Edit Profile (opens in new tab) Wang, Ruodu Compute Distance To: Compute Author ID: wang.ruodu Published as: Wang, Ruodu Documents Indexed: 85 Publications since 1988 Co-Authors: 48 Co-Authors with 62 Joint Publications 1,335 Co-Co-Authors all top 5 Co-Authors 8 single-authored 12 Wang, Bin 9 Peng, Liang 7 Yang, Jingping 6 Embrechts, Paul 5 Liu, Haiyan 5 Mao, Tiantian 5 Puccetti, Giovanni 4 Qi, Yongcheng 4 Wei, Yunran 3 Cai, Jun 3 Liu, Fangda 3 Vovk, Vladimir G. 2 Bernard, Carole L. 2 Bignozzi, Valeria 2 Han, Xiaoying 2 Herrmann, Klaus P. 2 Ravi-Chandar, Krishnaswamy 2 Schied, Alexander 2 Wang, Qiuqi 2 Ziegel, Johanna F. 2 Zitikis, Ričardas 1 Asimit, Vali 1 Boonen, Tim J. 1 Chen, Yuyu 1 Chen, Zhijin 1 Cui, Zhenyu 1 Guerra, Thierry Marie 1 Hofert, Marius 1 Jakobsons, Edgars 1 Jiang, Xiao 1 Kruszewski, Alexandre 1 Lemieux, Christiane 1 Li, Lujun 1 Liang, Xiaoqing 1 Lin, Liyuan 1 Liu, Xiangdong 1 Liu, Yanchu 1 Ma, Yuchen 1 Mai, Jan-Frederik 1 Nutz, Marcel 1 Paul, Ayanendu 1 Rigo, Pietro 1 Rüschendorf, Ludger 1 Safonov, Michael George 1 Shao, Hui 1 Stefanovic, Margareta 1 Tsanakas, Andreas 1 van Bockstal, Karel 1 Vanduffel, Steven 1 Wang, Fang 1 Wang, Yuming 1 Wei, Linxiao 1 Willmot, Gordon E. 1 Xia, Yueyuan 1 Xu, Zuoquan 1 Young, Virginia R. 1 Yu, Alex 1 Zhang, Rongmao 1 Zhao, Mingwen 1 Zhou, Xunyu all top 5 Serials 11 Insurance Mathematics & Economics 6 Finance and Stochastics 4 Acta Mechanica 4 Journal of Multivariate Analysis 4 Mathematics of Operations Research 4 Statistics & Probability Letters 3 The Annals of Statistics 3 Journal of Applied Probability 3 Archive of Applied Mechanics 3 Mathematical Finance 3 ASTIN Bulletin 3 SIAM Journal on Financial Mathematics 2 Journal of Applied Mechanics 2 Operations Research 2 The Annals of Applied Probability 2 Scandinavian Actuarial Journal 2 North American Actuarial Journal 1 Computers & Mathematics with Applications 1 Journal of Sound and Vibration 1 Physics Letters. A 1 Zeitschrift für Angewandte Mathematik und Mechanik (ZAMM) 1 Biometrika 1 IEEE Transactions on Automatic Control 1 Journal of Computational and Applied Mathematics 1 Mechanics Research Communications 1 Operations Research Letters 1 Statistical Science 1 Journal of Economic Dynamics & Control 1 Journal of Theoretical Probability 1 European Journal of Operational Research 1 Stochastic Processes and their Applications 1 Mathematical Programming. Series A. Series B 1 International Journal of Robust and Nonlinear Control 1 Economic Theory 1 Statistica Sinica 1 Electronic Journal of Probability 1 Extremes 1 Quantitative Finance 1 Journal of Applied Mathematics and Computing 1 Probability Surveys 1 Dependence Modeling all top 5 Fields 40 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 31 Statistics (62-XX) 30 Probability theory and stochastic processes (60-XX) 7 Mechanics of deformable solids (74-XX) 4 Numerical analysis (65-XX) 4 Mechanics of particles and systems (70-XX) 3 Systems theory; control (93-XX) 2 Operations research, mathematical programming (90-XX) 1 General and overarching topics; collections (00-XX) 1 Measure and integration (28-XX) 1 Ordinary differential equations (34-XX) 1 Calculus of variations and optimal control; optimization (49-XX) 1 Computer science (68-XX) 1 Optics, electromagnetic theory (78-XX) 1 Classical thermodynamics, heat transfer (80-XX) 1 Quantum theory (81-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 63 Publications have been cited 679 times in 265 Documents Cited by ▼ Year ▼ Nonquadratic stabilization conditions for a class of uncertain nonlinear discrete time TS fuzzy models: a new approach. Zbl 1367.93333Kruszewski, A.; Wang, R.; Guerra, T. M. 67 2008 The complete mixability and convex minimization problems with monotone marginal densities. Zbl 1229.60019Wang, Bin; Wang, Ruodu 59 2011 Risk aggregation with dependence uncertainty. Zbl 1291.91090Bernard, Carole; Jiang, Xiao; Wang, Ruodu 50 2014 Bounds for the sum of dependent risks and worst value-at-risk with monotone marginal densities. Zbl 1266.91038Wang, Ruodu; Peng, Liang; Yang, Jingping 49 2013 Aggregation-robustness and model uncertainty of regulatory risk measures. Zbl 1327.62326Embrechts, Paul; Wang, Bin; Wang, Ruodu 47 2015 Extremal dependence concepts. Zbl 1426.62156Puccetti, Giovanni; Wang, Ruodu 31 2015 Pareto-optimal reinsurance arrangements under general model settings. Zbl 1422.91329Cai, Jun; Liu, Haiyan; Wang, Ruodu 24 2017 Advances in complete mixability. Zbl 1245.60020Puccetti, Giovanni; Wang, Bin; Wang, Ruodu 23 2012 Joint mixability. Zbl 1382.60022Wang, Bin; Wang, Ruodu 22 2016 Complete mixability and asymptotic equivalence of worst-possible VaR and ES estimates. Zbl 1290.62019Puccetti, Giovanni; Wang, Bin; Wang, Ruodu 19 2013 Jackknife empirical likelihood test for equality of two high dimensional means. Zbl 1379.62041Wang, Ruodu; Peng, Liang; Qi, Yongcheng 19 2013 Cost detectability and stability of adaptive control systems. Zbl 1113.93065Wang, R.; Paul, A.; Stefanovic, M.; Safonov, M. G. 18 2007 Risk bounds for factor models. Zbl 1443.91338Bernard, Carole; Rüschendorf, Ludger; Vanduffel, Steven; Wang, Ruodu 18 2017 Bernoulli and tail-dependence compatibility. Zbl 1385.60029Embrechts, Paul; Hofert, Marius; Wang, Ruodu 14 2016 How superadditive can a risk measure be? Zbl 1338.91080Wang, Ruodu; Bignozzi, Valeria; Tsanakas, Andreas 13 2015 General convex order on risk aggregation. Zbl 1401.91148Jakobsons, Edgars; Han, Xiaoying; Wang, Ruodu 13 2016 Extreme negative dependence and risk aggregation. Zbl 1329.60047Wang, Bin; Wang, Ruodu 12 2015 Quantile-based risk sharing. Zbl 1455.91274Embrechts, Paul; Liu, Haiyan; Wang, Ruodu 12 2018 Detecting complete and joint mixability. Zbl 1310.60010Puccetti, Giovanni; Wang, Ruodu 10 2015 Asymptotic bounds for the distribution of the sum of dependent random variables. Zbl 1320.60045Wang, Ruodu 10 2014 Tests for covariance matrix with fixed or divergent dimension. Zbl 1277.62151Zhang, Rongmao; Peng, Liang; Wang, Ruodu 10 2013 Asymptotic equivalence of risk measures under dependence uncertainty. Zbl 1403.91188Cai, Jun; Liu, Haiyan; Wang, Ruodu 9 2018 Worst-case range value-at-risk with partial information. Zbl 1408.91240Li, Lujun; Shao, Hui; Wang, Ruodu; Yang, Jingping 8 2018 Elicitable distortion risk measures: a concise proof. Zbl 1320.91097Wang, Ruodu; Ziegel, Johanna F. 7 2015 A class of multivariate copulas with bivariate Fréchet marginal copulas. Zbl 1231.91253Yang, Jingping; Qi, Yongcheng; Wang, Ruodu 7 2009 Collective risk models with dependence uncertainty. Zbl 1390.91196Liu, Haiyan; Wang, Ruodu 7 2017 An efficient approach to quantile capital allocation and sensitivity analysis. Zbl 