Edit Profile (opens in new tab) Cheung, Ka Chun Co-Author Distance Author ID: cheung.ka-chun Published as: Cheung, Ka Chun; Cheung, K. C. External Links: MGP Documents Indexed: 66 Publications since 2000, including 1 Additional arXiv Preprint Co-Authors: 47 Co-Authors with 50 Joint Publications 1,606 Co-Co-Authors all top 5 Co-Authors 11 single-authored 14 Yam, Sheung Chi Phillip 7 Zhang, Yiying 6 Ling, Leevan 6 Lo, Ambrose 6 Yang, Hailiang 5 Chong, Wing Fung 4 Dhaene, Jan 4 Yuen, Fei Lung 3 Asimit, Alexandru V. 2 Chen, Meng 2 Hu, Junlei 2 Hua, Lei 2 Jin, Hong 2 Rong, Yian 2 Tang, Qihe 2 Zhang, Hongyue 1 Ahn, Jae Youn 1 Badescu, Alexandru M. 1 Bensoussan, Alain 1 Bignozzi, Valeria 1 Boonen, Tim J. 1 Chen, Yongzhao 1 Choi, Hugo Ming Cheung 1 Chung, Tsz Shun Eric 1 Denuit, Michel M. 1 Dong, Jing 1 Fu, Shubin 1 Gao, Yihang 1 He, Wanting 1 Kim, Eunseok 1 Kukush, Oleksandr Georgiĭovych 1 Lee, Woojoo 1 Li, Siqing 1 Li, Xiaohu 1 Li, Yiqun 1 Liang, Zhibin 1 Linders, Daniël 1 Ling, Hok Kan 1 Liu, Fangda 1 Ng, Michael Kwok-Po 1 Qian, Jianliang 1 Ruuth, Steven J. 1 Schaback, Robert 1 Sung, K. C. J. 1 Vanduffel, Steven 1 Yeung, Tak Shing Au 1 Yuen, Kam Chuen 1 Yung, Siu Pang 1 Zhao, Peng all top 5 Serials 27 Insurance Mathematics & Economics 10 Scandinavian Actuarial Journal 5 ASTIN Bulletin 3 Journal of Computational and Applied Mathematics 2 Journal of Computational Physics 2 Automatica 2 Journal of Applied Probability 2 SIAM Journal on Numerical Analysis 2 European Journal of Operational Research 1 International Journal of Systems Science 1 Applied Mathematics and Computation 1 Acta Automatica Sinica 1 SIAM Journal on Scientific Computing 1 Mathematical Finance 1 Applied Stochastic Models in Business and Industry 1 Discrete and Continuous Dynamical Systems. Series B 1 Quantum Information & Computation 1 Risk and Decision Analysis all top 5 Fields 50 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 20 Probability theory and stochastic processes (60-XX) 18 Statistics (62-XX) 7 Numerical analysis (65-XX) 6 Operations research, mathematical programming (90-XX) 4 Systems theory; control (93-XX) 3 Partial differential equations (35-XX) 3 Approximations and expansions (41-XX) 2 Calculus of variations and optimal control; optimization (49-XX) 1 Group theory and generalizations (20-XX) 1 Differential geometry (53-XX) 1 Global analysis, analysis on manifolds (58-XX) 1 Computer science (68-XX) 1 Optics, electromagnetic theory (78-XX) 1 Quantum theory (81-XX) 1 Biology and other natural sciences (92-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 58 Publications have been cited 684 times in 389 Documents Cited by ▼ Year ▼ Optimal reinsurance revisited - a geometric approach. Zbl 1230.91070 Cheung, Ka Chun 74 2010 Characterizations of optimal reinsurance treaties: a cost-benefit approach. Zbl 1401.91112 Cheung, Ka Chun; Lo, Ambrose 47 2017 Optimal reinsurance-investment problem in a constant elasticity of variance stock market for jump-diffusion risk model. Zbl 1286.91068 Liang, Zhibin; Yuen, Kam Chuen; Cheung, Ka Chun 46 2012 Optimal reinsurance under general law-invariant risk measures. Zbl 1401.91110 Cheung, K. C.; Sung, K. C. J.; Yam, S. C. P.; Yung, S. P. 46 2014 Robust and Pareto optimality of insurance contracts. Zbl 1376.91097 Asimit, Alexandru V.; Bignozzi, Valeria; Cheung, Ka Chun; Hu, Junlei; Kim, Eun-Seok 