Edit Profile Cai, Jun Compute Distance To: Compute Author ID: cai.jun Published as: Cai, J.; Cai, Jun Documents Indexed: 79 Publications since 1990 all top 5 Co-Authors 7 single-authored 9 Willmot, Gordon E. 5 Wei, Wei 4 Garrido, José Luis 4 Li, Haijun 3 Dickson, David C. M. 3 Feng, Runhuan 3 Lemieux, Christiane 3 Li, Yanda 3 Liu, Fangda 3 Mao, Tiantian 3 Wang, Ruodu 3 Zhou, Ming 2 Huang, Ying 2 Ji, Liang 2 Liu, Haiyan 2 Tan, Ken Seng 2 Wei, Wenguo 2 Weng, Chengguo 2 Wu, Yanhong 2 Yang, Hailiang 2 Zhang, Yi 2 Zhao, Huimin 1 Bai, Lihua 1 Bi, Junna 1 Cheng, Yun 1 Chowell, Gerardo 1 Czado, Claudia 1 Drekic, Steve 1 Guo, Hui 1 Guo, Wenjing 1 He, Daihai 1 Hu, Ying 1 Joe, Harry 1 Kalashnikov, Vladimir Vyacheslavovich 1 Landriault, David 1 Lei, Fangyuan 1 Lin, X. Sheldon 1 Liu, Dongliang 1 Liu, Hao 1 Liu, Honglai 1 Luo, Jianzhen 1 Luo, Jiufei 1 Pavlova, Kristina P. 1 Ren, Pinyi 1 Shi, Tianxiang 1 Tan, Kian-Lee 1 Tang, Qihe 1 Wang, Haixiang 1 Wang, Jiansheng 1 Wang, Rui 1 Wang, Ying 1 Wang, Ying 1 Xia, Aihua 1 Xu, Bing 1 Xu, Bo 1 Xu, Haojun 1 Xu, Shengcai 1 Yan, Daying 1 Yin, Chunlin 1 Yuan, Qiang 1 Zhang, Shuling 1 Zhang, Wenjun all top 5 Serials 18 Insurance Mathematics & Economics 5 Journal of Applied Probability 4 Advances in Applied Probability 4 Scandinavian Actuarial Journal 4 ASTIN Bulletin 3 Journal of Multivariate Analysis 2 Statistics & Probability Letters 2 Probability in the Engineering and Informational Sciences 1 Computer Physics Communications 1 Molecular Simulation 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 Annals of Operations Research 1 Multidimensional Systems and Signal Processing 1 Stochastic Processes and their Applications 1 Applied Mathematics. Series B (English Edition) 1 Finance and Stochastics 1 Mathematical Finance 1 Journal of Yangzhou University. Natural Science Edition 1 Journal of Biological Systems 1 Methodology and Computing in Applied Probability 1 North American Actuarial Journal 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 Theoretical Biology all top 5 Fields 45 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 28 Probability theory and stochastic processes (60-XX) 22 Statistics (62-XX) 8 Computer science (68-XX) 5 Biology and other natural sciences (92-XX) 3 Numerical analysis (65-XX) 3 Operations research, mathematical programming (90-XX) 3 Information and communication theory, circuits (94-XX) 2 Systems theory; control (93-XX) 1 General and overarching topics; collections (00-XX) 1 Integral transforms, operational calculus (44-XX) 1 Integral equations (45-XX) 1 Calculus of variations and optimal control; optimization (49-XX) 1 Quantum theory (81-XX) 1 Statistical mechanics, structure of matter (82-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH 56 Publications have been cited 926 times in 612 Documents Cited by ▼ Year ▼ Optimal reinsurance under VaR and CTE risk measures. Zbl 1140.91417Cai, Jun; Tan, Ken Seng; Weng, Chengguo; Zhang, Yi 87 2008 Optimal retention for a stop-loss reinsurance under the VaR and CTE risk measures. Zbl 1162.91402Cai, Jun; Tan, Ken Seng 86 2007 On the expected discounted penalty function at ruin of a surplus process with interest. Zbl 1074.91027Cai, Jun; Dickson, David C. M. 51 2002 On max-sum equivalence and convolution closure of heavy-tailed distributions and their applications. Zbl 1054.60012Cai, Jun; Tang, Qihe 50 2004 Ruin probabilities and penalty functions with stochastic rates of interest. Zbl 1070.60043Cai, Jun 41 2004 Conditional tail expectations for multivariate phase-type distributions. Zbl 1079.62022Cai, Jun; Li, Haijun 40 2005 Multivariate risk model of phase type. Zbl 1122.60049Cai, Jun; Li, Haijun 40 2005 On the time value of absolute ruin with debit interest. Zbl 1141.91023Cai, Jun 36 