Edit Profile (opens in new tab) Vanduffel, Steven Compute Distance To: Compute Author ID: vanduffel.steven Published as: Vanduffel, Steven; Vanduffel, S. External Links: MGP · ORCID Documents Indexed: 53 Publications since 2003 Co-Authors: 47 Co-Authors with 53 Joint Publications 985 Co-Co-Authors all top 5 Co-Authors 0 single-authored 16 Bernard, Carole L. 13 Dhaene, Jan 8 Rüschendorf, Ludger 7 Goovaerts, Marc J. 7 Puccetti, Giovanni 6 Yao, Jing 5 Henrard, Luc 4 Durante, Fabrizio 4 Kaas, Rob 4 Landsman, Zinoviy M. 4 Maj, Mateusz 4 Scherer, Matthias 3 Cornilly, Dries 3 Ye, Jiang 2 Bondarenko, Oleg 2 Boudt, Kris 2 Chen, Jit Seng 2 Koch, Robert A. 2 Olieslagers, Ruben 2 Tang, Qihe 2 Valdez, Emiliano A. 2 Vandendorpe, Antoine 2 Vyncke, David 1 Ahcan, Ales 1 Chen, Xinliang 1 Chernih, Andrew 1 Cheung, Ka Chun 1 Cooke, Roger Marvin 1 Cui, Zhenyu 1 Deelstra, Griselda 1 Denuit, Michel M. 1 Genest, Christian 1 Ho, Ngoc-Diep 1 Hoedemakers, Tom 1 Jakobsons, Edgars 1 Jiang, Xiao 1 Kazzi, Rodrigue 1 Moraux, Franck 1 Nelsen, Roger B. 1 Pagnoncelli, Bernardo K. 1 Rayée, Grégory 1 Romijn, Olivier 1 Rousseeuw, Peter J. 1 Schoutens, Wim 1 Shang, Zhaoning 1 Small, Daniel 1 Tuitman, Jan 1 Van Dooren, Paul M. 1 Verdonck, Tim 1 Wang, Ruodu all top 5 Serials 8 Insurance Mathematics & Economics 5 European Journal of Operational Research 5 Dependence Modeling 4 Statistics & Probability Letters 4 North American Actuarial Journal 4 Belgian Actuarial Bulletin 2 Journal of Applied Probability 2 International Journal of Theoretical and Applied Finance 2 Scandinavian Actuarial Journal 2 Quantitative Finance 1 Journal of Computational and Applied Mathematics 1 Journal of Mathematical Economics 1 Journal of Multivariate Analysis 1 Journal of Statistical Planning and Inference 1 Annals of Operations Research 1 Economics Letters 1 Applied Mathematical Finance 1 Finance and Stochastics 1 Decisions in Economics and Finance 1 Stochastic Models 1 ASTIN Bulletin 1 4OR 1 Journal of Actuarial Practice 1 Review of Derivatives Research 1 Statistics and Computing all top 5 Fields 40 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 21 Statistics (62-XX) 12 Probability theory and stochastic processes (60-XX) 4 Operations research, mathematical programming (90-XX) 3 History and biography (01-XX) 2 Numerical analysis (65-XX) 1 Computer science (68-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 47 Publications have been cited 481 times in 334 Documents Cited by ▼ Year ▼ Risk measures and comonotonicity: a review. Zbl 1159.91403Dhaene, J.; Vanduffel, S.; Goovaerts, M. J.; Kaas, R.; Tang, Q.; Vyncke, D. 135 2006 Some results on the CTE-based capital allocation rule. Zbl 1152.91577Dhaene, J.; Henrard, L.; Landsman, Z.; Vandendorpe, A.; Vanduffel, S. 33 2008 Optimal approximations for risk measures of sums of lognormals based on conditional expectations. Zbl 1154.91021Vanduffel, S.; Chen, X.; Dhaene, J.; Goovaerts, M.; Henrard, L.; Kaas, R. 30 2008 Comparing approximations for risk measures of sums of nonindependent lognormal random variables. Zbl 1215.91038Vanduffel, Steven; Hoedemakers, Tom; Dhaene, Jan 