29 2017 Optimal allocation of policy limits and deductibles. Zbl 1141.91560 Cheung, Ka Chun 28 2007 Stochastic orders of scalar products with applications. Zbl 1141.91517 Hua, Lei; Cheung, Ka Chun 24 2008 Ordering optimal proportions in the asset allocation problem with dependent default risks. Zbl 1117.91347 Cheung, Ka Chun; Yang, Hailiang 20 2004 General lower bounds on convex functionals of aggregate sums. Zbl 1290.91081 Cheung, Ka Chun; Lo, Ambrose 19 2013 Worst allocations of policy limits and deductibles. Zbl 1140.91421 Hua, Lei; Cheung, Ka Chun 18 2008 \(H^2\)-convergence of least-squares kernel collocation methods. Zbl 1436.65020 Cheung, Ka Chun; Ling, Leevan; Schaback, Robert 17 2018 Optimal reinsurance in the presence of counterparty default risk. Zbl 1290.91074 Asimit, Alexandru V.; Badescu, Alexandru M.; Cheung, Ka Chun 17 2013 A kernel-based embedding method and convergence analysis for surfaces PDEs. Zbl 1382.65425 Cheung, Ka Chun; Ling, Leevan 17 2018 Risk-adjusted bowley reinsurance under distorted probabilities. Zbl 1411.91272 Cheung, Ka Chun; Yam, Sheung Chi Phillip; Zhang, Yiying 17 2019 Upper comonotonicity. Zbl 1231.91158 Cheung, Ka Chun 16 2009 Reducing risk by merging counter-monotonic risks. Zbl 1291.91098 Cheung, Ka Chun; Dhaene, Jan; Lo, Ambrose; Tang, Qihe 15 2014 Characterizing mutual exclusivity as the strongest negative multivariate dependence structure. Zbl 1296.60037 Cheung, Ka Chun; Lo, Ambrose 15 2014 The optimal insurance under disappointment theories. Zbl 1348.91133 Cheung, K. C.; Chong, W. F.; Yam, S. C. P. 15 2015 Budget-constrained optimal reinsurance design under coherent risk measures. Zbl 1426.91209 Cheung, Ka Chun; Chong, Wing Fung; Lo, Ambrose 13 2019 Characterizing a comonotonic random vector by the distribution of the sum of its components. Zbl 1231.91160 Cheung, Ka Chun 12 2010 Optimal portfolio problem with unknown dependency structure. Zbl 1133.91410 Cheung, Ka Chun 12 2006 Average value-at-risk minimizing reinsurance under Wang’s premium principle with constraints. Zbl 1277.91076 Cheung, K. C.; Liu, F.; Yam, S. C. P. 12 2012 On heterogeneity in the individual model with both dependent claim occurrences and severities. Zbl 1390.91219 Zhang, Yiying; Li, Xiaohu; Cheung, Ka Chun 11 2018 Characterization of comonotonicity using convex order. Zbl 1152.91570 Cheung, Ka Chun 11 2008 Optimal investment-consumption strategy in a discrete-time model with regime switching. Zbl 1151.91491 Cheung, Ka Chun; Yang, Hailiang 11 2007 Decomposing finite Abelian groups. Zbl 1187.81062 Cheung, K.; Mosca, M. 11 2001 Characterizations of counter-monotonicity and upper comonotonicity by (tail) convex order. Zbl 1304.60025 Cheung, Ka Chun; Lo, Ambrose 10 2013 Ordered random vectors and equality in distribution. Zbl 1398.91320 Cheung, Ka Chun; Dhaene, Jan; Kukush, Alexander; Linders, Daniël 8 2015 Multivariate countermonotonicity and the minimal copulas. Zbl 1359.62168 Lee, Woojoo; Cheung, Ka Chun; Ahn, Jae Youn 7 2017 Convex ordering for insurance preferences. Zbl 1348.91134 Cheung, K. C.; Chong, W. F.; Yam, S. C. P. 7 2015 Characterizations of conditional comonotonicty. Zbl 1143.62030 Cheung, Ka Chun 6 2007 A localized meshless method for diffusion on folded surfaces. Zbl 1349.65508 Cheung, Ka Chun; Ling, Leevan; Ruuth, Steven J. 6 2015 Bounds for sums of random