Edit Profile (opens in new tab) Tan, Ken Seng Compute Distance To: Compute Author ID: tan.ken-seng Published as: Tan, Ken Seng; Tan, K. S. External Links: MGP Documents Indexed: 69 Publications since 1996 2 Contributions as Editor Co-Authors: 48 Co-Authors with 66 Joint Publications 952 Co-Co-Authors all top 5 Co-Authors 1 single-authored 14 Weng, Chengguo 9 Boyle, Phelim P. 9 Zhu, Wenjun 8 Porth, Lysa 7 Zhuang, Sheng Chao 6 Chi, Yichun 6 Kolkiewicz, Adam W. 5 Imai, Junichi 5 Yang, Hailiang 5 Zhang, Yi 4 Boonen, Tim J. 4 Li, Zhongfei 4 Lin, X. Sheldon 3 Li, Johnny Siu-Hang 2 Boyd, Milton S. 2 Cai, Jun 2 Cong, Jianfa 2 Hardy, Mary Rosalyn 2 Ng, Kai Wang 2 Wei, Pengyu 2 Zhang, Jinggong 1 Assa, Hirbod 1 Chen, Xinxiang 1 Cui, Hengxin 1 Forsyth, Peter A. 1 Han, Dezhao 1 Ji, Liuyan 1 Joy, Corwin 1 Kaufhold, Kai 1 Lai, Yongzeng 1 Li, Wenyuan 1 Lim, T. T. 1 Lin, Yijia 1 New, T. H. 1 Porth, Brock 1 Porth, C. Brock 1 Tian, Ruilin 1 Tian, Weidong 1 Tuljapurkar, Shripad D. 1 Vetzal, Ken 1 Wang, Chou-Wen 1 Wang, Shuo 1 Wang, Xiaoqun 1 Wang, Yujiao 1 Wirjanto, Tony S. 1 Xu, Yunhui 1 Xu, Zuoquan 1 Yu, Jifeng 1 Zhang, Jingong 1 Zhou, Rui all top 5 Serials 22 North American Actuarial Journal 14 Insurance Mathematics & Economics 10 ASTIN Bulletin 2 European Journal of Operational Research 2 SIAM Journal on Scientific Computing 2 Physics of Fluids 2 Scandinavian Actuarial Journal 1 Management Science 1 Mathematics and Computers in Simulation 1 SIAM Journal on Control and Optimization 1 Journal of Complexity 1 Journal of Economic Dynamics & Control 1 Annals of Operations Research 1 Communications in Statistics. Theory and Methods 1 Applied Mathematical Finance 1 International Journal of Theoretical and Applied Finance 1 Methodology and Computing in Applied Probability 1 Quantitative Finance 1 Dynamics of Continuous, Discrete & Impulsive Systems. Series B. Applications & Algorithms 1 Journal of Systems Science and Complexity 1 The Journal of Computational Finance 1 IAENG. International Journal of Applied Mathematics all top 5 Fields 66 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 18 Statistics (62-XX) 9 Probability theory and stochastic processes (60-XX) 9 Numerical analysis (65-XX) 4 Operations research, mathematical programming (90-XX) 3 General and overarching topics; collections (00-XX) 2 Fluid mechanics (76-XX) 2 Geophysics (86-XX) 2 Systems theory; control (93-XX) 1 Calculus of variations and optimal control; optimization (49-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 49 Publications have been cited 689 times in 394 Documents Cited by ▼ Year ▼ Optimal retention for a stop-loss reinsurance under the VaR and CTE risk measures. Zbl 1162.91402Cai, Jun; Tan, Ken Seng 96 2007 Optimal reinsurance under VaR and CTE risk measures. Zbl 1140.91417Cai, Jun; Tan, Ken Seng; Weng, Chengguo; Zhang, Yi 95 2008 Optimal reinsurance under VaR and CVaR risk measures a simplified approach. Zbl 1239.91078Chi, Yichun; Tan, Ken Seng 61 2011 Quasi-Monte Carlo methods in numerical finance. Zbl 0880.90006Joy, Corwin; Boyle, Phelim P.; Tan, Ken Seng 47 1996 