26 2005 Bounds and approximations for sums of dependent log-elliptical random variables. Zbl 1162.91440Valdez, Emiliano A.; Dhaene, Jan; Maj, Mateusz; Vanduffel, Steven 18 2009 Risk bounds for factor models. Zbl 1443.91338Bernard, Carole; Rüschendorf, Ludger; Vanduffel, Steven; Wang, Ruodu 18 2017 A note on ‘Improved Fréchet bounds and model-free pricing of multi-asset options’ by Tankov (2011). Zbl 1259.60022Bernard, Carole; Jiang, Xiao; Vanduffel, Steven 16 2012 Analytic bounds and approximations for annuities and Asian options. Zbl 1141.91550Vanduffel, Steven; Shang, Zhaoning; Henrard, Luc; Dhaene, Jan; Valdez, Emiliano A. 13 2008 Reduction of value-at-risk bounds via independence and variance information. Zbl 1401.91185Puccetti, Giovanni; Rüschendorf, Ludger; Small, Daniel; Vanduffel, Steven 13 2017 On the parameterization of the CreditRisk\(^+\) model for estimating credit portfolio risk. Zbl 1152.91608Vandendorpe, Antoine; Ho, Ngoc-Diep; Vanduffel, Steven; Van Dooren, Paul 12 2008 Optimal payoffs under state-dependent preferences. Zbl 1398.91503Bernard, Carole; Moraux, Franck; Rüschendorf, Ludger; Vanduffel, Steven 12 2015 The hurdle-race problem. Zbl 1103.91353Vanduffel, S.; Dhaene, J.; Goovaerts, M.; Kaas, R. 11 2003 A note on the suboptimality of path-dependent pay-offs in Lévy markets. Zbl 1179.91085Vanduffel, Steven; Chernih, Andrew; Maj, Matheusz; Schoutens, Wim 10 2009 A note on Stein’s lemma for multivariate elliptical distributions. Zbl 1432.62152Landsman, Zinoviy; Vanduffel, Steven; Yao, Jing 9 2013 Rationalizing investors’ choices. Zbl 1320.91132Bernard, Carole; Chen, Jit Seng; Vanduffel, Steven 8 2015 Mean-variance optimal portfolios in the presence of a benchmark with applications to fraud detection. Zbl 1304.91181Bernard, C.; Vanduffel, S. 8 2014 An explicit option-based strategy that outperforms dollar cost averaging. Zbl 1282.91349Vanduffel, Steven; Ahcan, Ales; Henrard, Luc; Maj, Mateusz 8 2012 A Stein type lemma for the multivariate generalized hyperbolic distribution. Zbl 1403.91265Vanduffel, Steven; Yao, Jing 7 2017 Some Stein-type inequalities for multivariate elliptical distributions and applications. Zbl 1314.60068Landsman, Zinoviy; Vanduffel, Steven; Yao, Jing 7 2015 Capital requirements, risk measures and comonotonicity. Zbl 1357.91018Dhaene, Jan; Vanduffel, Steven; Tang, Qihe; Goovaerts, Marc; Kaas, Rob; Vyncke, David 7 2004 Correlation order, merging and diversification. Zbl 1231.91175Dhaene, Jan; Denuit, Michel; Vanduffel, Steven 7 2009 Optimal claims with fixed payoff structure. Zbl 1331.91156Bernard, Carole; Rüschendorf, Ludger; Vanduffel, Steven 6 2014 Bounds for sums of random variables when the marginal distributions and the variance of the sum are given. Zbl 1327.60047Cheung, Ka Chun; Vanduffel, Steven 6 2013 The minimum regularized covariance determinant estimator. Zbl 1436.62197Boudt, Kris; Rousseeuw, Peter J.; Vanduffel, Steven; Verdonck, Tim 5 2020 Optimal portfolios under worst-case scenarios. Zbl 1308.91136Bernard, Carole; Chen, Jit Seng; Vanduffel, Steven 5 2014 Improving the design of financial products in a