×

zbMATH — the first resource for mathematics

Hürlimann, Werner

Compute Distance To:
Author ID: hurlimann.werner Recent zbMATH articles by "Hürlimann, Werner"
Published as: Hürlimann, Werner; Hürlimann, W.; Hurlimann, Werner
Homepage: https://sites.google.com/site/whurlimann/home
External Links: MGP · ORCID · ResearchGate
Documents Indexed: 120 Publications since 1981
all top 5

Serials

17 Insurance Mathematics & Economics
11 ASTIN Bulletin
10 Blätter (Deutsche Gesellschaft für Versicherungsmathematik)
5 Statistics & Probability Letters
5 Mitteilungen. Schweizerische Vereinigung der Versicherungsmathematiker (SVVM)
4 Mitteilungen. Schweizerische Aktuarvereinigung (SAV)
4 Advances and Applications in Statistics
3 International Journal of Mathematics and Mathematical Sciences
3 North American Actuarial Journal
3 Journal of Numerical Mathematics and Stochastics
2 Archiv der Mathematik
2 Journal of Computational and Applied Mathematics
2 Journal of Number Theory
2 Communications in Statistics. Theory and Methods
2 Linear Algebra and its Applications
2 Statistical Papers
2 Boletín de la Asociación Matemática Venezolana
2 International Journal of Pure and Applied Mathematics
2 International Mathematical Forum
2 International Journal of Contemporary Mathematical Sciences
2 Journal of Probability and Statistics
2 Theoretical Mathematics and Applications
1 Applied Mathematics and Computation
1 Commentarii Mathematici Helvetici
1 Proceedings of the American Mathematical Society
1 Scandinavian Actuarial Journal
1 Elemente der Mathematik
1 Statistische Hefte
1 Computational Statistics and Data Analysis
1 Notes on Number Theory and Discrete Mathematics
1 The Ramanujan Journal
1 Journal of Inequalities and Applications
1 Far East Journal of Theoretical Statistics
1 Journal of Integer Sequences
1 Far East Journal of Mathematical Sciences
1 Methodology and Computing in Applied Probability
1 Decisions in Economics and Finance
1 Journal of Applied Mathematics
1 JP Journal of Algebra, Number Theory and Applications
1 Journal of Mathematics and Statistics
1 Belgian Actuarial Bulletin
1 Advances and Applications in Mathematical Sciences
1 European Actuarial Journal
1 Pioneer Journal of Algebra, Number Theory and its Applications
1 Pioneer Journal of Mathematics and Mathematical Sciences
1 ISRN Probability and Statistics
1 The Scientific World Journal. Probability and Statistics
1 Journal of Statistical Distributions and Applications
1 Journal of Optimization