Optimal reinsurance with general premium principles. Zbl 1284.91216Chi, Yichun; Tan, Ken Seng 37 2013 Uncertainty in mortality forecasting an extension to the classical Lee-Carter approach. Zbl 1203.91113Li, Johnny Siu-Hang; Hardy, Mary; Tan, Ken Seng 36 2009 Marginal indemnification function formulation for optimal reinsurance. Zbl 1348.91196Zhuang, Sheng Chao; Weng, Chengguo; Tan, Ken Seng; Assa, Hirbod 36 2016 Valuation of equity-indexed annuities under stochastic interest rates. Zbl 1084.60530Lin, X. Sheldon; Tan, Ken Seng 35 2003 Optimality of general reinsurance contracts under CTE risk measure. Zbl 1218.91097Tan, Ken Seng; Weng, Chengguo; Zhang, Yi 34 2011 Ruin probabilities in a discrete time risk model with dependent risks of heavy tail. Zbl 1224.91093Weng, Chengguo; Zhang, Yi; Tan, Ken Seng 16 2009 Modeling period effects in multi-population mortality models: applications to Solvency II. Zbl 1412.91060Zhou, Rui; Wang, Yujiao; Kaufhold, Kai; Li, Johnny Siu-Hang; Tan, Ken Seng 16 2014 Pricing in reinsurance bargaining with comonotonic additive utility functions. Zbl 1390.91164Boonen, Tim J.; Tan, Ken Seng; Zhuang, Sheng Chao 15 2016 The role of a representative reinsurer in optimal reinsurance. Zbl 1371.91082Boonen, Tim J.; Tan, Ken Seng; Zhuang, Sheng Chao 13 2016 Valuation of the reset options embedded in some equity-linked insurance products. Zbl 1083.91511Boyle, Phelim P.; Kolkiewicz, Adam W.; Tan, Ken Seng 11 2001 Applications of randomized low discrepancy sequences to the valuation of complex securities. Zbl 0967.91059Tan, K. S.; Boyle, P. P. 10 2000 Minimizing effective dimension using linear transformation. Zbl 1043.65003Imai, Junichi; Tan, Ken Seng 10 2004 Downside risk management of a defined benefit plan considering longevity basis risk. Zbl 1412.91048Lin, Yijia; Tan, Ken Seng; Tian, Ruilin; Yu, Jifeng 9 2014 Empirical approach for optimal reinsurance design. Zbl 1414.91234Tan, Ken Seng; Weng, Chengguo 9 2014 Pricing options using lattice rules. Zbl 1141.91419Boyle, Phelim P.; Lai, Yongzeng; Tan, Ken Seng 8 2005 Optimal VaR-based risk management with reinsurance. Zbl 1341.91089Cong, Jianfa; Tan, Ken Seng 8 2016 How do path generation methods affect the accuracy of quasi-Monte Carlo methods for problems in finance? Zbl 1236.91145Wang, Xiaoqun; Tan, Ken Seng 8 2012 An accelerating quasi-Monte Carlo method for option pricing under the generalized hyperbolic Lévy process. Zbl 1189.91207Imai, Junichi; Tan, Ken Seng 7 2009 Pricing derivative securities using integrated quasi-Monte Carlo methods with dimension reduction and discontinuity realignment. Zbl 1307.65003Imai, Junichi; Tan, Ken Seng 7 2014 Editorial: Longevity risk and capital markets: the 2013–14 update. Zbl 1321.00138 6 2015 Optimal insurance in the presence of reinsurance. Zbl 1402.91221Zhuang, Sheng Chao; Boonen, Tim J.; Tan, Ken Seng; Xu, Zuo Quan 6 2017 Optimal dynamic reinsurance policies under a generalized Denneberg’s absolute deviation principle. Zbl 1431.91344Tan, Ken Seng; Wei, Pengyu; Wei, Wei; Zhuang, Sheng Chao 5 2020 Dimension reduction approach