multidimensional Black-Scholes market. Zbl 1213.91135Bernard, Carole; Maj, Mateusz; Vanduffel, Steven 4 2011 Upper bounds for strictly concave distortion risk measures on moment spaces. Zbl 1416.91167Cornilly, D.; Rüschendorf, L.; Vanduffel, Steven 4 2018 Quantile of a mixture with application to model risk assessment. Zbl 1355.60019Bernard, Carole; Vanduffel, Steven 4 2015 A provisioning problem with stochastic payments. Zbl 1253.91202Pagnoncelli, Bernardo K.; Vanduffel, Steven 4 2012 Block rearranging elements within matrix columns to minimize the variability of the row sums. Zbl 1384.90041Boudt, Kris; Jakobsons, Edgars; Vanduffel, Steven 4 2018 Impact of flexible periodic premiums on variable annuity guarantees. Zbl 1414.91165Bernard, Carole; Cui, Zhenyu; Vanduffel, Steven 3 2017 Bounds for some general sums of random variables. Zbl 1207.62119Landsman, Zinoviy; Vanduffel, Steven 3 2011 On the construction of optimal payoffs. Zbl 1444.91201Rüschendorf, L.; Vanduffel, Steven 3 2020 Optimal strategies under omega ratio. Zbl 1431.91353Bernard, Carole; Vanduffel, Steven; Ye, Jiang 3 2019 Distributions with given marginals: the beginnings. An interview with Giorgio Dall’Aglio. Zbl 1352.01036Durante, Fabrizio; Puccetti, Giovanni; Scherer, Matthias; Vanduffel, Steven 3 2016 Using model-independent lower bounds to improve pricing of Asian style options in Lévy markets. Zbl 1290.91159Deelstra, Griselda; Rayée, Grégory; Vanduffel, Steven; Yao, Jing 3 2014 On the computation of the capital multiplier in the Fortis credit economic capital model. Zbl 1357.91049Dhaene, Jan; Vanduffel, Steven; Goovaerts, Marc; Olieslagers, Ruben; Koch, Robert 2 2003 Rearrangement algorithm and maximum entropy. Zbl 1404.91135Bernard, Carole; Bondarenko, Oleg; Vanduffel, Steven 2 2018 Consistent assumptions for modeling credit loss correlations. Zbl 1192.91187Dhaene, Jan; Goovaerts, Marc J.; Koch, Robert; Olieslagers, Ruben; Romijn, Olivier; Vanduffel, Steven 1 2006 Correlation matrices with average constraints. Zbl 1450.62058Tuitman, Jan; Vanduffel, Steven; Yao, Jing 1 2020 On the computation of Wasserstein barycenters. Zbl 07163065Puccetti, Giovanni; Rüschendorf, Ludger; Vanduffel, Steven 1 2020 A model-free approach to multivariate option pricing. Zbl 1470.91270Bernard, Carole; Bondarenko, Oleg; Vanduffel, Steven 1 2021 Aggregating economic capital. Zbl 1398.91680Dhaene, J.; Goovaerts, M.; Lundin, M.; Vanduffel, S. 1 2005 My introduction to copulas. An interview with Roger Nelsen. Zbl 1404.62052Durante, Fabrizio; Puccetti, Giovanni; Scherer, Matthias; Vanduffel, Steven 1 2017 A new efficiency test for ranking investments: application to hedge fund performance. Zbl 1418.91452Bernard, Carole; Vanduffel, Steven; Ye, Jiang 1 2019 Stat trek. An interview with Christian Genest. Zbl 1403.62003Durante, Fabrizio; Puccetti, Giovanni; Scherer, Matthias; Vanduffel, Steven 1 2016 The vine philosopher. Zbl 1383.01009Durante, Fabrizio; Puccetti, Giovanni; Scherer, Matthias; Vanduffel, Steven 1 2017 A model-free approach to multivariate option pricing. Zbl 1470.91270Bernard, Carole; Bondarenko, Oleg; Vanduffel, Steven 