variables when the marginal distributions and the variance of the sum are given. Zbl 1327.60047 Cheung, Ka Chun; Vanduffel, Steven 6 2013 Concave distortion risk minimizing reinsurance design under adverse selection. Zbl 1435.91142 Cheung, Ka Chun; Phillip Yam, Sheung Chi; Yuen, Fei Lung; Zhang, Yiying 6 2020 Optimal stopping behavior of equity-linked investment products with regime switching. Zbl 1129.60065 Cheung, Ka Chun; Yang, Hailiang 5 2005 Probabilistic solutions for a class of deterministic optimal allocation problems. Zbl 1384.90058 Cheung, Ka Chun; Dhaene, Jan; Rong, Yian; Yam, Sheung Chi Phillip 5 2018 Improved convex upper bound via conditional comonotonicity. Zbl 1152.91571 Cheung, Ka Chun 5 2008 Borch’s theorem from the perspective of comonotonicity. Zbl 1403.91191 Cheung, K. C.; Rong, Yian; Yam, S. C. P. 5 2014 Pareto-optimal insurance contracts with premium budget and minimum charge constraints. Zbl 1452.91257 Asimit, Alexandru V.; Cheung, Ka Chun; Chong, Wing Fung; Hu, Junlei 5 2020 Upper comonotonicity and convex upper bounds for sums of random variables. Zbl 1231.60016 Dong, Jing; Cheung, Ka Chun; Yang, Hailiang 4 2010 Asset allocation with regime-switching: discrete-time case. Zbl 1098.91049 Cheung, Ka Chun; Yang, Hailiang 4 2004 On additivity of tail comonotonic risks. Zbl 1426.91210 Cheung, Ka Chun; Ling, Hok Kan; Tang, Qihe; Yam, Sheung Chi Phillip; Yuen, Fei Lung 4 2019 Bowley reinsurance with asymmetric information on the insurer’s risk preferences. Zbl 1471.91448 Boonen, Tim J.; Cheung, Ka Chun; Zhang, Yiying 4 2021 Tail mutual exclusivity and Tail-VaR lower bounds. Zbl 1401.91111 Cheung, Ka Chun; Denuit, Michel; Dhaene, Jan 4 2017 Ordering of optimal portfolio allocations in a model with a mixture of fundamental risks. Zbl 1137.62071 Cheung, Ka Chun; Yang, Hailiang 3 2008 Reinsurance contract design with adverse selection. Zbl 1426.91211 Cheung, K. C.; Yam, S. C. P.; Yuen, F. L. 3 2019 Discrete least-squares radial basis functions approximations. Zbl 1429.65036 Li, Siqing; Ling, Leevan; Cheung, Ka Chun 3 2019 Comparisons of aggregate claim numbers and amounts: a study of heterogeneity. Zbl 1411.91327 Zhang, Yiying; Zhao, Peng; Cheung, Ka Chun 3 2019 Applications of conditional comonotonicity to some optimization problems. Zbl 1231.91159 Cheung, Ka Chun 2 2009 Disappointment aversion premium principle. Zbl 1390.91131 Cheung, Ka Chun; Chong, Wing Fung; Elliott, Robert; Yam, Sheung Chi Phillip 2 2015 Comonotonic convex upper bound and majorization. Zbl 1231.91161 Cheung, Ka Chun 1 2010 Fuzzy artmap neural network and its application to fault diagnosis of navigation systems. Zbl 0989.93042 Zhang, H. Y.; Chan, C. W.; Cheung, K. C.; Ye, Y. J. 1 2001 Fault detection of systems with redundant sensors using constrained Kohonen networks. Zbl 1014.90007 Chan, C. W.; Jin, Hong; Cheung, K. C.; Zhang, H. Y. 1 2001 A computation-efficient on-line training algorithm for neurofuzzy networks. Zbl 1080.93521 Chan, C. W.; Cheung, K. C.; Yeung, W. K. 1 2000 On the uncertainty of VaR of individual risk. Zbl 1430.91133 Cheung, K. C.; Yuen, F. L. 1 2020 Evolutionary credibility risk premium. Zbl 1446.91057 Chen, Yongzhao; Cheung, Ka Chun; Choi, Hugo Ming Cheung; Yam, Sheung Chi Phillip 1 2020 Satisficing credibility for heterogeneous risks. Zbl 1490.91168 Cheung, Ka Chun; Yam, Sheung Chi Phillip; Zhang, Yiying 