Edit Profile Rolski, Tomasz Compute Distance To: Compute Author ID: rolski.tomasz Published as: Rolski, T.; Rolski, Tomasz Documents Indexed: 86 Publications since 1970, including 5 Books all top 5 Co-Authors 24 single-authored 11 Daley, Daryl John 8 Palmowski, Zbigniew 7 Dębicki, Krzysztof 5 Schmidt, Volker 5 Stoyan, Dietrich Kurt 3 Asmussen, Søren 3 Błaszczyszyn, Bartłomiej 2 Foley, Robert D. 2 Levikson, Benny 2 Mandjes, Michel Robertus Hendrikus 2 Michna, Zbigniew 2 Miyazawa, Masakiyo 2 Puchała, Zbigniew 2 Schmidli, Hanspeter 2 Szekli, Ryszard 2 Teugels, Jozef L. 2 Tomanek, Agata 2 Weiss, Gideon 2 Woyczynski, Wojbor A. 1 Aldous, David John 1 Bartoszewicz, Jarosław 1 Bäuerle, Nicole 1 Bergmann, Reinhard 1 Czarna, Irmina 1 Dieker, A. B. 1 Fiorini, Pierre M. 1 Foss, Sergey G. 1 Gautam, Narendra Deo 1 Glynn, Peter W. 1 Hashorva, Enkelejd 1 Jankiewicz, Maria 1 Ji, Lanpeng 1 König, Dieter 1 Kopociński, Bolesław 1 Korshunov, Dmitry 1 Kosiński, Kamil Marcin 1 Kulkarni, Vidyadhar G. 1 Lipsky, Lester R. 1 Matsui, Muneya 1 Mikosch, Thomas 1 Miyoshi, Naoto 1 Pérez Garmendia, Jose Luis 1 Polak, Mariusz 1 Ryll-Nardzewski, Czesław 1 Schlegel, Sabine 1 Serfozo, Richard F. 1 Sheahan, Robert 1 Stidham, Shaler jun. 1 Vesilo, R. A. 1 Vesilo, Rein 1 Yamazaki, Kazutoshi all top 5 Serials 7 Advances in Applied Probability 7 Queueing Systems 6 Mathematics of Operations Research 6 Probability and Mathematical Statistics 6 Stochastic Processes and their Applications 5 Journal of Applied Probability 4 Zastosowania Matematyki 3 Mathematische Operationsforschung und Statistik. Series Optimization 3 The Annals of Applied Probability 3 Probability in the Engineering and Informational Sciences 3 Stochastic Models 3 Bulletin de l’Académie Polonaise des Sciences, Série des Sciences Mathématiques, Astronomiques et Physiques 2 Probability Theory and Related Fields 2 Wiadomości Matematyczne 1 Zeitschrift für Angewandte Mathematik und Mechanik (ZAMM) 1 Demonstratio Mathematica 1 Dissertationes Mathematicae 1 Operations Research 1 Insurance Mathematics & Economics 1 Statistics & Probability Letters 1 Operations Research Letters 1 Bulletin of the Polish Academy of Sciences, Mathematics 1 Applicationes Mathematicae 1 Top 1 Electronic Journal of Probability 1 Bernoulli 1 Journal of Applied Mathematics and Decision Sciences 1 Australian & New Zealand Journal of Statistics 1 Lecture Notes in Statistics all top 5 Fields 81 Probability theory and stochastic processes (60-XX) 27 Operations research, mathematical programming (90-XX) 8 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 6 Computer science (68-XX) 5 Statistics (62-XX) 3 History and biography (01-XX) 1 General and overarching topics; collections (00-XX) 1 Mathematical logic and foundations (03-XX) 1 Combinatorics (05-XX) 1 Convex and discrete geometry (52-XX) 1 Numerical analysis (65-XX) 1 Systems theory; control (93-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 66 Publications have been cited 957 times in 804 Documents Cited by ▼ Year ▼ Stochastic processes for insurance and finance. Zbl 0940.60005Rolski, Tomasz; Schmidli, Hanspeter; Schmidt, Volker; Teugels, Jozef 406 1999 Stochastic processes for insurance and