1 2021 The minimum regularized covariance determinant estimator. Zbl 1436.62197Boudt, Kris; Rousseeuw, Peter J.; Vanduffel, Steven; Verdonck, Tim 5 2020 On the construction of optimal payoffs. Zbl 1444.91201Rüschendorf, L.; Vanduffel, Steven 3 2020 Correlation matrices with average constraints. Zbl 1450.62058Tuitman, Jan; Vanduffel, Steven; Yao, Jing 1 2020 On the computation of Wasserstein barycenters. Zbl 07163065Puccetti, Giovanni; Rüschendorf, Ludger; Vanduffel, Steven 1 2020 Optimal strategies under omega ratio. Zbl 1431.91353Bernard, Carole; Vanduffel, Steven; Ye, Jiang 3 2019 A new efficiency test for ranking investments: application to hedge fund performance. Zbl 1418.91452Bernard, Carole; Vanduffel, Steven; Ye, Jiang 1 2019 Upper bounds for strictly concave distortion risk measures on moment spaces. Zbl 1416.91167Cornilly, D.; Rüschendorf, L.; Vanduffel, Steven 4 2018 Block rearranging elements within matrix columns to minimize the variability of the row sums. Zbl 1384.90041Boudt, Kris; Jakobsons, Edgars; Vanduffel, Steven 4 2018 Rearrangement algorithm and maximum entropy. Zbl 1404.91135Bernard, Carole; Bondarenko, Oleg; Vanduffel, Steven 2 2018 Risk bounds for factor models. Zbl 1443.91338Bernard, Carole; Rüschendorf, Ludger; Vanduffel, Steven; Wang, Ruodu 18 2017 Reduction of value-at-risk bounds via independence and variance information. Zbl 1401.91185Puccetti, Giovanni; Rüschendorf, Ludger; Small, Daniel; Vanduffel, Steven 13 2017 A Stein type lemma for the multivariate generalized hyperbolic distribution. Zbl 1403.91265Vanduffel, Steven; Yao, Jing 7 2017 Impact of flexible periodic premiums on variable annuity guarantees. Zbl 1414.91165Bernard, Carole; Cui, Zhenyu; Vanduffel, Steven 3 2017 My introduction to copulas. An interview with Roger Nelsen. Zbl 1404.62052Durante, Fabrizio; Puccetti, Giovanni; Scherer, Matthias; Vanduffel, Steven 1 2017 The vine philosopher. Zbl 1383.01009Durante, Fabrizio; Puccetti, Giovanni; Scherer, Matthias; Vanduffel, Steven 1 2017 Distributions with given marginals: the beginnings. An interview with Giorgio Dall’Aglio. Zbl 1352.01036Durante, Fabrizio; Puccetti, Giovanni; Scherer, Matthias; Vanduffel, Steven 3 2016 Stat trek. An interview with Christian Genest. Zbl 1403.62003Durante, Fabrizio; Puccetti, Giovanni; Scherer, Matthias; Vanduffel, Steven 1 2016 Optimal payoffs under state-dependent preferences. Zbl 1398.91503Bernard, Carole; Moraux, Franck; Rüschendorf, Ludger; Vanduffel, Steven 12 2015 Rationalizing investors’ choices. Zbl 1320.91132Bernard, Carole; Chen, Jit Seng; Vanduffel, Steven 8 2015 Some Stein-type inequalities for multivariate elliptical distributions and applications. Zbl 1314.60068Landsman, Zinoviy; Vanduffel, Steven; Yao, Jing 7 2015 Quantile of a mixture with application to model risk assessment. Zbl 1355.60019Bernard, Carole; Vanduffel, Steven 4 2015 Mean-variance optimal portfolios in the presence of a benchmark with applications to fraud detection. Zbl 1304.91181Bernard, C.; Vanduffel, S. 8 2014 Optimal claims with fixed payoff structure. Zbl 1331.91156Bernard, Carole; Rüschendorf, Ludger; Vanduffel, Steven 