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Author ID: young.virginia-r Recent zbMATH articles by "Young, Virginia R."
Published as: Young, Virginia R.; Young, Virginia

Publications by Year

Citations contained in zbMATH Open

81 Publications have been cited 1,307 times in 850 Documents Cited by Year
Axiomatic characterization of insurance prices. Zbl 0959.62099
Wang, Shaun S.; Young, Virginia R.; Panjer, Harry H.
174
1997
Minimizing the probability of ruin when claims follow Brownian motion with drift. Zbl 1141.91543
Promislow, S. David; Young, Virginia R.
130
2005
Optimal insurance under Wang’s premium principle. Zbl 1156.62364
Young, Virginia R.
79
1999
Annuitization and asset allocation. Zbl 1163.91440
Milevsky, Moshe A.; Young, Virginia R.
67
2007
Ordering risks: expected utility theory versus Yaari’s dual theory of risk. Zbl 0907.90102
Wang, Shaun S.; Young, Virginia R.
64
1998
Optimal investment strategy to minimize the probability of lifetime ruin. Zbl 1085.60514
Young, Virginia R.
46
2004
Fuzzy subsethood. Zbl 0872.94062
Young, Virginia R.
45
1996
Comonotonicity and maximal stop-loss premiums. Zbl 1187.91099
Dhaene, Jan; Wang, Shaun; Young, Virginia; Goovaerts, Marc J.
35
2000
Pricing dynamic insurance risks using the principle of equivalent utility. Zbl 1039.91049
Young, Virginia R.; Zariphopoulou, Thaleia
35
2002
Valuation of mortality risk via the instantaneous Sharpe ratio: applications to life annuities. Zbl 1170.91406
Bayraktar, Erhan; Milevsky, Moshe A.; Promislow, S. David; Young, Virginia R.
31
2009
A longitudinal data analysis interpretation of credibility models. Zbl 0945.62112
Frees, Edward W.; Young, Virginia R.; Luo, Yu
30
1999
Asset allocation and annuity-purchase strategies to minimize the probability of financial ruin. Zbl 1130.91031
Milevsky, Moshe A.; Moore, Kristen S.; Young, Virginia R.
28
2006
Minimizing the probability of lifetime ruin under borrowing constraints. Zbl 1119.91041
Bayraktar, Erhan; Young, Virginia R.
25
2007
Equity-indexed life insurance: pricing and reserving using the principle of equivalent utility. Zbl 1084.91521
Young, Virginia R.
23
2003
Optimal insurance in a continuous-time model. Zbl 1147.91342
Moore, Kristen S.; Young, Virginia R.
22
2006
Optimal risk sharing under distorted probabilities. Zbl 1255.91182
Ludkovski, Michael; Young, Virginia R.
22
2009
Computational efficiency and validation of bi-directional evolutionary structural optimisation. Zbl 1003.74059
Querin, O. M.; Young, V.; Steven, G. P.; Xie, Y. M.
18
2000
Correspondence between lifetime minimum wealth and utility of consumption. Zbl 1144.91015
Bayraktar, Erhan; Young, Virginia R.
18
2007
Unifying framework for optimal insurance. Zbl 1242.91095
Promislow, S. David; Young, Virginia R.
18
2005
Pricing in an incomplete market with an affine term structure. Zbl 1134.91471
Young, Virginia R.
17
2004
Pricing life insurance under stochastic mortality via the instantaneous Sharpe ratio. Zbl 1152.91612
Young, Virginia R.
16
2008
Indifference prices of structured catastrophe (CAT) bonds. Zbl 1152.91442
Egami, Masahiko; Young, Virginia R.
16
2008
Pricing options in incomplete equity markets via the instantaneous Sharpe ratio. Zbl 1233.91256
Bayraktar, Erhan; Young, Virginia
15
2008
Dividends and reinsurance under a penalty for ruin. Zbl 1236.91086
Liang, Zhibin; Young, Virginia R.
15
2012
Case studies using panel data models. Zbl 1083.91538
Frees, Edward W.; Young, Virginia R.; Luo, Yu
15
2001
Hedging life insurance with pure endowments. Zbl 1183.91067
Bayraktar, Erhan; Young, Virginia R.
