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Author ID: guo.junyi Recent zbMATH articles by "Guo, Junyi"
Published as: Guo, Junyi; Guo, J. Y.; Guo, Jun-Yi; Guo, Jun Yi; Guo, Jun-yi; Guo, J.
all top 5

Serials

8 Insurance Mathematics & Economics
6 Scientia Sinica. Mathematica
4 Statistics & Probability Letters
4 Methodology and Computing in Applied Probability
4 Applied Stochastic Models in Business and Industry
3 Journal of Optimization Theory and Applications
3 Science in China. Series A
2 Journal of Computational and Applied Mathematics
2 Theoretical Computer Science
2 Optimal Control Applications & Methods
2 Chinese Annals of Mathematics. Series A
2 Acta Mathematicae Applicatae Sinica. English Series
2 Chinese Journal of Applied Probability and Statistics
2 Journal of Combinatorial Optimization
2 Acta Mathematica Sinica. English Series
2 The ANZIAM Journal
2 Scandinavian Actuarial Journal
2 Journal of Systems Science and Complexity
2 Stochastic Models
2 Acta Mathematica Scientia. Series A. (Chinese Edition)
2 Acta Mathematica Sinica. Chinese Series
1 Discrete Applied Mathematics
1 IEEE Transactions on Information Theory
1 Information Processing Letters
1 Journal of Mathematical Analysis and Applications
1 Theory of Probability and its Applications
1 Acta Mathematica Sinica
1 Applied Mathematics and Computation
1 Applied Mathematics and Optimization
1 Journal of Applied Probability
1 Journal of Mathematical Research & Exposition
1 Probability and Mathematical Statistics
1 Journal of Engineering Mathematics (Xi’an)
1 Order
1 Graphs and Combinatorics
1 Hunan Annals of Mathematics
1 Acta Scientiarum Naturalium Universitatis Normalis Hunanensis
1 Communications in Statistics. Theory and Methods
1 Computational Statistics and Data Analysis
1 Acta Mathematica Sinica. New Series
1 Celestial Mechanics and Dynamical Astronomy
1 The Electronic Journal of Combinatorics
1 Engineering Analysis with Boundary Elements
1 Acta Mathematica Scientia. Series B. (English Edition)
1 Mathematical Methods of Operations Research
1 RAIRO. Operations Research
1 International Journal of Nonlinear Sciences and Numerical Simulation
1 Quantitative Finance
1 Acta Mathematica Scientia. Series B. (English Edition)
1 IMA Journal of Management Mathematics
1 International Journal of Pure and Applied Mathematics
1 Journal of Applied Mathematics and Computing
1 International Journal of Computational Methods
1 Journal of Industrial and Management Optimization
1 Frontiers of Mathematics in China
1 Communications in Theoretical Physics
1 Acta Scientiarum Naturalium Universitatis Nankaiensis
1 Science China. Mathematics
1 East Asian Journal on Applied Mathematics

Publications by Year

Citations contained in zbMATH Open

66 Publications have been cited 868 times in 527 Documents Cited by Year
Optimal proportional reinsurance and investment with multiple risky assets and no-shorting constraint. Zbl 1147.93046
Bai, Lihua; Guo, Junyi
139
2008
Ruin probabilities for time-correlated claims in the compound binomial model. Zbl 1074.91032
Yuen, K. C.; Guo, J. Y.
59
2001
Optimal proportional reinsurance and investment in a stock market with Ornstein-Uhlenbeck process. Zbl 1218.91084
Liang, Zhibin; Yuen, Kam Chuen; Guo, Junyi
58
2011
On ultimate ruin in a delayed-claims risk model. Zbl 1074.60089
Yuen, Kam C.; Guo, Junyi; Ng, Kai W.
