Edit Profile (opens in new tab) Cai, Jun Compute Distance To: Compute Author ID: cai.jun Published as: Cai, Jun Documents Indexed: 87 Publications since 1990 1 Contribution as Editor Co-Authors: 70 Co-Authors with 67 Joint Publications 2,296 Co-Co-Authors all top 5 Co-Authors 8 single-authored 9 Willmot, Gordon E. 5 Wei, Wei 4 Li, Haijun 4 Mao, Tiantian 4 Yang, Hailiang 3 Dickson, David C. M. 3 Feng, Runhuan 3 Lemieux, Christiane 3 Li, Yanda 3 Liu, Fangda 3 Wang, Ruodu 3 Zhao, Huimin 3 Zhou, Ming 2 Bi, Junna 2 Gerber, Hans U. 2 Huang, Ying 2 Ji, Liang 2 Liu, Haiyan 2 Tan, Ken Seng 2 Wei, Wenguo 2 Weng, Chengguo 2 Wu, Yanhong 2 Xu, Chengming 2 Zhang, Yi 1 Akbarzadeh, A. Hamid 1 Bai, Lihua 1 Cheng, Yun 1 Chowell, Gerardo 1 Czado, Claudia 1 Drekic, Steve 1 Ferris, Kevin 1 Grafarend, Erik W. 1 Guo, Hui 1 Guo, Wenjing 1 He, Daihai 1 Hocking, Toby Dylan 1 Hu, Ying 1 Jia, Huameng 1 Joe, Harry 1 Kalashnikov, Vladimir Vyacheslavovich 1 Khan, Faizan Uddin Fahad 1 Landriault, David 1 Lei, Fangyuan 1 Lin, X. Sheldon 1 Liu, Dongliang 1 Liu, Honglai 1 Liu, Yan 1 Lü, Hua 1 Luo, Jianzhen 1 Luo, Jiufei 1 New, T. H. 1 Pavlova, Kristina P. 1 Ren, Pinyi 1 Ruan, JianLiang 1 Ruge, Peter 1 Schaffrin, Burkhard 1 Shi, Tianxiang 1 Sievert, Carson 1 Tan, Kian-Lee 1 Tang, Qihe 1 VanderPlas, Susan 1 Wang, Haixiang 1 Wang, Jiansheng 1 Xia, Aihua 1 Xu, Bing 1 Xu, Bo 1 Xu, Haojun 1 Xu, Shengcai 1 Yan, Daying 1 Yin, Chunlin 1 Yu, Shunzheng 1 Yuan, Qiang 1 Zeng, Yan 1 Zhang, Shuling 1 Zhang, Wenjun all top 5 Serials 19 Insurance Mathematics & Economics 5 Journal of Applied Probability 5 Scandinavian Actuarial Journal 5 North American Actuarial Journal 4 Advances in Applied Probability 4 ASTIN Bulletin 3 Journal of Multivariate Analysis 2 Statistics & Probability Letters 2 Bulletin of the Iranian Mathematical Society 2 Annals of Operations Research 2 Probability in the Engineering and Informational Sciences 1 Modern Physics Letters B 1 Acta Mechanica 1 Computer Physics Communications 1 Molecular Simulation 1 Biometrika 1 Scandinavian Actuarial Journal 1 Acta Scientiarum Naturalium Universitatis Sunyatseni 1 Mathematics in Practice and Theory 1 Journal of East China Normal University. Natural Science Edition 1 Acta Automatica Sinica 1 Acta Mathematicae Applicatae Sinica. English Series 1 Chinese Journal of Applied Probability and Statistics 1 Mathematica Applicata 1 Data & Knowledge Engineering 1 Multidimensional Systems and Signal Processing 1 Stochastic Processes and their Applications 1 Archive of Applied Mechanics 1 Applied Mathematics. Series B (English Edition) 1 Journal of Geodesy 1 Finance and Stochastics 1 Mathematical Finance 1 Journal of Yangzhou University. Natural Science Edition 1 Discrete Dynamics in Nature and Society 1 Journal of Biological Systems 1 Methodology and Computing in Applied Probability 1 Control and Decision 1 Computational Biology and Chemistry 1 Asia-Pacific Financial Markets 1 Journal of Zhejiang University. Science A 1 Science China. Information Sciences 1 Journal of Computational and Graphical Statistics 1 Journal of Theoretical Biology all top 5 Fields 52 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 32 Probability theory and stochastic processes (60-XX) 25 Statistics (62-XX) 9 Computer science (68-XX) 5 Numerical analysis (65-XX) 5 Biology and other natural sciences (92-XX) 3 Integral equations (45-XX) 3 Mechanics of deformable solids (74-XX) 3 Operations research, mathematical programming (90-XX) 3 Systems theory; control (93-XX) 3 Information and communication theory, circuits (94-XX) 1 General and overarching topics; collections (00-XX) 1 Linear and multilinear algebra; matrix theory (15-XX) 1 Associative rings and algebras (16-XX) 1 Integral transforms, operational calculus (44-XX) 1 Functional analysis (46-XX) 1 Calculus of variations and optimal control; optimization (49-XX) 1 Fluid mechanics (76-XX) 1 Quantum theory (81-XX) 1 Statistical mechanics, structure of matter (82-XX) 1 Geophysics (86-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 58 Publications have been cited 1,043 times in 668 Documents Cited by ▼ Year ▼ Optimal retention for a stop-loss reinsurance under the VaR and CTE risk measures. Zbl 1162.91402Cai, Jun; Tan, Ken Seng 96 2007 Optimal reinsurance under VaR and CTE risk measures. Zbl 1140.91417Cai, Jun; Tan, Ken Seng; Weng, Chengguo; Zhang, Yi 95 2008 On the expected discounted penalty function at ruin of a surplus process with interest. Zbl 1074.91027Cai, Jun; Dickson, David C. M. 54 2002 On max-sum equivalence and convolution closure of heavy-tailed distributions and their applications. Zbl 1054.60012Cai, Jun; Tang, Qihe 52 2004 Conditional tail expectations for multivariate phase-type distributions. Zbl 1079.62022Cai, Jun; Li, Haijun 50 2005 Multivariate risk model of phase type. Zbl 1122.60049Cai, Jun; Li, Haijun 45 2005 Ruin probabilities and penalty functions with stochastic rates of interest. Zbl 1070.60043Cai, Jun 43 2004 On the time value of absolute ruin with debit interest. Zbl 1141.91023Cai, Jun 39 2007 On the expectation of total discounted operating costs up to default and its applications. Zbl 1173.91023Cai, Jun; Feng, Runhuan; Willmot, Gordon E. 32 2009 Optimal reinsurance from the perspectives of both an insurer and a reinsurer. Zbl 1390.91167Cai, Jun; Lemieux, Christiane; Liu, Fangda 28 2016 Some new notions of dependence with applications in optimal allocation problems. Zbl 1296.91246Cai, Jun; Wei, Wei 27 2014 Optimal reinsurance policies for an insurer with a bivariate reserve risk process in a dynamic setting. Zbl 1290.91075Bai, Lihua; Cai, Jun; Zhou, Ming 27 2013 Optimal reinsurance with positively dependent risks. Zbl 1239.91075Cai, Jun; Wei, Wei 27 2012 Dependence properties and bounds for ruin probabilities in multivariate compound risk models. Zbl 1280.91090Cai, Jun; Li, Haijun 27 2007 Ruin in the perturbed compound Poisson risk process under interest force. Zbl 1074.60090Cai, Jun; Yang, Hailiang 26 2005 Notions of multivariate dependence and their applications in optimal portfolio selections with dependent risks. Zbl 1321.60026Cai, Jun; Wei, Wei 25 2015 NWU property of a class of random sums. Zbl 0980.60109Cai, Jun; Kalashnikov, Vladimir 25 2000 Pareto-optimal reinsurance arrangements under general model settings. Zbl 1422.91329Cai, Jun; Liu, Haiyan; Wang, Ruodu 23 2017 Ruin probabilities with dependent rates of interest. Zbl 1007.60096Cai, Jun 22 