to simulating exotic options in a Meixner Lévy market. Zbl 1229.91341Imai, Junichi; Tan, Ken Seng 5 2009 Optimal reinsurance under the risk-adjusted value of an insurer’s liability and an economic reinsurance premium principle. Zbl 1414.91174Chi, Yichun; Lin, X. Sheldon; Tan, Ken Seng 4 2017 An improved simulation method for pricing high-dimensional American derivatives. Zbl 1036.91020Boyle, Phelim P.; Kolkiewicz, Adam W.; Tan, Ken Seng 4 2003 Pricing Bermudan options using low-discrepancy mesh methods. Zbl 1281.91181Boyle, Phelim P.; Kolkiewicz, Adam W.; Tan, Ken Seng 4 2013 VaR-based optimal partial hedging. Zbl 1281.91142Cong, Jianfa; Tan, Ken Seng; Weng, Chengguo 4 2013 A note on power-law scaling in a Taylor-Couette flow. Zbl 1186.76325Lim, T. T.; Tan, K. S. 3 2003 Optimal hedging with basis risk under mean-variance criterion. Zbl 1394.91242Zhang, Jingong; Tan, Ken Seng; Weng, Chengguo 2 2017 Tail behavior of Poisson shot noise processes under heavy-tailed shocks and actuarial applications. Zbl 1281.60048Weng, Chengguo; Zhang, Yi; Tan, Ken Seng 2 2013 Computation of optimal portfolios using simulation-based dimension reduction. Zbl 1284.91567Boyle, Phelim; Imai, Junichi; Tan, Ken Seng 2 2008 Calibrating the Black-Derman-Toy model: Some theoretical results. Zbl 1021.91025Boyle, Phelim P.; Tan, Ken Seng; Tian, Weidong 2 2001 Pricing American derivatives using simulation: A biased low approach. Zbl 1008.91059Boyle, Phelim P.; Kolkiewicz, Adam W.; Tan, Ken Seng 2 2002 Agricultural insurance ratemaking: development of a new premium principle. Zbl 1429.91286Zhu, Wenjun; Tan, Ken Seng; Porth, Lysa 2 2019 A Bowley solution with limited ceded risk for a monopolistic reinsurer. Zbl 1435.91143Chi, Yichun; Tan, Ken Seng; Zhuang, Sheng Chao 2 2020 A closed-form solution to a dynamic portfolio optimization problem. Zbl 1127.91026Li, Zhong-Fei; Ng, Kai W.; Tan, Ken Seng; Yang, Hailiang 1 2005 Effects of noncircular collars on an axisymmetric jet. Zbl 1182.76558New, T. H.; Tan, K. S.; Tsai, H. M. 1 2007 Vine copula models with GLM and sparsity. Zbl 1368.60013Han, Dezhao; Tan, Ken Seng; Weng, Chengguo 1 2017 Optimal constant-rebalanced portfolio investment strategies for dynamic portfolio selection. Zbl 1138.91460Li, Zhong-Fei; Ng, Kai W.; Tan, Ken Seng; Yang, Hailiang 1 2006 Spatial dependence and aggregation in weather risk hedging: a Lévy subordinated hierarchical Archimedean copulas (LSHAC) approach. Zbl 1390.91222Zhu, Wenjun; Tan, Ken Seng; Porth, Lysa; Wang, Chou-Wen 1 2018 Failure of smooth pasting principle and nonexistence of equilibrium stopping rules under time-inconsistency. Zbl 1476.91223Tan, Ken Seng; Wei, Wei; Zhou, Xun Yu 1 2021 Gompertz law revisited: forecasting mortality with a multi-factor exponential model. Zbl 1467.91146Li, Hong; Tan, Ken Seng; Tuljapurkar, Shripad; Zhu, Wenjun 1 2021 Tail dependence and heavy tailedness in extreme risks. Zbl 1467.91142Ji, Liuyan; Tan, Ken Seng; Yang, Fan 1 2021 Optimal incentive-compatible insurance with background risk. Zbl 1478.91163Chi, Yichun; Tan, Ken Seng 1 2021 Optimal investment with