15
2007
Indifference pricing of pure endowments and life annuities under stochastic hazard and interest rates. Zbl 1141.91531
Ludkovski, Michael; Young, Virginia R.
14
2008
Pricing equity-linked pure endowments with risky assets that follow Lévy processes. Zbl 1242.60069
Jaimungal, Sebastian; Young, Virginia R.
14
2005
Proving regularity of the minimal probability of ruin via a game of stopping and control. Zbl 1303.91196
Bayraktar, Erhan; Young, Virginia R.
13
2011
Risk-adjust credibility premiums using distored probabilities. Zbl 1043.91512
Wang, Shaun; Young, Virginia R.
13
1998
Pricing equity-linked pure endowments via the principle of equivalent utility. Zbl 1103.91370
Moore, Kristen S.; Young, Virginia R.
13
2003
Optimal commutable annuities to minimize the probability of lifetime ruin. Zbl 1243.91066
Wang, Ting; Young, Virginia R.
12
2012
Optimality of excess-loss reinsurance under a mean-variance criterion. Zbl 1394.91222
Li, Danping; Li, Dongchen; Young, Virginia R.
10
2017
Optimal investment strategy to minimize occupation time. Zbl 1233.91235
Bayraktar, Erhan; Young, Virginia R.
9
2010
Optimally investing to reach a bequest goal. Zbl 1371.91149
Bayraktar, Erhan; Young, Virginia R.
9
2016
Robust Bayesian credibility using semiparametric models. Zbl 1162.91445
Young, Virginia R.
8
1998
Optimal investment to minimize the probability of drawdown. Zbl 1367.91162
Angoshtari, Bahman; Bayraktar, Erhan; Young, Virginia R.
8
2016
Maximizing the utility of consumption with commutable life annuities. Zbl 1284.91275
Wang, Ting; Young, Virginia R.
8
2012
Optimal design of a perpetual equity-indexed annuity. Zbl 1085.60512
Moore, Kristen S.; Young, Virginia R.
7
2005
Supermodular functions on finite lattices. Zbl 1097.06008
Promislow, S. David; Young, Virginia R.
7
2005
Minimizing the probability of lifetime drawdown under constant consumption. Zbl 1369.91160
Angoshtari, Bahman; Bayraktar, Erhan; Young, Virginia R.
7
2016
Minimizing the probability of ruin: optimal per-loss reinsurance. Zbl 1416.91202
Liang, Xiaoqing; Young, Virginia R.
7
2018
Equilibrium strategies for the mean-variance investment problem over a random horizon. Zbl 1416.91354
Landriault, David; Li, Bin; Li, Danping; Young, Virginia R.
6
2018
Families of update rules for non-additive measures: applications in pricing risks. Zbl 1115.91346
Young, Virginia R.
6
1998
Credibility using a loss function from spline theory. Zbl 0929.62101
Young, Virginia R.
6
1997
Credibility using a loss function from spline theory: parametric models with a one-dimensional sufficient statistic. With discussion and a reply by the author. Zbl 1081.62571
Young, Virginia R.
6
1998
A Bayesian approach to understanding time series data. Zbl 1082.62503
Rosenberg, Marjorie A.; Young, Virginia R.
6
1999
Purchasing life insurance to reach a bequest goal. Zbl 1304.91091
Bayraktar, Erhan; Promislow, S. David; Young, Virginia R.
5
2014
Optimal purchasing of deferred income annuities when payout yields are mean-reverting. Zbl 1402.91200
Huang, Huaxiong; Milevsky, Moshe A.; Young, Virginia R.
5
2017
Optimal reinsurance strategy under fixed cost and delay. Zbl 1172.62035
Egami, Masahiko; Young, Virginia R.
5
2009
Credibility using semiparametric models and a loss function with a constancy penalty. Zbl 1103.91378
Young, Virginia R.
5
2000
Purchasing term life insurance to reach a bequest goal while consuming. Zbl 1339.91105
Bayraktar, Erhan; Promislow, S. David; Young, Virginia R.