finance. Reprint of the 1999 hardback ed. Zbl 1152.60006Rolski, Tomasz; Schmidli, Hanspeter; Schmidt, Volker; Teugels, Jozef 59 2008 A technique for exponential change of measure for Markov processes. Zbl 1011.60054Palmowski, Zbigniew; Rolski, Tomasz 39 2002 Computational methods in risk theory: a matrix-algorithmic approach. Zbl 0748.62058Asmussen, Søren; Rolski, Tomasz 34 1992 Stationary random processes associated with point processes. Zbl 0467.60002Rolski, Tomasz 24 1981 Simulation of the asymptotic constant in some fluid models. Zbl 1039.60040Dȩbicki, Krzysztof; Michna, Zbigniew; Rolski, Tomasz 20 2003 Risk theory in a periodic environment: The Cramér-Lundberg approximation and Lundberg’s inequality. Zbl 0801.60091Asmussen, Søren; Rolski, Tomasz 19 1994 Order relations in the set of probability distribution functions and their applications in queueing theory. Zbl 0357.60025Rolski, Tomasz 19 1976 Queues with nonstationary inputs. Zbl 0687.60082Rolski, Tomasz 18 1989 Asymptotic behavior of total times for jobs that must start over if a failure occurs. Zbl 1213.90096Asmussen, Søren; Fiorini, Pierre; Lipsky, Lester; Rolski, Tomasz; Sheahan, Robert 16 2008 A monotonicity result for the workload in Markov-modulated queues. Zbl 0931.60079Bäuerle, Nicole; Rolski, Tomasz 16 1998 Queues with non-stationary input stream: Ross’s conjecture. Zbl 0462.60090Rolski, Tomasz 15 1981 Extremes of multidimensional Gaussian processes. Zbl 1214.60010Dȩbicki, K.; Kosiński, K. M.; Mandjes, M.; Rolski, T. 14 2010 Stochastic ordering and thinning of point processes. Zbl 0734.60050Rolski, T.; Szekli, R. 14 1991 Quasi-product forms for Lévy-driven fluid networks. Zbl 1341.60111Debicki, K.; Dieker, A. B.; Rolski, T. 13 2007 A note on transient Gaussian fluid models. Zbl 1006.60028Dȩbicki, Krzysztof; Rolski, Tomasz 12 2002 Light-traffic approximation in queues and related stochastic models. Zbl 0865.60088Błaszczyszyn, Bartłomiej; Rolski, Tomasz; Schmidt, Volker 12 1995 Tail asymptotics for a Lévy-driven tandem queue with an intermediate input. Zbl 1209.90117Miyazawa, Masakiyo; Rolski, Tomasz 11 2009 Upper bounds for single server queues with doubly stochastic Poisson arrivals. Zbl 0605.60079Rolski, Tomasz 10 1986 On the exact asymptotics of the busy period in GI/G/1 queues. Zbl 1107.60062Palmowski, Zbigniew; Rolski, Tomasz 9 2006 Extremal behavior of hitting a cone by correlated Brownian motion with drift. Zbl 1417.60028Dȩbicki, Krzysztof; Hashorva, Enkelejd; Ji, Lanpeng; Rolski, Tomasz 8 2018 A Gaussian fluid model. Zbl 0847.90053Dȩbicki, Krzysztof; Rolski, Tomasz 8 1995 Finiteness of waiting-time moments in general stationary single-server queues. Zbl 0772.60073Daley, D. J.; Rolski, T. 8 1992 Some comparability results for waiting times in single- and many-server queues. Zbl 0552.60086Daley, D. J.; Rolski, T. 8 1984 Stochastic processes with imbedded marked point processes (PMP) and their application in queueing. Zbl 0393.60047König, D.; Rolski, T.; Schmidt, V.; Stoyan, D. 8 1978 On the comparison of waiting times in GI/G/1 queues. Zbl 0343.60058Rolski, Tomasz; Stoyan, Dietrich 8 1976 Asymptotics of Palm-stationary buffer content distributions in fluid flow queues. Zbl 