2002 Upper bounds for ultimate ruin probabilities in the Sparre Andersen model with interest. Zbl 1074.91028Cai, Jun; Dickson, David C. M. 21 2003 Lundberg inequalities for renewal equations. Zbl 1003.60081Willmot, Gordon E.; Cai, Jun; Lin, X. Sheldon 20 2001 Equilibrium compound distributions and stop-loss moments. Zbl 1144.91031Willmot, Gordon E.; Drekic, Steve; Cai, Jun 16 2005 Discrete time risk models under rates of interest. Zbl 1031.91057Cai, Jun 15 2002 Ruin probabilities with a Markov chain interest model. Zbl 1122.91340Cai, Jun; Dickson, David C. M. 15 2004 Optimal reinsurance with expectile. Zbl 1401.91106Cai, Jun; Weng, Chengguo 15 2016 Two-sided bounds for ruin probabilities when the adjustment coefficient does not exist. Zbl 0922.62108Cai, Jun; Garrido, José 14 1999 Optimal reinsurance with regulatory initial capital and default risk. Zbl 1304.91094Cai, Jun; Lemieux, Christiane; Liu, Fangda 12 2014 Aging properties and bounds for ruin probabilities and stop-loss premiums. Zbl 0954.62123Cai, Jun; Garrido, José 11 1998 Optimal investment-reinsurance strategies with state dependent risk aversion and VaR constraints in correlated markets. Zbl 1419.91349Bi, Junna; Cai, Jun 10 2019 A perturbed risk model with dependence between premium rates and claim sizes. Zbl 1231.91263Zhou, Ming; Cai, Jun 9 2009 On the invariant properties of notions of positive dependence and copulas under increasing transformations. Zbl 1239.91074Cai, Jun; Wei, Wei 9 2012 The compound Poisson surplus model with interest and liquid reserves: Analysis of the Gerber-Shiu discounted penalty function. Zbl 1170.91407Cai, Jun; Feng, Runhuan; Willmot, Gordon E. 9 2009 Asymptotic equivalence of risk measures under dependence uncertainty. Zbl 1403.91188Cai, Jun; Liu, Haiyan; Wang, Ruodu 9 2018 Asymptotic forms and bounds for tails of convolutions of compound geometric distributions, with applications. Zbl 1270.60021Cai, Jun; Garrido, José 9 2002 Some improvements on the Lundberg bound for the ruin probability. Zbl 0904.60068Cai, Jun; Wu, Yanhong 8 1997 Optimal dynamic risk control for insurers with state-dependent income. Zbl 1291.93334Zhou, Ming; Cai, Jun 7 2014 On classes of lifetime distributions with unknown age. Zbl 0980.62009Willmot, Gordon E.; Cai, Jun 7 2000 Aging and other distributional properties of discrete compound geometric distributions. Zbl 1025.62006Willmot, Gordon E.; Cai, Jun 7 2001 Monotonicity and aging properties of random sums. Zbl 1076.60034Cai, Jun; Willmot, Gordon E. 7 2005 Risk measures based on behavioural economics theory. Zbl 1397.91606Mao, Tiantian; Cai, Jun 6 2018 Tail subadditivity of distortion risk measures and multivariate tail distortion risk measures. Zbl 1394.91197Cai, Jun; Wang, Ying; Mao, Tiantian 5 2017 Convex risk functionals: representation and applications. Zbl 1431.91340Liu, Fangda; Cai, Jun; Lemieux, Christiane; Wang, Ruodu 5 2020 Reliability lower bounds for HNBUE distributions class with known mean and variance. Zbl 0949.62574Cai, Jun 4 1995 Parallel solution of mixed discrete structural optimization problems using evolution strategy. Zbl 1071.74673Cai, J.; Thierauf, G. 4 1996 Analysis of the compound Poisson surplus model with liquid