noise trading risk. Zbl 1175.91166Xu, Yunhui; Li, Zhongfei; Tan, Ken Seng 1 2008 Failure of smooth pasting principle and nonexistence of equilibrium stopping rules under time-inconsistency. Zbl 1476.91223Tan, Ken Seng; Wei, Wei; Zhou, Xun Yu 1 2021 Gompertz law revisited: forecasting mortality with a multi-factor exponential model. Zbl 1467.91146Li, Hong; Tan, Ken Seng; Tuljapurkar, Shripad; Zhu, Wenjun 1 2021 Tail dependence and heavy tailedness in extreme risks. Zbl 1467.91142Ji, Liuyan; Tan, Ken Seng; Yang, Fan 1 2021 Optimal incentive-compatible insurance with background risk. Zbl 1478.91163Chi, Yichun; Tan, Ken Seng 1 2021 Optimal dynamic reinsurance policies under a generalized Denneberg’s absolute deviation principle. Zbl 1431.91344Tan, Ken Seng; Wei, Pengyu; Wei, Wei; Zhuang, Sheng Chao 5 2020 A Bowley solution with limited ceded risk for a monopolistic reinsurer. Zbl 1435.91143Chi, Yichun; Tan, Ken Seng; Zhuang, Sheng Chao 2 2020 Agricultural insurance ratemaking: development of a new premium principle. Zbl 1429.91286Zhu, Wenjun; Tan, Ken Seng; Porth, Lysa 2 2019 Spatial dependence and aggregation in weather risk hedging: a Lévy subordinated hierarchical Archimedean copulas (LSHAC) approach. Zbl 1390.91222Zhu, Wenjun; Tan, Ken Seng; Porth, Lysa; Wang, Chou-Wen 1 2018 Optimal insurance in the presence of reinsurance. Zbl 1402.91221Zhuang, Sheng Chao; Boonen, Tim J.; Tan, Ken Seng; Xu, Zuo Quan 6 2017 Optimal reinsurance under the risk-adjusted value of an insurer’s liability and an economic reinsurance premium principle. Zbl 1414.91174Chi, Yichun; Lin, X. Sheldon; Tan, Ken Seng 4 2017 Optimal hedging with basis risk under mean-variance criterion. Zbl 1394.91242Zhang, Jingong; Tan, Ken Seng; Weng, Chengguo 2 2017 Vine copula models with GLM and sparsity. Zbl 1368.60013Han, Dezhao; Tan, Ken Seng; Weng, Chengguo 1 2017 Marginal indemnification function formulation for optimal reinsurance. Zbl 1348.91196Zhuang, Sheng Chao; Weng, Chengguo; Tan, Ken Seng; Assa, Hirbod 36 2016 Pricing in reinsurance bargaining with comonotonic additive utility functions. Zbl 1390.91164Boonen, Tim J.; Tan, Ken Seng; Zhuang, Sheng Chao 15 2016 The role of a representative reinsurer in optimal reinsurance. Zbl 1371.91082Boonen, Tim J.; Tan, Ken Seng; Zhuang, Sheng Chao 13 2016 Optimal VaR-based risk management with reinsurance. Zbl 1341.91089Cong, Jianfa; Tan, Ken Seng 8 2016 Editorial: Longevity risk and capital markets: the 2013–14 update. Zbl 1321.00138 6 2015 Modeling period effects in multi-population mortality models: applications to Solvency II. Zbl 1412.91060Zhou, Rui; Wang, Yujiao; Kaufhold, Kai; Li, Johnny Siu-Hang; Tan, Ken Seng 16 2014 Downside risk management of a defined benefit plan considering longevity basis risk. Zbl 1412.91048Lin, Yijia; Tan, Ken Seng; Tian, Ruilin; Yu, Jifeng 9 2014 Empirical approach for optimal reinsurance design. Zbl 1414.91234Tan, Ken Seng; Weng, Chengguo 9 2014 Pricing derivative securities using integrated quasi-Monte Carlo methods with dimension reduction and discontinuity realignment. Zbl 1307.65003Imai, Junichi; Tan, Ken