
Published as: Avram, Florin; Avram, F.
External Links: MGP
Documents Indexed: 77 Publications since 1985

Publications by Year

Citations contained in zbMATH Open

59 Publications have been cited 1,050 times in 782 Documents Cited by Year
Russian and American put options under exponential phase-type Lévy models. Zbl 1075.60037
Asmussen, Søren; Avram, Florin; Pistorius, Martijn R.
149
2004
On the optimal dividend problem for a spectrally negative Lévy process. Zbl 1136.60032
Avram, Florin; Palmowski, Zbigniew; Pistorius, Martijn R.
126
2007
Exit problems for spectrally negative Lévy processes and applications to (Canadized) Russian options. Zbl 1042.60023
Avram, F.; Kyprianou, A. E.; Pistorius, M. R.
104
2004
On bilinear forms in Gaussian random variables and Toeplitz matrices. Zbl 0648.60043
Avram, F.
71
1988
Noncentral limit theorems and Appell polynomials. Zbl 0624.60049
Avram, Florin; Taqqu, Murad S.
68
1987
Erlangian approximations for finite-horizon ruin probabilities. Zbl 1081.60028
Asmussen, Soren; Avram, Florin; Usabel, Miguel
52
2002
Weak convergence of sums of moving averages in the \(\alpha\)-stable domain of attraction. Zbl 0747.60032
Avram, Florin; Taqqu, Murad S.
43
1992
On central limit theorems in geometrical probability. Zbl 0784.60015
Avram, Florin; Bertsimas, Dimitris
41
1993
A two-dimensional ruin problem on the positive quadrant. Zbl 1141.91482
Avram, Florin; Palmowski, Zbigniew; Pistorius, Martijn
38
2008
Exit problem of a two-dimensional risk process from the quadrant: Exact and asymptotic results. Zbl 1163.60010
Avram, Florin; Palmowski, Zbigniew; Pistorius, Martijn R.
28
2008
Phase-type approximations to finite-time ruin probabilities in the Sparre Andersen and stationary renewal risk models. Zbl 1123.62078
Stanford, D. A.; Avram, F.; Badescu, A. L.; Breuer, L.; da Silva Soares, A.; Latouche, G.
23
2005
On Gerber-Shiu functions and optimal dividend distribution for a Lévy risk process in the presence of a penalty function. Zbl 1322.60055
Avram, F.; Palmowski, Z.; Pistorius, M. R.
20
2015
The minimum spanning tree constant in geometrical probability and under the independent model: A unified approach. Zbl 0755.60011
Avram, Florin; Bertsimas, Dimitris
18
1992
Fluid models of sequencing problems in open queueing networks; an optimal control approach. Zbl 0837.60083
Avram, Florin; Bertsimas, Dimitris; Ricard, Michael
17
1995
Explicit solutions for variational problems in the quadrant. Zbl 0970.60027
Avram, F.; Dai, J. G.; Hasenbein, J. J.
17
2001
Spectrally negative Lévy processes with Parisian reflection below and classical reflection above. Zbl 1386.60168
Avram, Florin; Pérez, José-Luis; Yamazaki, Kazutoshi
16
2018
Ruin probabilities and deficit for the renewal risk model with phase-type interarrival times. Zbl 1274.91244
Avram, F.; Usábel, M.
15
2004
On a Szegö type limit theorem, the Hölder-Young-Brascamp-Lieb inequality, and the asymptotic theory of integrals and quadratic forms of stationary fields. Zbl 1219.60018
Avram, Florin; Leonenko, Nikolai; Sakhno, Ludmila
15
2010
On spectral analysis of heavy-tailed Kolmogorov-Pearson diffusions. Zbl 1306.60110
Avram, F.; Leonenko, N. N.; Šuvak, N.
