Edit Profile (opens in new tab) Bäuerle, Nicole Co-Author Distance Author ID: bauerle.nicole Published as: Bäuerle, Nicole; Bäuerle, N. Homepage: https://www.math.kit.edu/stoch/~baeuerle/ External Links: MGP · ORCID · Wikidata · Google Scholar · Math-Net.Ru · dblp · GND Documents Indexed: 82 Publications since 1996, including 2 Books and 5 Additional arXiv Preprints 2 Contributions as Editor Co-Authors: 43 Co-Authors with 69 Joint Publications 775 Co-Co-Authors all top 5 Co-Authors 15 single-authored 15 Rieder, Ulrich 5 Glauner, Alexander 5 Jaśkiewicz, Anna 3 Kötter, Mirko 3 Müller, Alfred 2 Albrecher, Hansjörg 2 Bayraktar, Erhan 2 Blatter, Anja 2 Chen, An 2 Engelhardt-Funke, Ophelia 2 Göll, Tamara 2 Grether, Stefanie 2 Grübel, Rudolf 2 Kolonko, Michael 2 Leimcke, Gregor 2 Mundt, André 2 Schmithals, Daniel 2 Schmock, Uwe 2 Veraart, Luitgard A. M. 1 Asmussen, Søren 1 Bladt, Martin 1 Brüstl, Gabi 1 Dehling, Herold G. 1 Desmettre, Sascha 1 Gilitschenski, Igor 1 Hanebeck, Uwe D. 1 Hofer, Sebastian G. 1 Houdek, Anja 1 Kara, Ali Devran 1 Kersting, Götz-Dietrich 1 Klenke, Achim 1 Korn, Ralf 1 Kreiß, Jens-Peter 1 Lange, Dirk 1 Li, Zejing 1 Nowak, Andrzej S. 1 Ott, Jonathan 1 Pfeiffer, Robin 1 Popp, Anton 1 Rolski, Tomasz 1 Stidham, Shaler jun. 1 Thonhauser, Stefan 1 Urban, Sebastian P. all top 5 Serials 10 Mathematical Methods of Operations Research 8 Insurance Mathematics & Economics 6 Statistics & Risk Modeling 4 Journal of Applied Probability 3 Applied Mathematics and Optimization 3 Mathematics of Operations Research 3 European Journal of Operational Research 3 International Journal of Theoretical and Applied Finance 3 Probability in the Engineering and Informational Sciences 3 Scandinavian Actuarial Journal 2 Advances in Applied Probability 2 Queueing Systems 2 Mathematical Finance 2 ASTIN Bulletin 2 Stochastics 2 SIAM Journal on Financial Mathematics 1 Jahresbericht der Deutschen Mathematiker-Vereinigung (DMV) 1 Journal of Mathematical Analysis and Applications 1 Metrika 1 IEEE Transactions on Automatic Control 1 Journal of Economic Theory 1 SIAM Journal on Control and Optimization 1 Operations Research Letters 1 Statistics & Decisions 1 Communications in Statistics. Stochastic Models 1 The Annals of Applied Probability 1 Stochastic Processes and their Applications 1 Finance and Stochastics 1 Stochastic Models 1 Oberwolfach Reports 1 European Actuarial Journal 1 Universitext 1 Springer-Lehrbuch Masterclass all top 5 Fields 54 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 38 Probability theory and stochastic processes (60-XX) 34 Operations research, mathematical programming (90-XX) 23 Systems theory; control (93-XX) 9 Statistics (62-XX) 7 Calculus of variations and optimal control; optimization (49-XX) 2 General and overarching topics; collections (00-XX) 1 Numerical analysis (65-XX) 1 Computer science (68-XX) 1 Information and communication theory, circuits (94-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 70 Publications have been cited 1,054 times in 792 Documents Cited by ▼ Year ▼ Markov decision processes with applications to finance. Zbl 1236.90004 Bäuerle, Nicole; Rieder, Ulrich 153 2011 Benchmark and mean-variance problems for insurers. Zbl 1101.93081 Bäuerle, Nicole 117 