Seng 7 2014 Optimal reinsurance with general premium principles. Zbl 1284.91216Chi, Yichun; Tan, Ken Seng 37 2013 Pricing Bermudan options using low-discrepancy mesh methods. Zbl 1281.91181Boyle, Phelim P.; Kolkiewicz, Adam W.; Tan, Ken Seng 4 2013 VaR-based optimal partial hedging. Zbl 1281.91142Cong, Jianfa; Tan, Ken Seng; Weng, Chengguo 4 2013 Tail behavior of Poisson shot noise processes under heavy-tailed shocks and actuarial applications. Zbl 1281.60048Weng, Chengguo; Zhang, Yi; Tan, Ken Seng 2 2013 How do path generation methods affect the accuracy of quasi-Monte Carlo methods for problems in finance? Zbl 1236.91145Wang, Xiaoqun; Tan, Ken Seng 8 2012 Optimal reinsurance under VaR and CVaR risk measures a simplified approach. Zbl 1239.91078Chi, Yichun; Tan, Ken Seng 61 2011 Optimality of general reinsurance contracts under CTE risk measure. Zbl 1218.91097Tan, Ken Seng; Weng, Chengguo; Zhang, Yi 34 2011 Uncertainty in mortality forecasting an extension to the classical Lee-Carter approach. Zbl 1203.91113Li, Johnny Siu-Hang; Hardy, Mary; Tan, Ken Seng 36 2009 Ruin probabilities in a discrete time risk model with dependent risks of heavy tail. Zbl 1224.91093Weng, Chengguo; Zhang, Yi; Tan, Ken Seng 16 2009 An accelerating quasi-Monte Carlo method for option pricing under the generalized hyperbolic Lévy process. Zbl 1189.91207Imai, Junichi; Tan, Ken Seng 7 2009 Dimension reduction approach to simulating exotic options in a Meixner Lévy market. Zbl 1229.91341Imai, Junichi; Tan, Ken Seng 5 2009 Optimal reinsurance under VaR and CTE risk measures. Zbl 1140.91417Cai, Jun; Tan, Ken Seng; Weng, Chengguo; Zhang, Yi 95 2008 Computation of optimal portfolios using simulation-based dimension reduction. Zbl 1284.91567Boyle, Phelim; Imai, Junichi; Tan, Ken Seng 2 2008 Optimal investment with noise trading risk. Zbl 1175.91166Xu, Yunhui; Li, Zhongfei; Tan, Ken Seng 1 2008 Optimal retention for a stop-loss reinsurance under the VaR and CTE risk measures. Zbl 1162.91402Cai, Jun; Tan, Ken Seng 96 2007 Effects of noncircular collars on an axisymmetric jet. Zbl 1182.76558New, T. H.; Tan, K. S.; Tsai, H. M. 1 2007 Optimal constant-rebalanced portfolio investment strategies for dynamic portfolio selection. Zbl 1138.91460Li, Zhong-Fei; Ng, Kai W.; Tan, Ken Seng; Yang, Hailiang 1 2006 Pricing options using lattice rules. Zbl 1141.91419Boyle, Phelim P.; Lai, Yongzeng; Tan, Ken Seng 8 2005 A closed-form solution to a dynamic portfolio optimization problem. Zbl 1127.91026Li, Zhong-Fei; Ng, Kai W.; Tan, Ken Seng; Yang, Hailiang 1 2005 Minimizing effective dimension using linear transformation. Zbl 1043.65003Imai, Junichi; Tan, Ken Seng 10 2004 Valuation of equity-indexed annuities under stochastic interest rates. Zbl 1084.60530Lin, X. Sheldon; Tan, Ken Seng 35 2003 An improved simulation method for pricing high-dimensional American derivatives. Zbl 1036.91020Boyle, Phelim P.; Kolkiewicz, Adam W.; Tan, Ken Seng 4 2003 A note on power-law scaling in a Taylor-Couette flow. Zbl 1186.76325Lim, T. T.; Tan, K. S. 3 2003 Pricing American derivatives