Publications by Year

Citations contained in zbMATH Open

82 Publications have been cited 343 times in 232 Documents Cited by Year
On stop-loss order and the distortion pricing principle. Zbl 1168.91414
Hürlimann, Werner
19
1998
Conditional value-at-risk bounds for compound Poisson risks and a normal approximation. Zbl 1012.62110
Hürlimann, Werner
17
2003
Distortion risk measures and economic capital. Zbl 1085.91526
Hürlimann, Werner
15
2004
Fitting bivariate cumulative returns with copulas. Zbl 1429.62471
Hürlimann, Werner
15
2004
Analytical bounds for two value-at-risk functionals. Zbl 1094.91032
Hürlimann, Werner
14
2002
On algebraic tori of norm type. Zbl 0571.12003
Hürlimann, W.
12
1984
Analytical evaluation of economic risk capital for portfolios of gamma risks. Zbl 1060.91081
Hürlimann, Werner
11
2001
Hutchinson – Lai’s conjecture for bivariate extreme value copulas. Zbl 1101.62340
Hürlimann, Werner
10
2003
Optimal reinsurance revisited point of view of cedent and reinsurer. Zbl 1239.91079
Hürlimann, Werner
10
2011
A note on experience rating, reinsurance and premium principles. Zbl 0801.62091
Hürlimann, Werner
9
1994
On maximum likelihood estimation for count data models. Zbl 0724.62103
Hürlimann, Werner
9
1990
Splitting risk and premium calculation. Zbl 0815.62073
Hürlimann, Werner
7
1994
Best bounds for expected financial payoffs. II: Applications. Zbl 0887.65150
Hürlimann, Werner
7
1997
Financial data analysis with two symmetric distributions. Zbl 1088.62514
Hürlimann, Werner
7
2001
Extremal moment methods and stochastic orders. Application in actuarial science. Zbl 1182.62115
Hürlimann, Werner
7
2008
On life table applications of ordering among risks. Zbl 0714.62096
Hürlimann, Werner
7
1990
Bivariate distributions with diatomic conditionals and stop-loss transforms of random sums. Zbl 0779.60012
Hürlimann, Werner
6
1993
Higher degree stop-loss transforms and stochastic orders. II: Applications. Zbl 1320.91076
Hürlimann, Werner
6
2000
Extremal moment methods and stochastic orders. Zbl 1200.62053
Hürlimann, Werner
6
2008
On parameter orthogonality to the mean. Zbl 0741.62026
Hürlimann, W.
6
1992
Extremal functions and financial gain. (Fonctions extrémales et gain financier.) Zbl 0906.90011
Hürlimann, Werner
5
1997
Best bounds for expected financial payoffs. I: Algorithmic evaluation. Zbl 0887.65149
Hürlimann, Werner
5
1997
On the characterization of maximum likelihood estimators for location-scale families. Zbl 0894.62024
Hürlimann, Werner
5
1998
Multivariate Fréchet copulas and conditional value-at-risk. Zbl 1075.62043
Hürlimann, Werner
5
2004
Negative claim amounts, Bessel functions, linear programming and Miller’s algorithm. Zbl 0741.62094
Hürlimann, Werner
5
1991
Cooper and Lam’s conjecture for generalized Bell ternary quadratic forms. Zbl 1330.11022
Hürlimann, Werner
5
2016
Analytical pricing of the unit-linked endowment with guarantees and periodic premiums. Zbl 1235.91094
Hürlimann, Werner
4
2010
On mean scaled insurance risk models. Zbl 0897.62015
Hürlimann, Werner
4
1998
On distribution-free safe layer-additive pricing. Zbl 0911.90026
Hürlimann, W.
4
1998
Solvability and reassurance. (Solvabilité et réassurance.) Zbl 0797.62095
Hürlimann, Werner
4
1993
Improved analytical bounds for gambler’s ruin probabilities. Zbl 1078.60016
Hürlimann, Werner
4
2005
On immunization, stop-loss order and the maximum Shiu measure. Zbl 1074.91016
Hürlimann, Werner
4
2002
On the rate of convergence to asymptotic independence between order statistics. Zbl 1085.62053
Hürlimann, Werner
4
2004
Excess of loss reinsurance with reinstatements revisited. Zbl 1123.62076
Hürlimann, Werner
4
2005
A uniform approximation to the sampling distribution of the coefficient of variation. Zbl 0837.62021
Hürlimann, Werner
4
1995
An elementary unified approach to some loss variance bounds. Zbl 1090.62566
Hürlimann, Werner
3
1997
Bounds for actuarial present values under the fractional independence assumption. With discussion by Michel Denuit, Ole Hesselager and Alfred Müller and a reply by the author. Zbl 1082.62537
Hürlimann, Werner
3
1999
Absicherung des Anlagerisikos, Diskontierung der Passiven und Portfoliotheorie. (Covering of investment risks, discounting of liabilities and portfolio theory). Zbl 0825.90064
Hürlimann, Werner
3
1991
Error bounds for stop-loss premiums calculated with the fast Fourier transform. Zbl 0649.62100
Hürlimann, W.
3
1986
An elementary proof of the Adelson-Panjer recursion formula. Zbl 0657.62122
Hürlimann, Werner
3
1988