2005 Modelling and comparing dependencies in multivariable risk portfolios. Zbl 1137.91484 Bäuerle, N.; Müller, A. 57 1998 More risk-sensitive Markov decision processes. Zbl 1291.90289 Bäuerle, Nicole; Rieder, Ulrich 57 2014 Portfolio optimization with unobservable Markov-modulated drift process. Zbl 1138.93428 Rieder, Ulrich; Bäuerle, Nicole 55 2005 Portfolio optimization with Markov-modulated stock prices and interest rates. Zbl 1366.91135 Bäuerle, Nicole; Rieder, Ulrich 54 2004 Stochastic orders and risk measures: consistency and bounds. Zbl 1105.60017 Bäuerle, Nicole; Müller, Alfred 47 2006 Inequalities for stochastic models via supermodular orderings. Zbl 0871.60015 Bäuerle, Nicole 41 1997 Portfolio optimization with jumps and unobservable intensity process. Zbl 1186.91189 Bäuerle, Nicole; Rieder, Ulrich 37 2007 Optimal dividend-payout in random discrete time. Zbl 1233.91139 Albrecher, Hansjörg; Bäuerle, Nicole; Thonhauser, Stefan 23 2011 Markov decision processes with average-value-at-risk criteria. Zbl 1259.49035 Bäuerle, Nicole; Ott, Jonathan 23 2011 Appoximation of optimal reinsurance and dividend payout policies. Zbl 1097.91052 Bäuerle, Nicole 20 2004 Zero-sum risk-sensitive stochastic games. Zbl 1398.91055 Bäuerle, Nicole; Rieder, Ulrich 20 2017 Some results about the expected ruin time in Markov-modulated risk models. Zbl 0859.60081 Bäuerle, Nicole 19 1996 Optimal portfolios for financial markets with Wishart volatility. Zbl 1283.93306 Bäuerle, Nicole; Li, Zejing 18 2013 Asymptotic optimality of tracking policies in stochastic networks. Zbl 1057.90003 Bäuerle, Nicole 17 2000 MDP algorithms for portfolio optimization problems in pure jump markets. Zbl 1199.91169 Bäuerle, Nicole; Rieder, Ulrich 16 2009 A monotonicity result for the workload in Markov-modulated queues. Zbl 0931.60079 Bäuerle, Nicole; Rolski, Tomasz 16 1998 Multivariate counting processes: copulas and beyond. Zbl 1098.62132 Bäuerle, Nicole; Grübel, Rudolf 15 2005 Stochastic optimal growth model with risk sensitive preferences. Zbl 1400.91321 Bäuerle, Nicole; Jaśkiewicz, Anna 15 2018 Optimal control and dependence modeling of insurance portfolios with Lévy dynamics. Zbl 1218.91068 Bäuerle, Nicole; Blatter, Anja 13 2011 Complete markets do not allow free cash flow streams. Zbl 1318.91079 Bäuerle, Nicole; Grether, Stefanie 12 2015 Dependence properties and comparison results for Lévy processes. Zbl 1141.60023 Bäuerle, Nicole; Blatter, Anja; Müller, Alfred 11 2008 Monotonicity results for \(MR/GI/1\) queues. Zbl 0885.60081 Bäuerle, Nicole 11 1997 A note on applications of stochastic ordering to control problems in insurance and finance. Zbl 1314.60104 Bäuerle, Nicole; Bayraktar, Erhan 11 2014 On the waiting time of arriving aircrafts and the capacity of airports with one or two runways. Zbl 1110.90017 Bäuerle, N.; Engelhardt-Funke, O.; Kolonko, M. 10 2007 Robust optimal investment and reinsurance problems with learning. Zbl 1468.91121 Bäuerle, Nicole; Leimcke, Gregor 10 2021 Dividends: from refracting to ratcheting. Zbl 1417.91260 Albrecher, Hansjörg; Bäuerle, Nicole; Bladt, Martin 10 2018 Comparison results for Markov-modulated recursive models. Zbl 1096.60518 Bäuerle, Nicole; Rieder, Ulrich 9 1997 Optimal control of queueing