43
2005
Optimal mean-variance problem with constrained controls in a jump-diffusion financial market for an insurer. Zbl 1266.91093
Bi, Junna; Guo, Junyi
43
2013
On a correlated aggregate claims model with Poisson and Erlang risk processes. Zbl 1074.91566
Yuen, Kam C.; Guo, Junyi; Wu, Xueyuan
42
2002
On the first time of ruin in the bivariate compound Poisson model. Zbl 1095.62120
Yuen, Kam C.; Guo, Junyi; Wu, Xueyuan
42
2006
The compound binomial risk model with time-correlated claims. Zbl 1119.91059
Xiao, Yuntao; Guo, Junyi
35
2007
Optimal combinational quota-share and excess-of-loss reinsurance policies in a dynamic setting. Zbl 1152.91039
Zhang, Xin; Zhou, Ming; Guo, Junyi
31
2007
Optimal dynamic excess-of-loss reinsurance and multidimensional portfolio selection. Zbl 1214.93118
Bai, Lihua; Guo, Junyi
30
2010
Optimal proportional reinsurance and ruin probability. Zbl 1253.60092
Liang, Zhibin; Guo, Junyi
24
2007
Optimal dividend and equity issuance problem with proportional and fixed transaction costs. Zbl 1285.91065
Peng, Xiaofan; Chen, Mi; Guo, Junyi
24
2012
Upper bound for ruin probabilities under optimal investment and proportional reinsurance. Zbl 1199.91088
Liang, Zhibin; Guo, Junyi
23
2008
Optimal dividend payments in the classical risk model when payments are subject to both transaction costs and taxes. Zbl 1224.91043
Bai, Lihua; Guo, Junyi
20
2010
Optimal mean-variance investment and reinsurance problem for an insurer with stochastic volatility. Zbl 1417.91285
Sun, Zhongyang; Guo, Junyi
20
2018
Optimal investment and proportional reinsurance with constrained control variables. Zbl 1237.91133
Liang, Zhibin; Bai, Lihua; Guo, Junyi
19
2011
Optimal combining quota-share and excess of loss reinsurance to maximize the expected utility. Zbl 1232.93100
Liang, Zhibin; Guo, Junyi
18
2011
Optimal excess-of-loss reinsurance and dividend payments with both transaction costs and taxes. Zbl 1208.91060
Bai, Lihua; Guo, Junyi; Zhang, Huayue
16
2010
A BSDE approach to a class of dependent risk model of mean-variance insurers with stochastic volatility and no-short selling. Zbl 1427.91243
Sun, Zhongyang; Yuen, Kam Chuen; Guo, Junyi
14
2020
Optimal dividend problem with a nonlinear regular-singular stochastic control. Zbl 1284.91213
Chen, Mi; Peng, Xiaofan; Guo, Junyi
14
2013
Some results on the compound Markov binomial model. Zbl 1144.91036
Yuen, Kam-Chuen; Guo, Junyi
11
2006
On a risk model with debit interest and dividend payments. Zbl 1169.62089
Yuen, Kam-Chuen; Zhou, Ming; Guo, Junyi
9
2008
On a risk model with dependence between claim sizes and claim intervals. Zbl 1284.91258
Meng, Qingbin; Zhang, Xin; Guo, Junyi
9
2008
Portfolio selection and risk control for an insurer in the Lévy market under mean-variance criterion. Zbl 1380.91088
Zhou, Jieming; Yang, Xiangqun; Guo, Junyi
9
2017
The Gerber-Shiu discounted penalty function for classical risk model with a two-step premium rate. Zbl 1161.60334
Zhang, H. Y.; Zhou, M.; Guo, J. Y.