0948.60089Rolski, Tomasz; Schlegel, Sabine; Schmidt, Volker 7 1999 Continuous versions of the queuing formulas L=lambdaW and H=lambdaG. Zbl 0527.60086Rolski, Tomasz; Stidham, Shaler jun. 7 1983 Quasi-stationary workload in a Lévy-driven storage system. Zbl 1260.90020Mandjes, Michel; Palmowski, Zbigniew; Rolski, Tomasz 6 2012 On the supremum from Gaussian processes over infinite horizon. Zbl 0985.60034Dȩbicki, Krzysztof; Michna, Zbigniew; Rolski, Tomasz 6 1998 Light traffic approximations in queues. Zbl 0728.60096Daley, D. J.; Rolski, T. 6 1991 Relationships between characteristics in periodic Poisson queues. Zbl 0676.60087Rolski, Tomasz 6 1989 A note on speed of convergence to the quasi-stationary distribution. Zbl 1260.60152Polak, Mariusz; Rolski, Tomasz 5 2012 Ross-type conjectures on monotonicity of queues. Zbl 1063.60138Miyoshi, Naoto; Rolski, Tomasz 5 2004 Approximation of periodic queues. Zbl 0631.60092Rolski, Tomasz 5 1987 Asymptotics of conditional moments of the summand in Poisson compounds. Zbl 1282.60018Rolski, Tomasz; Tomanek, Agata 4 2011 Long-range dependent point processes and their Palm-Khinchin distributions. Zbl 0974.60039Daley, D. J.; Rolski, T.; Vesilo, Rein 4 2000 Bounds for fluid models driven by semi-Markov inputs. Zbl 0969.90027Gautam, N.; Kulkarni, V. G.; Palmowski, Z.; Rolski, T. 4 1999 The superposition of alternating on-off flows and a fluid model. Zbl 0942.60089Palmowski, Zbigniew; Rolski, Tomasz 4 1998 Expansions for Markov-modulated systems and approximations of ruin probability. Zbl 0856.60052Błaszczyszyn, Bartłomiej; Rolski, Tomasz 4 1996 A light traffic approximation for a single-server queue. Zbl 0549.60089Daley, D. J.; Rolski, T. 4 1984 Fluctuation theory for level-dependent Lévy risk processes. Zbl 1448.60103Czarna, Irmina; Pérez, José-Luis; Rolski, Tomasz; Yamazaki, Kazutoshi 3 2019 Two-dimensional ruin probability for subexponential claim size. Zbl 1393.60100Foss, Sergey; Korshunov, Dmitry; Palmowski, Zbigniew; Rolski, Tomasz 3 2017 Light traffic approximations in general stationary single-server queues. Zbl 0788.60113Daley, D. J.; Rolski, T. 3 1994 Queues in series in light traffic. Zbl 0781.60081Błaszczyszyn, B.; Rolski, T. 3 1993 Comparison theorems for queues with dependent inter-arrival times. Zbl 0544.60090Rolski, Tomasz 3 1984 Networks of work-conserving normal queues. Zbl 0655.60079Rolski, Tomasz; Szekli, Ryszard 3 1982 A rate-conservative principle for stationary piecewise Markov processes. Zbl 0376.60092Rolski, Tomasz 3 1978 Piecewise Markov processes on a general state space. Zbl 0376.60093Jankiewicz, Maria; Rolski, T. 3 1977 A continuous-time model for claims reserving. Zbl 1309.91077Rolski, T.; Tomanek, A. 2 2014 The exact asymptotic of the collision time tail distribution for independent Brownian particles with different drifts. Zbl 1146.60069Puchała, Zbigniew; Rolski, Tomasz 2 2008 The exact asymptotic of the time to collision. Zbl 1110.60069Puchała, Zbigniew; Rolski, Tomasz 2 2005 Markov processes conditioned to never exit a subspace of the state space. Zbl 1117.60072Palmowski, Zbigniew; Rolski, Tomasz 2 2004 A note on martingale inequalities for fluid models. Zbl 