networks: An approach via fluid models. Zbl 1027.90007 Bäuerle, Nicole 9 2002 Portfolio optimization in fractional and rough Heston models. Zbl 1437.91403 Bäuerle, Nicole; Desmettre, Sascha 9 2020 Markov-modulated diffusion risk models. Zbl 1144.91023 Bäuerle, Nicole; Kötter, Mirko 8 2007 Optimal dividend payout model with risk sensitive preferences. Zbl 1422.91327 Bäuerle, Nicole; Jaśkiewicz, Anna 7 2017 Risk-sensitive dividend problems. Zbl 1341.91087 Bäuerle, Nicole; Jaśkiewicz, Anna 7 2015 The relaxed investor with partial information. Zbl 1255.91387 Bäuerle, Nicole; Urban, Sebastian P.; Veraart, Luitgard A. M. 7 2012 Risk management in credit risk portfolios with correlated assets. Zbl 1055.91039 Bäuerle, Nicole 6 2002 Minimizing spectral risk measures applied to Markov decision processes. Zbl 1479.90209 Bäuerle, Nicole; Glauner, Alexander 6 2021 Risk-sensitive stopping problems for continuous-time Markov chains. Zbl 1495.60028 Bäuerle, Nicole; Popp, Anton 6 2018 Optimal risk allocation in reinsurance networks. Zbl 1416.91155 Bäuerle, Nicole; Glauner, Alexander 6 2018 Dynamic mean-risk optimization in a binomial model. Zbl 1176.91143 Bäuerle, Nicole; Mundt, André 5 2009 Discounted stochastic fluid programs. Zbl 1082.93058 Bäuerle, Nicole 5 2001 Multivariate risk processes with interacting intensities. Zbl 1152.60058 Bäuerle, Nicole; Grübel, Rudolf 5 2008 Markov decision processes with recursive risk measures. Zbl 1490.90301 Bäuerle, Nicole; Glauner, Alexander 5 2022 Optimal control of single-server fluid networks. Zbl 0960.90019 Bäuerle, Nicole; Rieder, Ulrich 4 2000 Optimal retirement planning under partial information. Zbl 1437.91385 Bäuerle, Nicole; Chen, An 4 2019 The Markov-modulated risk model with investment. Zbl 1209.91083 Kötter, Mirko; Bäuerle, Nicole 3 2007 Traditional versus nontraditional reinsurance in a dynamic setting. Zbl 1091.62101 Bäuerle, Nicole 3 2004 The periodic risk model with investment. Zbl 1141.91522 Kötter, Mirko; Bäuerle, Nicole 2 2008 Optimal control of partially observable piecewise deterministic Markov processes. Zbl 1390.60275 Bäuerle, Nicole; Lange, Dirk 2 2018 Conservation laws for single-server fluid networks. Zbl 0997.90008 Bäuerle, Nicole; Stidham, Shaler 2 2001 Convex stochastic fluid programs with average cost. Zbl 1057.90005 Bäuerle, Nicole 2 2001 The advantage of small machines in a stochastic fluid production process. Zbl 0941.90025 Bäuerle, Nicole 2 1998 Control improvement for jump-diffusion processes with applications to finance. Zbl 1242.93141 Bäuerle, Nicole; Rieder, Ulrich 2 2012 Financial mathematics in discrete time. (Finanzmathematik in diskreter Zeit.) Zbl 1368.91001 Bäuerle, Nicole; Rieder, Ulrich 2 2017 Distributionally robust Markov decision processes and their connection to risk measures. Zbl 1501.90107 Bäuerle, Nicole; Glauner, Alexander 2 2022 Stochastic dynamic programming with non-linear discounting. Zbl 1478.90139 Bäuerle, Nicole; Jaśkiewicz, Anna; Nowak, Andrzej S. 2 2021 How to improve the performance of ATM multiplexers. Zbl 1057.60503 Bäuerle, Nicole 1 1999 On positive Harris recurrence of stochastic fluid networks. Zbl 1048.90055 Bäuerle, Nicole 1 2001 Routing of airplanes to two runways. Zbl 1063.90036 