1 2022 Inter-temporal mutual-fund management. Zbl 1522.91208 Bensoussan, Alain; Cheung, Ka Chun; Li, Yiqun; Yam, Sheung Chi Phillip 1 2022 Satisficing credibility for heterogeneous risks. Zbl 1490.91168 Cheung, Ka Chun; Yam, Sheung Chi Phillip; Zhang, Yiying 1 2022 Inter-temporal mutual-fund management. Zbl 1522.91208 Bensoussan, Alain; Cheung, Ka Chun; Li, Yiqun; Yam, Sheung Chi Phillip 1 2022 Bowley reinsurance with asymmetric information on the insurer’s risk preferences. Zbl 1471.91448 Boonen, Tim J.; Cheung, Ka Chun; Zhang, Yiying 4 2021 Concave distortion risk minimizing reinsurance design under adverse selection. Zbl 1435.91142 Cheung, Ka Chun; Phillip Yam, Sheung Chi; Yuen, Fei Lung; Zhang, Yiying 6 2020 Pareto-optimal insurance contracts with premium budget and minimum charge constraints. Zbl 1452.91257 Asimit, Alexandru V.; Cheung, Ka Chun; Chong, Wing Fung; Hu, Junlei 5 2020 On the uncertainty of VaR of individual risk. Zbl 1430.91133 Cheung, K. C.; Yuen, F. L. 1 2020 Evolutionary credibility risk premium. Zbl 1446.91057 Chen, Yongzhao; Cheung, Ka Chun; Choi, Hugo Ming Cheung; Yam, Sheung Chi Phillip 1 2020 Risk-adjusted bowley reinsurance under distorted probabilities. Zbl 1411.91272 Cheung, Ka Chun; Yam, Sheung Chi Phillip; Zhang, Yiying 17 2019 Budget-constrained optimal reinsurance design under coherent risk measures. Zbl 1426.91209 Cheung, Ka Chun; Chong, Wing Fung; Lo, Ambrose 13 2019 On additivity of tail comonotonic risks. Zbl 1426.91210 Cheung, Ka Chun; Ling, Hok Kan; Tang, Qihe; Yam, Sheung Chi Phillip; Yuen, Fei Lung 4 2019 Reinsurance contract design with adverse selection. Zbl 1426.91211 Cheung, K. C.; Yam, S. C. P.; Yuen, F. L. 3 2019 Discrete least-squares radial basis functions approximations. Zbl 1429.65036 Li, Siqing; Ling, Leevan; Cheung, Ka Chun 3 2019 Comparisons of aggregate claim numbers and amounts: a study of heterogeneity. Zbl 1411.91327 Zhang, Yiying; Zhao, Peng; Cheung, Ka Chun 3 2019 \(H^2\)-convergence of least-squares kernel collocation methods. Zbl 1436.65020 Cheung, Ka Chun; Ling, Leevan; Schaback, Robert 17 2018 A kernel-based embedding method and convergence analysis for surfaces PDEs. Zbl 1382.65425 Cheung, Ka Chun; Ling, Leevan 17 2018 On heterogeneity in the individual model with both dependent claim occurrences and severities. Zbl 1390.91219 Zhang, Yiying; Li, Xiaohu; Cheung, Ka Chun 11 2018 Probabilistic solutions for a class of deterministic optimal allocation problems. Zbl 1384.90058 Cheung, Ka Chun; Dhaene, Jan; Rong, Yian; Yam, Sheung Chi Phillip 5 2018 Characterizations of optimal reinsurance treaties: a cost-benefit approach. Zbl 1401.91112 Cheung, Ka Chun; Lo, Ambrose 47 2017 Robust and Pareto optimality of insurance contracts. Zbl 1376.91097 Asimit, Alexandru V.; Bignozzi, Valeria; Cheung, Ka Chun; Hu, Junlei; Kim, Eun-Seok 29 2017 Multivariate countermonotonicity and the minimal copulas. Zbl 1359.62168 Lee, Woojoo; Cheung, Ka Chun; Ahn, Jae Youn 7 2017 Tail mutual exclusivity and Tail-VaR lower bounds. Zbl 1401.91111 Cheung, Ka Chun; Denuit, Michel; Dhaene, Jan 4 2017 The optimal insurance under disappointment theories. Zbl 1348.91133 Cheung, K. C.; Chong, W. F.; Yam, S. C. P. 15 2015 Ordered random vectors and equality in distribution. Zbl 1398.91320 Cheung, Ka Chun; Dhaene, Jan; Kukush, Alexander; Linders, Daniël 8 2015 Convex