Transforming, ordering and rating risks. Zbl 0852.62095
Hürlimann, Werner
2
1995
On best stop-loss bounds for bivariate sums by known marginal means, variances and correlation. Zbl 1130.62365
Hürlimann, Werner
2
1998
General location transform of the order statistics from the exponential, Pareto and Weibull, with application to maximum likelihood estimation. Zbl 1019.62043
Hürlimann, Werner
2
2000
An improved elementary upper bound for the variance of a stop-loss risk. Zbl 0776.62082
Hürlimann, W.
2
1993
Distribution-free comparison of pricing principles. Zbl 1074.91554
Hürlimann, Werner
2
2001
On the accumulated aggregate surplus of a life portfolio. Zbl 1055.91026
Hürlimann, Werner
2
2002
Higher degree stop-loss transforms and stochastic orders. I: Theory. Zbl 1320.91075
Hürlimann, Werner
2
2000
Robust confidence bounds for the mean of some count data models. Zbl 1359.62452
Hürlimann, Werner
2
2002
Predictive stop-loss premiums and Student’s \(t\)-distribution. Zbl 0837.62086
Hürlimann, Werner
2
1995
Credible loss ratio claims reserves the Benktander, Neuhaus and Mack methods revisited. Zbl 1205.91082
Hürlimann, Werner
2
2009
A moment method for the multivariate asymmetric Laplace distribution. Zbl 1463.62025
Hürlimann, Werner
2
2013
Generalized Helmert-Ledermann orthogonal matrices and ROM simulation. Zbl 1283.15088
Hürlimann, Werner
2
2013
A comprehensive extension of the FGM copula. Zbl 1381.62073
Hürlimann, Werner
2
2017
Orderings of risks through loss ratio. Zbl 0752.62072
Hürlimann, Werner
2
1992
On the exponent of norm residue groups. Zbl 0557.12007
Hürlimann, W.; Saltman, D.
2
1985
\(H^ 3\) and rational points on biquadratic bicyclic norm forms. Zbl 0583.12017
Hürlimann, W.
2
1986
A numerical approach to utility functions in risk theory. Zbl 0602.62094
Hürlimann, W.
2
1987
On algebraic equivalence of tariffing systems. Zbl 0629.62102
Hürlimann, Werner
2
1988
Brauer group and Diophantine geometry: A cohomological approach. Zbl 0487.14006
Hürlimann, Werner
2
1982
Approximate bounds for the IBNR claims reserves based on the bivariate chain-ladder model. Zbl 1398.91333
Hürlimann, W.
2
2005
Non-optimality of a linear combination of proportional and non-proportional reinsurance. Zbl 0945.62113
Hürlimann, W.
1
1999
On quasi-mean value principles. Zbl 0881.62110
Hürlimann, Werner
1
1997
Measuring operational risk using a mean scaled individual risk model. Zbl 1089.91036
Hürlimann, Werner
1
2004
General affine transform families: why is the Pareto an exponential transform? Zbl 1054.62011
Hürlimann, Werner
1
2003
Integer powers and Benford’s law. Zbl 1068.11047
Hürlimann, Werner
1
2004
A generalized Benford law and its application. Zbl 1045.62010
Hürlimann, Werner
1
2003
Properties and measures on dependence for the Archimax copula. Zbl 1098.62067
Hürlimann, Werner
1
2005
Positive dependence properties of the multivariate reduction class. Zbl 1134.60314
Hürlimann, Werner
1
2007
Economic risk capital allocation from top down. (Vertikale Zuteilung des ökonomischen Risikokapitals.) Zbl 1354.91173
Hürlimann, Werner
1
2002
Quasi-likelihood estimation of benchmark rates for excess of loss reinsurance programs. Zbl 1179.91112
Verlaak, Robert; Hürlimann, Werner; Beirlant, Jan
1
2009
From the general affine transform family to a Pareto type IV model. Zbl 1201.62031
Hürlimann, Werner
1
2009
Correction note: “On maximum likelihood estimation for count data models”. Zbl 1320.91074
Hürlimann, W.
1
1991
A closed-form universal trivariate pair-copula. Zbl 1357.62074
Hürlimann, Werner
1
2014
An improved Laguerre-Samuelson inequality of Chebyshev-Markov type. Zbl 1327.60049
Hürlimann, Werner
1
2014
Generalized loss variance bounds. Zbl 1259.91056
Hürlimann, Werner
1
2012
Quasi-exact numerical evaluation of synthetic collateralized debt obligations prices. Zbl 1360.91152
Hürlimann, Werner
1
2010
Backward difference recursions and infinite series representations in computational risk theory. Zbl 1360.65043
Hürlimann, W.
1
2016
Sur le groupe de Brauer d’un anneau de polynômes en caractéristique p et la théorie des invariants. Zbl 0462.13004
Hürlimann, W.
1
1981
A cyclotomic Hilbert 90 theorem. Zbl 0522.12021
Hürlimann, W.
1
1984
Exact and asymptotic evaluation of the number of distinct primitive cuboids. Zbl 1310.11039
Hürlimann, Werner
1
2015
A characterization of the compound multiparameter Hermite gamma distribution via Gauss’s principle. Zbl 1328.60035
Hürlimann, Werner
1
2013
Optimization of a chain of excess-of-loss reinsurance layers with aggregate stop-loss limits. Zbl 1333.91028