using simulation: A biased low approach. Zbl 1008.91059Boyle, Phelim P.; Kolkiewicz, Adam W.; Tan, Ken Seng 2 2002 Valuation of the reset options embedded in some equity-linked insurance products. Zbl 1083.91511Boyle, Phelim P.; Kolkiewicz, Adam W.; Tan, Ken Seng 11 2001 Calibrating the Black-Derman-Toy model: Some theoretical results. Zbl 1021.91025Boyle, Phelim P.; Tan, Ken Seng; Tian, Weidong 2 2001 Applications of randomized low discrepancy sequences to the valuation of complex securities. Zbl 0967.91059Tan, K. S.; Boyle, P. P. 10 2000 Quasi-Monte Carlo methods in numerical finance. Zbl 0880.90006Joy, Corwin; Boyle, Phelim P.; Tan, Ken Seng 47 1996 all cited Publications top 5 cited Publications all top 5 Cited by 554 Authors 34 Tan, Ken Seng 16 Chi, Yichun 16 Weng, Chengguo 14 Cheung, Ka Chun 12 Boonen, Tim J. 11 Asimit, Alexandru V. 9 Blake, David 9 Li, Johnny Siu-Hang 9 Wang, Xiaoqun 9 Zhuang, Sheng Chao 8 Tsai, Cary Chi-Liang 7 Balbás, Alejandro 7 Balbás, Beatriz 7 Boyle, Phelim P. 7 Cai, Jun 7 Siu, Tak Kuen 7 Yam, Sheung Chi Phillip 6 Assa, Hirbod 6 Ghossoub, Mario 6 Lo, Ambrose 5 Balbás, Raquel 5 Chong, Wing Fung 5 Hu, Junlei 5 Jiang, Wenjun 5 Kolkiewicz, Adam W. 5 Lai, Yongzeng 5 Liang, Zhibin 5 Lin, Tzuling 5 Lin, X. Sheldon 5 Liu, Fangda 5 Liu, Haiyan 5 Ökten, Giray 5 Wang, Rongming 5 Wang, Ruodu 5 Yang, Hailiang 5 Yin, Chuancun 5 Yuen, Kam Chuen 5 Zhang, Yi 4 Badescu, Alexandru M. 4 Gaillardetz, Patrice 4 Heras, Antonio 4 Imai, Junichi 4 Liu, Yanxin 4 MacMinn, Richard D. 4 Meng, Hui 4 Qian, Linyi 4 Ren, Jiandong 4 Yang, Yang 4 Young, Virginia R. 4 Yuen, Fei Lung 4 Zhang, Yiying 3 Brandtner, Mario 3 Cairns, Andrew J. G. 3 Cox, Samuel H. jun. 3 Cui, Wei 3 Fang, Ying 3 Haberman, Steven 3 Hardy, Mary Rosalyn 3 He, Zhijian 3 Hong, Hanping 3 Hu, Xiang 3 Hunt, Andrew 3 Jin, Zhuo 3 Kim, Eunseok 3 Kürsten, Wolfgang 3 Lemieux, Christiane 3 Li, Danping 3 Lin, Yijia 3 Liu, Xiaoming 3 Lyuu, Yuh-Dauh 3 Shen, Yang 3 Shi, Yanlin 3 Zhang, Lianzeng 3 Zhou, Ming 3 Zhou, Rui 3 Zhu, Wenjun 3 Zhu, Yunzhou 2 Albrecher, Hansjörg 2 Bäuerle, Nicole 2 Broadie, Mark N. 2 Centeno, M. L. 2 Coleman, Thomas F. 2 Cong, Jianfa 2 Coughlan, Guy D. 2 Debón, Ana 2 Dowd, Kevin 2 Escobar Anel, Marcos 2 Furman, Edward 2 Gao, Huan 2 Glasserman, Paul 2 Glauner, Alexander 2 Goard, Joanna M. 2 Göncü, Ahmet 2 Griebel, Michael 2 Guerra, Manuel 2 Hanewald, Katja 2 Hörmann, Wolfgang 2 Hu, Duni 2 Jarner, Søren Fiig 2 Kawai, Reiichiro ...and 454 more Authors all top 5 Cited in 78 Serials 129 Insurance Mathematics & Economics 41 North American Actuarial Journal 23 Scandinavian Actuarial Journal 20 Journal of Computational and Applied Mathematics 20 ASTIN Bulletin 15 European Journal of Operational Research 8 Quantitative Finance 7 European Actuarial Journal 6 Applied Mathematics and Computation 6 Mathematics and Computers in Simulation 6 Journal of Complexity 6 Annals of Operations Research 5 Statistics & Probability Letters 5 Journal of Economic Dynamics & Control 5 Mathematical and Computer Modelling 4 Journal of Systems Science and Complexity 3 Acta Mathematicae Applicatae