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 Dependence properties and bounds for ruin probabilities in multivariate compound risk models. Zbl 1280.91090Cai, Jun; Li, Haijun 26 2007 Some new notions of dependence with applications in optimal allocation problems. Zbl 1296.91246Cai, Jun; Wei, Wei 25 2014 NWU property of a class of random sums. Zbl 0980.60109Cai, Jun; Kalashnikov, Vladimir 25 2000 Optimal reinsurance with positively dependent risks. Zbl 1239.91075Cai, Jun; Wei, Wei 24 2012 Ruin in the perturbed compound Poisson risk process under interest force. Zbl 1074.60090Cai, Jun; Yang, Hailiang 24 2005 Notions of multivariate dependence and their applications in optimal portfolio selections with dependent risks. Zbl 1321.60026Cai, Jun; Wei, Wei 22 2015 Ruin probabilities with dependent rates of interest. Zbl 1007.60096Cai, Jun 22 2002 Optimal reinsurance policies for an insurer with a bivariate reserve risk process in a dynamic setting. Zbl 1290.91075Bai, Lihua; Cai, Jun; Zhou, Ming 20 2013 Optimal reinsurance from the perspectives of both an insurer and a reinsurer. Zbl 1390.91167Cai, Jun; Lemieux, Christiane; Liu, Fangda 19 2016 Lundberg inequalities for renewal equations. Zbl 1003.60081Willmot, Gordon E.; Cai, Jun; Lin, X. Sheldon 19 2001 Upper bounds for ultimate ruin probabilities in the Sparre Andersen model with interest. Zbl 1074.91028Cai, Jun; Dickson, David C. M. 18 2003 Equilibrium compound distributions and stop-loss moments. Zbl 1144.91031Willmot, Gordon E.; Drekic, Steve; Cai, Jun 16 2005 Ruin probabilities with a Markov chain interest model. Zbl 1122.91340Cai, Jun; Dickson, David C. M. 15 2004 Pareto-optimal reinsurance arrangements under general model settings. Zbl 1422.91329Cai, Jun; Liu, Haiyan; Wang, Ruodu 13 2017 Discrete time risk models under rates of interest. Zbl 1031.91057Cai, Jun 13 2002 Two-sided bounds for ruin probabilities when the adjustment coefficient does not exist. Zbl 0922.62108Cai, Jun; Garrido, José 13 1999 Optimal reinsurance with expectile. Zbl 1401.91106Cai, Jun; Weng, Chengguo 12 2016 Optimal reinsurance with regulatory initial capital and default risk. Zbl 1304.91094Cai, Jun; Lemieux, Christiane; Liu, Fangda 10 2014 Aging properties and bounds for ruin probabilities and stop-loss premiums. Zbl 0954.62123Cai, Jun; Garrido, José 10 1998 A perturbed risk model with dependence between premium rates and claim sizes. Zbl 1231.91263Zhou, Ming; Cai, Jun 9 2009 Asymptotic forms and bounds for tails of convolutions of compound geometric distributions, with applications. Zbl 1270.60021Cai, Jun; Garrido, José 9 2002 Asymptotic equivalence of risk measures under dependence uncertainty. Zbl 1403.91188Cai, Jun; Liu, Haiyan; Wang, Ruodu 8 2018 On the invariant properties of notions of positive dependence and copulas under increasing transformations. Zbl 1239.91074Cai, Jun; Wei, Wei 8 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. 8 2009 Aging and other distributional properties of discrete compound geometric distributions. Zbl 1025.62006Willmot, Gordon E.; Cai, Jun 7 2001 On classes of lifetime distributions with unknown age. Zbl 0980.62009Willmot, Gordon E.; Cai, Jun 7 2000 Some improvements on the Lundberg bound for the ruin probability. Zbl 0904.60068Cai, Jun; Wu, Yanhong 7 1997 Optimal dynamic risk control for insurers with state-dependent income. Zbl 1291.93334Zhou, Ming; Cai, Jun 6 2014 Monotonicity and aging properties of random sums. Zbl 1076.60034Cai, Jun; Willmot, Gordon E. 6 2005 Parallel solution of mixed discrete structural optimization problems using evolution strategy. Zbl 1071.74673Cai, J.; Thierauf, G. 5 1996 Optimal investment-reinsurance strategies with state dependent risk aversion and VaR constraints in correlated markets. Zbl 1419.91349Bi, Junna; Cai, Jun 