13
2013
Weak convergence of the variations, iterated integrals and Doléans-Dade exponentials of sequences of semimartingales. Zbl 0636.60029
Avram, Florin
13
1988
Finite time ruin probabilities with one Laplace inversion. Zbl 1074.91026
Avram, Florin; Usabel, Miguel
12
2003
On the efficient evaluation of ruin probabilities for completely monotone claim distributions. Zbl 1201.91088
Albrecher, Hansjörg; Avram, Florin; Kortschak, Dominik
12
2010
On taxed spectrally negative Lévy processes with draw-down stopping. Zbl 1395.91245
Avram, Florin; Vu, Nhat Linh; Zhou, Xiaowen
11
2017
Series expansions for the first passage distribution of Wong-Pearson jump-diffusions. Zbl 1175.91083
Avram, Florin; Leonenko, Nikolai; Rabehasaina, Landy
10
2009
Symmetric polynomials of random variables attracted to an infinitely divisible law. Zbl 0579.60021
Avram, Florin; Taqqu, Murad S.
9
1986
Parameter estimation for Fisher-Snedecor diffusion. Zbl 1283.60066
Avram, F.; Leonenko, N. N.; Šuvak, N.
8
2011
On moments based Padé approximations of ruin probabilities. Zbl 1209.91076
Avram, F.; Chedom, D. F.; Horváth, A.
8
2011
Hypothesis testing for Fisher-Snedecor diffusion. Zbl 1244.62118
Avram, F.; Leonenko, N. N.; Šuvak, N.
6
2012
On bulk-service MAP/PH\(^{L,N}\)/1/N G-queues with repeated attempts. Zbl 1098.60084
Avram, F.; Gómez-Corral, A.
6
2006
Optimal control of fluid limits of queuing networks and stochasticity corrections. Zbl 0894.60095
Avram, Florin
5
1997
Probability bounds for M-Skorohod oscillations. Zbl 0693.60005
Avram, Florin; Taqqu, Murad S.
5
1989
The tax identity for Markov additive risk processes. Zbl 1286.91062
Albrecher, Hansjörg; Avram, Florin; Constantinescu, Corina; Ivanovs, Jevgenijs
5
2014
Spectral representation of transition density of Fisher-Snedecor diffusion. Zbl 1291.60161
Avram, F.; Leonenko, N. N.; Šuvak, N.
5
2013
The two barriers ruin problem via a Wiener Hopf decomposition approach. Zbl 1073.60523
Avram, Florin; Pistorius, Martijn R.; Usabel, Miguel
4
2003
Weak convergence of moving averages with infinite variance. Zbl 0602.60028
Avram, Florin; Taqqu, Murad S.
4
1986
A generalized Hölder inequality and a generalized Szego theorem. Zbl 0696.60035
Avram, Florin; Brown, Lawrence
4
1989
Generalized Szegö theorems and asymptotics of cumulants by graphical methods. Zbl 0752.60019
Avram, Florin
4
1992
Central limit theorems for sums of Wick products of stationary sequences. Zbl 0752.60020
Avram, Florin; Fox, Robert
4
1992
On symbolic RG factorization of quasi-birth-and-death processes. Zbl 1264.60054
Avram, Florin; Chedom, Donatien Fotso
4
2011
On fluctuation theory for spectrally negative Lévy processes with Parisian reflection below, and applications. Zbl 1382.60071
Avram, Florin; Zhou, Xiaowen
3
2017
On the optimal control of a two-queue polling model. Zbl 1110.90016
Avram, F.; Gómez-Corral, A.
3
2006
A method for computing double band policies for switching between two diffusions. Zbl 1093.93549
Avram, Florin; Karaesmen, Fikri
3
1996
Ruin probabilities by Padé’s method: simple moments based mixed exponential approximations (Renyi, De Vylder, Cramér-Lundberg), and high precision approximations with both light and heavy tails. Zbl 1422.91323
Avram, F.; Banik, A. D.; Horvath, A.
2
2019
On the central management of risk networks. Zbl 1427.91076
Avram, Florin; Minca, Andreea
2
2017
Hölder’s inequality for functions of linearly dependent arguments. Zbl 0777.26017
Avram, Florin; Taqqu, Murad S.
2
1989
On multiserver retrial queues: history, Okubo-type hypergeometric systems and matrix continued-fractions. Zbl 1291.90061
Avram, F.; Matei, D.; Zhao, Y. Q.