Sinica. English Series 3 Communications in Statistics. Theory and Methods 3 Monte Carlo Methods and Applications 3 Mathematical Problems in Engineering 3 The ANZIAM Journal 2 Computers & Mathematics with Applications 2 Mathematics of Computation 2 Journal of Applied Probability 2 Operations Research 2 Abstract and Applied Analysis 2 Discrete Dynamics in Nature and Society 2 International Journal of Theoretical and Applied Finance 2 Methodology and Computing in Applied Probability 2 Journal of Applied Mathematics and Computing 2 Asia-Pacific Financial Markets 2 Review of Derivatives Research 2 Journal of Industrial and Management Optimization 2 SIAM Journal on Financial Mathematics 2 Science China. Mathematics 2 Journal of Probability and Statistics 2 Journal of Function Spaces 1 Lithuanian Mathematical Journal 1 Mathematical Methods in the Applied Sciences 1 Scandinavian Journal of Statistics 1 Acta Arithmetica 1 Journal of Econometrics 1 Journal of Multivariate Analysis 1 SIAM Journal on Control and Optimization 1 Stochastic Analysis and Applications 1 Applied Numerical Mathematics 1 Computers & Operations Research 1 Computational Mechanics 1 Numerical Algorithms 1 Computational Statistics 1 Applied Mathematical Modelling 1 Automation and Remote Control 1 Computational Statistics and Data Analysis 1 Computational Optimization and Applications 1 Test 1 SIAM Journal on Scientific Computing 1 Applied Mathematics. Series B (English Edition) 1 Top 1 Complexity 1 Finance and Stochastics 1 Mathematical Methods of Operations Research 1 Journal of Inequalities and Applications 1 Extremes 1 Decisions in Economics and Finance 1 Journal of Applied Mathematics 1 Bulletin of the Malaysian Mathematical Sciences Society. Second Series 1 Journal of Machine Learning Research (JMLR) 1 Hacettepe Journal of Mathematics and Statistics 1 Computational Management Science 1 Stochastics 1 Journal of Forecasting 1 Frontiers of Mathematics in China 1 Mathematics and Financial Economics 1 AStA. Advances in Statistical Analysis 1 Numerical Algebra, Control and Optimization 1 East Asian Journal on Applied Mathematics 1 International Journal of Applied and Computational Mathematics 1 AIMS Mathematics all top 5 Cited in 21 Fields 358 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 110 Statistics (62-XX) 71 Probability theory and stochastic processes (60-XX) 62 Numerical analysis (65-XX) 25 Operations research, mathematical programming (90-XX) 15 Systems theory; control (93-XX) 9 Calculus of variations and optimal control; optimization (49-XX) 6 General and overarching topics; collections (00-XX) 6 Number theory (11-XX) 4 Approximations and expansions (41-XX) 4 Computer science (68-XX) 3 Integral transforms, operational calculus (44-XX) 2 Real functions (26-XX) 2 Partial differential equations (35-XX) 2 Integral equations (45-XX) 2 Mechanics of deformable solids (74-XX) 1 Harmonic analysis on Euclidean spaces (42-XX) 1 Operator theory (47-XX) 1 Geophysics (86-XX) 1 Biology and other natural sciences (92-XX) 1 Mathematics education (97-XX) Citations by Year