8
2006
Survival probabilities in a discrete semi-Markov risk model. Zbl 1410.91260
Chen, Mi; Yuen, Kam Chuen; Guo, Junyi
8
2014
Expected discounted dividends in a discrete semi-Markov risk model. Zbl 1293.91093
Chen, Mi; Guo, Junyi; Wu, Xueyuan
7
2014
Maximum principle for Markov regime-switching forward-backward stochastic control system with jumps and relation to dynamic programming. Zbl 1408.91243
Sun, Zhongyang; Guo, Junyi; Zhang, Xin
6
2018
Optimal time-consistent portfolio and contribution selection for defined benefit pension schemes under mean-variance criterion. Zbl 1302.93243
Liang, Xiaoqing; Bai, Lihua; Guo, Junyi
6
2014
Optimal multi-asset investment with no-shorting constraint under mean-variance criterion for an insurer. Zbl 1237.91123
Bi, Junna; Guo, Junyi; Bai, Lihua
5
2011
Optimal control with restrictions for a diffusion risk model under constant interest force. Zbl 1334.91041
Peng, Xiaofan; Bai, Lihua; Guo, Junyi
5
2016
Utility maximization with partial information: Hamilton-Jacobi-Bellman equation approach. Zbl 1141.93064
Bai, Lihua; Guo, Junyi
4
2007
Markovian regime-switching market completion using additional Markov jump assets. Zbl 1280.91078
Zhang, Xin; Elliott, Robert J.; Siu, Tak Kuen; Guo, Junyi
4
2012
Optimal proportional reinsurance under two criteria: maximizing the expected utility and minimizing the value at risk. Zbl 1211.91150
Liang, Zhibin; Guo, Junyi
4
2010
An almost-linear time and linear space algorithm for the longest common subsequence problem. Zbl 1192.68827
Guo, J. Y.; Hwang, F. K.
4
2005
Optimal investment, consumption, and life insurance in an incomplete market. Zbl 1397.91292
Liang, Xiaoqing; Guo, Junyi
4
2016
A stochastic maximum principle for processes driven by \(G\)-Brownian motion and applications to finance. Zbl 1386.49038
Sun, Zhongyang; Zhang, Xin; Guo, Junyi
4
2017
Interval estimation of the ruin probability in the classical compound Poisson risk model. Zbl 1504.62162
You, Honglong; Guo, Junyi; Jiang, Jiancheng
4
2020
Optimal mean-variance reinsurance in a financial market with stochastic rate of return. Zbl 1476.91132
Tian, Yingxu; Guo, Junyi; Sun, Zhongyang
4
2021
Ruin probabilities in Cox risk models with two dependent classes of business. Zbl 1120.60069
Guo, Jun Yi; Yuen, Kam C.; Zhou, Ming
3
2007
Wide-sense nonblocking for symmetric or asymmetric 3-stage Clos networks under various routing strategies. Zbl 1077.68003
Chang, F. H.; Guo, J. Y.; Hwang, F. K.; Lin, C. K.
3
2004
Discrete risk model revisited. Zbl 1098.91074
Liu, S. X.; Guo, J. Y.
3
2006
Optimal dividend strategies in discrete risk model with capital injections. Zbl 1274.91476
Wu, Yidong; Guo, Junyi; Tang, Lian
3
2011
Optimal dividend and dynamic reinsurance strategies with capital injections and proportional costs. Zbl 1254.91283
Wu, Yi-dong; Guo, Jun-yi
3
2012
Ruin probabilities under optimal combining quota-share and excess of loss reinsurance. Zbl 1237.62155
Liang, Zhibin; Guo, Junyi
2
2010
Three-point transition functions for two-parameter Markov chains and their four systems of partial differential equations. Zbl 0758.60071
Guo, Junyi; Yang, Xiangqun
2
1992
Optimal investment, consumption and timing of annuity purchase under a preference change. Zbl 1308.91090
Liang, Xiaoqing; Peng, Xiaofan; Guo, Junyi
2
2014
The oscillation of the occupation time process of super-Brownian motion on Sierpiński gasket. Zbl 0999.60078
Guo, Junyi
2
2000
A piezoelectric inhomogeneity interacting with a branched crack. Zbl 1198.74077
Xiao, Z. M.; Guo, J. Y.; Weng, G. J.
2
2006
Optimal singular dividend problem under the Sparre Andersen model. Zbl 1434.49025
Tian, Linlin; Bai, Lihua; Guo, Junyi
2
2020
Optimal dividend and reinsurance problem for an insurance company with dependent risks. Zbl 1499.91096
Li, Ya’nan; Bai, Lihua; Guo, Junyi
2
2016
Dynamic mean-variance problem for defined contribution pension fund under inflation. Zbl 1499.91106
Zhang, Xiaoyi; Guo, Junyi
2
2019
Local extinction of super-Brownian motion on Sierpiński gasket. Zbl 0917.60087
Guo, Junyi
1
1998
The behavior of super-Brownian motion near extinction. Zbl 0915.60078
Guo, Junyi; Wu, Rong
1
1998
Hedging unit-linked life insurance contracts in a financial market driven by shot-noise processes. Zbl 1226.91021
Bi, Junna; Guo, Junyi
1
2010
Deformation and stress intensities of an interfacial craze with nonlinear fibrils. Zbl 1010.74020
Xiao, Z. M.; Guo, J. Y.