5
2016
Optimal dividend distribution under drawdown and ratcheting constraints on dividend rates. Zbl 1427.91290
Angoshtari, Bahman; Bayraktar, Erhan; Young, Virginia R.
5
2019
Lifetime ruin under ambiguous hazard rate. Zbl 1371.91172
Young, Virginia R.; Zhang, Yuchong
5
2016
Optimal reinsurance under the mean-variance premium principle to minimize the probability of ruin. Zbl 1445.91054
Liang, Xiaoqing; Liang, Zhibin; Young, Virginia R.
4
2020
Optimal reinsurance to minimize the probability of drawdown under the mean-variance premium principle. Zbl 1454.91191
Han, Xia; Liang, Zhibin; Young, Virginia R.
4
2020
Life insurance purchasing to maximize utility of household consumption. Zbl 1412.91030
Bayraktar, Erhan; Young, Virginia R.
4
2013
The timing of annuitization: Investment dominance and mortality risk. Zbl 1273.91241
Milevsky, Moshe A.; Young, Virginia R.
4
2007
Credibility in favor of unlucky insureds. Zbl 1083.62549
Young, Virginia R.; De Vylder, F. Etienne
4
2000
Minimizing the probability of ruin: two riskless assets with transaction costs and proportional reinsurance. Zbl 1410.91272
Liang, Xiaoqing; Young, Virginia R.
4
2018
Annuitization and asset allocation under exponential utility. Zbl 1401.91166
Liang, Xiaoqing; Young, Virginia R.
3
2018
Updating non-additive measures with fuzzy information. Zbl 0933.28014
Young, Virginia R.; Wang, Shaun S.
3
1998
Equity and exact credibility. Zbl 1015.62106
Promislow, S. David; Young, Virginia R.
3
2000
Minimizing the probability of lifetime ruin under stochastic volatility. Zbl 1218.91146
Bayraktar, Erhan; Hu, Xueying; Young, Virginia R.
3
2011
Minimizing the lifetime shortfall or shortfall at death. Zbl 1162.91397
Bayraktar, Erhan; Young, Virginia R.
3
2009
Forecasting Social Security actuarial assumptions. Zbl 1080.62544
Frees, Edward W.; Kung, Yueh-Chuan; Rosenberg, Marjorie A.; Young, Virginia R.; Lai, Siu-Wai
3
1997
Computation of distorted probabilities for diffusion processes via stochastic control methods. Zbl 1103.65305
Young, Virginia R.; Zariphopoulou, Thaleia
3
2000
Minimizing the discounted probability of exponential Parisian ruin via reinsurance. Zbl 1433.91136
Liang, Xiaoqing; Young, Virginia R.
3
2020
Rate of convergence of the probability of ruin in the Cramér-Lundberg model to its diffusion approximation. Zbl 1447.91130
Cohen, Asaf; Young, Virginia R.
2
2020
Credibility ratemaking using collateral information. Zbl 1141.91533
Luo, Yu; Young, Virginia R.; Frees, Edward W.
2
2004
Optimal reinsurance to minimize the discounted probability of ruin under ambiguity. Zbl 1410.91274
Li, Danping; Young, Virginia R.
2
2019
Purchasing term life insurance to reach a bequest goal: time-dependent case. Zbl 1414.91162
Bayraktar, Erhan; Promislow, S. David; Young, Virginia R.
1
2015
Minimizing the probability of lifetime ruin when shocks might occur: perturbation analysis. Zbl 1414.91349
Moore, Kristen S.; Young, Virginia R.
1
2016
The mathematics of finite elements and applications II. Mafelap 1975. Proceedings of the Brunel University conference of the Institute of Mathematics and Its Applications held in April 1975. Zbl 0351.65027
1
1976
Equity and credibility. Zbl 0971.91035
Promislow, David S.; Young, Virginia R.
1
2000
Minimizing lifetime poverty with a penalty for bankruptcy. Zbl 1369.91162
Cohen, Asaf; Young, Virginia R.
1
2016
Purchasing casualty insurance to avoid lifetime ruin. Zbl 1397.91296
Young, Virginia R.