Hürlimann, Werner
1
2006
A comprehensive extension of the FGM copula. Zbl 1381.62073
Hürlimann, Werner
2
2017
Cooper and Lam’s conjecture for generalized Bell ternary quadratic forms. Zbl 1330.11022
Hürlimann, Werner
5
2016
Backward difference recursions and infinite series representations in computational risk theory. Zbl 1360.65043
Hürlimann, W.
1
2016
Exact and asymptotic evaluation of the number of distinct primitive cuboids. Zbl 1310.11039
Hürlimann, Werner
1
2015
A closed-form universal trivariate pair-copula. Zbl 1357.62074
Hürlimann, Werner
1
2014
An improved Laguerre-Samuelson inequality of Chebyshev-Markov type. Zbl 1327.60049
Hürlimann, Werner
1
2014
A moment method for the multivariate asymmetric Laplace distribution. Zbl 1463.62025
Hürlimann, Werner
2
2013
Generalized Helmert-Ledermann orthogonal matrices and ROM simulation. Zbl 1283.15088
Hürlimann, Werner
2
2013
A characterization of the compound multiparameter Hermite gamma distribution via Gauss’s principle. Zbl 1328.60035
Hürlimann, Werner
1
2013
Generalized loss variance bounds. Zbl 1259.91056
Hürlimann, Werner
1
2012
Optimal reinsurance revisited point of view of cedent and reinsurer. Zbl 1239.91079
Hürlimann, Werner
10
2011
Analytical pricing of the unit-linked endowment with guarantees and periodic premiums. Zbl 1235.91094
Hürlimann, Werner
4
2010
Quasi-exact numerical evaluation of synthetic collateralized debt obligations prices. Zbl 1360.91152
Hürlimann, Werner
1
2010
Credible loss ratio claims reserves the Benktander, Neuhaus and Mack methods revisited. Zbl 1205.91082
Hürlimann, Werner
2
2009
Quasi-likelihood estimation of benchmark rates for excess of loss reinsurance programs. Zbl 1179.91112
Verlaak, Robert; Hürlimann, Werner; Beirlant, Jan
1
2009
From the general affine transform family to a Pareto type IV model. Zbl 1201.62031
Hürlimann, Werner
1
2009
Extremal moment methods and stochastic orders. Application in actuarial science. Zbl 1182.62115
Hürlimann, Werner
7
2008
Extremal moment methods and stochastic orders. Zbl 1200.62053
Hürlimann, Werner
6
2008
Positive dependence properties of the multivariate reduction class. Zbl 1134.60314
Hürlimann, Werner
1
2007
Optimization of a chain of excess-of-loss reinsurance layers with aggregate stop-loss limits. Zbl 1333.91028
Hürlimann, Werner
1
2006
Improved analytical bounds for gambler’s ruin probabilities. Zbl 1078.60016
Hürlimann, Werner
4
2005
Excess of loss reinsurance with reinstatements revisited. Zbl 1123.62076
Hürlimann, Werner
4
2005
Approximate bounds for the IBNR claims reserves based on the bivariate chain-ladder model. Zbl 1398.91333
Hürlimann, W.
2
2005
Properties and measures on dependence for the Archimax copula. Zbl 1098.62067
Hürlimann, Werner
1
2005
Distortion risk measures and economic capital. Zbl 1085.91526
Hürlimann, Werner
15
2004
Fitting bivariate cumulative returns with copulas. Zbl 1429.62471
Hürlimann, Werner
15
2004
Multivariate Fréchet copulas and conditional value-at-risk. Zbl 1075.62043
Hürlimann, Werner
5
2004
On the rate of convergence to asymptotic independence between order statistics. Zbl 1085.62053
Hürlimann, Werner
4
2004
Measuring operational risk using a mean scaled individual risk model. Zbl 1089.91036
Hürlimann, Werner
1
2004
Integer powers and Benford’s law. Zbl 1068.11047
Hürlimann, Werner
1
2004
Conditional value-at-risk bounds for compound Poisson risks and a normal approximation. Zbl 1012.62110
Hürlimann, Werner
17
2003
Hutchinson – Lai’s conjecture for bivariate extreme value copulas. Zbl 1101.62340
Hürlimann, Werner
10
2003
General affine transform families: why is the Pareto an exponential transform? Zbl 1054.62011
Hürlimann, Werner
1
2003
A generalized Benford law and its application. Zbl 1045.62010
Hürlimann, Werner
1
2003
Analytical bounds for two value-at-risk functionals. Zbl 1094.91032
Hürlimann, Werner
14
2002
On immunization, stop-loss order and the maximum Shiu measure. Zbl 1074.91016
Hürlimann, Werner
4
2002
On the accumulated aggregate surplus of a life portfolio. Zbl 1055.91026
Hürlimann, Werner
2
2002
Robust confidence bounds for the mean of some count data models. Zbl 1359.62452
Hürlimann, Werner
2
2002
Economic risk capital allocation from top down. (Vertikale Zuteilung des ökonomischen Risikokapitals.) Zbl 1354.91173
Hürlimann, Werner
1
2002
Analytical evaluation of economic risk capital for portfolios of gamma risks. Zbl 1060.91081
Hürlimann, Werner
11
2001
Financial data analysis with two symmetric distributions. Zbl 1088.62514