ordering for insurance preferences. Zbl 1348.91134 Cheung, K. C.; Chong, W. F.; Yam, S. C. P. 7 2015 A localized meshless method for diffusion on folded surfaces. Zbl 1349.65508 Cheung, Ka Chun; Ling, Leevan; Ruuth, Steven J. 6 2015 Disappointment aversion premium principle. Zbl 1390.91131 Cheung, Ka Chun; Chong, Wing Fung; Elliott, Robert; Yam, Sheung Chi Phillip 2 2015 Optimal reinsurance under general law-invariant risk measures. Zbl 1401.91110 Cheung, K. C.; Sung, K. C. J.; Yam, S. C. P.; Yung, S. P. 46 2014 Reducing risk by merging counter-monotonic risks. Zbl 1291.91098 Cheung, Ka Chun; Dhaene, Jan; Lo, Ambrose; Tang, Qihe 15 2014 Characterizing mutual exclusivity as the strongest negative multivariate dependence structure. Zbl 1296.60037 Cheung, Ka Chun; Lo, Ambrose 15 2014 Borch’s theorem from the perspective of comonotonicity. Zbl 1403.91191 Cheung, K. C.; Rong, Yian; Yam, S. C. P. 5 2014 General lower bounds on convex functionals of aggregate sums. Zbl 1290.91081 Cheung, Ka Chun; Lo, Ambrose 19 2013 Optimal reinsurance in the presence of counterparty default risk. Zbl 1290.91074 Asimit, Alexandru V.; Badescu, Alexandru M.; Cheung, Ka Chun 17 2013 Characterizations of counter-monotonicity and upper comonotonicity by (tail) convex order. Zbl 1304.60025 Cheung, Ka Chun; Lo, Ambrose 10 2013 Bounds for sums of random variables when the marginal distributions and the variance of the sum are given. Zbl 1327.60047 Cheung, Ka Chun; Vanduffel, Steven 6 2013 Optimal reinsurance-investment problem in a constant elasticity of variance stock market for jump-diffusion risk model. Zbl 1286.91068 Liang, Zhibin; Yuen, Kam Chuen; Cheung, Ka Chun 46 2012 Average value-at-risk minimizing reinsurance under Wang’s premium principle with constraints. Zbl 1277.91076 Cheung, K. C.; Liu, F.; Yam, S. C. P. 12 2012 Optimal reinsurance revisited - a geometric approach. Zbl 1230.91070 Cheung, Ka Chun 74 2010 Characterizing a comonotonic random vector by the distribution of the sum of its components. Zbl 1231.91160 Cheung, Ka Chun 12 2010 Upper comonotonicity and convex upper bounds for sums of random variables. Zbl 1231.60016 Dong, Jing; Cheung, Ka Chun; Yang, Hailiang 4 2010 Comonotonic convex upper bound and majorization. Zbl 1231.91161 Cheung, Ka Chun 1 2010 Upper comonotonicity. Zbl 1231.91158 Cheung, Ka Chun 16 2009 Applications of conditional comonotonicity to some optimization problems. Zbl 1231.91159 Cheung, Ka Chun 2 2009 Stochastic orders of scalar products with applications. Zbl 1141.91517 Hua, Lei; Cheung, Ka Chun 24 2008 Worst allocations of policy limits and deductibles. Zbl 1140.91421 Hua, Lei; Cheung, Ka Chun 18 2008 Characterization of comonotonicity using convex order. Zbl 1152.91570 Cheung, Ka Chun 11 2008 Improved convex upper bound via conditional comonotonicity. Zbl 1152.91571 Cheung, Ka Chun 5 2008 Ordering of optimal portfolio allocations in a model with a mixture of fundamental risks. Zbl 1137.62071 Cheung, Ka Chun; Yang, Hailiang 3 2008 Optimal allocation of policy limits and deductibles. Zbl 1141.91560 Cheung, Ka Chun 28 2007 Optimal investment-consumption strategy in a discrete-time model with regime switching. Zbl 1151.91491 Cheung, Ka Chun; Yang, Hailiang 11 2007 Characterizations of conditional comonotonicty. Zbl 1143.62030 Cheung, Ka Chun 6 2007 Optimal portfolio problem with unknown