1
2017
Reaching a bequest goal with life insurance: ambiguity about the risky asset’s drift and mortality’s hazard rate. Zbl 1431.91338
Liang, Xiaoqing; Young, Virginia R.
1
2020
Minimizing the probability of lifetime exponential Parisian ruin. Zbl 1433.91159
Liang, Xiaoqing; Young, Virginia R.
1
2020
Bowley solution of a mean-variance game in insurance. Zbl 1466.91264
Li, Danping; Young, Virginia R.
1
2021
Minimizing the probability of ruin when consumption is ratcheted. Zbl 1481.91104
Bayraktar, Erhan; Young, Virginia R.
1
2008
Bowley solution of a mean-variance game in insurance. Zbl 1466.91264
Li, Danping; Young, Virginia R.
1
2021
Optimal reinsurance under the mean-variance premium principle to minimize the probability of ruin. Zbl 1445.91054
Liang, Xiaoqing; Liang, Zhibin; Young, Virginia R.
4
2020
Optimal reinsurance to minimize the probability of drawdown under the mean-variance premium principle. Zbl 1454.91191
Han, Xia; Liang, Zhibin; Young, Virginia R.
4
2020
Minimizing the discounted probability of exponential Parisian ruin via reinsurance. Zbl 1433.91136
Liang, Xiaoqing; Young, Virginia R.
3
2020
Rate of convergence of the probability of ruin in the Cramér-Lundberg model to its diffusion approximation. Zbl 1447.91130
Cohen, Asaf; Young, Virginia R.
2
2020
Reaching a bequest goal with life insurance: ambiguity about the risky asset’s drift and mortality’s hazard rate. Zbl 1431.91338
Liang, Xiaoqing; Young, Virginia R.
1
2020
Minimizing the probability of lifetime exponential Parisian ruin. Zbl 1433.91159
Liang, Xiaoqing; Young, Virginia R.
1
2020
Optimal dividend distribution under drawdown and ratcheting constraints on dividend rates. Zbl 1427.91290
Angoshtari, Bahman; Bayraktar, Erhan; Young, Virginia R.
5
2019
Optimal reinsurance to minimize the discounted probability of ruin under ambiguity. Zbl 1410.91274
Li, Danping; Young, Virginia R.
2
2019
Minimizing the probability of ruin: optimal per-loss reinsurance. Zbl 1416.91202
Liang, Xiaoqing; Young, Virginia R.
7
2018
Equilibrium strategies for the mean-variance investment problem over a random horizon. Zbl 1416.91354
Landriault, David; Li, Bin; Li, Danping; Young, Virginia R.
6
2018
Minimizing the probability of ruin: two riskless assets with transaction costs and proportional reinsurance. Zbl 1410.91272
Liang, Xiaoqing; Young, Virginia R.
4
2018
Annuitization and asset allocation under exponential utility. Zbl 1401.91166
Liang, Xiaoqing; Young, Virginia R.
3
2018
Optimality of excess-loss reinsurance under a mean-variance criterion. Zbl 1394.91222
Li, Danping; Li, Dongchen; Young, Virginia R.
10
2017
Optimal purchasing of deferred income annuities when payout yields are mean-reverting. Zbl 1402.91200
Huang, Huaxiong; Milevsky, Moshe A.; Young, Virginia R.
5
2017
Purchasing casualty insurance to avoid lifetime ruin. Zbl 1397.91296
Young, Virginia R.
1
2017
Optimally investing to reach a bequest goal. Zbl 1371.91149
Bayraktar, Erhan; Young, Virginia R.
9
2016
Optimal investment to minimize the probability of drawdown. Zbl 1367.91162
Angoshtari, Bahman; Bayraktar, Erhan; Young, Virginia R.
8
2016
Minimizing the probability of lifetime drawdown under constant consumption. Zbl 1369.91160
Angoshtari, Bahman; Bayraktar, Erhan; Young, Virginia R.
7
2016
Purchasing term life insurance to reach a bequest goal while consuming. Zbl 1339.91105
Bayraktar, Erhan; Promislow, S. David; Young, Virginia R.