Hürlimann, Werner
7
2001
Distribution-free comparison of pricing principles. Zbl 1074.91554
Hürlimann, Werner
2
2001
Higher degree stop-loss transforms and stochastic orders. II: Applications. Zbl 1320.91076
Hürlimann, Werner
6
2000
General location transform of the order statistics from the exponential, Pareto and Weibull, with application to maximum likelihood estimation. Zbl 1019.62043
Hürlimann, Werner
2
2000
Higher degree stop-loss transforms and stochastic orders. I: Theory. Zbl 1320.91075
Hürlimann, Werner
2
2000
Bounds for actuarial present values under the fractional independence assumption. With discussion by Michel Denuit, Ole Hesselager and Alfred Müller and a reply by the author. Zbl 1082.62537
Hürlimann, Werner
3
1999
Non-optimality of a linear combination of proportional and non-proportional reinsurance. Zbl 0945.62113
Hürlimann, W.
1
1999
On stop-loss order and the distortion pricing principle. Zbl 1168.91414
Hürlimann, Werner
19
1998
On the characterization of maximum likelihood estimators for location-scale families. Zbl 0894.62024
Hürlimann, Werner
5
1998
On mean scaled insurance risk models. Zbl 0897.62015
Hürlimann, Werner
4
1998
On distribution-free safe layer-additive pricing. Zbl 0911.90026
Hürlimann, W.
4
1998
On best stop-loss bounds for bivariate sums by known marginal means, variances and correlation. Zbl 1130.62365
Hürlimann, Werner
2
1998
Best bounds for expected financial payoffs. II: Applications. Zbl 0887.65150
Hürlimann, Werner
7
1997
Extremal functions and financial gain. (Fonctions extrémales et gain financier.) Zbl 0906.90011
Hürlimann, Werner
5
1997
Best bounds for expected financial payoffs. I: Algorithmic evaluation. Zbl 0887.65149
Hürlimann, Werner
5
1997
An elementary unified approach to some loss variance bounds. Zbl 1090.62566
Hürlimann, Werner
3
1997
On quasi-mean value principles. Zbl 0881.62110
Hürlimann, Werner
1
1997
A uniform approximation to the sampling distribution of the coefficient of variation. Zbl 0837.62021
Hürlimann, Werner
4
1995
Transforming, ordering and rating risks. Zbl 0852.62095
Hürlimann, Werner
2
1995
Predictive stop-loss premiums and Student’s \(t\)-distribution. Zbl 0837.62086
Hürlimann, Werner
2
1995
A note on experience rating, reinsurance and premium principles. Zbl 0801.62091
Hürlimann, Werner
9
1994
Splitting risk and premium calculation. Zbl 0815.62073
Hürlimann, Werner
7
1994
Bivariate distributions with diatomic conditionals and stop-loss transforms of random sums. Zbl 0779.60012
Hürlimann, Werner
6
1993
Solvability and reassurance. (Solvabilité et réassurance.) Zbl 0797.62095
Hürlimann, Werner
4
1993
An improved elementary upper bound for the variance of a stop-loss risk. Zbl 0776.62082
Hürlimann, W.
2
1993
On parameter orthogonality to the mean. Zbl 0741.62026
Hürlimann, W.
6
1992
Orderings of risks through loss ratio. Zbl 0752.62072
Hürlimann, Werner
2
1992
Negative claim amounts, Bessel functions, linear programming and Miller’s algorithm. Zbl 0741.62094
Hürlimann, Werner
5
1991
Absicherung des Anlagerisikos, Diskontierung der Passiven und Portfoliotheorie. (Covering of investment risks, discounting of liabilities and portfolio theory). Zbl 0825.90064
Hürlimann, Werner
3
1991
Correction note: “On maximum likelihood estimation for count data models”. Zbl 1320.91074
Hürlimann, W.
1
1991
On maximum likelihood estimation for count data models. Zbl 0724.62103
Hürlimann, Werner
9
1990
On life table applications of ordering among risks. Zbl 0714.62096
Hürlimann, Werner
7
1990
An elementary proof of the Adelson-Panjer recursion formula. Zbl 0657.62122
Hürlimann, Werner
3
1988
On algebraic equivalence of tariffing systems. Zbl 0629.62102
Hürlimann, Werner
2
1988
A numerical approach to utility functions in risk theory. Zbl 0602.62094
Hürlimann, W.
2
1987
Error bounds for stop-loss premiums calculated with the fast Fourier transform. Zbl 0649.62100
Hürlimann, W.
3
1986
\(H^ 3\) and rational points on biquadratic bicyclic norm forms. Zbl 0583.12017
Hürlimann, W.
2
1986
On the exponent of norm residue groups. Zbl 0557.12007
Hürlimann, W.; Saltman, D.
2
1985
On algebraic tori of norm type. Zbl 0571.12003
Hürlimann, W.
12
1984
A cyclotomic Hilbert 90 theorem. Zbl 0522.12021
Hürlimann, W.
1
1984
Brauer group and Diophantine geometry: A cohomological approach. Zbl 0487.14006
Hürlimann, Werner
2
1982
Sur le groupe de Brauer d’un anneau de polynômes en caractéristique p et la théorie des invariants. Zbl 0462.13004
Hürlimann, W.
1
1981
all top 5