0879.60093Palmowski, Zbigniew; Rolski, Tomasz 2 1996 A note on convergence rates in the strong law for strong mixing sequences. Zbl 0857.60020Daley, D. J.; Foley, R. D.; Rolski, T. 2 1996 Light traffic approximations in many-server queues. Zbl 0752.60076Daley, D. J.; Rolski, T. 2 1992 On non-convexity of some functions of probabilistic interest. Zbl 0581.60017Rolski, Tomasz 2 1985 A note on queues with a common traffic intensity. Zbl 0423.60076Rolski, T. 2 1979 A relation between imbedded Markov chains in piecewise Markov processes. Zbl 0394.60089Rolski, Tomasz 2 1977 A note on orders in the set of distribution functions. Zbl 0355.60013Rolski, T. 2 1976 Prediction in a mixed Poisson cluster model. Zbl 1344.60049Matsui, Muneya; Rolski, Tomasz 1 2016 A note on the increasing directionally concave monotonicity in queues. Zbl 1072.60080Rolski, Tomasz 1 2005 Ergodic properties of Poisson processes with almost periodic intensity. Zbl 0701.60044Rolski, Tomasz 1 1990 Is the dying individual the oldest ? Zbl 0617.60045Rolski, Tomasz; Ryll-Nardzewski, Czesław 1 1987 Some inequalities in queueing theory. Zbl 0303.60094Rolski, T. 1 1974 Two classes of semi-ordering and their application in the queuing theory. Zbl 0279.60090Rolski, T.; Stoyan, D. 1 1974 Fluctuation theory for level-dependent Lévy risk processes. Zbl 1448.60103Czarna, Irmina; Pérez, José-Luis; Rolski, Tomasz; Yamazaki, Kazutoshi 3 2019 Extremal behavior of hitting a cone by correlated Brownian motion with drift. Zbl 1417.60028Dȩbicki, Krzysztof; Hashorva, Enkelejd; Ji, Lanpeng; Rolski, Tomasz 8 2018 Two-dimensional ruin probability for subexponential claim size. Zbl 1393.60100Foss, Sergey; Korshunov, Dmitry; Palmowski, Zbigniew; Rolski, Tomasz 3 2017 Prediction in a mixed Poisson cluster model. Zbl 1344.60049Matsui, Muneya; Rolski, Tomasz 1 2016 A continuous-time model for claims reserving. Zbl 1309.91077Rolski, T.; Tomanek, A. 2 2014 Quasi-stationary workload in a Lévy-driven storage system. Zbl 1260.90020Mandjes, Michel; Palmowski, Zbigniew; Rolski, Tomasz 6 2012 A note on speed of convergence to the quasi-stationary distribution. Zbl 1260.60152Polak, Mariusz; Rolski, Tomasz 5 2012 Asymptotics of conditional moments of the summand in Poisson compounds. Zbl 1282.60018Rolski, Tomasz; Tomanek, Agata 4 2011 Extremes of multidimensional Gaussian processes. Zbl 1214.60010Dȩbicki, K.; Kosiński, K. M.; Mandjes, M.; Rolski, T. 14 2010 Tail asymptotics for a Lévy-driven tandem queue with an intermediate input. Zbl 1209.90117Miyazawa, Masakiyo; Rolski, Tomasz 11 2009 Stochastic processes for insurance and finance. Reprint of the 1999 hardback ed. Zbl 1152.60006Rolski, Tomasz; Schmidli, Hanspeter; Schmidt, Volker; Teugels, Jozef 59 2008 Asymptotic behavior of total times for jobs that must start over if a failure occurs. Zbl 1213.90096Asmussen, Søren; Fiorini, Pierre; Lipsky, Lester; Rolski, Tomasz; Sheahan, Robert 16 2008 The exact asymptotic of the collision time tail distribution for independent Brownian particles with different drifts. Zbl 1146.60069Puchała, Zbigniew; Rolski, Tomasz 2 2008 Quasi-product forms for Lévy-driven fluid networks. Zbl 1341.60111Debicki, K.; Dieker, A. B.; Rolski, T. 13 2007 On the exact