reserves, interest and dividends. Zbl 1205.91079Cai, Jun; Feng, Runhuan; Willmot, Gordon E. 3 2009 On the decomposition of the absolute ruin probability in a perturbed compound Poisson surplus process with debit interest. Zbl 1291.91096Cai, Jun; Yang, Hailiang 3 2014 Case-cohort studies with interval-censored failure time data. Zbl 07072179Zhou, Q.; Zhou, H.; Cai, J. 3 2017 Portfolio optimization with uncertain exit time in infinite-time horizon. Zbl 1292.91162Guo, Wen-Jing; Cai, Jun 2 2013 Low complexity construction for quasi-cyclic low-density parity-check codes by progressive-block growth. Zbl 1241.94034Ren, PinYi; Yuan, Qiang; Wang, Rui; Cai, Jun 2 2011 Joint insolvency analysis of a shared MAP risk process: a capital allocation application. Zbl 1414.91168Cai, Jun; Landriault, David; Shi, Tianxiang; Wei, Wei 2 2017 The preservation of classes of discrete distributions under convolution and mixing. Zbl 1090.60014Pavlova, Kristina P.; Cai, Jun; Willmot, Gordon E. 2 2006 Classifying G-protein coupled receptors with bagging classification tree. Zbl 1089.92009Huang, Ying; Cai, Jun; Ji, Liang; Li, Yanda 2 2004 Risk measures derived from a regulator’s perspective on the regulatory capital requirements for insurers. Zbl 1454.91169Cai, Jun; Mao, Tiantian 2 2020 Finite Zeitübersetzung mit Extrapolation in der nichtlinearen Strukturdynamik. (Finite elements in time with extrapolation in nonlinear structural dynamics). Zbl 0733.73061Ruge, P.; Cai, J. 1 1991 Two-sided bounds for tails of compound negative binomial distributions in the exponential and heavy-tailed cases. Zbl 0971.91037Cai, Jun; Garrido, José 1 2000 Density functional theory of square-well chain mixtures near solid surface. Zbl 1127.82327Zhang, Shuling; Cai, Jun; Liu, Honglai; Hu, Ying 1 2004 Commuting mappings on the Hochschild extension of an algebra. Zbl 1410.16040Chen, L.; Cai, J. 1 2018 Optimal dividends in an Ornstein-Uhlenbeck type model with credit and debit interest. Zbl 1479.91308Cai, Jun; Gerber, Hans U.; Yang, Hailiang 1 2006 Convex risk functionals: representation and applications. Zbl 1431.91340Liu, Fangda; Cai, Jun; Lemieux, Christiane; Wang, Ruodu 5 2020 Risk measures derived from a regulator’s perspective on the regulatory capital requirements for insurers. Zbl 1454.91169Cai, Jun; Mao, Tiantian 2 2020 Optimal investment-reinsurance strategies with state dependent risk aversion and VaR constraints in correlated markets. Zbl 1419.91349Bi, Junna; Cai, Jun 10 2019 Asymptotic equivalence of risk measures under dependence uncertainty. Zbl 1403.91188Cai, Jun; Liu, Haiyan; Wang, Ruodu 9 2018 Risk measures based on behavioural economics theory. Zbl 1397.91606Mao, Tiantian; Cai, Jun 6 2018 Commuting mappings on the Hochschild extension of an algebra. Zbl 1410.16040Chen, L.; Cai, J. 1 2018 Pareto-optimal reinsurance arrangements under general model settings. Zbl 1422.91329Cai, Jun; Liu, Haiyan; Wang, Ruodu 23 2017 Tail subadditivity of distortion risk measures and multivariate tail distortion risk measures. Zbl 1394.91197Cai, Jun; Wang, Ying; Mao, Tiantian 5 2017 Case-cohort studies with interval-censored failure time data. Zbl 07072179Zhou, Q.; Zhou, H.; Cai, J. 3 2017 Joint insolvency analysis of a