1480.91322Asimit, Vali; Peng, Liang; Wang, Ruodu; Yu, Alex 6 2019 Combining \(p\)-values via averaging. Zbl 1457.62078Vovk, Vladimir; Wang, Ruodu 6 2020 Composite Bernstein copulas. Zbl 1390.62093Yang, Jingping; Chen, Zhijin; Wang, Fang; Wang, Ruodu 6 2015 E-values: calibration, combination and applications. Zbl 1475.62087Vovk, Vladimir; Wang, Ruodu 6 2021 Seven proofs for the subadditivity of expected shortfall. Zbl 1331.91203Embrechts, Paul; Wang, Ruodu 5 2015 Quantile-based risk sharing with heterogeneous beliefs. Zbl 1443.91102Embrechts, Paul; Liu, Haiyan; Mao, Tiantian; Wang, Ruodu 5 2020 Convex risk functionals: representation and applications. Zbl 1431.91340Liu, Fangda; Cai, Jun; Lemieux, Christiane; Wang, Ruodu 5 2020 Jackknife empirical likelihood method for some risk measures and related quantities. Zbl 1284.62205Peng, Liang; Qi, Yongcheng; Wang, Ruodu; Yang, Jingping 4 2012 Exact stationary probability density for second order non-linear systems under external white noise excitation. Zbl 1235.70207Wang, R.; Yasuda, K. 4 1997 Distributional compatibility for change of measures. Zbl 1420.60027Shen, Jie; Shen, Yi; Wang, Bin; Wang, Ruodu 4 2019 Characterization, robustness, and aggregation of signed Choquet integrals. Zbl 1455.91072Wang, Ruodu; Wei, Yunran; Willmot, Gordon E. 4 2020 On aggregation sets and lower-convex sets. Zbl 1321.60033Mao, Tiantian; Wang, Ruodu 3 2015 Risk aversion in regulatory capital principles. Zbl 1443.91254Mao, Tiantian; Wang, Ruodu 3 2020 Risk functionals with convex level sets. Zbl 07326786Wang, Ruodu; Wei, Yunran 3 2020 Distortion riskmetrics on general spaces. Zbl 1454.91208Wang, Qiuqi; Wang, Ruodu; Wei, Yunran 3 2020 CreditRisk\(^+\) model with dependent risk factors. Zbl 1414.91402Wang, Ruodu; Peng, Liang; Yang, Jingping 3 2015 Response of a non-linear system with strong damping to multifrequency excitations. Zbl 0847.70017Wang, R.; Kusumoto, S. 2 1996 On joint stationary probability density function of nonlinear dynamic systems. Zbl 0917.60074Zhang, Z.; Wang, R.; Yasuda, K. 2 1998 Current open questions in complete mixability. Zbl 1328.60023Wang, Ruodu 2 2015 Sum of arbitrarily dependent random variables. Zbl 1309.60029Wang, Ruodu 2 2014 Empirical likelihood test for high dimensional linear models. Zbl 1288.62071Peng, Liang; Qi, Yongcheng; Wang, Ruodu 2 2014 Jackknife empirical likelihood for parametric copulas. Zbl 1281.62137Wang, Ruodu; Peng, Liang; Yang, Jingping 2 2013 Jackknife empirical likelihood intervals for Spearman’s rho. Zbl 1291.62117Wang, Ruodu; Peng, Liang 2 2011 A theory for measures of tail risk. Zbl 1471.91626Liu, Fangda; Wang, Ruodu 2 2021 Centers of probability measures without the mean. Zbl 1481.60028Puccetti, Giovanni; Rigo, Pietro; Wang, Bin; Wang, Ruodu 2 2019 Compatible matrices of Spearman’s rank correlation. Zbl 1453.60038Wang, Bin; Wang, Ruodu; Wang, Yuming 2 2019 Exact stationary response solutions of nonlinear dynamic systems. Zbl 0845.70018Wang, R.; Kusumoto, S.; Zhang, Z. 1 1996 An equivalent polynomial approximation technique in nonlinear structural dynamics. Zbl 0856.70016Wang, R.; Kusumoto, S.; Zhang, Z. 1 1995 Optimal pricing strategy for durable-goods monopoly. Zbl 0963.91045Wang, R. 1 2001 Line force in nonlocal linear elasticity. Zbl 0672.73019Wang, R. 1 1988 A mixture and self-exciting model