Cited by 335 Authors

45 Hürlimann, Werner
5 Denuit, Michel M.
5 Furman, Edward
5 Vanduffel, Steven
4 Cai, Jun
4 Cheung, Ka Chun
4 Landsman, Zinoviy M.
4 Navarro, Jorge
4 Wang, Ruodu
3 Albrecher, Hansjörg
3 Barakat, Haroon Mohamed
3 Genest, Christian
3 Hoshi, Akinari
3 Kim, Kyoungmin
3 Marceau, Étienne
3 Shaked, Moshe
3 Yam, Sheung Chi Phillip
3 Yamasaki, Aiichi
3 Yang, Jingping
3 Yi, Zhang
3 Zhang, Yiying
2 Asimit, Alexandru V.
2 Badescu, Alexandru M.
2 Balakrishnan, Narayanaswamy
2 Bayer-Fluckiger, Eva
2 Bernard, Carole
2 Courtois, Cindy
2 De Waegenaere, Anja
2 del Aguila, Yolanda
2 Frostig, Esther
2 Gajek, Lesław
2 Goh, Mark
2 Haas, Sandra
2 Heilpern, Stanisław
2 Hong, Hanping
2 Hu, Xiang
2 Jiang, Wenjun
2 Klebaner, Fima C.
2 Lemieux, Christiane
2 Ley, Christophe
2 Liu, Fangda
2 Liu, Haiyan
2 Meng, Fanwen
2 Müller, Alfred
2 Oh, Byeong-Kweon
2 Opolka, Hans
2 Parimala, Raman
2 Ren, Jiandong
2 Rüschendorf, Ludger
2 Spizzichino, Fabio L.
2 Sun, Jie
2 Tian, Weizhong
2 Trutschnig, Wolfgang
2 Valdez, Emiliano A.
2 Wang, Shaun S.
2 Wang, Tonghui
2 Weng, Chengguo
2 Young, Virginia R.
2 Zhang, Lianzeng
2 Zuluaga, Luis Fernando
1 Agarwal, Ravi P.
1 Ahn, Jae Youn
1 Alegre, Antonio
1 Alfó, Macro
1 Alfonsi, Aurélien
1 Amini-Dehak, Mohammad
1 Amini-Seresht, Ebrahim
1 Apprey, Victor
1 Armerin, Fredrik
1 Barmalzan, Ghobad
1 Barnabani, Marco
1 Barnett, Neil Stuart
1 Baroni, Pietro
1 Barrieu, Pauline M.
1 Barz, Christiane
1 Bäuerle, Nicole
1 Beex, Lars A. A.
1 Beirlant, Jan
1 Bernhart, German
1 Birkel, Thomas
1 Björk, Tomas
1 Blanco, Víctor
1 Böhning, Dankmar
1 Boik, Robert J.
1 Bonney, George Ebow
1 Brignone, Riccardo
1 Brigo, Damiano
1 Browning, Timothy Daniel
1 Burkschat, Marco
1 Cancho, Vicente Garibay
1 Carraro, Laurent
1 Cerone, Pietro
1 Cerqueti, Roy
1 Chan, Stephen Chi-fai
1 Chang, Yuan-Tsung
1 Cheng, Gang
1 Cheng, Yu
1 Chong, Wing Fung
1 Cipra, Tomáš
1 Cojuharenco, Irina
...and 235 more Authors
all top 5