shared MAP risk process: a capital allocation application. Zbl 1414.91168Cai, Jun; Landriault, David; Shi, Tianxiang; Wei, Wei 2 2017 Optimal reinsurance from the perspectives of both an insurer and a reinsurer. Zbl 1390.91167Cai, Jun; Lemieux, Christiane; Liu, Fangda 28 2016 Optimal reinsurance with expectile. Zbl 1401.91106Cai, Jun; Weng, Chengguo 15 2016 Notions of multivariate dependence and their applications in optimal portfolio selections with dependent risks. Zbl 1321.60026Cai, Jun; Wei, Wei 25 2015 Some new notions of dependence with applications in optimal allocation problems. Zbl 1296.91246Cai, Jun; Wei, Wei 27 2014 Optimal reinsurance with regulatory initial capital and default risk. Zbl 1304.91094Cai, Jun; Lemieux, Christiane; Liu, Fangda 12 2014 Optimal dynamic risk control for insurers with state-dependent income. Zbl 1291.93334Zhou, Ming; Cai, Jun 7 2014 On the decomposition of the absolute ruin probability in a perturbed compound Poisson surplus process with debit interest. Zbl 1291.91096Cai, Jun; Yang, Hailiang 3 2014 Optimal reinsurance policies for an insurer with a bivariate reserve risk process in a dynamic setting. Zbl 1290.91075Bai, Lihua; Cai, Jun; Zhou, Ming 27 2013 Portfolio optimization with uncertain exit time in infinite-time horizon. Zbl 1292.91162Guo, Wen-Jing; Cai, Jun 2 2013 Optimal reinsurance with positively dependent risks. Zbl 1239.91075Cai, Jun; Wei, Wei 27 2012 On the invariant properties of notions of positive dependence and copulas under increasing transformations. Zbl 1239.91074Cai, Jun; Wei, Wei 9 2012 Low complexity construction for quasi-cyclic low-density parity-check codes by progressive-block growth. Zbl 1241.94034Ren, PinYi; Yuan, Qiang; Wang, Rui; Cai, Jun 2 2011 On the expectation of total discounted operating costs up to default and its applications. Zbl 1173.91023Cai, Jun; Feng, Runhuan; Willmot, Gordon E. 32 2009 A perturbed risk model with dependence between premium rates and claim sizes. Zbl 1231.91263Zhou, Ming; Cai, Jun 9 2009 The compound Poisson surplus model with interest and liquid reserves: Analysis of the Gerber-Shiu discounted penalty function. Zbl 1170.91407Cai, Jun; Feng, Runhuan; Willmot, Gordon E. 9 2009 Analysis of the compound Poisson surplus model with liquid reserves, interest and dividends. Zbl 1205.91079Cai, Jun; Feng, Runhuan; Willmot, Gordon E. 3 2009 Optimal reinsurance under VaR and CTE risk measures. Zbl 1140.91417Cai, Jun; Tan, Ken Seng; Weng, Chengguo; Zhang, Yi 95 2008 Optimal retention for a stop-loss reinsurance under the VaR and CTE risk measures. Zbl 1162.91402Cai, Jun; Tan, Ken Seng 96 2007 On the time value of absolute ruin with debit interest. Zbl 1141.91023Cai, Jun 39 2007 Dependence properties and bounds for ruin probabilities in multivariate compound risk models. Zbl 1280.91090Cai, Jun; Li, Haijun 27 2007 The preservation of classes of discrete distributions under convolution and mixing. Zbl 1090.60014Pavlova, Kristina P.; Cai, Jun; Willmot, Gordon E. 2 2006 Optimal dividends in an Ornstein-Uhlenbeck type model with credit and debit interest. Zbl 1479.91308Cai, Jun; Gerber, Hans U.; Yang, Hailiang 1 2006 Conditional tail expectations for multivariate phase-type