for software reliability. Zbl 1095.62119Wang, R. 1 2005 Mechanical response of a metallic aortic stent. II: A beam-on-elastic foundation model. Zbl 1111.74697Wang, R.; Ravi-Chandar, K. 1 2004 Weak comonotonicity. Zbl 1431.91446Wang, Ruodu; Zitikis, Ričardas 1 2020 Is the inf-convolution of law-invariant preferences law-invariant? Zbl 1435.91064Liu, Peng; Wang, Ruodu; Wei, Linxiao 1 2020 Stochastic decomposition for \(\ell_p\)-norm symmetric survival functions on the positive orthant. Zbl 1475.62165Mai, Jan-Frederik; Wang, Ruodu 1 2021 Regulatory arbitrage of risk measures. Zbl 1480.91326Wang, Ruodu 1 2016 Dual utilities on risk aggregation under dependence uncertainty. Zbl 1426.91115Wang, Ruodu; Xu, Zuo Quan; Zhou, Xun Yu 1 2019 E-values: calibration, combination and applications. Zbl 1475.62087Vovk, Vladimir; Wang, Ruodu 6 2021 A theory for measures of tail risk. Zbl 1471.91626Liu, Fangda; Wang, Ruodu 2 2021 Stochastic decomposition for \(\ell_p\)-norm symmetric survival functions on the positive orthant. Zbl 1475.62165Mai, Jan-Frederik; Wang, Ruodu 1 2021 Combining \(p\)-values via averaging. Zbl 1457.62078Vovk, Vladimir; Wang, Ruodu 6 2020 Quantile-based risk sharing with heterogeneous beliefs. Zbl 1443.91102Embrechts, Paul; Liu, Haiyan; Mao, Tiantian; Wang, Ruodu 5 2020 Convex risk functionals: representation and applications. Zbl 1431.91340Liu, Fangda; Cai, Jun; Lemieux, Christiane; Wang, Ruodu 5 2020 Characterization, robustness, and aggregation of signed Choquet integrals. Zbl 1455.91072Wang, Ruodu; Wei, Yunran; Willmot, Gordon E. 4 2020 Risk aversion in regulatory capital principles. Zbl 1443.91254Mao, Tiantian; Wang, Ruodu 3 2020 Risk functionals with convex level sets. Zbl 07326786Wang, Ruodu; Wei, Yunran 3 2020 Distortion riskmetrics on general spaces. Zbl 1454.91208Wang, Qiuqi; Wang, Ruodu; Wei, Yunran 3 2020 Weak comonotonicity. Zbl 1431.91446Wang, Ruodu; Zitikis, Ričardas 1 2020 Is the inf-convolution of law-invariant preferences law-invariant? Zbl 1435.91064Liu, Peng; Wang, Ruodu; Wei, Linxiao 1 2020 An efficient approach to quantile capital allocation and sensitivity analysis. Zbl 1480.91322Asimit, Vali; Peng, Liang; Wang, Ruodu; Yu, Alex 6 2019 Distributional compatibility for change of measures. Zbl 1420.60027Shen, Jie; Shen, Yi; Wang, Bin; Wang, Ruodu 4 2019 Centers of probability measures without the mean. Zbl 1481.60028Puccetti, Giovanni; Rigo, Pietro; Wang, Bin; Wang, Ruodu 2 2019 Compatible matrices of Spearman’s rank correlation. Zbl 1453.60038Wang, Bin; Wang, Ruodu; Wang, Yuming 2 2019 Dual utilities on risk aggregation under dependence uncertainty. Zbl 1426.91115Wang, Ruodu; Xu, Zuo Quan; Zhou, Xun Yu 1 2019 Quantile-based risk sharing. Zbl 1455.91274Embrechts, Paul; Liu, Haiyan; Wang, Ruodu 12 2018 Asymptotic equivalence of risk measures under dependence uncertainty. Zbl 1403.91188Cai, Jun; Liu, Haiyan; Wang, Ruodu 9 2018 Worst-case range value-at-risk with partial information. Zbl 1408.91240Li, Lujun; Shao, Hui; Wang, Ruodu; Yang, Jingping 8 2018 Pareto-optimal reinsurance arrangements under general model settings. Zbl 1422.91329Cai, Jun; Liu, Haiyan; Wang, Ruodu 24 2017 Risk bounds for factor models. Zbl 1443.91338Bernard, Carole; Rüschendorf, Ludger; Vanduffel, Steven; Wang, Ruodu 18 2017 Collective risk models with dependence uncertainty. Zbl 