2
2014
Limit theorems for additive functionals of stationary fields, under integrability assumptions on the higher order spectral densities. Zbl 1325.60038
Avram, Florin; Leonenko, Nikolai; Sakhno, Ludmila
2
2015
On Dümbgen’s exponentially modified Laplace continued fraction for Mill’s ratio. Zbl 1324.62009
Avram, Florin
2
2013
Modeling probability densities with sums of exponentials via polynomial approximation. Zbl 1332.90320
Dumitrescu, Bogdan; Şicleru, Bogdan C.; Avram, Florin
2
2016
On a class of dependent Sparre Andersen risk models and a bailout application. Zbl 1371.91078
Avram, F.; Badescu, A. L.; Pistorius, M. R.; Rabehasaina, L.
2
2016
On optimal dividend distribution for a Cramér-Lundberg process with exponential jumps in the presence of a linear Gerber-Shiu penalty function. Zbl 1236.91084
Avram, Florin; Palmowski, Zbigniew; Pistorius, Martijn
2
2010
The Gerber-Shiu expected discounted penalty-reward function under an affine jump-diffusion model. Zbl 1256.91025
Avram, Florin; Usábel, Miguel
2
2008
Loss systems with slow retrials in the Halfin-Whitt regime. Zbl 1267.60102
Avram, F.; Janssen, A. J. E. M.; Van Leeuwaarden, J. S. H.
2
2013
A Pontryaghin maximum principle approach for the optimization of dividends/consumption of spectrally negative Markov processes, until a generalized draw-down time. Zbl 1426.91292
Avram, Florin; Goreac, Dan
1
2019
First passage problems for upwards skip-free random walks via the scale functions paradigm. Zbl 1427.60077
Avram, Florin; Vidmar, Matija
1
2019
A survey of some recent results on risk theory. Zbl 1338.62186
Avram, Florin; Biard, Romain; Dutang, Christophe; Loisel, Stéphane; Rabehasaina, Landy
1
2014
On matrix exponential approximations of ruin probabilities for the classic and Brownian perturbed Cramér-Lundberg processes. Zbl 1306.91068
Avram, F.; Pistorius, M.
1
2014
On a Szegö type limit theorem and the asymptotic theory of random sums, integrals and quadratic forms. Zbl 1113.60024
Avram, Florin; Taqqu, Murad S.
1
2006
The \(W, Z\) scale functions kit for first passage problems of spectrally negative Lévy processes, and applications to control problems. Zbl 1461.60028
Avram, Florin; Grahovac, Danijel; Vardar-Acar, Ceren
1
2020
The \(W, Z\) scale functions kit for first passage problems of spectrally negative Lévy processes, and applications to control problems. Zbl 1461.60028
Avram, Florin; Grahovac, Danijel; Vardar-Acar, Ceren
1
2020
Ruin probabilities by Padé’s method: simple moments based mixed exponential approximations (Renyi, De Vylder, Cramér-Lundberg), and high precision approximations with both light and heavy tails. Zbl 1422.91323
Avram, F.; Banik, A. D.; Horvath, A.
2
2019
A Pontryaghin maximum principle approach for the optimization of dividends/consumption of spectrally negative Markov processes, until a generalized draw-down time. Zbl 1426.91292
Avram, Florin; Goreac, Dan
1
2019
First passage problems for upwards skip-free random walks via the scale functions paradigm. Zbl 1427.60077
Avram, Florin; Vidmar, Matija
1
2019
Spectrally negative Lévy processes with Parisian reflection below and classical reflection above. Zbl 1386.60168
Avram, Florin; Pérez, José-Luis; Yamazaki, Kazutoshi
16
2018
On taxed spectrally negative Lévy processes with draw-down stopping. Zbl 1395.91245
Avram, Florin; Vu, Nhat Linh; Zhou, Xiaowen
11
2017
On fluctuation theory for spectrally negative Lévy processes with Parisian reflection below, and applications. Zbl 1382.60071
Avram, Florin; Zhou, Xiaowen
3
2017
On the central management of risk networks. Zbl 1427.91076
Avram, Florin; Minca, Andreea
2
2017
Modeling probability densities with sums of exponentials via polynomial approximation. Zbl 1332.90320
Dumitrescu, Bogdan; Şicleru, Bogdan C.; Avram, Florin
2
2016
On a class of dependent Sparre Andersen risk models and a bailout application. Zbl 1371.91078
Avram, F.; Badescu, A. L.; Pistorius, M. R.; Rabehasaina, L.