distributions. Zbl 1079.62022Cai, Jun; Li, Haijun 50 2005 Multivariate risk model of phase type. Zbl 1122.60049Cai, Jun; Li, Haijun 45 2005 Ruin in the perturbed compound Poisson risk process under interest force. Zbl 1074.60090Cai, Jun; Yang, Hailiang 26 2005 Equilibrium compound distributions and stop-loss moments. Zbl 1144.91031Willmot, Gordon E.; Drekic, Steve; Cai, Jun 16 2005 Monotonicity and aging properties of random sums. Zbl 1076.60034Cai, Jun; Willmot, Gordon E. 7 2005 On max-sum equivalence and convolution closure of heavy-tailed distributions and their applications. Zbl 1054.60012Cai, Jun; Tang, Qihe 52 2004 Ruin probabilities and penalty functions with stochastic rates of interest. Zbl 1070.60043Cai, Jun 43 2004 Ruin probabilities with a Markov chain interest model. Zbl 1122.91340Cai, Jun; Dickson, David C. M. 15 2004 Classifying G-protein coupled receptors with bagging classification tree. Zbl 1089.92009Huang, Ying; Cai, Jun; Ji, Liang; Li, Yanda 2 2004 Density functional theory of square-well chain mixtures near solid surface. Zbl 1127.82327Zhang, Shuling; Cai, Jun; Liu, Honglai; Hu, Ying 1 2004 Upper bounds for ultimate ruin probabilities in the Sparre Andersen model with interest. Zbl 1074.91028Cai, Jun; Dickson, David C. M. 21 2003 On the expected discounted penalty function at ruin of a surplus process with interest. Zbl 1074.91027Cai, Jun; Dickson, David C. M. 54 2002 Ruin probabilities with dependent rates of interest. Zbl 1007.60096Cai, Jun 22 2002 Discrete time risk models under rates of interest. Zbl 1031.91057Cai, Jun 15 2002 Asymptotic forms and bounds for tails of convolutions of compound geometric distributions, with applications. Zbl 1270.60021Cai, Jun; Garrido, José 9 2002 Lundberg inequalities for renewal equations. Zbl 1003.60081Willmot, Gordon E.; Cai, Jun; Lin, X. Sheldon 20 2001 Aging and other distributional properties of discrete compound geometric distributions. Zbl 1025.62006Willmot, Gordon E.; Cai, Jun 7 2001 NWU property of a class of random sums. Zbl 0980.60109Cai, Jun; Kalashnikov, Vladimir 25 2000 On classes of lifetime distributions with unknown age. Zbl 0980.62009Willmot, Gordon E.; Cai, Jun 7 2000 Two-sided bounds for tails of compound negative binomial distributions in the exponential and heavy-tailed cases. Zbl 0971.91037Cai, Jun; Garrido, José 1 2000 Two-sided bounds for ruin probabilities when the adjustment coefficient does not exist. Zbl 0922.62108Cai, Jun; Garrido, José 14 1999 Aging properties and bounds for ruin probabilities and stop-loss premiums. Zbl 0954.62123Cai, Jun; Garrido, José 11 1998 Some improvements on the Lundberg bound for the ruin probability. Zbl 0904.60068Cai, Jun; Wu, Yanhong 8 1997 Parallel solution of mixed discrete structural optimization problems using evolution strategy. Zbl 1071.74673Cai, J.; Thierauf, G. 4 1996 Reliability lower bounds for HNBUE distributions class with known mean and variance. Zbl 0949.62574Cai, Jun 4 1995 Finite Zeitübersetzung mit Extrapolation in der nichtlinearen Strukturdynamik. (Finite elements in time with extrapolation in nonlinear structural dynamics). Zbl 0733.73061Ruge, P.; Cai, J. 1 1991 all cited Publications top 5 cited Publications all top 5 Cited