dependency structure. Zbl 1133.91410 Cheung, Ka Chun 12 2006 Optimal stopping behavior of equity-linked investment products with regime switching. Zbl 1129.60065 Cheung, Ka Chun; Yang, Hailiang 5 2005 Ordering optimal proportions in the asset allocation problem with dependent default risks. Zbl 1117.91347 Cheung, Ka Chun; Yang, Hailiang 20 2004 Asset allocation with regime-switching: discrete-time case. Zbl 1098.91049 Cheung, Ka Chun; Yang, Hailiang 4 2004 Decomposing finite Abelian groups. Zbl 1187.81062 Cheung, K.; Mosca, M. 11 2001 Fuzzy artmap neural network and its application to fault diagnosis of navigation systems. Zbl 0989.93042 Zhang, H. Y.; Chan, C. W.; Cheung, K. C.; Ye, Y. J. 1 2001 Fault detection of systems with redundant sensors using constrained Kohonen networks. Zbl 1014.90007 Chan, C. W.; Jin, Hong; Cheung, K. C.; Zhang, H. Y. 1 2001 A computation-efficient on-line training algorithm for neurofuzzy networks. Zbl 1080.93521 Chan, C. W.; Cheung, K. C.; Yeung, W. K. 1 2000 all cited Publications top 5 cited Publications all top 5 Cited by 468 Authors 41 Cheung, Ka Chun 20 Boonen, Tim J. 20 Chi, Yichun 19 Li, Xiaohu 18 Zhang, Yiying 17 Ling, Leevan 16 Zhao, Hui 14 Jiang, Wenjun 14 Tan, Ken Seng 13 Rong, Ximin 12 Zhuang, Shengchao 11 Lo, Ambrose 11 Wang, Ruodu 11 Yam, Sheung Chi Phillip 10 Asimit, Alexandru V. 10 Ghossoub, Mario 10 You, Yinping 9 Dhaene, Jan 9 Li, Danping 9 Linders, Daniël 8 Cai, Jun 8 Yang, Hailiang 7 Chen, Meng 7 Ren, Jiandong 7 Tang, Qihe 7 Weng, Chengguo 7 Zhao, Peng 6 Ahn, Jae Youn 6 Chong, Wing Fung 6 Liu, Haiyan 6 Mao, Tiantian 6 Yin, Chuancun 6 Zeng, Yan 5 Balbás, Alejandro 5 Balbás, Beatriz 5 Balbás, Raquel 5 Fu, Zhuojia 5 Hu, Junlei 5 Hu, Taizhong 5 Li, Chen 5 Li, Siqing 5 Liu, Fangda 5 Lu, Zhiyi 5 Yuen, Kam Chuen 4 Assa, Hirbod 4 Badescu, Alexandru M. 4 Fang, Ying 4 Lee, Woojoo 4 Meng, Lili 4 Peng, Liang 4 Petras, Argyrios 4 Ruuth, Steven J. 4 Wang, Rongming 4 Wang, Xing 4 Wu, Huiling 4 Yang, Fan 3 Balakrishnan, Narayanaswamy 3 Cui, Wei 3 Džurina, Jozef 3 Hanbali, Hamza 3 Heras, Antonio J. 3 Hong, Hanping 3 Hu, Yijun 3 Hua, Lei 3 Huang, Yuxia 3 Khaledi, Baha-Eldin 3 Kim, Eunseok 3 Lemieux, Christiane 3 Liang, Zhibin 3 Liu, Leping 3 Meng, Hui 3 Shen, Yang 3 Siu, Tak Kuen 3 Tang, Zhuochao 3 Wei, Wei 3 Wu, Lijun 3 Young, Virginia R. 3 Yuen, Fei Lung 3 Zheng, Yanting 3 Zhou, Jieming 3 Zhou, Ming 2 Albrecher, Hansjörg 2 Birghila, Corina 2 Chen, Ping 2 Chen, Tao 2 Chen, Yanhong 2 Chen, Zijin 2 de Moura, A. Bugalho 2 Durante, Fabrizio 2 Embrechts, Paul 2 Fuchs, Sebastian L. 2 Gan, Guojun 2 Guan, Guohui 2 Han, Kai 2 Hu, Duni 2 Hu, Fengxia 2 Huang, Ya 2 Jadlovská, Irena 2 Jakobsons, Edgars 2 Jin, Zhuo ...and 368 more Authors all top 5 Cited in 80 Serials 125 Insurance Mathematics & Economics 32 Scandinavian Actuarial Journal 19 Journal of Computational and Applied Mathematics 18 ASTIN Bulletin 17 Communications in Statistics. Theory and Methods 13 European Journal of Operational Research 10 Journal of Industrial and Management Optimization 9 North American Actuarial Journal 8 European Actuarial Journal 7 Journal of Computational Physics 7 Journal of Applied Probability 7 Annals of Operations Research 6 Mathematical Problems in Engineering 5 Quantitative Finance 4 Statistics & Probability Letters 4 Journal of Scientific Computing 4 Statistical Theory and Related Fields 3 