4 2019 Risk measures based on behavioural economics theory. Zbl 1397.91606Mao, Tiantian; Cai, Jun 4 2018 Reliability lower bounds for HNBUE distributions class with known mean and variance. Zbl 0949.62574Cai, Jun 4 1995 Tail subadditivity of distortion risk measures and multivariate tail distortion risk measures. Zbl 1394.91197Cai, Jun; Wang, Ying; Mao, Tiantian 3 2017 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 Convex risk functionals: representation and applications. Zbl 1431.91340Liu, Fangda; Cai, Jun; Lemieux, Christiane; Wang, Ruodu 2 2020 Case-cohort studies with interval-censored failure time data. Zbl 07072179Zhou, Q.; Zhou, H.; Cai, J. 2 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 Analysis of the compound Poisson surplus model with liquid reserves, interest and dividends. Zbl 1205.91079Cai, Jun; Feng, Runhuan; Willmot, Gordon E. 2 2009 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 Commuting mappings on the Hochschild extension of an algebra. Zbl 1410.16040Chen, L.; Cai, J. 1 2018 Joint insolvency analysis of a shared MAP risk process: a capital allocation application. Zbl 1414.91168Cai, Jun; Landriault, David; Shi, Tianxiang; Wei, Wei 1 2017 Experimental study of three-scalar mixing in a turbulent coaxial jet. Zbl 1241.76012Cai, J.; Dinger, M. J.; Li, W.; Carter, C. D.; Ryan, M. D.; Tong, C. 1 2011 Density functional theory of square-well chain mixtures near solid surface. Zbl 1127.82327Zhang, Shuling; Cai, Jun; Liu, Honglai; Hu, Ying 1 2004 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 Convex risk functionals: representation and applications. Zbl 1431.91340Liu, Fangda; Cai, Jun; Lemieux, Christiane; Wang, Ruodu 2 2020 Optimal investment-reinsurance strategies with state dependent risk aversion and VaR constraints in correlated markets. Zbl 1419.91349Bi, Junna; Cai, Jun 4 2019 Asymptotic equivalence of risk measures under dependence uncertainty. Zbl 1403.91188Cai, Jun; Liu, Haiyan; Wang, Ruodu 8 2018 Risk measures based on behavioural economics theory. Zbl 1397.91606Mao, Tiantian; Cai, Jun 4 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 13 2017 Tail subadditivity of distortion risk measures and multivariate tail distortion risk measures. Zbl 1394.91197Cai, Jun; Wang, Ying; Mao, Tiantian 3 2017 Case-cohort studies with interval-censored failure time data. Zbl 07072179Zhou, Q.; Zhou, H.; Cai, J. 2 2017 Joint insolvency analysis of a shared MAP risk process: a capital allocation application. Zbl 1414.91168Cai, Jun; Landriault, David; Shi, Tianxiang; Wei, Wei 1 2017 Optimal reinsurance from the perspectives of both an insurer and a reinsurer. Zbl 1390.91167Cai, Jun; Lemieux, Christiane; Liu, Fangda 19 2016 Optimal reinsurance with expectile. Zbl 1401.91106Cai, Jun; Weng, Chengguo 12 2016 Notions of multivariate dependence and their applications in optimal portfolio selections with dependent risks. Zbl 1321.60026Cai, Jun; Wei, Wei 22 2015 Some new notions of dependence with applications in optimal allocation problems. Zbl 1296.91246Cai, Jun; Wei, Wei 25 2014 Optimal reinsurance with regulatory initial capital and default risk. Zbl 1304.91094Cai, Jun; Lemieux, Christiane; Liu, Fangda 10 2014 Optimal dynamic risk control for insurers with state-dependent income. Zbl 1291.93334Zhou, Ming; Cai, Jun 6 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 20 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 24 2012 On the invariant properties of notions of positive dependence and copulas under increasing transformations. Zbl 1239.91074Cai, Jun; Wei, Wei 8 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 Experimental study of three-scalar mixing in a turbulent coaxial jet. Zbl 1241.76012Cai, J.; Dinger, M. J.; Li, W.; Carter, C. D.; Ryan, M. D.; Tong, C. 1 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. 