1
2000
Some results behind dividend problems. Zbl 1151.91061
Zhou, Ming; Wei, Li; Guo, Junyi
1
2006
Classical risk model with threshold dividend strategy. Zbl 1174.60037
Zhou, Ming; Guo, Junyi
1
2008
Some path properties of Brownian motion and super-Brownian motion on the Sierpinski gasket. Zbl 0884.60083
Guo, Junyi
1
1997
Optimal investment for an insurer with multiple risky assets under mean-variance criterion. Zbl 1151.91483
Bi, Junna; Guo, Junyi
1
2008
Super Brownian motion on the Sierpiński gasket with point catalytic medium. Zbl 1009.60072
Guo, Junyi; Wu, Rong
1
1997
Optimal life insurance purchase and consumption/investment under mean-reverting returns. Zbl 1488.91092
Liang, Xiaoqing; Guo, Junyi
1
2015
Optimal investment and proportional reinsurance in the Sparre Andersen model. Zbl 1269.93135
Liang, Zhibin; Guo, Junyi
1
2012
Ruin probabilities for a risk model with two classes of claims. Zbl 1201.91093
Lv, Tong Ling; Guo, Jun Yi; Zhang, Xin
1
2010
Optimal defined contribution pension management with salary and risky assets following jump diffusion processes. Zbl 1466.91275
Zhang, Xiaoyi; Guo, Junyi
1
2020
Lundberg-type inequalities for non-homogeneous risk models. Zbl 1465.91034
Zhou, Qianqian; Sakhanenko, Alexander; Guo, Junyi
1
2020
Optimal mean-variance reinsurance in a financial market with stochastic rate of return. Zbl 1476.91132
Tian, Yingxu; Guo, Junyi; Sun, Zhongyang
4
2021
A BSDE approach to a class of dependent risk model of mean-variance insurers with stochastic volatility and no-short selling. Zbl 1427.91243
Sun, Zhongyang; Yuen, Kam Chuen; Guo, Junyi
14
2020
Interval estimation of the ruin probability in the classical compound Poisson risk model. Zbl 1504.62162
You, Honglong; Guo, Junyi; Jiang, Jiancheng
4
2020
Optimal singular dividend problem under the Sparre Andersen model. Zbl 1434.49025
Tian, Linlin; Bai, Lihua; Guo, Junyi
2
2020
Optimal defined contribution pension management with salary and risky assets following jump diffusion processes. Zbl 1466.91275
Zhang, Xiaoyi; Guo, Junyi
1
2020
Lundberg-type inequalities for non-homogeneous risk models. Zbl 1465.91034
Zhou, Qianqian; Sakhanenko, Alexander; Guo, Junyi
1
2020
Dynamic mean-variance problem for defined contribution pension fund under inflation. Zbl 1499.91106
Zhang, Xiaoyi; Guo, Junyi
2
2019
Optimal mean-variance investment and reinsurance problem for an insurer with stochastic volatility. Zbl 1417.91285
Sun, Zhongyang; Guo, Junyi
20
2018
Maximum principle for Markov regime-switching forward-backward stochastic control system with jumps and relation to dynamic programming. Zbl 1408.91243
Sun, Zhongyang; Guo, Junyi; Zhang, Xin
6
2018
Portfolio selection and risk control for an insurer in the Lévy market under mean-variance criterion. Zbl 1380.91088
Zhou, Jieming; Yang, Xiangqun; Guo, Junyi
9
2017
A stochastic maximum principle for processes driven by \(G\)-Brownian motion and applications to finance. Zbl 1386.49038
Sun, Zhongyang; Zhang, Xin; Guo, Junyi
4
2017
Optimal control with restrictions for a diffusion risk model under constant interest force. Zbl 1334.91041
Peng, Xiaofan; Bai, Lihua; Guo, Junyi
5
2016