1390.91196Liu, Haiyan; Wang, Ruodu 7 2017 Joint mixability. Zbl 1382.60022Wang, Bin; Wang, Ruodu 22 2016 Bernoulli and tail-dependence compatibility. Zbl 1385.60029Embrechts, Paul; Hofert, Marius; Wang, Ruodu 14 2016 General convex order on risk aggregation. Zbl 1401.91148Jakobsons, Edgars; Han, Xiaoying; Wang, Ruodu 13 2016 Regulatory arbitrage of risk measures. Zbl 1480.91326Wang, Ruodu 1 2016 Aggregation-robustness and model uncertainty of regulatory risk measures. Zbl 1327.62326Embrechts, Paul; Wang, Bin; Wang, Ruodu 47 2015 Extremal dependence concepts. Zbl 1426.62156Puccetti, Giovanni; Wang, Ruodu 31 2015 How superadditive can a risk measure be? Zbl 1338.91080Wang, Ruodu; Bignozzi, Valeria; Tsanakas, Andreas 13 2015 Extreme negative dependence and risk aggregation. Zbl 1329.60047Wang, Bin; Wang, Ruodu 12 2015 Detecting complete and joint mixability. Zbl 1310.60010Puccetti, Giovanni; Wang, Ruodu 10 2015 Elicitable distortion risk measures: a concise proof. Zbl 1320.91097Wang, Ruodu; Ziegel, Johanna F. 7 2015 Composite Bernstein copulas. Zbl 1390.62093Yang, Jingping; Chen, Zhijin; Wang, Fang; Wang, Ruodu 6 2015 Seven proofs for the subadditivity of expected shortfall. Zbl 1331.91203Embrechts, Paul; Wang, Ruodu 5 2015 On aggregation sets and lower-convex sets. Zbl 1321.60033Mao, Tiantian; Wang, Ruodu 3 2015 CreditRisk\(^+\) model with dependent risk factors. Zbl 1414.91402Wang, Ruodu; Peng, Liang; Yang, Jingping 3 2015 Current open questions in complete mixability. Zbl 1328.60023Wang, Ruodu 2 2015 Risk aggregation with dependence uncertainty. Zbl 1291.91090Bernard, Carole; Jiang, Xiao; Wang, Ruodu 50 2014 Asymptotic bounds for the distribution of the sum of dependent random variables. Zbl 1320.60045Wang, Ruodu 10 2014 Sum of arbitrarily dependent random variables. Zbl 1309.60029Wang, Ruodu 2 2014 Empirical likelihood test for high dimensional linear models. Zbl 1288.62071Peng, Liang; Qi, Yongcheng; Wang, Ruodu 2 2014 Bounds for the sum of dependent risks and worst value-at-risk with monotone marginal densities. Zbl 1266.91038Wang, Ruodu; Peng, Liang; Yang, Jingping 49 2013 Complete mixability and asymptotic equivalence of worst-possible VaR and ES estimates. Zbl 1290.62019Puccetti, Giovanni; Wang, Bin; Wang, Ruodu 19 2013 Jackknife empirical likelihood test for equality of two high dimensional means. Zbl 1379.62041Wang, Ruodu; Peng, Liang; Qi, Yongcheng 19 2013 Tests for covariance matrix with fixed or divergent dimension. Zbl 1277.62151Zhang, Rongmao; Peng, Liang; Wang, Ruodu 10 2013 Jackknife empirical likelihood for parametric copulas. Zbl 1281.62137Wang, Ruodu; Peng, Liang; Yang, Jingping 2 2013 Advances in complete mixability. Zbl 1245.60020Puccetti, Giovanni; Wang, Bin; Wang, Ruodu 23 2012 Jackknife empirical likelihood method for some risk measures and related quantities. Zbl 1284.62205Peng, Liang; Qi, Yongcheng; Wang, Ruodu; Yang, Jingping 4 2012 The complete mixability and convex minimization problems with monotone marginal densities. Zbl 1229.60019Wang, Bin; Wang, Ruodu 59 2011 Jackknife empirical likelihood intervals for Spearman’s rho. Zbl 1291.62117Wang, Ruodu; Peng, Liang 2 2011 A class of multivariate copulas with bivariate Fréchet marginal copulas. Zbl 1231.91253Yang, Jingping; Qi, Yongcheng; Wang, Ruodu 7 2009 Nonquadratic stabilization conditions for a