International Journal of Control 3 Applied Mathematics and Computation 3 Journal of Mathematical Economics 3 Applied Mathematics Letters 3 Engineering Analysis with Boundary Elements 3 Discrete Dynamics in Nature and Society 2 Metrika 2 Fuzzy Sets and Systems 2 Journal of Multivariate Analysis 2 Journal of Optimization Theory and Applications 2 SIAM Journal on Numerical Analysis 2 SIAM Journal on Scientific Computing 2 Bernoulli 2 Finance and Stochastics 2 Abstract and Applied Analysis 2 Probability in the Engineering and Informational Sciences 2 Methodology and Computing in Applied Probability 2 Journal of Systems Science and Complexity 2 Journal of Applied Mathematics and Computing 2 Advances in Difference Equations 2 Advances in Applied Mathematics and Mechanics 2 Dependence Modeling 2 Journal of Function Spaces 1 Advances in Applied Probability 1 Computers & Mathematics with Applications 1 Journal of Mathematical Analysis and Applications 1 Information Sciences 1 Journal of Approximation Theory 1 Mathematics of Operations Research 1 SIAM Journal on Control and Optimization 1 Optimal Control Applications & Methods 1 Operations Research Letters 1 Acta Mathematicae Applicatae Sinica. English Series 1 Optimization 1 Chinese Journal of Applied Probability and Statistics 1 Statistical Science 1 Numerical Methods for Partial Differential Equations 1 Queueing Systems 1 Applied Mathematics. Series B (English Edition) 1 Computational and Applied Mathematics 1 Top 1 Advances in Computational Mathematics 1 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics 1 Journal of Inequalities and Applications 1 Fractional Calculus & Applied Analysis 1 Communications in Nonlinear Science and Numerical Simulation 1 RAIRO. Operations Research 1 Applied Stochastic Models in Business and Industry 1 Foundations of Computational Mathematics 1 Discrete and Continuous Dynamical Systems. Series B 1 Acta Mathematica Scientia. Series B. (English Edition) 1 Bulletin of the Malaysian Mathematical Sciences Society. Second Series 1 OR Spectrum 1 REVSTAT 1 Statistical Methodology 1 Journal of the Korean Statistical Society 1 Frontiers of Mathematics in China 1 Mathematics and Financial Economics 1 Communications in Computational Physics 1 Probability Surveys 1 Communications in Mathematics and Statistics 1 AIMS Mathematics 1 Probability, Uncertainty and Quantitative Risk all top 5 Cited in 22 Fields 308 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 119 Statistics (62-XX) 102 Probability theory and stochastic processes (60-XX) 37 Numerical analysis (65-XX) 35 Systems theory; control (93-XX) 20 Partial differential equations (35-XX) 20 Operations research, mathematical programming (90-XX) 13 Calculus of variations and optimal control; optimization (49-XX) 9 Approximations and expansions (41-XX) 4 Ordinary differential equations (34-XX) 4 Computer science (68-XX) 4 Fluid mechanics (76-XX) 2 Mathematical logic and foundations (03-XX) 2 Global analysis, analysis on manifolds (58-XX) 1 General and overarching topics; collections (00-XX) 1 Real functions (26-XX) 1 Integral transforms, operational calculus (44-XX) 1 Operator theory (47-XX) 1 Differential geometry (53-XX) 1 Mechanics of deformable solids (74-XX) 1 Classical thermodynamics, heat transfer (80-XX) 1 Statistical mechanics, structure of matter (82-XX) Citations by Year