Optimal investment, consumption, and life insurance in an incomplete market. Zbl 1397.91292
Liang, Xiaoqing; Guo, Junyi
4
2016
Optimal dividend and reinsurance problem for an insurance company with dependent risks. Zbl 1499.91096
Li, Ya’nan; Bai, Lihua; Guo, Junyi
2
2016
Optimal life insurance purchase and consumption/investment under mean-reverting returns. Zbl 1488.91092
Liang, Xiaoqing; Guo, Junyi
1
2015
Survival probabilities in a discrete semi-Markov risk model. Zbl 1410.91260
Chen, Mi; Yuen, Kam Chuen; Guo, Junyi
8
2014
Expected discounted dividends in a discrete semi-Markov risk model. Zbl 1293.91093
Chen, Mi; Guo, Junyi; Wu, Xueyuan
7
2014
Optimal time-consistent portfolio and contribution selection for defined benefit pension schemes under mean-variance criterion. Zbl 1302.93243
Liang, Xiaoqing; Bai, Lihua; Guo, Junyi
6
2014
Optimal investment, consumption and timing of annuity purchase under a preference change. Zbl 1308.91090
Liang, Xiaoqing; Peng, Xiaofan; Guo, Junyi
2
2014
Optimal mean-variance problem with constrained controls in a jump-diffusion financial market for an insurer. Zbl 1266.91093
Bi, Junna; Guo, Junyi
43
2013
Optimal dividend problem with a nonlinear regular-singular stochastic control. Zbl 1284.91213
Chen, Mi; Peng, Xiaofan; Guo, Junyi
14
2013
Optimal dividend and equity issuance problem with proportional and fixed transaction costs. Zbl 1285.91065
Peng, Xiaofan; Chen, Mi; Guo, Junyi
24
2012
Markovian regime-switching market completion using additional Markov jump assets. Zbl 1280.91078
Zhang, Xin; Elliott, Robert J.; Siu, Tak Kuen; Guo, Junyi
4
2012
Optimal dividend and dynamic reinsurance strategies with capital injections and proportional costs. Zbl 1254.91283
Wu, Yi-dong; Guo, Jun-yi
3
2012
Optimal investment and proportional reinsurance in the Sparre Andersen model. Zbl 1269.93135
Liang, Zhibin; Guo, Junyi
1
2012
Optimal proportional reinsurance and investment in a stock market with Ornstein-Uhlenbeck process. Zbl 1218.91084
Liang, Zhibin; Yuen, Kam Chuen; Guo, Junyi
58
2011
Optimal investment and proportional reinsurance with constrained control variables. Zbl 1237.91133
Liang, Zhibin; Bai, Lihua; Guo, Junyi
19
2011
Optimal combining quota-share and excess of loss reinsurance to maximize the expected utility. Zbl 1232.93100
Liang, Zhibin; Guo, Junyi
18
2011
Optimal multi-asset investment with no-shorting constraint under mean-variance criterion for an insurer. Zbl 1237.91123
Bi, Junna; Guo, Junyi; Bai, Lihua
5
2011
Optimal dividend strategies in discrete risk model with capital injections. Zbl 1274.91476
Wu, Yidong; Guo, Junyi; Tang, Lian
3
2011
Optimal dynamic excess-of-loss reinsurance and multidimensional portfolio selection. Zbl 1214.93118
Bai, Lihua; Guo, Junyi
30
2010
Optimal dividend payments in the classical risk model when payments are subject to both transaction costs and taxes. Zbl 1224.91043
Bai, Lihua; Guo, Junyi
20
2010
Optimal excess-of-loss reinsurance and dividend payments with both transaction costs and taxes. Zbl 1208.91060
Bai, Lihua; Guo, Junyi; Zhang, Huayue
16
2010
Optimal proportional reinsurance under two criteria: maximizing the expected utility and minimizing the value at risk. Zbl 1211.91150
Liang, Zhibin; Guo, Junyi
4