6 2014 Optimal portfolios under worst-case scenarios. Zbl 1308.91136Bernard, Carole; Chen, Jit Seng; Vanduffel, Steven 5 2014 Using model-independent lower bounds to improve pricing of Asian style options in Lévy markets. Zbl 1290.91159Deelstra, Griselda; Rayée, Grégory; Vanduffel, Steven; Yao, Jing 3 2014 A note on Stein’s lemma for multivariate elliptical distributions. Zbl 1432.62152Landsman, Zinoviy; Vanduffel, Steven; Yao, Jing 9 2013 Bounds for sums of random variables when the marginal distributions and the variance of the sum are given. Zbl 1327.60047Cheung, Ka Chun; Vanduffel, Steven 6 2013 A note on ‘Improved Fréchet bounds and model-free pricing of multi-asset options’ by Tankov (2011). Zbl 1259.60022Bernard, Carole; Jiang, Xiao; Vanduffel, Steven 16 2012 An explicit option-based strategy that outperforms dollar cost averaging. Zbl 1282.91349Vanduffel, Steven; Ahcan, Ales; Henrard, Luc; Maj, Mateusz 8 2012 A provisioning problem with stochastic payments. Zbl 1253.91202Pagnoncelli, Bernardo K.; Vanduffel, Steven 4 2012 Improving the design of financial products in a multidimensional Black-Scholes market. Zbl 1213.91135Bernard, Carole; Maj, Mateusz; Vanduffel, Steven 4 2011 Bounds for some general sums of random variables. Zbl 1207.62119Landsman, Zinoviy; Vanduffel, Steven 3 2011 Bounds and approximations for sums of dependent log-elliptical random variables. Zbl 1162.91440Valdez, Emiliano A.; Dhaene, Jan; Maj, Mateusz; Vanduffel, Steven 18 2009 A note on the suboptimality of path-dependent pay-offs in Lévy markets. Zbl 1179.91085Vanduffel, Steven; Chernih, Andrew; Maj, Matheusz; Schoutens, Wim 10 2009 Correlation order, merging and diversification. Zbl 1231.91175Dhaene, Jan; Denuit, Michel; Vanduffel, Steven 7 2009 Some results on the CTE-based capital allocation rule. Zbl 1152.91577Dhaene, J.; Henrard, L.; Landsman, Z.; Vandendorpe, A.; Vanduffel, S. 33 2008 Optimal approximations for risk measures of sums of lognormals based on conditional expectations. Zbl 1154.91021Vanduffel, S.; Chen, X.; Dhaene, J.; Goovaerts, M.; Henrard, L.; Kaas, R. 30 2008 Analytic bounds and approximations for annuities and Asian options. Zbl 1141.91550Vanduffel, Steven; Shang, Zhaoning; Henrard, Luc; Dhaene, Jan; Valdez, Emiliano A. 13 2008 On the parameterization of the CreditRisk\(^+\) model for estimating credit portfolio risk. Zbl 1152.91608Vandendorpe, Antoine; Ho, Ngoc-Diep; Vanduffel, Steven; Van Dooren, Paul 12 2008 Risk measures and comonotonicity: a review. Zbl 1159.91403Dhaene, J.; Vanduffel, S.; Goovaerts, M. J.; Kaas, R.; Tang, Q.; Vyncke, D. 135 2006 Consistent assumptions for modeling credit loss correlations. Zbl 1192.91187Dhaene, Jan; Goovaerts, Marc J.; Koch, Robert; Olieslagers, Ruben; Romijn, Olivier; Vanduffel, Steven 1 2006 Comparing approximations for risk measures of sums of nonindependent lognormal random variables. Zbl 1215.91038Vanduffel, Steven; Hoedemakers, Tom; Dhaene, Jan 26 2005 Aggregating economic capital. Zbl 1398.91680Dhaene, J.; Goovaerts, M.; Lundin, M.; Vanduffel, S. 1 2005 Capital requirements, risk measures and