by 704 Authors 33 Cai, Jun 24 Li, Xiaohu 24 Willmot, Gordon E. 20 Chi, Yichun 20 Tang, Qihe 19 Yang, Hailiang 17 Cheung, Eric C. K. 17 Yuen, Kam Chuen 16 Cheung, Ka Chun 16 Tan, Ken Seng 15 Weng, Chengguo 15 Zhao, Peng 14 Liang, Zhibin 14 Yin, Chuancun 13 Asimit, Alexandru V. 13 Wang, Ruodu 12 Zhang, Yiying 11 Woo, Jae-Kyung 11 Zhang, Zhimin 10 Feng, Runhuan 10 Wu, Rong 9 Furman, Edward 9 Hu, Yijun 9 Psarrakos, Georgios 9 Yang, Hu 9 Yang, Yang 8 Yam, Sheung Chi Phillip 8 You, Yinping 8 Zhang, Yi 7 Balakrishnan, Narayanaswamy 7 Balbás, Alejandro 7 Balbás, Beatriz 7 Boonen, Tim J. 7 Guo, Junyi 7 Landriault, David 7 Li, Chen 7 Liu, Fangda 7 Politis, Konstadinos 7 Ren, Jiandong 7 Šiaulys, Jonas 7 Wang, Rongming 7 Young, Virginia R. 6 Hu, Xiang 6 Lo, Ambrose 6 Mao, Tiantian 6 Wang, Dingcheng 6 Wang, Guojing 6 Zhou, Ming 6 Zhuang, Sheng Chao 6 Zitikis, Ričardas 5 Assa, Hirbod 5 Balbás, Raquel 5 Chong, Wing Fung 5 Drekic, Steve 5 Gerber, Hans U. 5 Hu, Junlei 5 Jin, Zhuo 5 Konstantinides, Dimitrios G. 5 Landsman, Zinoviy M. 5 Li, Jinzhu 5 Liu, Haiyan 5 Meng, Hui 5 Wang, Dehui 5 Zhu, Jinxia 4 Badescu, Alexandru M. 4 Badescu, Andrei L. 4 Belzunce, Félix 4 Boxma, Onno Johan 4 Chadjiconstantinidis, Stathis 4 Chen, Yiqing 4 Cheng, Jianhua 4 Di Bernardino, Elena 4 Fang, Ying 4 Ghossoub, Mario 4 Heras, Antonio 4 Kim, Joseph Hyun Tae 4 Lefèvre, Claude 4 Leipus, Remigijus 4 Li, Danping 4 Li, Haijun 4 Li, Shuanming 4 Lu, Zhiyi 4 Mandjes, Michel Robertus Hendrikus 4 Pan, Xiaoqing 4 Pellerey, Franco 4 Rabehasaina, Landy 4 Sendova, Kristina P. 4 Siu, Tak Kuen 4 Stanford, David A. 4 Vanduffel, Steven 4 Wang, Yuebao 4 Wen, Yuzhen 4 Yao, Dingjun 4 Yuan, Haili 4 Zeng, Yan 4 Zhang, Caibin 4 Zhang, Lianzeng 3 Albrecher, Hansjörg 3 Bäuerle, Nicole 3 Brandtner, Mario ...and 604 more Authors all top 5 Cited in 100 Serials 194 Insurance Mathematics & Economics 55 Scandinavian Actuarial Journal 41 Statistics & Probability Letters 24 ASTIN Bulletin 23 Journal of Computational and Applied Mathematics 22 Journal of Applied Probability 22 Methodology and Computing in Applied Probability 21 North American Actuarial Journal 18 Communications in Statistics. Theory and Methods 13 Probability in the Engineering and Informational Sciences 13 Stochastic Models 11 Applied Mathematics and Computation 9 Advances in Applied Probability 8 Acta Mathematicae Applicatae Sinica. English Series 8 Annals of Operations Research 7 European Journal of Operational Research 7 Mathematical Problems in Engineering 7 Journal of Industrial and Management Optimization 7 European Actuarial Journal 5 Statistics 5 Stochastic Processes and their Applications 5 Acta Mathematica Sinica. English Series 5 Applied Stochastic Models in Business and Industry 5 Journal of Systems Science and Complexity 5 Frontiers of Mathematics in China 4 Metrika 4 Stochastic Analysis and Applications 4 Finance and Stochastics 4 Mathematical Methods of Operations Research 4 Journal of Applied Mathematics and Computing 4 Science China. Mathematics 3 Journal of Mathematical Analysis and Applications 3 Lithuanian Mathematical Journal 3 Journal of Multivariate Analysis 3 Mathematics of Operations Research 3 Wuhan University Journal of Natural Sciences (WUJNS) 3 Extremes 3 Journal of the Korean Statistical Society 3 SIAM Journal on Financial Mathematics 2 Applied Mathematics and Optimization 2 Automatica 2 Operations Research 2 Operations Research Letters 2 Queueing Systems 2 Automation and Remote Control 2 Applied Mathematics. Series B (English Edition) 2 Journal of Inequalities and Applications 2 Journal of Shanghai University 2 Discrete Dynamics in Nature and Society 2 The ANZIAM Journal 2 Nonlinear Analysis. Modelling and Control 2 Advances in Difference Equations 2 Statistics & Risk Modeling 2 Dependence Modeling 2 Journal of Function Spaces 2 Modern Stochastics. Theory and Applications 1 International Journal of Modern Physics B 1 Discrete Applied Mathematics 1 Scandinavian Journal of Statistics 1 Ukrainian Mathematical Journal 1 Annals of the Institute of Statistical Mathematics 1 Blätter (Deutsche Gesellschaft für Versicherungsmathematik) 1 Journal of the Korean Mathematical Society 1 Journal of Mathematical Economics 1 Journal of Statistical Planning and Inference 1 Scandinavian Actuarial Journal 1 Statistica 1 The Annals of Applied Probability 1 Applied Mathematical Modelling 1 Computational Statistics and Data Analysis 1 Indagationes Mathematicae. New Series 1 Cybernetics and Systems Analysis 1 Journal of Mathematical Sciences (New York) 1 Turkish Journal of Mathematics 1 Economic Theory 1 Top 1 Discrete and Continuous Dynamical Systems 1 Journal of Nonparametric Statistics 1 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics 1 Abstract and Applied Analysis 1 Journal of Scheduling 1 Mathematical Inequalities & Applications 1 Australian & New Zealand Journal of Statistics 1 Far East Journal of Applied Mathematics 1 International Journal of Theoretical and Applied Finance 1 RAIRO. Operations Research 1 Quantitative Finance 1 Journal of Applied Mathematics 1 Hacettepe Journal of Mathematics and Statistics 1 Computational Biology and Chemistry 1 Mathematics and Financial Economics 1 Journal of Statistical Theory and Practice 1 Electronic Journal of Statistics 1 Risk and Decision Analysis 1 Journal of Probability and Statistics 1 Symmetry 1 Sankhyā. Series B 1 Numerical Algebra, Control and Optimization 1 East Asian Journal on Applied Mathematics 1 AIMS Mathematics all top 5 Cited in 21 Fields 543 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 336 Probability theory and stochastic processes (60-XX) 232 Statistics (62-XX) 48 Operations research, mathematical programming (90-XX) 48 Systems theory; control (93-XX) 12 Calculus of variations and optimal control; optimization (49-XX) 11 Numerical analysis (65-XX) 7 Integral transforms, operational calculus (44-XX) 7 Integral equations (45-XX) 4 Partial differential equations (35-XX) 3 Operator theory (47-XX) 3 Computer science (68-XX) 2 Linear and multilinear algebra; matrix theory (15-XX) 2 Biology and other natural sciences (92-XX) 2 Information and communication theory, circuits (94-XX) 1 Special functions (33-XX) 1 Ordinary differential equations (34-XX) 1 Approximations and expansions (41-XX) 1 Harmonic analysis on Euclidean spaces (42-XX) 1 Statistical mechanics, structure of matter (82-XX) 1 Mathematics education (97-XX) Citations by Year