2010
Ruin probabilities under optimal combining quota-share and excess of loss reinsurance. Zbl 1237.62155
Liang, Zhibin; Guo, Junyi
2
2010
Hedging unit-linked life insurance contracts in a financial market driven by shot-noise processes. Zbl 1226.91021
Bi, Junna; Guo, Junyi
1
2010
Ruin probabilities for a risk model with two classes of claims. Zbl 1201.91093
Lv, Tong Ling; Guo, Jun Yi; Zhang, Xin
1
2010
Optimal proportional reinsurance and investment with multiple risky assets and no-shorting constraint. Zbl 1147.93046
Bai, Lihua; Guo, Junyi
139
2008
Upper bound for ruin probabilities under optimal investment and proportional reinsurance. Zbl 1199.91088
Liang, Zhibin; Guo, Junyi
23
2008
On a risk model with debit interest and dividend payments. Zbl 1169.62089
Yuen, Kam-Chuen; Zhou, Ming; Guo, Junyi
9
2008
On a risk model with dependence between claim sizes and claim intervals. Zbl 1284.91258
Meng, Qingbin; Zhang, Xin; Guo, Junyi
9
2008
Classical risk model with threshold dividend strategy. Zbl 1174.60037
Zhou, Ming; Guo, Junyi
1
2008
Optimal investment for an insurer with multiple risky assets under mean-variance criterion. Zbl 1151.91483
Bi, Junna; Guo, Junyi
1
2008
The compound binomial risk model with time-correlated claims. Zbl 1119.91059
Xiao, Yuntao; Guo, Junyi
35
2007
Optimal combinational quota-share and excess-of-loss reinsurance policies in a dynamic setting. Zbl 1152.91039
Zhang, Xin; Zhou, Ming; Guo, Junyi
31
2007
Optimal proportional reinsurance and ruin probability. Zbl 1253.60092
Liang, Zhibin; Guo, Junyi
24
2007
Utility maximization with partial information: Hamilton-Jacobi-Bellman equation approach. Zbl 1141.93064
Bai, Lihua; Guo, Junyi
4
2007
Ruin probabilities in Cox risk models with two dependent classes of business. Zbl 1120.60069
Guo, Jun Yi; Yuen, Kam C.; Zhou, Ming
3
2007
On the first time of ruin in the bivariate compound Poisson model. Zbl 1095.62120
Yuen, Kam C.; Guo, Junyi; Wu, Xueyuan
42
2006
Some results on the compound Markov binomial model. Zbl 1144.91036
Yuen, Kam-Chuen; Guo, Junyi
11
2006
The Gerber-Shiu discounted penalty function for classical risk model with a two-step premium rate. Zbl 1161.60334
Zhang, H. Y.; Zhou, M.; Guo, J. Y.
8
2006
Discrete risk model revisited. Zbl 1098.91074
Liu, S. X.; Guo, J. Y.
3
2006
A piezoelectric inhomogeneity interacting with a branched crack. Zbl 1198.74077
Xiao, Z. M.; Guo, J. Y.; Weng, G. J.
2
2006
Some results behind dividend problems. Zbl 1151.91061
Zhou, Ming; Wei, Li; Guo, Junyi
1
2006
On ultimate ruin in a delayed-claims risk model. Zbl 1074.60089
Yuen, Kam C.; Guo, Junyi; Ng, Kai W.
43
2005
An almost-linear time and linear space algorithm for the longest common subsequence problem. Zbl 1192.68827
Guo, J. Y.; Hwang, F. K.
4
2005
Wide-sense nonblocking for symmetric or asymmetric 3-stage Clos networks under various routing strategies. Zbl 1077.68003
Chang, F. H.; Guo, J. Y.; Hwang, F. K.; Lin, C. K.
3
2004
On a correlated aggregate claims model with Poisson and Erlang risk processes. Zbl 1074.91566
Yuen, Kam C.; Guo, Junyi; Wu, Xueyuan
42
2002
Ruin probabilities for time-correlated claims in the compound binomial model. Zbl 1074.91032
Yuen, K. C.; Guo, J. Y.