2
2016
On Gerber-Shiu functions and optimal dividend distribution for a Lévy risk process in the presence of a penalty function. Zbl 1322.60055
Avram, F.; Palmowski, Z.; Pistorius, M. R.
20
2015
Limit theorems for additive functionals of stationary fields, under integrability assumptions on the higher order spectral densities. Zbl 1325.60038
Avram, Florin; Leonenko, Nikolai; Sakhno, Ludmila
2
2015
The tax identity for Markov additive risk processes. Zbl 1286.91062
Albrecher, Hansjörg; Avram, Florin; Constantinescu, Corina; Ivanovs, Jevgenijs
5
2014
On multiserver retrial queues: history, Okubo-type hypergeometric systems and matrix continued-fractions. Zbl 1291.90061
Avram, F.; Matei, D.; Zhao, Y. Q.
2
2014
A survey of some recent results on risk theory. Zbl 1338.62186
Avram, Florin; Biard, Romain; Dutang, Christophe; Loisel, Stéphane; Rabehasaina, Landy
1
2014
On matrix exponential approximations of ruin probabilities for the classic and Brownian perturbed Cramér-Lundberg processes. Zbl 1306.91068
Avram, F.; Pistorius, M.
1
2014
On spectral analysis of heavy-tailed Kolmogorov-Pearson diffusions. Zbl 1306.60110
Avram, F.; Leonenko, N. N.; Šuvak, N.
13
2013
Spectral representation of transition density of Fisher-Snedecor diffusion. Zbl 1291.60161
Avram, F.; Leonenko, N. N.; Šuvak, N.
5
2013
On Dümbgen’s exponentially modified Laplace continued fraction for Mill’s ratio. Zbl 1324.62009
Avram, Florin
2
2013
Loss systems with slow retrials in the Halfin-Whitt regime. Zbl 1267.60102
Avram, F.; Janssen, A. J. E. M.; Van Leeuwaarden, J. S. H.
2
2013
Hypothesis testing for Fisher-Snedecor diffusion. Zbl 1244.62118
Avram, F.; Leonenko, N. N.; Šuvak, N.
6
2012
Parameter estimation for Fisher-Snedecor diffusion. Zbl 1283.60066
Avram, F.; Leonenko, N. N.; Šuvak, N.
8
2011
On moments based Padé approximations of ruin probabilities. Zbl 1209.91076
Avram, F.; Chedom, D. F.; Horváth, A.
8
2011
On symbolic RG factorization of quasi-birth-and-death processes. Zbl 1264.60054
Avram, Florin; Chedom, Donatien Fotso
4
2011
On a Szegö type limit theorem, the Hölder-Young-Brascamp-Lieb inequality, and the asymptotic theory of integrals and quadratic forms of stationary fields. Zbl 1219.60018
Avram, Florin; Leonenko, Nikolai; Sakhno, Ludmila
15
2010
On the efficient evaluation of ruin probabilities for completely monotone claim distributions. Zbl 1201.91088
Albrecher, Hansjörg; Avram, Florin; Kortschak, Dominik
12
2010
On optimal dividend distribution for a Cramér-Lundberg process with exponential jumps in the presence of a linear Gerber-Shiu penalty function. Zbl 1236.91084
Avram, Florin; Palmowski, Zbigniew; Pistorius, Martijn
2
2010
Series expansions for the first passage distribution of Wong-Pearson jump-diffusions. Zbl 1175.91083
Avram, Florin; Leonenko, Nikolai; Rabehasaina, Landy
10
2009
A two-dimensional ruin problem on the positive quadrant. Zbl 1141.91482
Avram, Florin; Palmowski, Zbigniew; Pistorius, Martijn
38
2008
Exit problem of a two-dimensional risk process from the quadrant: Exact and asymptotic results. Zbl 1163.60010
Avram, Florin; Palmowski, Zbigniew; Pistorius, Martijn R.