5
2016
Lifetime ruin under ambiguous hazard rate. Zbl 1371.91172
Young, Virginia R.; Zhang, Yuchong
5
2016
Minimizing the probability of lifetime ruin when shocks might occur: perturbation analysis. Zbl 1414.91349
Moore, Kristen S.; Young, Virginia R.
1
2016
Minimizing lifetime poverty with a penalty for bankruptcy. Zbl 1369.91162
Cohen, Asaf; Young, Virginia R.
1
2016
Purchasing term life insurance to reach a bequest goal: time-dependent case. Zbl 1414.91162
Bayraktar, Erhan; Promislow, S. David; Young, Virginia R.
1
2015
Purchasing life insurance to reach a bequest goal. Zbl 1304.91091
Bayraktar, Erhan; Promislow, S. David; Young, Virginia R.
5
2014
Life insurance purchasing to maximize utility of household consumption. Zbl 1412.91030
Bayraktar, Erhan; Young, Virginia R.
4
2013
Dividends and reinsurance under a penalty for ruin. Zbl 1236.91086
Liang, Zhibin; Young, Virginia R.
15
2012
Optimal commutable annuities to minimize the probability of lifetime ruin. Zbl 1243.91066
Wang, Ting; Young, Virginia R.
12
2012
Maximizing the utility of consumption with commutable life annuities. Zbl 1284.91275
Wang, Ting; Young, Virginia R.
8
2012
Proving regularity of the minimal probability of ruin via a game of stopping and control. Zbl 1303.91196
Bayraktar, Erhan; Young, Virginia R.
13
2011
Minimizing the probability of lifetime ruin under stochastic volatility. Zbl 1218.91146
Bayraktar, Erhan; Hu, Xueying; Young, Virginia R.
3
2011
Optimal investment strategy to minimize occupation time. Zbl 1233.91235
Bayraktar, Erhan; Young, Virginia R.
9
2010
Valuation of mortality risk via the instantaneous Sharpe ratio: applications to life annuities. Zbl 1170.91406
Bayraktar, Erhan; Milevsky, Moshe A.; Promislow, S. David; Young, Virginia R.
31
2009
Optimal risk sharing under distorted probabilities. Zbl 1255.91182
Ludkovski, Michael; Young, Virginia R.
22
2009
Optimal reinsurance strategy under fixed cost and delay. Zbl 1172.62035
Egami, Masahiko; Young, Virginia R.
5
2009
Minimizing the lifetime shortfall or shortfall at death. Zbl 1162.91397
Bayraktar, Erhan; Young, Virginia R.
3
2009
Pricing life insurance under stochastic mortality via the instantaneous Sharpe ratio. Zbl 1152.91612
Young, Virginia R.
16
2008
Indifference prices of structured catastrophe (CAT) bonds. Zbl 1152.91442
Egami, Masahiko; Young, Virginia R.
16
2008
Pricing options in incomplete equity markets via the instantaneous Sharpe ratio. Zbl 1233.91256
Bayraktar, Erhan; Young, Virginia
15
2008
Indifference pricing of pure endowments and life annuities under stochastic hazard and interest rates. Zbl 1141.91531
Ludkovski, Michael; Young, Virginia R.
14
2008
Minimizing the probability of ruin when consumption is ratcheted. Zbl 1481.91104
Bayraktar, Erhan; Young, Virginia R.
1
2008
Annuitization and asset allocation. Zbl 1163.91440
Milevsky, Moshe A.; Young, Virginia R.
67
2007
Minimizing the probability of lifetime ruin under borrowing constraints. Zbl 1119.91041
Bayraktar, Erhan; Young, Virginia R.
25
2007
Correspondence between lifetime minimum wealth and utility of consumption. Zbl 1144.91015
Bayraktar, Erhan; Young, Virginia R.
18
2007
Hedging life insurance with pure endowments. Zbl 1183.91067
Bayraktar, Erhan; Young, Virginia R.
15
2007
The timing of annuitization: Investment dominance and mortality risk. Zbl 1273.91241
Milevsky, Moshe A.; Young, Virginia R.