Cited in 91 Serials

54 Insurance Mathematics & Economics
15 ASTIN Bulletin
11 Blätter (Deutsche Gesellschaft für Versicherungsmathematik)
8 Statistics & Probability Letters
6 Journal of Computational and Applied Mathematics
6 North American Actuarial Journal
6 European Actuarial Journal
5 Communications in Statistics. Theory and Methods
5 European Journal of Operational Research
4 Journal of Statistical Planning and Inference
4 Methodology and Computing in Applied Probability
3 Journal of Number Theory
3 Computational Statistics and Data Analysis
3 Scandinavian Actuarial Journal
3 International Journal of Number Theory
3 Journal of Probability and Statistics
3 Dependence Modeling
2 Israel Journal of Mathematics
2 Applied Mathematics and Computation
2 Journal of Algebra
2 Journal of Optimization Theory and Applications
2 Proceedings of the American Mathematical Society
2 Scandinavian Actuarial Journal
2 Annals of Operations Research
2 Communications in Statistics. Simulation and Computation
2 Mathematical Problems in Engineering
2 Extremes
2 Statistical Methodology
2 SIAM Journal on Financial Mathematics
2 Journal of Statistical Distributions and Applications
1 Advances in Applied Probability
1 Computers & Mathematics with Applications
1 Indian Journal of Pure & Applied Mathematics
1 Metrika
1 Mathematics of Computation
1 Theory of Probability and its Applications
1 Advances in Mathematics
1 The Annals of Probability
1 Archiv der Mathematik
1 Duke Mathematical Journal
1 International Journal of Mathematics and Mathematical Sciences
1 Journal of Applied Probability
1 Journal of Mathematical Economics
1 Journal of Mathematical Psychology
1 Journal of Multivariate Analysis
1 Journal of Pure and Applied Algebra
1 Mathematika
1 Memoirs of the American Mathematical Society
1 Metron
1 Nagoya Mathematical Journal
1 Naval Research Logistics
1 Proceedings of the Japan Academy. Series A
1 Theoretical Computer Science
1 Transactions of the American Mathematical Society
1 Systems & Control Letters
1 Statistics
1 Journal of Statistical Computation and Simulation
1 Linear Algebra and its Applications
1 Statistische Hefte
1 Computational Optimization and Applications
1 Journal de Théorie des Nombres de Bordeaux
1 Statistical Papers
1 Journal of Mathematical Sciences (New York)
1 Top
1 Integral Transforms and Special Functions
1 Applied Mathematical Finance
1 Bernoulli
1 Documenta Mathematica
1 Journal of Inequalities and Applications
1 Journal of Applied Statistics
1 European Journal of Mechanics. A. Solids
1 Probability in the Engineering and Informational Sciences
1 Optimization and Engineering
1 Applied Stochastic Models in Business and Industry
1 Brazilian Journal of Probability and Statistics
1 International Journal of Uncertainty, Fuzziness and Knowledge-Based Systems
1 Quantitative Finance
1 Stochastic Models
1 Comptes Rendus. Mathématique. Académie des Sciences, Paris
1 Journal of Applied Mathematics and Computing
1 Structural and Multidisciplinary Optimization
1 Asia-Pacific Financial Markets
1 Journal of the Korean Statistical Society
1 AStA. Advances in Statistical Analysis
1 Probability Surveys
1 Statistics & Risk Modeling
1 ISRN Probability and Statistics
1 The Scientific World Journal. Probability and Statistics
1 Journal of Optimization
1 European Journal of Mathematics
1 Cogent Mathematics

Citations by Year