8 2009 Analysis of the compound Poisson surplus model with liquid reserves, interest and dividends. Zbl 1205.91079Cai, Jun; Feng, Runhuan; Willmot, Gordon E. 2 2009 Optimal reinsurance under VaR and CTE risk measures. Zbl 1140.91417Cai, Jun; Tan, Ken Seng; Weng, Chengguo; Zhang, Yi 87 2008 Optimal retention for a stop-loss reinsurance under the VaR and CTE risk measures. Zbl 1162.91402Cai, Jun; Tan, Ken Seng 86 2007 On the time value of absolute ruin with debit interest. Zbl 1141.91023Cai, Jun 36 2007 Dependence properties and bounds for ruin probabilities in multivariate compound risk models. Zbl 1280.91090Cai, Jun; Li, Haijun 26 2007 The preservation of classes of discrete distributions under convolution and mixing. Zbl 1090.60014Pavlova, Kristina P.; Cai, Jun; Willmot, Gordon E. 2 2006 Conditional tail expectations for multivariate phase-type distributions. Zbl 1079.62022Cai, Jun; Li, Haijun 40 2005 Multivariate risk model of phase type. Zbl 1122.60049Cai, Jun; Li, Haijun 40 2005 Ruin in the perturbed compound Poisson risk process under interest force. Zbl 1074.60090Cai, Jun; Yang, Hailiang 24 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. 6 2005 On max-sum equivalence and convolution closure of heavy-tailed distributions and their applications. Zbl 1054.60012Cai, Jun; Tang, Qihe 50 2004 Ruin probabilities and penalty functions with stochastic rates of interest. Zbl 1070.60043Cai, Jun 41 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. 18 2003 On the expected discounted penalty function at ruin of a surplus process with interest. Zbl 1074.91027Cai, Jun; Dickson, David C. M. 51 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 13 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 19 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 ruin probabilities when the adjustment coefficient does not exist. Zbl 0922.62108Cai, Jun; Garrido, José 13 1999 Aging properties and bounds for ruin probabilities and stop-loss premiums. Zbl 0954.62123Cai, Jun; Garrido, José 10 1998 Some improvements on the Lundberg bound for the ruin probability. Zbl 0904.60068Cai, Jun; Wu, Yanhong 7 1997 Parallel solution of mixed discrete structural optimization problems using evolution strategy. Zbl 1071.74673Cai, J.; Thierauf, G. 5 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 705 Authors 29 Cai, Jun 23 Willmot, Gordon E. 21 Li, Xiaohu 19 Tang, Qihe 18 Yang, Hailiang 17 Chi, Yichun 16 Cheung, Ka Chun 15 Cheung, Eric C. K. 15 Zhao, Peng 14 Yin, Chuancun 14 Yuen, Kam Chuen 13 Weng, Chengguo 12 Asimit, Alexandru V. 12 Tan, Ken Seng 11 Liang, Zhibin 11 Zhang, Yiying 10 Feng, Runhuan 10 Woo, Jae-Kyung 10 Zhang, Zhimin 9 Wang, Ruodu 9 Wu, Rong 9 Yang, Hu 8 Psarrakos, Georgios 8 Yam, Sheung Chi Phillip 8 Zhang, Yi 7 Balakrishnan, Narayanaswamy 7 Hu, Yijun 7 Landriault, David 7 Li, Chen 7 Politis, Konstadinos 7 Ren, Jiandong 7 Wang, Rongming 6 Balbás, Alejandro 6 Balbás, Beatriz 6 Furman, Edward 6 Guo, Junyi 6 Hu, Xiang 6 Šiaulys, Jonas 6 Wang, Dingcheng 6 Wang, Guojing 6 Zhou, Ming 5 Assa, Hirbod 5 Hu, Junlei 5 Konstantinides, Dimitrios G. 5 Landsman, Zinoviy M. 5 Liu, Haiyan 5 Lo, Ambrose 5 Mao, Tiantian 5 Meng, Hui 5 Wang, Dehui 5 You, Yinping 5 Young, Virginia R. 5 Zhu, Jinxia 5 Zhuang, Sheng Chao 4 Badescu, Alexandru M. 4 Badescu, Andrei L. 4 Balbás, Raquel 4 Belzunce, Félix 4 Boonen, Tim J. 4 Chen, Yiqing 4 Cheng, Jianhua 4 Chong, Wing Fung 4 Di Bernardino, Elena 4 Drekic, Steve 4 Garrido, José Luis 4 Jin, Zhuo 4 Kim, Joseph Hyun Tae 4 Lefèvre, Claude 4 Leipus, Remigijus 4 Li, Haijun 4 Li, Jinzhu 4 Li, Shuanming 4 Liu, Fangda 4 Lu, Zhiyi 4 Pan, Xiaoqing 4 Pellerey, Franco 4 Rabehasaina, Landy 4 Sendova, Kristina P. 4 Siu, Tak Kuen 4 Vanduffel, Steven 