4
2007
Asset allocation and annuity-purchase strategies to minimize the probability of financial ruin. Zbl 1130.91031
Milevsky, Moshe A.; Moore, Kristen S.; Young, Virginia R.
28
2006
Optimal insurance in a continuous-time model. Zbl 1147.91342
Moore, Kristen S.; Young, Virginia R.
22
2006
Minimizing the probability of ruin when claims follow Brownian motion with drift. Zbl 1141.91543
Promislow, S. David; Young, Virginia R.
130
2005
Unifying framework for optimal insurance. Zbl 1242.91095
Promislow, S. David; Young, Virginia R.
18
2005
Pricing equity-linked pure endowments with risky assets that follow Lévy processes. Zbl 1242.60069
Jaimungal, Sebastian; Young, Virginia R.
14
2005
Optimal design of a perpetual equity-indexed annuity. Zbl 1085.60512
Moore, Kristen S.; Young, Virginia R.
7
2005
Supermodular functions on finite lattices. Zbl 1097.06008
Promislow, S. David; Young, Virginia R.
7
2005
Optimal investment strategy to minimize the probability of lifetime ruin. Zbl 1085.60514
Young, Virginia R.
46
2004
Pricing in an incomplete market with an affine term structure. Zbl 1134.91471
Young, Virginia R.
17
2004
Credibility ratemaking using collateral information. Zbl 1141.91533
Luo, Yu; Young, Virginia R.; Frees, Edward W.
2
2004
Equity-indexed life insurance: pricing and reserving using the principle of equivalent utility. Zbl 1084.91521
Young, Virginia R.
23
2003
Pricing equity-linked pure endowments via the principle of equivalent utility. Zbl 1103.91370
Moore, Kristen S.; Young, Virginia R.
13
2003
Pricing dynamic insurance risks using the principle of equivalent utility. Zbl 1039.91049
Young, Virginia R.; Zariphopoulou, Thaleia
35
2002
Case studies using panel data models. Zbl 1083.91538
Frees, Edward W.; Young, Virginia R.; Luo, Yu
15
2001
Comonotonicity and maximal stop-loss premiums. Zbl 1187.91099
Dhaene, Jan; Wang, Shaun; Young, Virginia; Goovaerts, Marc J.
35
2000
Computational efficiency and validation of bi-directional evolutionary structural optimisation. Zbl 1003.74059
Querin, O. M.; Young, V.; Steven, G. P.; Xie, Y. M.
18
2000
Credibility using semiparametric models and a loss function with a constancy penalty. Zbl 1103.91378
Young, Virginia R.
5
2000
Credibility in favor of unlucky insureds. Zbl 1083.62549
Young, Virginia R.; De Vylder, F. Etienne
4
2000
Equity and exact credibility. Zbl 1015.62106
Promislow, S. David; Young, Virginia R.
3
2000
Computation of distorted probabilities for diffusion processes via stochastic control methods. Zbl 1103.65305
Young, Virginia R.; Zariphopoulou, Thaleia
3
2000
Equity and credibility. Zbl 0971.91035
Promislow, David S.; Young, Virginia R.
1
2000
Optimal insurance under Wang’s premium principle. Zbl 1156.62364
Young, Virginia R.
79
1999
A longitudinal data analysis interpretation of credibility models. Zbl 0945.62112
Frees, Edward W.; Young, Virginia R.; Luo, Yu
30
1999
A Bayesian approach to understanding time series data. Zbl 1082.62503
Rosenberg, Marjorie A.; Young, Virginia R.
6
1999
Ordering risks: expected utility theory versus Yaari’s dual theory of risk. Zbl 0907.90102
Wang, Shaun S.; Young, Virginia R.
64
1998
Risk-adjust credibility premiums using distored probabilities. Zbl 1043.91512
Wang, Shaun; Young, Virginia R.
13
1998
Robust Bayesian credibility using semiparametric models. Zbl 1162.91445
Young, Virginia R.
8
1998
Families of update rules for non-additive measures: applications in pricing risks. Zbl 1115.91346
Young, Virginia R.