28
2008
The Gerber-Shiu expected discounted penalty-reward function under an affine jump-diffusion model. Zbl 1256.91025
Avram, Florin; Usábel, Miguel
2
2008
On the optimal dividend problem for a spectrally negative Lévy process. Zbl 1136.60032
Avram, Florin; Palmowski, Zbigniew; Pistorius, Martijn R.
126
2007
On bulk-service MAP/PH\(^{L,N}\)/1/N G-queues with repeated attempts. Zbl 1098.60084
Avram, F.; Gómez-Corral, A.
6
2006
On the optimal control of a two-queue polling model. Zbl 1110.90016
Avram, F.; Gómez-Corral, A.
3
2006
On a Szegö type limit theorem and the asymptotic theory of random sums, integrals and quadratic forms. Zbl 1113.60024
Avram, Florin; Taqqu, Murad S.
1
2006
Phase-type approximations to finite-time ruin probabilities in the Sparre Andersen and stationary renewal risk models. Zbl 1123.62078
Stanford, D. A.; Avram, F.; Badescu, A. L.; Breuer, L.; da Silva Soares, A.; Latouche, G.
23
2005
Russian and American put options under exponential phase-type Lévy models. Zbl 1075.60037
Asmussen, Søren; Avram, Florin; Pistorius, Martijn R.
149
2004
Exit problems for spectrally negative Lévy processes and applications to (Canadized) Russian options. Zbl 1042.60023
Avram, F.; Kyprianou, A. E.; Pistorius, M. R.
104
2004
Ruin probabilities and deficit for the renewal risk model with phase-type interarrival times. Zbl 1274.91244
Avram, F.; Usábel, M.
15
2004
Finite time ruin probabilities with one Laplace inversion. Zbl 1074.91026
Avram, Florin; Usabel, Miguel
12
2003
The two barriers ruin problem via a Wiener Hopf decomposition approach. Zbl 1073.60523
Avram, Florin; Pistorius, Martijn R.; Usabel, Miguel
4
2003
Erlangian approximations for finite-horizon ruin probabilities. Zbl 1081.60028
Asmussen, Soren; Avram, Florin; Usabel, Miguel
52
2002
Explicit solutions for variational problems in the quadrant. Zbl 0970.60027
Avram, F.; Dai, J. G.; Hasenbein, J. J.
17
2001
Optimal control of fluid limits of queuing networks and stochasticity corrections. Zbl 0894.60095
Avram, Florin
5
1997
A method for computing double band policies for switching between two diffusions. Zbl 1093.93549
Avram, Florin; Karaesmen, Fikri
3
1996
Fluid models of sequencing problems in open queueing networks; an optimal control approach. Zbl 0837.60083
Avram, Florin; Bertsimas, Dimitris; Ricard, Michael
17
1995
On central limit theorems in geometrical probability. Zbl 0784.60015
Avram, Florin; Bertsimas, Dimitris
41
1993
Weak convergence of sums of moving averages in the \(\alpha\)-stable domain of attraction. Zbl 0747.60032
Avram, Florin; Taqqu, Murad S.
43
1992
The minimum spanning tree constant in geometrical probability and under the independent model: A unified approach. Zbl 0755.60011
Avram, Florin; Bertsimas, Dimitris
18
1992
Generalized Szegö theorems and asymptotics of cumulants by graphical methods. Zbl 0752.60019
Avram, Florin
4
1992
Central limit theorems for sums of Wick products of stationary sequences. Zbl 0752.60020
Avram, Florin; Fox, Robert
4
1992
Probability bounds for M-Skorohod oscillations. Zbl 0693.60005
Avram, Florin; Taqqu, Murad S.
5
1989
A generalized Hölder inequality and a generalized Szego theorem. Zbl 0696.60035
Avram, Florin; Brown, Lawrence
4
1989
Hölder’s inequality for functions of linearly dependent arguments. Zbl 0777.26017
Avram, Florin; Taqqu, Murad S.