class of uncertain nonlinear discrete time TS fuzzy models: a new approach. Zbl 1367.93333Kruszewski, A.; Wang, R.; Guerra, T. M. 67 2008 Cost detectability and stability of adaptive control systems. Zbl 1113.93065Wang, R.; Paul, A.; Stefanovic, M.; Safonov, M. G. 18 2007 A mixture and self-exciting model for software reliability. Zbl 1095.62119Wang, R. 1 2005 Mechanical response of a metallic aortic stent. II: A beam-on-elastic foundation model. Zbl 1111.74697Wang, R.; Ravi-Chandar, K. 1 2004 Optimal pricing strategy for durable-goods monopoly. Zbl 0963.91045Wang, R. 1 2001 On joint stationary probability density function of nonlinear dynamic systems. Zbl 0917.60074Zhang, Z.; Wang, R.; Yasuda, K. 2 1998 Exact stationary probability density for second order non-linear systems under external white noise excitation. Zbl 1235.70207Wang, R.; Yasuda, K. 4 1997 Response of a non-linear system with strong damping to multifrequency excitations. Zbl 0847.70017Wang, R.; Kusumoto, S. 2 1996 Exact stationary response solutions of nonlinear dynamic systems. Zbl 0845.70018Wang, R.; Kusumoto, S.; Zhang, Z. 1 1996 An equivalent polynomial approximation technique in nonlinear structural dynamics. Zbl 0856.70016Wang, R.; Kusumoto, S.; Zhang, Z. 1 1995 Line force in nonlocal linear elasticity. Zbl 0672.73019Wang, R. 1 1988 all cited Publications top 5 cited Publications all top 5 Cited by 378 Authors 50 Wang, Ruodu 15 Rüschendorf, Ludger 14 Puccetti, Giovanni 12 Wang, Bin 11 Ahn, Jae Youn 10 Bernard, Carole L. 10 Vanduffel, Steven 9 Yang, Jingping 7 Embrechts, Paul 7 Hofert, Marius 7 Liu, Haiyan 7 Peng, Liang 6 Boonen, Tim J. 6 Cheung, Ka Chun 6 Mao, Tiantian 6 Zhao, Yichuan 5 Lee, Woojoo 4 Ansari, Jonathan 4 Bignozzi, Valeria 4 Fuchs, Sebastian L. 4 Ghossoub, Mario 4 Guo, Jia 4 Liu, Fangda 4 Lo, Ambrose 4 Mai, Jan-Frederik 4 Mesiar, Radko 4 Oh, Rosy 4 Vovk, Vladimir G. 4 Zhang, Jinting 4 Zhou, Bu 3 Asimit, Alexandru V. 3 Cai, Jun 3 Denuit, Michel M. 3 Eckstein, Stephan 3 Fissler, Tobias 3 Jakobsons, Edgars 3 Jiang, Wenjun 3 Koike, Takaaki 3 Ren, Jiandong 3 Rigo, Pietro 3 Schied, Alexander 3 Tang, Qihe 3 Wei, Yunran 3 Yuan, Zhongyi 3 Ziegel, Johanna F. 3 Zitikis, Ričardas 2 Bellini, Fabio 2 Bondarenko, Oleg 2 Canna, Gabriele 2 Centrone, Francesca 2 Chen, Sixia 2 Chen, Yanhong 2 Chi, Yichun 2 Chong, Wing Fung 2 Cornilly, Dries 2 Cossette, Hélène 2 Dang, Xin 2 Delbaen, Freddy 2 Fang, Ying 2 Furman, Edward 2 Glasserman, Paul 2 Guillen, Montserrat 2 Hong, Hanping 2 Hu, Taizhong 2 Klement, Erich Peter 2 Koch Medina, Pablo 2 Kolesárová, Anna 2 Koolen, Wouter M. 2 Kupper, Michael 2 Lemieux, Christiane 2 Lin, Feng 2 Marceau, Étienne 2 McNeil, Alexander J. 2 Obloj, Jan K. 2 Qu, Zhongfeng 2 Robert, Christian Yann 2 Rosazza Gianin, Emanuela 2 Saminger-Platz, Susanne 2 Sang, Yongli 2 Šeliga, Adam 2 Shao, Hui 2 Sheikhi, Ayyub 2 Shyamalkumar, Nariankadu D. 2 Su, Jianxi 2 Tang, Zhaofeng 2 Tao, Siyang 2 Tsanakas, Andreas 2 Wang, Fang 2 Wang, Qiuqi 2 Weber, Stefan 2 Xie, Jiehua 2 Yan, Jun 2 Yang, Hanfang 2 Yao, Jing 2 Young, Virginia R. 2 Zhang, Rongmao 2 Zhang, Sanguo 1 Aas, Kjersti 1 Afuecheta, Emmanuel 1 Albrecher, Hansjörg ...and 278 more Authors all top 5 Cited in 74 Serials 43 Insurance Mathematics & Economics 19 Journal of Multivariate Analysis 16 Dependence Modeling 15 Statistics & Probability Letters 11 