Bäuerle, N.; Engelhardt-Funke, O.; Kolonko, M. 1 2004 Exact and approximate hidden Markov chain filters based on discrete observations. Zbl 1339.60040 Bäuerle, Nicole; Gilitschenski, Igor; Hanebeck, Uwe 1 2015 Mean field Markov decision processes. Zbl 1517.90153 Bäuerle, Nicole 1 2023 Extremal behavior of long-term investors with power utility. Zbl 1396.91674 Bäuerle, Nicole; Grether, Stefanie 1 2017 Martingale optimal transport in the discrete case via simple linear programming techniques. Zbl 1435.49010 Bäuerle, Nicole; Schmithals, Daniel 1 2019 Bayesian optimal investment and reinsurance with dependent financial and insurance risks. Zbl 1496.91076 Bäuerle, Nicole; Leimcke, Gregor 1 2022 A joint stock and bond market based on the hyperbolic Gaussian model. Zbl 1273.91448 Bäuerle, Nicole; Pfeiffer, Robin 1 2013 Markov decision processes. Zbl 1229.90254 Bäuerle, Nicole; Rieder, Ulrich 1 2010 Erratum to: Dependence properties of dynamic credit risk models. Zbl 1253.91185 Bäuerle, Nicole; Schmock, Uwe 1 2012 Markov decision processes under ambiguity. Zbl 1460.90199 Bäuerle, Nicole; Rieder, Ulrich 1 2020 Consistent upper price bounds for exotic options. Zbl 1466.91324 Bäuerle, Nicole; Schmithals, Daniel 1 2021 Q-learning for distributionally robust Markov decision processes. Zbl 1478.90138 Bäuerle, Nicole; Glauner, Alexander 1 2021 Mean field Markov decision processes. Zbl 1517.90153 Bäuerle, Nicole 1 2023 Markov decision processes with recursive risk measures. Zbl 1490.90301 Bäuerle, Nicole; Glauner, Alexander 5 2022 Distributionally robust Markov decision processes and their connection to risk measures. Zbl 1501.90107 Bäuerle, Nicole; Glauner, Alexander 2 2022 Bayesian optimal investment and reinsurance with dependent financial and insurance risks. Zbl 1496.91076 Bäuerle, Nicole; Leimcke, Gregor 1 2022 Robust optimal investment and reinsurance problems with learning. Zbl 1468.91121 Bäuerle, Nicole; Leimcke, Gregor 10 2021 Minimizing spectral risk measures applied to Markov decision processes. Zbl 1479.90209 Bäuerle, Nicole; Glauner, Alexander 6 2021 Stochastic dynamic programming with non-linear discounting. Zbl 1478.90139 Bäuerle, Nicole; Jaśkiewicz, Anna; Nowak, Andrzej S. 2 2021 Consistent upper price bounds for exotic options. Zbl 1466.91324 Bäuerle, Nicole; Schmithals, Daniel 1 2021 Q-learning for distributionally robust Markov decision processes. Zbl 1478.90138 Bäuerle, Nicole; Glauner, Alexander 1 2021 Portfolio optimization in fractional and rough Heston models. Zbl 1437.91403 Bäuerle, Nicole; Desmettre, Sascha 9 2020 Markov decision processes under ambiguity. Zbl 1460.90199 Bäuerle, Nicole; Rieder, Ulrich 1 2020 Optimal retirement planning under partial information. Zbl 1437.91385 Bäuerle, Nicole; Chen, An 4 2019 Martingale optimal transport in the discrete case via simple linear programming techniques. Zbl 1435.49010 Bäuerle, Nicole; Schmithals, Daniel 1 2019 Stochastic optimal growth model with risk sensitive preferences. Zbl 1400.91321 Bäuerle, Nicole; Jaśkiewicz, Anna 15 2018 Dividends: from refracting to ratcheting. Zbl 1417.91260 Albrecher, Hansjörg; Bäuerle, Nicole; Bladt, Martin 10 2018 Risk-sensitive stopping problems for continuous-time Markov chains. Zbl 1495.60028 Bäuerle, Nicole; Popp, Anton 