2
1989
On bilinear forms in Gaussian random variables and Toeplitz matrices. Zbl 0648.60043
Avram, F.
71
1988
Weak convergence of the variations, iterated integrals and Doléans-Dade exponentials of sequences of semimartingales. Zbl 0636.60029
Avram, Florin
13
1988
Noncentral limit theorems and Appell polynomials. Zbl 0624.60049
Avram, Florin; Taqqu, Murad S.
68
1987
Symmetric polynomials of random variables attracted to an infinitely divisible law. Zbl 0579.60021
Avram, Florin; Taqqu, Murad S.
9
1986
Weak convergence of moving averages with infinite variance. Zbl 0602.60028
Avram, Florin; Taqqu, Murad S.
4
1986
all top 5

Cited by 857 Authors

27 Avram, Florin
27 Yamazaki, Kazutoshi
23 Leonenko, Nikolai N.
22 Palmowski, Zbigniew
17 Pérez Garmendia, Jose Luis
16 Serra-Capizzano, Stefano
15 Pistorius, Martijn R.
14 Cheung, Eric C. K.
14 Kyprianou, Andreas E.
14 Landriault, David
14 Yin, Chuancun
12 Mandjes, Michel Robertus Hendrikus
12 Zhou, Xiaowen
11 Ginovyan, Mamikon S.
11 Surgailis, Donatas
11 Taqqu, Murad S.
10 Ivanovs, Jevgeņijs
10 Miyazawa, Masakiyo
10 Penrose, Mathew D.
10 Šuvak, Nenad
9 Zhang, Zhimin
8 Albrecher, Hansjörg
8 Boxma, Onno Johan
8 Sahakyan, Artur A.
7 Badescu, Andrei L.
7 Breuer, Lothar
7 Czarna, Irmina
7 Egami, Masahiko
7 Garoni, Carlo
7 Giraitis, Liudas
7 Krizmanić, Danijel
7 Latouche, Guy
7 Levendorskiĭ, Sergeĭ Zakharovich
7 Li, Bin
7 Stanford, David A.
7 Surya, Budhi Arta
7 Tyrtyshnikov, Evgeniĭ Evgen’evich
7 Wang, Wenyuan
7 Yang, Hailiang
7 Yang, Xuewei
6 Gapeev, Pavel V.
6 Loeffen, Ronnie L.
6 Rabehasaina, Landy
6 Ren, Jiandong
6 Sheu, Yuan-Chung
6 Wu, Wei Biao
6 Yuen, Kam Chuen
6 Yukich, Joseph Elliott
5 Azcue, Pablo
5 Bai, Shuyang
5 Bo, Lijun
5 Cai, Ning
5 Frostig, Esther
5 Kulik, Rafał
5 Kuznetsov, Alexey
5 Muler, Nora E.
5 Noba, Kei
5 Ruiz-Medina, María Dolores
5 Sakhno, Lyudmyla Mykhaĭlivna
5 Sikorskii, Alla
5 Wang, Lihong
5 Wang, Yongjin
5 Wu, Lan
5 Yao, Dingjun
5 Zhang, Rongmao
4 Asmussen, Søren
4 Bardina, Xavier
4 Basrak, Bojan
4 Baurdoux, Erik Jan
4 Böttcher, Albrecht
4 Boyarchenko, Mitya
4 Chan, Ngai Hang
4 Dong, Hua
4 Grudsky, Sergei Mikhailovich
4 Jakubowski, Adam
4 Koul, Hira Lal
4 Li, Shu
4 Loisel, Stéphane
4 Maller, Ross Arthur
4 Mijatović, Aleksandar
4 Moreno-Franco, Harold A.
4 Ott, Curdin
4 Papić, I.
4 Tilli, Paolo
4 Van Schaik, Kees
4 Wade, Andrew R.
4 Wang, Qiying
4 Wang, Rongming
4 Wen, Yuzhen
4 Willmot, Gordon E.
4 Xu, Lin
4 Yam, Sheung Chi Phillip
4 Zang, Qingpei
3 Avanzi, Benjamin
3 Bayraktar, Erhan
3 Bekker, René
3 Beran, Jan
3 Beyki, M. R.
3 Chen, Yu-Ting
3 Chenavier, Nicolas
...and 757 more Authors
all top 5

Cited in 160 Serials

59 Insurance Mathematics & Economics
51 Stochastic Processes and their Applications
42 Journal of Applied Probability
30 The Annals of Applied Probability
26 Advances in Applied Probability
26 Statistics & Probability Letters
21 Journal of Computational and Applied Mathematics
21 Queueing Systems
21 Linear Algebra and its Applications
21 Scandinavian Actuarial Journal
19 The Annals of Probability
18 Journal of Theoretical Probability
18 Methodology and Computing in Applied Probability
17 Stochastic Models
15 Probability Theory and Related Fields