comonotonicity. Zbl 1357.91018Dhaene, Jan; Vanduffel, Steven; Tang, Qihe; Goovaerts, Marc; Kaas, Rob; Vyncke, David 7 2004 The hurdle-race problem. Zbl 1103.91353Vanduffel, S.; Dhaene, J.; Goovaerts, M.; Kaas, R. 11 2003 On the computation of the capital multiplier in the Fortis credit economic capital model. Zbl 1357.91049Dhaene, Jan; Vanduffel, Steven; Goovaerts, Marc; Olieslagers, Ruben; Koch, Robert 2 2003 all cited Publications top 5 cited Publications all top 5 Cited by 467 Authors 38 Vanduffel, Steven 21 Dhaene, Jan 18 Rüschendorf, Ludger 17 Bernard, Carole L. 16 Cheung, Ka Chun 14 Wang, Ruodu 13 Landsman, Zinoviy M. 10 Furman, Edward 10 Yao, Jing 9 Tang, Qihe 7 Goovaerts, Marc J. 7 Linders, Daniël 7 Lo, Ambrose 7 Puccetti, Giovanni 7 Zitikis, Ričardas 5 Boonen, Tim J. 5 Cossette, Hélène 5 Durante, Fabrizio 5 Guillen, Montserrat 5 Kim, Joseph Hyun Tae 5 Marceau, Étienne 5 Yin, Chuancun 4 Ahn, Jae Youn 4 Ansari, Jonathan 4 Deelstra, Griselda 4 Denuit, Michel M. 4 Henrard, Luc 4 Maj, Mateusz 4 Papapantoleon, Antonis 4 Shushi, Tomer 4 Wolf, Viktor 4 Yang, Jingping 3 Bolancé, Catalina 3 Cui, Wei 3 Feng, Runhuan 3 Fernández-Sánchez, Juan 3 Hoedemakers, Tom 3 Hu, Taizhong 3 Kukush, Oleksandr Georgiĭovych 3 Laeven, Roger J. A. 3 Lux, Thibaut 3 Pitselis, Georgios 3 Saunders, David Claude 3 Schoutens, Wim 3 Sordo, Miguel Ángel 3 Tan, Ken Seng 3 Valdez, Emiliano A. 3 Vernic, Raluca 3 Weng, Chengguo 3 Yang, Fan 3 Ye, Jiang 3 Yuan, Zhongyi 2 Ahcan, Ales 2 Arias García, J. J. 2 Asimit, Alexandru V. 2 Balbás, Alejandro 2 Bäuerle, Nicole 2 Bondarenko, Oleg 2 Boyle, Phelim P. 2 Cai, Jun 2 Campi, Marco Claudio 2 Chen, Jit Seng 2 Cornilly, Dries 2 Cui, Zhenyu 2 De Baets, Bernard 2 Diallo, Ibrahima 2 Elbassioni, Khaled M. 2 Garatti, Simone 2 Gijbels, Irène 2 Hashorva, Enkelejd 2 He, Xuedong 2 Ignatieva, Katja 2 Jakobsons, Edgars 2 Jiang, Long 2 Joe, Harry 2 Kaas, Rob 2 Kountzakis, Christos E. 2 Kuznetsov, Alexey 2 Kye, Yisub 2 Ledwina, Teresa 2 Lee, Woojoo 2 Lin, Hongcan 2 Liu, Xiaoming 2 Lu, Zhiyi 2 Ma, Yong-Ki 2 Makov, Udi E. 2 Mamon, Rogemar S. 2 Mao, Tiantian 2 Mesiar, Radko 2 Nguyen, Trung Thanh 2 Nielsen, Jens Perch 2 Perman, Mihael 2 Quesada-Molina, José Juan 2 Recchia, Raffaella 2 Robert, Christian Yann 2 Scherer, Matthias 2 Scutellà, Maria Grazia 2 Song, Yongsheng 2 Su, Jianxi 2 Swan, Yvik C. ...and 367 more Authors all top 5 Cited in 87 Serials 112 Insurance Mathematics & Economics 18 Journal of Computational and Applied Mathematics 15 Dependence Modeling 14 Scandinavian Actuarial Journal 14 ASTIN Bulletin 14 North American Actuarial Journal 13 European Journal of Operational Research 7 Statistics & Probability Letters 7 Communications in Statistics. Theory and Methods 6 International Journal of Theoretical and Applied Finance 5 Annals of Operations Research 4 Applied Mathematical Finance 4 Quantitative Finance 3 Journal of Applied Probability 3 International Journal of Approximate Reasoning 3 Methodology and Computing in Applied Probability 3 SIAM Journal on Financial Mathematics 2 Fuzzy Sets and Systems 2 Journal of Theoretical Probability 2 Linear Algebra and