6 2018 Optimal risk allocation in reinsurance networks. Zbl 1416.91155 Bäuerle, Nicole; Glauner, Alexander 6 2018 Optimal control of partially observable piecewise deterministic Markov processes. Zbl 1390.60275 Bäuerle, Nicole; Lange, Dirk 2 2018 Zero-sum risk-sensitive stochastic games. Zbl 1398.91055 Bäuerle, Nicole; Rieder, Ulrich 20 2017 Optimal dividend payout model with risk sensitive preferences. Zbl 1422.91327 Bäuerle, Nicole; Jaśkiewicz, Anna 7 2017 Financial mathematics in discrete time. (Finanzmathematik in diskreter Zeit.) Zbl 1368.91001 Bäuerle, Nicole; Rieder, Ulrich 2 2017 Extremal behavior of long-term investors with power utility. Zbl 1396.91674 Bäuerle, Nicole; Grether, Stefanie 1 2017 Complete markets do not allow free cash flow streams. Zbl 1318.91079 Bäuerle, Nicole; Grether, Stefanie 12 2015 Risk-sensitive dividend problems. Zbl 1341.91087 Bäuerle, Nicole; Jaśkiewicz, Anna 7 2015 Exact and approximate hidden Markov chain filters based on discrete observations. Zbl 1339.60040 Bäuerle, Nicole; Gilitschenski, Igor; Hanebeck, Uwe 1 2015 More risk-sensitive Markov decision processes. Zbl 1291.90289 Bäuerle, Nicole; Rieder, Ulrich 57 2014 A note on applications of stochastic ordering to control problems in insurance and finance. Zbl 1314.60104 Bäuerle, Nicole; Bayraktar, Erhan 11 2014 Optimal portfolios for financial markets with Wishart volatility. Zbl 1283.93306 Bäuerle, Nicole; Li, Zejing 18 2013 A joint stock and bond market based on the hyperbolic Gaussian model. Zbl 1273.91448 Bäuerle, Nicole; Pfeiffer, Robin 1 2013 The relaxed investor with partial information. Zbl 1255.91387 Bäuerle, Nicole; Urban, Sebastian P.; Veraart, Luitgard A. M. 7 2012 Control improvement for jump-diffusion processes with applications to finance. Zbl 1242.93141 Bäuerle, Nicole; Rieder, Ulrich 2 2012 Erratum to: Dependence properties of dynamic credit risk models. Zbl 1253.91185 Bäuerle, Nicole; Schmock, Uwe 1 2012 Markov decision processes with applications to finance. Zbl 1236.90004 Bäuerle, Nicole; Rieder, Ulrich 153 2011 Optimal dividend-payout in random discrete time. Zbl 1233.91139 Albrecher, Hansjörg; Bäuerle, Nicole; Thonhauser, Stefan 23 2011 Markov decision processes with average-value-at-risk criteria. Zbl 1259.49035 Bäuerle, Nicole; Ott, Jonathan 23 2011 Optimal control and dependence modeling of insurance portfolios with Lévy dynamics. Zbl 1218.91068 Bäuerle, Nicole; Blatter, Anja 13 2011 Markov decision processes. Zbl 1229.90254 Bäuerle, Nicole; Rieder, Ulrich 1 2010 MDP algorithms for portfolio optimization problems in pure jump markets. Zbl 1199.91169 Bäuerle, Nicole; Rieder, Ulrich 16 2009 Dynamic mean-risk optimization in a binomial model. Zbl 1176.91143 Bäuerle, Nicole; Mundt, André 5 2009 Dependence properties and comparison results for Lévy processes. Zbl 1141.60023 Bäuerle, Nicole; Blatter, Anja; Müller, Alfred 11 2008 Multivariate risk processes with interacting intensities. Zbl 1152.60058 Bäuerle, Nicole; Grübel, Rudolf 5 2008 The periodic risk model with investment. Zbl 1141.91522 Kötter, Mirko; Bäuerle, Nicole 2 2008 Portfolio optimization with jumps and unobservable intensity process. Zbl 1186.91189 Bäuerle, Nicole; Rieder, Ulrich 37 2007 On the waiting time of