59
2001
The oscillation of the occupation time process of super-Brownian motion on Sierpiński gasket. Zbl 0999.60078
Guo, Junyi
2
2000
Deformation and stress intensities of an interfacial craze with nonlinear fibrils. Zbl 1010.74020
Xiao, Z. M.; Guo, J. Y.
1
2000
Local extinction of super-Brownian motion on Sierpiński gasket. Zbl 0917.60087
Guo, Junyi
1
1998
The behavior of super-Brownian motion near extinction. Zbl 0915.60078
Guo, Junyi; Wu, Rong
1
1998
Some path properties of Brownian motion and super-Brownian motion on the Sierpinski gasket. Zbl 0884.60083
Guo, Junyi
1
1997
Super Brownian motion on the Sierpiński gasket with point catalytic medium. Zbl 1009.60072
Guo, Junyi; Wu, Rong
1
1997
Three-point transition functions for two-parameter Markov chains and their four systems of partial differential equations. Zbl 0758.60071
Guo, Junyi; Yang, Xiangqun
2
1992
all top 5

Cited by 659 Authors

36 Yuen, Kam Chuen
27 Guo, Junyi
27 Liang, Zhibin
18 Zhao, Hui
15 Li, Danping
15 Zeng, Yan
15 Zhou, Ming
14 Rong, Ximin
14 Sun, Zhongyang
14 Zhang, Xin
12 Chen, Mi
12 Huang, Ya
12 Wang, Rongming
12 Zhou, Jieming
11 Li, Zhongfei
11 Yao, Dingjun
10 Jin, Zhuo
10 Peng, Xingchun
8 Chen, Ping
8 Gu, Ailing
8 Meng, Hui
8 Xu, Lin
8 Yang, Hailiang
8 Young, Virginia R.
8 Zhang, Caibin
8 Zhang, Zhimin
7 Bai, Lihua
7 Deng, Yingchun
7 Han, Xia
7 Hu, Yijun
7 Li, Jinzhu
7 Li, Shuanming
7 Shen, Yang
7 Siu, Tak Kuen
7 Yang, Peng
7 Yuan, Yu
7 Zhang, Nan
6 Bi, Junna
6 Cai, Jun
6 Landriault, David
6 Liang, Xiaoqing
6 Qian, Linyi
6 Wang, Wenyuan
6 Xie, Jiehua
6 Xiong, Jie
6 Yang, Xiangqun
6 Yang, Yang
6 Yin, Chuancun
6 Zou, Wei
5 Cheng, Gongpin
5 Deng, Chao
5 Fu, Ke’ang
5 Guan, Guohui
5 Liang, Zongxia
5 Marceau, Étienne
5 Palmowski, Zbigniew
5 Tan, Jiyang
5 Wu, Rong
5 Xiao, Helu
5 Yang, Hu
5 Yao, Haixiang
5 Zhang, Shuaiqi
5 Zhou, Zhongbao
4 Bai, Yanfei
4 Chen, Fenge
4 Chen, Shumin
4 Cheung, Eric C. K.
4 Cossette, Hélène
4 Gao, Jianwei
4 Gao, Qingwu
4 Lin, Xiang
4 Liu, Haiyan
4 Viens, Frederi G.
4 Wang, Shijie
4 Wang, Yajie
4 Woo, Jae-Kyung
4 Zhao, Yongxia
3 A, Chunxiang
3 Albrecher, Hansjörg
3 Azcue, Pablo
3 Badescu, Andrei L.
3 Chadjiconstantinidis, Stathis
3 Chen, Peimin
3 Chen, Zhiping
3 Fan, Kun
3 Gao, Rui
3 Gu, Mengdi
3 He, Yong
3 Hu, Xiang
3 Li, Bin
3 Li, Peng
3 Li, Qicai
3 Li, Sheng
3 Liu, He
3 Liu, Xijun
3 Liu, Zaiming
3 Lu, Dawei
3 Meng, Qingbin
3 Menoukeu Pamen, Olivier
3 Muler, Nora E.
...and 559 more Authors
all top 5

Cited in 106 Serials

92 Insurance Mathematics & Economics
42 Communications in Statistics. Theory and Methods
36 Journal of Industrial and Management Optimization
34 Journal of Computational and Applied Mathematics
29 Scandinavian Actuarial Journal
15 Methodology and Computing in Applied Probability
13 Statistics & Probability Letters
12 Acta Mathematicae Applicatae Sinica. English Series
10 Journal of Applied Probability
9 Optimization
9 Mathematical Problems in Engineering
8 Applied Stochastic Models in Business and Industry
7 Stochastic Analysis and Applications
7 Mathematical Methods of Operations Research
7 Journal of Systems Science and Complexity
6 Journal of Mathematical Analysis and Applications
6 European Journal of Operational Research
6 Discrete Dynamics in Nature and Society