6
1998
Credibility using a loss function from spline theory: parametric models with a one-dimensional sufficient statistic. With discussion and a reply by the author. Zbl 1081.62571
Young, Virginia R.
6
1998
Updating non-additive measures with fuzzy information. Zbl 0933.28014
Young, Virginia R.; Wang, Shaun S.
3
1998
Axiomatic characterization of insurance prices. Zbl 0959.62099
Wang, Shaun S.; Young, Virginia R.; Panjer, Harry H.
174
1997
Credibility using a loss function from spline theory. Zbl 0929.62101
Young, Virginia R.
6
1997
Forecasting Social Security actuarial assumptions. Zbl 1080.62544
Frees, Edward W.; Kung, Yueh-Chuan; Rosenberg, Marjorie A.; Young, Virginia R.; Lai, Siu-Wai
3
1997
Fuzzy subsethood. Zbl 0872.94062
Young, Virginia R.
45
1996
The mathematics of finite elements and applications II. Mafelap 1975. Proceedings of the Brunel University conference of the Institute of Mathematics and Its Applications held in April 1975. Zbl 0351.65027
1
1976
all top 5

Cited by 1,057 Authors

72 Young, Virginia R.
21 Bayraktar, Erhan
20 Cheung, Ka Chun
18 Boonen, Tim J.
18 Liang, Zhibin
16 Tan, Ken Seng
16 Yuen, Kam Chuen
14 Chi, Yichun
14 Liang, Xiaoqing
14 Wang, Ruodu
13 Li, Danping
13 Shen, Yang
13 Zeng, Yan
13 Zhao, Hui
12 Dhaene, Jan
11 Rong, Ximin
10 Asimit, Alexandru V.
10 Goovaerts, Marc J.
9 Li, Zhongfei
9 Weng, Chengguo
8 Assa, Hirbod
8 Frees, Edward W.
8 Ghossoub, Mario
8 Luo, Shangzhen
8 Moore, Kristen S.
8 Siu, Tak Kuen
8 Sordo, Miguel Ángel
8 Yam, Sheung Chi Phillip
8 Yang, Hailiang
7 Guo, Junyi
7 Milevsky, Moshe Arye
7 Pitselis, Georgios
7 Wang, Rongming
7 Zhou, Ming
7 Zhuang, Sheng Chao
6 Blake, David
6 Bustince, Humberto
6 Cai, Jun
6 Chen, Ping
6 Forsyth, Peter A.
6 Jin, Zhuo
6 Li, Bin
6 Liang, Zongxia
6 Pantelous, Athanasios A.
6 Promislov, S. David
6 Suarez-Llorens, Alfonso
6 Tsanakas, Andreas
5 Barrenechea, Edurne
5 Beirlant, Jan
5 Bi, Junna
5 Deelstra, Griselda
5 Hu, Junlei
5 Hürlimann, Werner
5 Kaas, Rob
5 Lo, Ambrose
5 Maurer, Raimond H.
5 Pagola, Miguel
5 Steffensen, Mogens
5 Tang, Qihe
5 Wu, Xianyi
5 Yang, Xiangqun
5 Yao, Dingjun
5 Zhang, Xin
5 Zhang, Yiying
5 Zhou, Jieming
5 Zitikis, Ričardas
4 Badescu, Alexandru M.
4 Bai, Lihua
4 Brazauskas, Vytaras
4 Chen, Lv
4 Chong, Wing Fung
4 Delong, Łukasz
4 Denuit, Michel M.
4 Gu, Ailing
4 Haberman, Steven
4 Han, Xia
4 Hu, Yijun
4 Huang, Ya
4 Laeven, Roger J. A.
4 Landriault, David
4 Landsman, Zinoviy M.
4 Li, Dongchen
4 Liu, Fangda
4 Ludkovski, Michael
4 Meng, Hui
4 Navarro, Jorge
4 Pelsser, Antoon A. J.
4 Vanduffel, Steven
4 Vetzal, Kenneth R.
4 Vigna, Elena
4 Wang, Hongxia
4 Wang, Mingming
4 Wang, Shaun S.
4 Yang, Jingping
4 Yin, Chuancun
4 Zhang, Caibin
4 Zhang, Hongying
4 Zhang, Yan
4 Zhang, Yi
4 Zhao, Peibiao
...and 957 more Authors
all top 5

Cited in 121 Serials

289 Insurance Mathematics & Economics
69 North American Actuarial Journal
38 Scandinavian Actuarial Journal
36 ASTIN Bulletin
23 Journal of Computational and Applied Mathematics
21 Fuzzy Sets and Systems
20 European Journal of Operational Research
16 Journal of Industrial and Management Optimization
11 Information Sciences
11 Communications in Statistics. Theory and Methods
11 Quantitative Finance
11 European Actuarial Journal