arriving aircrafts and the capacity of airports with one or two runways. Zbl 1110.90017 Bäuerle, N.; Engelhardt-Funke, O.; Kolonko, M. 10 2007 Markov-modulated diffusion risk models. Zbl 1144.91023 Bäuerle, Nicole; Kötter, Mirko 8 2007 The Markov-modulated risk model with investment. Zbl 1209.91083 Kötter, Mirko; Bäuerle, Nicole 3 2007 Stochastic orders and risk measures: consistency and bounds. Zbl 1105.60017 Bäuerle, Nicole; Müller, Alfred 47 2006 Benchmark and mean-variance problems for insurers. Zbl 1101.93081 Bäuerle, Nicole 117 2005 Portfolio optimization with unobservable Markov-modulated drift process. Zbl 1138.93428 Rieder, Ulrich; Bäuerle, Nicole 55 2005 Multivariate counting processes: copulas and beyond. Zbl 1098.62132 Bäuerle, Nicole; Grübel, Rudolf 15 2005 Portfolio optimization with Markov-modulated stock prices and interest rates. Zbl 1366.91135 Bäuerle, Nicole; Rieder, Ulrich 54 2004 Appoximation of optimal reinsurance and dividend payout policies. Zbl 1097.91052 Bäuerle, Nicole 20 2004 Traditional versus nontraditional reinsurance in a dynamic setting. Zbl 1091.62101 Bäuerle, Nicole 3 2004 Routing of airplanes to two runways. Zbl 1063.90036 Bäuerle, N.; Engelhardt-Funke, O.; Kolonko, M. 1 2004 Optimal control of queueing networks: An approach via fluid models. Zbl 1027.90007 Bäuerle, Nicole 9 2002 Risk management in credit risk portfolios with correlated assets. Zbl 1055.91039 Bäuerle, Nicole 6 2002 Discounted stochastic fluid programs. Zbl 1082.93058 Bäuerle, Nicole 5 2001 Conservation laws for single-server fluid networks. Zbl 0997.90008 Bäuerle, Nicole; Stidham, Shaler 2 2001 Convex stochastic fluid programs with average cost. Zbl 1057.90005 Bäuerle, Nicole 2 2001 On positive Harris recurrence of stochastic fluid networks. Zbl 1048.90055 Bäuerle, Nicole 1 2001 Asymptotic optimality of tracking policies in stochastic networks. Zbl 1057.90003 Bäuerle, Nicole 17 2000 Optimal control of single-server fluid networks. Zbl 0960.90019 Bäuerle, Nicole; Rieder, Ulrich 4 2000 How to improve the performance of ATM multiplexers. Zbl 1057.60503 Bäuerle, Nicole 1 1999 Modelling and comparing dependencies in multivariable risk portfolios. Zbl 1137.91484 Bäuerle, N.; Müller, A. 57 1998 A monotonicity result for the workload in Markov-modulated queues. Zbl 0931.60079 Bäuerle, Nicole; Rolski, Tomasz 16 1998 The advantage of small machines in a stochastic fluid production process. Zbl 0941.90025 Bäuerle, Nicole 2 1998 Inequalities for stochastic models via supermodular orderings. Zbl 0871.60015 Bäuerle, Nicole 41 1997 Monotonicity results for \(MR/GI/1\) queues. Zbl 0885.60081 Bäuerle, Nicole 11 1997 Comparison results for Markov-modulated recursive models. Zbl 1096.60518 Bäuerle, Nicole; Rieder, Ulrich 9 1997 Some results about the expected ruin time in Markov-modulated risk models. Zbl 0859.60081 Bäuerle, Nicole 19 1996 all cited Publications top 5 cited Publications all top 5 Cited by 1,015 Authors 42 Bäuerle, Nicole 20 Guo, Xianping 16 Cavazos-Cadena, Rolando 15 Young, Virginia R. 15 Zeng, Yan 15 Zhang, Yi 13 Li, Danping 13 Liang, Zhibin 13 Shen, Yang 12 Siu, Tak Kuen 12 Wei, Qingda 11 Zhao, Hui 10 Bi, Junna 10 Huang, Yonghui 9 Cruz Suárez, Hugo Adán 9 Denuit, Michel M. 9 Li, Zhongfei 9 