12 Bernoulli
12 Journal of Industrial and Management Optimization
9 Journal of Mathematical Analysis and Applications
9 Lithuanian Mathematical Journal
8 Annals of Operations Research
8 Finance and Stochastics
8 International Journal of Theoretical and Applied Finance
8 Quantitative Finance
8 ASTIN Bulletin
7 Applied Mathematics and Computation
7 Applied Mathematics and Optimization
7 Stochastic Analysis and Applications
7 European Journal of Operational Research
7 Mathematical Methods of Operations Research
6 The Annals of Statistics
6 Journal of Multivariate Analysis
6 SIAM Journal on Control and Optimization
6 Probability and Mathematical Statistics
6 Econometric Theory
5 Journal of Optimization Theory and Applications
5 Journal of Statistical Planning and Inference
5 Journal of Contemporary Mathematical Analysis. Armenian Academy of Sciences
5 Theory of Probability and Mathematical Statistics
5 Statistical Papers
5 Top
5 European Actuarial Journal
4 Journal of Time Series Analysis
4 Communications in Statistics. Theory and Methods
4 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics
4 Stochastic Systems
3 Journal of Statistical Physics
3 Transactions of the American Mathematical Society
3 Acta Applicandae Mathematicae
3 Acta Mathematicae Applicatae Sinica. English Series
3 Statistics
3 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques
3 Bulletin des Sciences Mathématiques
3 Mathematical Finance
3 Extremes
3 Probability in the Engineering and Informational Sciences
3 Stochastics
3 Science China. Mathematics
3 Modern Stochastics. Theory and Applications
2 Computers & Mathematics with Applications
2 Communications in Mathematical Physics
2 Journal of Econometrics
2 Mathematics of Operations Research
2 Operations Research
2 Operations Research Letters
2 Sequential Analysis
2 Statistical Science
2 Econometric Reviews
2 SIAM Journal on Matrix Analysis and Applications
2 Random Structures & Algorithms
2 Discrete Event Dynamic Systems
2 Combinatorics, Probability and Computing
2 Applied Mathematical Finance
2 Electronic Journal of Probability
2 Sbornik: Mathematics
2 ELA. The Electronic Journal of Linear Algebra
2 Journal of Nonparametric Statistics
2 European Series in Applied and Industrial Mathematics (ESAIM): Control, Optimization and Calculus of Variations
2 Abstract and Applied Analysis
2 Australian & New Zealand Journal of Statistics
2 Acta Mathematica Sinica. English Series
2 Journal of Systems Science and Complexity
2 Comptes Rendus. Mathématique. Académie des Sciences, Paris
2 North American Actuarial Journal
2 Frontiers of Mathematics in China
2 Journal of Statistical Theory and Practice
2 Electronic Journal of Statistics
2 Tbilisi Mathematical Journal
2 Probability Surveys
2 International Journal of Stochastic Analysis
1 Journal of Mathematical Biology
1 Journal of Mathematical Physics
1 Mathematical Notes
1 Nonlinearity
1 Physica A
1 Rocky Mountain Journal of Mathematics
1 Theoretical and Mathematical Physics
1 Ukrainian Mathematical Journal
1 Chaos, Solitons and Fractals
1 Theory of Probability and its Applications
1 Annals of the Institute of Statistical Mathematics
...and 60 more Serials

Citations by Year