its Applications 2 Mathematical Programming. Series A. Series B 2 Bernoulli 2 Mathematical Problems in Engineering 2 Stochastic Models 2 4OR 2 Mathematics and Financial Economics 2 Advances in Mathematical Physics 2 European Actuarial Journal 2 Statistics and Computing 2 AIMS Mathematics 1 Advances in Applied Probability 1 Discrete Applied Mathematics 1 Information Processing Letters 1 Journal of Mathematical Analysis and Applications 1 Journal of Mathematical Physics 1 Psychometrika 1 Theory of Probability and its Applications 1 The Annals of Probability 1 Applied Mathematics and Optimization 1 International Journal of Mathematics and Mathematical Sciences 1 Journal of Economic Theory 1 Journal of Mathematical Economics 1 Journal of Multivariate Analysis 1 Journal of Statistical Planning and Inference 1 Mathematics of Operations Research 1 Metron 1 Operations Research 1 SIAM Journal on Control and Optimization 1 Systems & Control Letters 1 Operations Research Letters 1 Acta Mathematicae Applicatae Sinica. English Series 1 Statistical Science 1 Journal of Economic Dynamics & Control 1 Science in China. Series A 1 Economics Letters 1 Japan Journal of Industrial and Applied Mathematics 1 The Annals of Applied Probability 1 Computational Mathematics and Mathematical Physics 1 Economic Quality Control 1 Communications in Statistics. Simulation and Computation 1 International Journal of Computer Mathematics 1 Journal of Statistical Computation and Simulation 1 Computational Statistics and Data Analysis 1 Journal of Computer and Systems Sciences International 1 Applied Mathematics. Series B (English Edition) 1 Theory of Probability and Mathematical Statistics 1 Finance and Stochastics 1 Mathematical Finance 1 Abstract and Applied Analysis 1 Mathematical Methods of Operations Research 1 Journal of Applied Statistics 1 Lobachevskii Journal of Mathematics 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 Journal of Systems Science and Complexity 1 Decisions in Economics and Finance 1 Journal of Applied Mathematics 1 Review of Derivatives Research 1 Statistical Methods and Applications 1 Journal of the Korean Statistical Society 1 Probability Surveys 1 Advances in Decision Sciences 1 Statistics & Risk Modeling 1 Communications in Mathematics and Statistics 1 Open Mathematics 1 Probability, Uncertainty and Quantitative Risk all top 5 Cited in 17 Fields 270 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 167 Statistics (62-XX) 101 Probability theory and stochastic processes (60-XX) 18 Operations research, mathematical programming (90-XX) 15 Numerical analysis (65-XX) 6 Systems theory; control (93-XX) 5 Linear and multilinear algebra; matrix theory (15-XX) 3 Measure and integration (28-XX) 3 Calculus of variations and optimal control; optimization (49-XX) 2 History and biography (01-XX) 2 Functional analysis (46-XX) 2 Computer science (68-XX) 1 General and overarching topics; collections (00-XX) 1 Special functions (33-XX) 1 Partial differential equations (35-XX) 1 Information and communication theory, circuits (94-XX) 1 Mathematics education (97-XX) Citations by Year