6 Acta Mathematica Sinica. English Series
6 ASTIN Bulletin
6 European Actuarial Journal
5 International Journal of Control
5 Applied Mathematics and Computation
5 Theoretical Computer Science
5 Applied Mathematics. Series B (English Edition)
5 The ANZIAM Journal
5 Stochastic Models
5 Stochastics
5 Mathematical Control and Related Fields
4 Journal of Optimization Theory and Applications
4 SIAM Journal on Control and Optimization
4 North American Actuarial Journal
3 Mathematical Methods in the Applied Sciences
3 Applied Mathematics and Optimization
3 Optimal Control Applications & Methods
3 Annals of Operations Research
3 Journal of Applied Mathematics and Computing
3 Frontiers of Mathematics in China
3 SIAM Journal on Financial Mathematics
2 Acta Mathematicae Applicatae Sinica
2 Probability and Mathematical Statistics
2 Journal of Economic Dynamics & Control
2 Mathematical and Computer Modelling
2 Communications in Statistics. Simulation and Computation
2 Random Operators and Stochastic Equations
2 Finance and Stochastics
2 European Series in Applied and Industrial Mathematics (ESAIM): Control, Optimization and Calculus of Variations
2 Journal of Inequalities and Applications
2 Probability in the Engineering and Informational Sciences
2 RAIRO. Operations Research
2 Nonlinear Analysis. Modelling and Control
2 Quantitative Finance
2 Acta Mathematica Scientia. Series A. (Chinese Edition)
2 Advances in Difference Equations
2 Journal of the Korean Statistical Society
2 Science China. Mathematics
2 Journal of the Operations Research Society of China
2 Modern Stochastics. Theory and Applications
2 Probability, Uncertainty and Quantitative Risk
1 The American Statistician
1 Computers & Mathematics with Applications
1 Information Processing Letters
1 Journal of Engineering Mathematics
1 Lithuanian Mathematical Journal
1 Ukrainian Mathematical Journal
1 Journal of Geometry and Physics
1 Theory of Probability and its Applications
1 Annals of the Institute of Statistical Mathematics
1 Information Sciences
1 Journal of Multivariate Analysis
1 Systems & Control Letters
1 Bulletin of the Korean Mathematical Society
1 Operations Research Letters
1 Probability Theory and Related Fields
1 Queueing Systems
1 Science in China. Series A
1 The Annals of Applied Probability
1 Applied Mathematical Modelling
1 Stochastic Processes and their Applications
1 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques
1 Indagationes Mathematicae. New Series
1 Statistical Papers
1 Computational and Applied Mathematics
1 Filomat
1 Opuscula Mathematica
1 Complexity
1 Wuhan University Journal of Natural Sciences (WUJNS)
1 International Journal of Theoretical and Applied Finance
1 Statistical Inference for Stochastic Processes
1 Decisions in Economics and Finance
1 Journal of Applied Mathematics
1 Acta Mathematica Scientia. Series B. (English Edition)
1 Bulletin of the Malaysian Mathematical Sciences Society. Second Series
1 SIAM Journal on Applied Dynamical Systems
1 Hacettepe Journal of Mathematics and Statistics
1 Optimization Letters
1 Acta Mathematica Sinica. Chinese Series
1 ISRN Mathematical Analysis
1 Annals of Finance
1 Numerical Algebra, Control and Optimization
...and 6 more Serials

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