asymptotics of the busy period in GI/G/1 queues. Zbl 1107.60062Palmowski, Zbigniew; Rolski, Tomasz 9 2006 The exact asymptotic of the time to collision. Zbl 1110.60069Puchała, Zbigniew; Rolski, Tomasz 2 2005 A note on the increasing directionally concave monotonicity in queues. Zbl 1072.60080Rolski, Tomasz 1 2005 Ross-type conjectures on monotonicity of queues. Zbl 1063.60138Miyoshi, Naoto; Rolski, Tomasz 5 2004 Markov processes conditioned to never exit a subspace of the state space. Zbl 1117.60072Palmowski, Zbigniew; Rolski, Tomasz 2 2004 Simulation of the asymptotic constant in some fluid models. Zbl 1039.60040Dȩbicki, Krzysztof; Michna, Zbigniew; Rolski, Tomasz 20 2003 A technique for exponential change of measure for Markov processes. Zbl 1011.60054Palmowski, Zbigniew; Rolski, Tomasz 39 2002 A note on transient Gaussian fluid models. Zbl 1006.60028Dȩbicki, Krzysztof; Rolski, Tomasz 12 2002 Long-range dependent point processes and their Palm-Khinchin distributions. Zbl 0974.60039Daley, D. J.; Rolski, T.; Vesilo, Rein 4 2000 Stochastic processes for insurance and finance. Zbl 0940.60005Rolski, Tomasz; Schmidli, Hanspeter; Schmidt, Volker; Teugels, Jozef 406 1999 Asymptotics of Palm-stationary buffer content distributions in fluid flow queues. Zbl 0948.60089Rolski, Tomasz; Schlegel, Sabine; Schmidt, Volker 7 1999 Bounds for fluid models driven by semi-Markov inputs. Zbl 0969.90027Gautam, N.; Kulkarni, V. G.; Palmowski, Z.; Rolski, T. 4 1999 A monotonicity result for the workload in Markov-modulated queues. Zbl 0931.60079Bäuerle, Nicole; Rolski, Tomasz 16 1998 On the supremum from Gaussian processes over infinite horizon. Zbl 0985.60034Dȩbicki, Krzysztof; Michna, Zbigniew; Rolski, Tomasz 6 1998 The superposition of alternating on-off flows and a fluid model. Zbl 0942.60089Palmowski, Zbigniew; Rolski, Tomasz 4 1998 Expansions for Markov-modulated systems and approximations of ruin probability. Zbl 0856.60052Błaszczyszyn, Bartłomiej; Rolski, Tomasz 4 1996 A note on martingale inequalities for fluid models. Zbl 0879.60093Palmowski, Zbigniew; Rolski, Tomasz 2 1996 A note on convergence rates in the strong law for strong mixing sequences. Zbl 0857.60020Daley, D. J.; Foley, R. D.; Rolski, T. 2 1996 Light-traffic approximation in queues and related stochastic models. Zbl 0865.60088Błaszczyszyn, Bartłomiej; Rolski, Tomasz; Schmidt, Volker 12 1995 A Gaussian fluid model. Zbl 0847.90053Dȩbicki, Krzysztof; Rolski, Tomasz 8 1995 Risk theory in a periodic environment: The Cramér-Lundberg approximation and Lundberg’s inequality. Zbl 0801.60091Asmussen, Søren; Rolski, Tomasz 19 1994 Light traffic approximations in general stationary single-server queues. Zbl 0788.60113Daley, D. J.; Rolski, T. 3 1994 Queues in series in light traffic. Zbl 0781.60081Błaszczyszyn, B.; Rolski, T. 3 1993 Computational methods in risk theory: a matrix-algorithmic approach. Zbl 0748.62058Asmussen, Søren; Rolski, Tomasz 34 1992 Finiteness of waiting-time moments in general stationary single-server queues. Zbl 0772.60073Daley, D. J.; Rolski, T. 8 1992 Light traffic approximations in many-server queues. Zbl 0752.60076Daley, D. J.; Rolski, T. 2 1992 Stochastic ordering and thinning of