Marceau, Étienne 9 Müller, Alfred 9 Piunovskiĭ, Alekseĭ Borisovich 9 Rong, Ximin 8 Albrecher, Hansjörg 8 Chen, Xian 8 Guo, Xin 8 Sass, Jörn 8 Zhang, Xin 7 Dufour, François 7 Frostig, Esther 7 Gu, Ailing 7 Stettner, Łukasz 7 Yang, Hailiang 7 Yang, Peng 7 Yuen, Kam Chuen 6 Dhaene, Jan 6 Eksi, Zehra 6 Escobar, Marcos 6 Forsyth, Peter A. 6 Glauner, Alexander 6 Goovaerts, Marc J. 6 Guo, Junyi 6 Jaśkiewicz, Anna 6 Li, Shuanming 6 Meng, Hui 6 Özekici, Süleyman 6 Pellerey, Franco 6 Rieder, Ulrich 6 Rüschendorf, Ludger 6 Ruszczyński, Andrzej 6 Sun, Zhongyang 6 Thonhauser, Stefan 6 Wang, Ruodu 6 Yoshioka, Hidekazu 5 Chen, Lv 5 Colaneri, Katia 5 Cossette, Hélène 5 de Saporta, Benoîte 5 Hu, Yijun 5 Huo, Hai-Feng 5 Liang, Xiaoqing 5 Liu, Qiuli 5 Szölgyenyi, Michaela 5 Viens, Frederi G. 5 Wong, Hoi Ying 5 Zhang, Caibin 4 Amiri, Mehdi 4 Avanzi, Benjamin 4 Azcue, Pablo 4 Balakrishnan, Narayanaswamy 4 Balbus, Łukasz 4 Bayraktar, Erhan 4 Bellini, Fabio 4 Bielecki, Tomasz R. 4 Cai, Jun 4 Çanakoğlu, Ethem 4 Ceci, Claudia 4 Chen, Zhiping 4 Cialenco, Igor 4 Eisenberg, Julia 4 Feinberg, Eugene Aleksandrovich 4 Genest, Christian 4 Golui, Subrata 4 Han, Xia 4 Hernández-Hernández, Daniel 4 Hu, Taizhong 4 Jelito, Damian 4 Kaas, Rob 4 Kasyanov, Pavlo O. 4 Landriault, David 4 Leobacher, Gunther 4 Li, Bin 4 Lu, Yi 4 Ma, Jingtang 4 Montes-de-Oca, Raúl 4 Muler, Nora E. 4 Pal, Chandan 4 Pham, Huyên 4 Pitera, Marcin 4 Runggaldier, Wolfgang J. 4 Wang, Rongming 4 Wei, Jiaqin ...and 915 more Authors all top 5 Cited in 153 Serials 114 Insurance Mathematics & Economics 39 Mathematical Methods of Operations Research 30 European Journal of Operational Research 24 Journal of Applied Probability 24 Scandinavian Actuarial Journal 21 SIAM Journal on Financial Mathematics 20 SIAM Journal on Control and Optimization 18 International Journal of Theoretical and Applied Finance 18 Journal of Industrial and Management Optimization 16 Quantitative Finance 15 Communications in Statistics. Theory and Methods 14 Journal of Computational and Applied Mathematics 14 Statistics & Probability Letters 13 Methodology and Computing in Applied Probability 12 Advances in Applied Probability 12 Applied Mathematics and Optimization 11 Finance and Stochastics 10 Journal of Multivariate Analysis 10 Annals of Operations Research 10 Probability in the Engineering and Informational Sciences 9 Journal of Mathematical Analysis and Applications 9 Operations Research Letters 9 Mathematical Finance 9 Stochastic Models 9 Mathematics and Financial Economics 8 Mathematics of Operations Research 8 Stochastic Processes and their Applications 8 Statistics & Risk Modeling 7 Automatica 7 Journal of Optimization Theory and Applications 7 Operations Research 7 The Annals of Applied Probability 7 Discrete Event Dynamic Systems 7 Mathematical Problems in Engineering 7 ASTIN Bulletin 6 Optimization 6 North American Actuarial Journal 5 Computers & Mathematics with Applications 5 Acta Mathematicae Applicatae Sinica. English Series 5 Journal of Economic Dynamics & Control 5 Queueing Systems 5 Asia-Pacific Financial Markets 5 Stochastics 5 Dynamic Games and Applications 4 International Journal of Control 4 Kybernetika 4 Systems & Control Letters 4 Stochastic Analysis and Applications 4 