10 Statistics & Probability Letters
10 Annals of Operations Research
10 Mathematical Finance
9 Journal of Economic Dynamics & Control
9 Finance and Stochastics
8 Mathematical Methods of Operations Research
8 International Journal of Theoretical and Applied Finance
7 Applied Mathematics and Computation
7 International Journal of Approximate Reasoning
7 Mathematics and Financial Economics
6 Journal of Mathematical Economics
6 Methodology and Computing in Applied Probability
5 Journal of Applied Probability
5 Journal of Optimization Theory and Applications
5 Operations Research Letters
5 Stochastic Analysis and Applications
5 Mathematical Problems in Engineering
5 Discrete Dynamics in Nature and Society
5 Applied Stochastic Models in Business and Industry
5 Decisions in Economics and Finance
5 SIAM Journal on Financial Mathematics
4 Discrete Applied Mathematics
4 Journal of Mathematical Analysis and Applications
4 Applied Mathematics and Optimization
4 Mathematical Social Sciences
4 Acta Mathematicae Applicatae Sinica. English Series
4 Stochastic Processes and their Applications
4 Applied Mathematical Finance
4 International Journal of Uncertainty, Fuzziness and Knowledge-Based Systems
4 Journal of Systems Science and Complexity
4 Annals of Finance
3 The Annals of Applied Probability
3 Applied Mathematics. Series B (English Edition)
3 Economic Theory
3 The ANZIAM Journal
3 Journal of Applied Mathematics and Computing
3 Journal of Probability and Statistics
3 Mathematical Control and Related Fields
2 Blätter (Deutsche Gesellschaft für Versicherungsmathematik)
2 Journal of Economic Theory
2 Mathematics of Operations Research
2 Metron
2 Operations Research
2 SIAM Journal on Control and Optimization
2 Statistical Papers
2 Soft Computing
2 OR Spectrum
2 Journal of Intelligent and Fuzzy Systems
2 Review of Derivatives Research
2 New Mathematics and Natural Computation
2 Science China. Mathematics
1 Advances in Applied Probability
1 International Journal of Control
1 Journal of Engineering Mathematics
1 Moscow University Mathematics Bulletin
1 Psychometrika
1 The Annals of Probability
1 Journal of the American Statistical Association
1 Journal of Econometrics
1 Journal of Multivariate Analysis
1 Journal of Statistical Planning and Inference
1 Metroeconomica
1 Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods
1 Scandinavian Actuarial Journal
1 Theory and Decision
1 Optimal Control Applications & Methods
1 Journal of Time Series Analysis
1 Social Choice and Welfare
1 Statistics
1 Optimization
1 Statistical Science
1 Journal of Scientific Computing
1 Science in China. Series A
1 Economic Quality Control
1 Applied Mathematical Modelling
1 International Journal of Computer Mathematics
1 Mathematical Programming. Series A. Series B
1 Journal of Nonlinear Science
1 Cybernetics and Systems Analysis
1 Test
1 Computational and Applied Mathematics
1 Revista Investigación Operacional
1 Abstract and Applied Analysis
1 Journal of Inequalities and Applications
1 Journal of Applied Statistics
1 Acta Mathematica Sinica. English Series
1 CEJOR. Central European Journal of Operations Research
1 Lobachevskii Journal of Mathematics
...and 21 more Serials

Citations by Year