point processes. Zbl 0734.60050Rolski, T.; Szekli, R. 14 1991 Light traffic approximations in queues. Zbl 0728.60096Daley, D. J.; Rolski, T. 6 1991 Ergodic properties of Poisson processes with almost periodic intensity. Zbl 0701.60044Rolski, Tomasz 1 1990 Queues with nonstationary inputs. Zbl 0687.60082Rolski, Tomasz 18 1989 Relationships between characteristics in periodic Poisson queues. Zbl 0676.60087Rolski, Tomasz 6 1989 Approximation of periodic queues. Zbl 0631.60092Rolski, Tomasz 5 1987 Is the dying individual the oldest ? Zbl 0617.60045Rolski, Tomasz; Ryll-Nardzewski, Czesław 1 1987 Upper bounds for single server queues with doubly stochastic Poisson arrivals. Zbl 0605.60079Rolski, Tomasz 10 1986 On non-convexity of some functions of probabilistic interest. Zbl 0581.60017Rolski, Tomasz 2 1985 Some comparability results for waiting times in single- and many-server queues. Zbl 0552.60086Daley, D. J.; Rolski, T. 8 1984 A light traffic approximation for a single-server queue. Zbl 0549.60089Daley, D. J.; Rolski, T. 4 1984 Comparison theorems for queues with dependent inter-arrival times. Zbl 0544.60090Rolski, Tomasz 3 1984 Continuous versions of the queuing formulas L=lambdaW and H=lambdaG. Zbl 0527.60086Rolski, Tomasz; Stidham, Shaler jun. 7 1983 Networks of work-conserving normal queues. Zbl 0655.60079Rolski, Tomasz; Szekli, Ryszard 3 1982 Stationary random processes associated with point processes. Zbl 0467.60002Rolski, Tomasz 24 1981 Queues with non-stationary input stream: Ross’s conjecture. Zbl 0462.60090Rolski, Tomasz 15 1981 A note on queues with a common traffic intensity. Zbl 0423.60076Rolski, T. 2 1979 Stochastic processes with imbedded marked point processes (PMP) and their application in queueing. Zbl 0393.60047König, D.; Rolski, T.; Schmidt, V.; Stoyan, D. 8 1978 A rate-conservative principle for stationary piecewise Markov processes. Zbl 0376.60092Rolski, Tomasz 3 1978 Piecewise Markov processes on a general state space. Zbl 0376.60093Jankiewicz, Maria; Rolski, T. 3 1977 A relation between imbedded Markov chains in piecewise Markov processes. Zbl 0394.60089Rolski, Tomasz 2 1977 Order relations in the set of probability distribution functions and their applications in queueing theory. Zbl 0357.60025Rolski, Tomasz 19 1976 On the comparison of waiting times in GI/G/1 queues. Zbl 0343.60058Rolski, Tomasz; Stoyan, Dietrich 8 1976 A note on orders in the set of distribution functions. Zbl 0355.60013Rolski, T. 2 1976 Some inequalities in queueing theory. Zbl 0303.60094Rolski, T. 1 1974 Two classes of semi-ordering and their application in the queuing theory. Zbl 0279.60090Rolski, T.; Stoyan, D. 1 1974 all cited Publications top 5 cited Publications all top 5 Cited by 918 Authors 28 Dębicki, Krzysztof 26 Hashorva, Enkelejd 20 Rolski, Tomasz 19 Palmowski, Zbigniew 17 Marceau, Étienne 16 Mandjes, Michel Robertus Hendrikus 15 Asmussen, Søren 15 Schmidli, Hanspeter 14 Cossette, Hélène 13 Ji, Lanpeng 12 Whitt, Ward 12 Yang, Hailiang 11 Avram, Florin 11 Denuit, Michel M. 11 Miyazawa, Masakiyo 11 Yin, Chuancun 11 Zwart, Bert P. 10 Landriault, David 10 Willmot, Gordon E. 9 Albrecher, Hansjörg 9 Lefèvre, Claude 9 Zhang, Zhimin 8 Ortega, Eva-María 