Computers & Operations Research 4 Applied Mathematical Finance 4 Discrete Dynamics in Nature and Society 4 European Actuarial Journal 3 Artificial Intelligence 3 Automation and Remote Control 3 Top 3 Abstract and Applied Analysis 3 Journal of Systems Science and Complexity 3 Decisions in Economics and Finance 3 4OR 3 Frontiers of Mathematics in China 3 Journal of the Operations Research Society of China 2 Theory of Probability and its Applications 2 Applied Mathematics and Computation 2 Journal of Economic Theory 2 Journal of Mathematical Economics 2 MCSS. Mathematics of Control, Signals, and Systems 2 Journal of Scientific Computing 2 Theory of Probability and Mathematical Statistics 2 Electronic Journal of Probability 2 Applied Stochastic Models in Business and Industry 2 The ANZIAM Journal 2 Acta Mathematica Scientia. Series B. (English Edition) 2 Journal of Machine Learning Research (JMLR) 2 Advances in Operations Research 2 Dependence Modeling 2 AIMS Mathematics 1 Archive for Rational Mechanics and Analysis 1 Journal of Engineering Mathematics 1 Mathematical Notes 1 Problems of Information Transmission 1 Archiv der Mathematik 1 Biometrical Journal 1 Blätter (Deutsche Gesellschaft für Versicherungsmathematik) 1 Demonstratio Mathematica 1 Fuzzy Sets and Systems 1 Journal of Mathematical Psychology 1 Journal of Statistical Planning and Inference 1 Naval Research Logistics 1 Numerische Mathematik 1 Statistica 1 Journal of Information & Optimization Sciences 1 Acta Mathematicae Applicatae Sinica 1 Mathematical Social Sciences 1 Bulletin of the Korean Mathematical Society 1 Probability and Mathematical Statistics 1 Acta Applicandae Mathematicae 1 Chinese Journal of Applied Probability and Statistics 1 International Journal of Approximate Reasoning 1 Numerical Methods for Partial Differential Equations 1 Journal of Theoretical Probability ...and 53 more Serials all top 5 Cited in 28 Fields 545 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 368 Probability theory and stochastic processes (60-XX) 269 Systems theory; control (93-XX) 215 Operations research, mathematical programming (90-XX) 123 Statistics (62-XX) 75 Calculus of variations and optimal control; optimization (49-XX) 24 Computer science (68-XX) 16 Partial differential equations (35-XX) 16 Numerical analysis (65-XX) 10 Biology and other natural sciences (92-XX) 8 Integral equations (45-XX) 6 Ordinary differential equations (34-XX) 5 Integral transforms, operational calculus (44-XX) 3 Functional analysis (46-XX) 3 Operator theory (47-XX) 2 Combinatorics (05-XX) 2 Linear and multilinear algebra; matrix theory (15-XX) 2 Real functions (26-XX) 1 Mathematical logic and foundations (03-XX) 1 Order, lattices, ordered algebraic structures (06-XX) 1 Special functions (33-XX) 1 Dynamical systems and ergodic theory (37-XX) 1 Global analysis, analysis on manifolds (58-XX) 1 Mechanics of deformable solids (74-XX) 1 Fluid mechanics (76-XX) 1 Statistical mechanics, structure of matter (82-XX) 1 Information and communication theory, circuits (94-XX) 1 Mathematics education (97-XX) Citations by Year Wikidata Timeline The data are displayed as stored in Wikidata under a Creative Commons CC0 License. Updates and corrections should be made in Wikidata.