Scandinavian Actuarial Journal 10 ASTIN Bulletin 8 Finance and Stochastics 6 The Annals of Statistics 6 North American Actuarial Journal 5 Mathematics of Operations Research 5 European Journal of Operational Research 5 Computational Statistics and Data Analysis 5 Extremes 5 SIAM Journal on Financial Mathematics 5 European Actuarial Journal 4 Operations Research 4 Journal of Statistical Computation and Simulation 4 Statistics & Risk Modeling 3 Fuzzy Sets and Systems 3 Journal of Applied Probability 3 Journal of Computational and Applied Mathematics 3 Journal of Statistical Planning and Inference 3 Acta Mathematicae Applicatae Sinica. English Series 3 International Journal of Approximate Reasoning 3 Communications in Statistics. Theory and Methods 3 International Journal of Theoretical and Applied Finance 3 Quantitative Finance 3 Science China. Mathematics 2 Operations Research Letters 2 Statistical Science 2 Journal of Theoretical Probability 2 Annals of Operations Research 2 The Annals of Applied Probability 2 Mathematical Finance 2 Methodology and Computing in Applied Probability 2 Mathematics and Financial Economics 2 Electronic Journal of Statistics 2 Probability Surveys 1 Journal of Mathematical Analysis and Applications 1 Annals of the Institute of Statistical Mathematics 1 Applied Mathematics and Optimization 1 Journal of the American Statistical Association 1 Journal of Optimization Theory and Applications 1 Statistica 1 Asia-Pacific Journal of Operational Research 1 Journal of Economic Dynamics & Control 1 Applications of Mathematics 1 Computational Statistics 1 Communications in Statistics. Simulation and Computation 1 Stochastic Processes and their Applications 1 Mathematical Programming. Series A. Series B 1 Indagationes Mathematicae. New Series 1 Test 1 Economic Theory 1 Applied Mathematical Finance 1 Electronic Journal of Probability 1 Electronic Communications in Probability 1 Bernoulli 1 Mathematical Problems in Engineering 1 Abstract and Applied Analysis 1 Acta et Commentationes Universitatis Tartuensis de Mathematica 1 Lobachevskii Journal of Mathematics 1 Journal of Systems Science and Complexity 1 4OR 1 Review of Derivatives Research 1 Iranian Journal of Fuzzy Systems 1 Discrete Optimization 1 Journal of the Korean Statistical Society 1 Frontiers of Mathematics in China 1 The Annals of Applied Statistics 1 Set-Valued and Variational Analysis 1 Journal of the Japan Statistical Society. Japanese Issue 1 AIMS Mathematics 1 Probability, Uncertainty and Quantitative Risk all top 5 Cited in 19 Fields 158 Statistics (62-XX) 152 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 83 Probability theory and stochastic processes (60-XX) 16 Operations research, mathematical programming (90-XX) 8 Numerical analysis (65-XX) 5 Computer science (68-XX) 4 Calculus of variations and optimal control; optimization (49-XX) 4 Convex and discrete geometry (52-XX) 3 General and overarching topics; collections (00-XX) 2 Combinatorics (05-XX) 2 Measure and integration (28-XX) 2 Functional analysis (46-XX) 2 Biology and other natural sciences (92-XX) 1 History and biography (01-XX) 1 Number theory (11-XX) 1 Linear and multilinear algebra; matrix theory (15-XX) 1 Real functions (26-XX) 1 Difference and functional equations (39-XX) 1 Systems theory; control (93-XX) Citations by Year