8 Wu, Rong 8 Yang, Hu 7 Bai, Long 7 Bäuerle, Nicole 7 Dieker, A. B. 7 Gómez-Déniz, Emilio 7 Loisel, Stéphane 7 Ragulina, Olena 7 Schmidt, Volker 7 Thonhauser, Stefan 6 Bao, Zhenhua 6 Boxma, Onno Johan 6 Cai, Jun 6 Chi, Yichun 6 Dickson, David C. M. 6 Fiems, Dieter 6 Kałuszka, Marek 6 Liu, Peng 6 Macci, Claudio 6 Ramasubramanian, Srinivasan 6 Sigman, Karl 6 Szekli, Ryszard 6 Tang, Qihe 6 Wang, Yuebao 5 Chudziak, Jacek 5 Constantinescu, Corina D. 5 Hu, Yijun 5 Jang, Jiwook 5 Jelenković, Predrag R. 5 Li, Haijun 5 Liu, Guoxin 5 Pellerey, Franco 5 Pistorius, Martijn R. 5 Politis, Konstadinos 4 Belzunce, Félix 4 Błaszczyszyn, Bartłomiej 4 Czarna, Irmina 4 De Turck, Koen 4 Emms, Paul 4 Feng, Runhuan 4 Garrido, José Luis 4 Geluk, Jaap L. 4 Glynn, Peter W. 4 Hipp, Christian 4 Ivanovs, Jevgeņijs 4 Kolkovska, Ekaterina Todorova 4 Kortschak, Dominik 4 Kulik, Rafał 4 Léveillé, Ghislain 4 Lu, Yi 4 Matsui, Muneya 4 Michna, Zbigniew 4 Müller, Alfred 4 Özekici, Süleyman 4 Pitts, Susan M. 4 Psarrakos, Georgios 4 Teugels, Jozef L. 4 Torrisi, Giovanni Luca 4 Vlasiou, Maria 4 Wang, Rongming 3 Adan, Ivo J. B. F. 3 Baccelli, François Louis 3 Bladt, Mogens 3 Chang, Cheng-Shang 3 Cui, Zhenyu 3 Daley, Daryl John 3 Dassios, Angelos 3 Drekic, Steve 3 Eisenberg, Julia 3 El-Taha, Muhammad 3 Erhardsson, Torkel 3 Gao, Qingwu 3 Gatto, Riccardo 3 Goffard, Pierre-Olivier 3 Guo, Xianping 3 Hodoshima, Jiro 3 Janssen, Jacques ...and 818 more Authors all top 5 Cited in 142 Serials 146 Insurance Mathematics & Economics 48 Journal of Applied Probability 47 Queueing Systems 40 Statistics & Probability Letters 36 Scandinavian Actuarial Journal 34 Stochastic Processes and their Applications 26 Advances in Applied Probability 22 Methodology and Computing in Applied Probability 19 The Annals of Applied Probability 18 Journal of Computational and Applied Mathematics 17 ASTIN Bulletin 15 Probability in the Engineering and Informational Sciences 15 Stochastic Models 12 Journal of Mathematical Analysis and Applications 12 Annals of Operations Research 10 Lithuanian Mathematical Journal 9 Applied Mathematics and Computation 8 Operations Research Letters 8 Acta Mathematicae Applicatae Sinica. English Series 7 Journal of Statistical Planning and Inference 7 Mathematical Methods of Operations Research 7 Frontiers of Mathematics in China 6 Journal of Multivariate Analysis 6 Communications in Statistics. Theory and Methods 6 Cybernetics and Systems Analysis 6 European Actuarial Journal 6 Modern Stochastics. Theory and Applications 5 The Annals of Probability 5 Applied Mathematics and Optimization 5 Probability and Mathematical Statistics 5 European Journal of Operational Research 5 Theory of Probability and Mathematical Statistics 5 Top 5 Bernoulli 5 Extremes 5 Journal of Systems Science and Complexity 4 Probability Theory and Related Fields 4 Finance and Stochastics 3 Journal of Statistical Physics 3 Journal of Mathematical Economics 3 Journal of Optimization Theory and Applications 3 Journal of Soviet Mathematics 3 Operations Research 3 Scandinavian Actuarial Journal 3 Stochastic Analysis and Applications 3 Computational Statistics and Data Analysis 3 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics 3 Applied Stochastic Models in Business and Industry 3 North American Actuarial Journal 3 Asia-Pacific Financial Markets 3 Science China. Mathematics 3 Stochastic Systems 2 Automatica 2 Demonstratio Mathematica 2 Kybernetika 2 Journal of Theoretical Probability 2 Mathematical and Computer Modelling 2 Science in China. Series A 2 Aequationes Mathematicae 2 Applied Mathematics. Series B (English Edition) 2 Mathematical Methods of Statistics 2 Mathematical Problems in Engineering 2 Chaos 2 Acta Mathematica Sinica. English Series 2 Quantitative Finance 2 Journal of the Korean Statistical Society 2 Mathematics and Financial Economics 1 Bulletin of the Australian Mathematical Society 1 Computers & Mathematics with Applications 1 Israel Journal of Mathematics 1 Journal of the Franklin Institute 1 Mathematical Biosciences 1 Mathematical Notes 1 Problems of Information Transmission 1 Theory of Probability and its Applications 1 Annals of the Institute of Statistical Mathematics 1 Blätter (Deutsche Gesellschaft für Versicherungsmathematik) 1 Fuzzy Sets and Systems 1 Information Sciences 1 Mathematische Nachrichten 1 Statistica Neerlandica 1 Theoretical Computer Science 1 Transactions of the American Mathematical Society 1 OR Spektrum 1 Applied Mathematics and Mechanics. (English Edition) 1 Acta Mathematica Hungarica 1 Optimization 1 Revista Matemática Iberoamericana 1 Computers & Operations Research 1 International Journal of Approximate Reasoning 1 Asia-Pacific Journal of Operational Research 1 Journal of Applied Mathematics and Stochastic Analysis 1 Neural Computation 1 Economics Letters 1 Discrete Event Dynamic Systems 1 Computational Statistics 1 Applied Mathematical Modelling 1 Linear Algebra and its Applications 1 Proceedings of the Indian Academy of Sciences. Mathematical Sciences 1 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques ...and 42 more Serials all top 5 Cited in 31 Fields 568 Probability theory and stochastic processes (60-XX) 400 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 192 Statistics (62-XX) 129 Operations research, mathematical programming (90-XX) 40 Systems theory; control (93-XX) 32 Computer science (68-XX) 25 Numerical analysis (65-XX) 10 Calculus of variations and optimal control; optimization (49-XX) 9 Integral transforms, operational calculus (44-XX) 7 Statistical mechanics, structure of matter (82-XX) 5 Integral equations (45-XX) 4 Combinatorics (05-XX) 4 Dynamical systems and ergodic theory (37-XX) 4 Functional analysis (46-XX) 3 Real functions (26-XX) 3 Partial differential equations (35-XX) 3 Approximations and expansions (41-XX) 3 Biology and other natural sciences (92-XX) 2 Linear and multilinear algebra; matrix theory (15-XX) 2 Special functions (33-XX) 2 Difference and functional equations (39-XX) 2 General topology (54-XX) 1 Number theory (11-XX) 1 Field theory and polynomials (12-XX) 1 Functions of a complex variable (30-XX) 1 Potential theory (31-XX) 1 Harmonic analysis on Euclidean spaces (42-XX) 1 Convex and discrete geometry (52-XX) 1 Classical thermodynamics, heat transfer (80-XX) 1 Geophysics (86-XX) 1 Information and communication theory, circuits (94-XX) Citations by Year