4 Wang, Yuebao 4 Wei, Wei 4 Wen, Yuzhen 4 Yao, Dingjun 4 Zhang, Lianzeng 4 Zitikis, Ričardas 3 Boxma, Onno Johan 3 Brandtner, Mario 3 Castañer, Anna 3 Chadjiconstantinidis, Stathis 3 Claramunt, M. Mercè 3 Cui, Wei 3 Da, Gaofeng 3 Gerber, Hans U. 3 Ghossoub, Mario 3 Guo, Fenglong 3 He, Qi-Ming 3 Heras, Antonio 3 Jiang, Wenjun 3 Kim, Eunseok ...and 605 more Authors all top 5 Cited in 101 Serials 174 Insurance Mathematics & Economics 51 Scandinavian Actuarial Journal 41 Statistics & Probability Letters 23 Journal of Computational and Applied Mathematics 22 Journal of Applied Probability 22 Methodology and Computing in Applied Probability 21 ASTIN Bulletin 17 Communications in Statistics. Theory and Methods 13 North American Actuarial Journal 12 Probability in the Engineering and Informational Sciences 12 Stochastic Models 11 Applied Mathematics and Computation 9 Advances in Applied Probability 8 Acta Mathematicae Applicatae Sinica. English Series 7 European Actuarial Journal 6 Annals of Operations Research 6 European Journal of Operational Research 6 Mathematical Problems in Engineering 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 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 Stochastic Analysis and Applications 3 Wuhan University Journal of Natural Sciences (WUJNS) 3 Journal of the Korean Statistical Society 2 Computer Methods in Applied Mechanics and Engineering 2 Automatica 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 Extremes 2 The ANZIAM Journal 2 Advances in Difference Equations 2 Journal of Industrial and Management Optimization 2 SIAM Journal on Financial Mathematics 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 Computers and Fluids 1 Discrete Applied Mathematics 1 Journal of Fluid Mechanics 1 Scandinavian Journal of Statistics 1 Ukrainian Mathematical Journal 1 Annals of the Institute of Statistical Mathematics 1 Biometrics 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 Mathematics of Operations Research 1 Operations Research 1 Scandinavian Actuarial Journal 1 Operations Research Letters 1 Bulletin of the Iranian Mathematical Society 1 Computational Mechanics 1 Queueing Systems 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 Top 1 Lifetime Data Analysis 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 RAIRO. Operations Research 1 Nonlinear Analysis. Modelling and Control 1 Quantitative Finance 1 Archives of Computational Methods in Engineering 1 Journal of Applied Mathematics 1 Computational Biology and Chemistry 1 Mathematics and Financial Economics 1 Journal of Statistical Theory and Practice 1 Electronic Journal of Statistics 1 Journal of Probability and Statistics 1 Symmetry 1 Sankhyā. Series B 1 Numerical Algebra, Control and Optimization ...and 1 more Serials all top 5 Cited in 25 Fields 485 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 322 Probability theory and stochastic processes (60-XX) 221 Statistics (62-XX) 40 Systems theory; control (93-XX) 39 Operations research, mathematical programming (90-XX) 13 Numerical analysis (65-XX) 12 Calculus of variations and optimal control; optimization (49-XX) 7 Integral transforms, operational calculus (44-XX) 5 Integral equations (45-XX) 5 Biology and other natural sciences (92-XX) 4 Partial differential equations (35-XX) 4 Operator theory (47-XX) 3 Linear and multilinear algebra; matrix theory (15-XX) 3 Computer science (68-XX) 3 Mechanics of deformable solids (74-XX) 2 Fluid mechanics (76-XX) 2 Information and communication theory, circuits (94-XX) 1 Field theory and polynomials (12-XX) 1 Associative rings and algebras (16-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 Mechanics of particles and systems (70-XX) 1 Statistical mechanics, structure of matter (82-XX) Citations by Year