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Author ID: zeng.yan Recent zbMATH articles by "Zeng, Yan"
Published as: Zeng, Yan; Zeng, Y.
all top 5

Serials

16 Insurance Mathematics & Economics
4 Journal of Industrial and Management Optimization
3 Physics of Fluids
2 Modern Physics Letters B
2 International Journal of Heat and Mass Transfer
2 International Journal for Numerical Methods in Fluids
2 Journal of Fluid Mechanics
2 Journal of Sichuan University. Natural Science Edition
2 Acta Scientiarum Naturalium Universitatis Sunyatseni
2 Journal of Economic Dynamics & Control
2 Annals of Operations Research
2 Scandinavian Actuarial Journal
2 Journal of Hangzhou Normal University. Natural Sciences Edition
1 Computers and Fluids
1 Computer Methods in Applied Mechanics and Engineering
1 International Journal of Control
1 International Journal of Multiphase Flow
1 International Journal of Theoretical Physics
1 Journal of Mathematical Analysis and Applications
1 Theoretical and Mathematical Physics
1 Journal of Optimization Theory and Applications
1 Mathematics of Operations Research
1 Optimal Control Applications & Methods
1 Acta Mathematicae Applicatae Sinica
1 Mathematics in Practice and Theory
1 Journal of Wuhan University. Natural Science Edition
1 Journal of East China Normal University. Natural Science Edition
1 Journal of Systems Science and Mathematical Sciences
1 Chinese Journal of Applied Probability and Statistics
1 Neural Networks
1 Signal Processing
1 The Annals of Applied Probability
1 Applied Mathematical Modelling
1 Engineering Analysis with Boundary Elements
1 Mathematical Finance
1 Discrete Dynamics in Nature and Society
1 Journal of Sichuan Normal University. Natural Science
1 Control Theory & Applications
1 International Journal of Modern Physics C
1 Journal of Systems Science and Complexity
1 Natural Science Journal of Harbin Normal University
1 IMA Journal of Management Mathematics
1 OR Spectrum
1 ASTIN Bulletin
1 Journal of Systems Engineering
1 Journal of University of Science and Technology of China
1 Chinese Journal of Computational Mechanics
1 International Journal of Computational Methods
1 Journal of Inner Mongolia Normal University. Natural Science Edition
1 Optimization Letters
1 Communications in Computer and Information Science
1 OR Transactions
1 SIAM Journal on Financial Mathematics
1 Science China. Mathematics
1 Operations Research Transactions

Publications by Year

Citations contained in zbMATH Open

53 Publications have been cited 913 times in 394 Documents Cited by Year
Optimal time-consistent investment and reinsurance policies for mean-variance insurers. Zbl 1218.91167
Zeng, Yan; Li, Zhongfei
95
2011
Robust optimal control for an insurer with reinsurance and investment under Heston’s stochastic volatility model. Zbl 1290.91103
Yi, Bo; Li, Zhongfei; Viens, Frederi G.; Zeng, Yan
68
2013
Optimal time-consistent investment and reinsurance strategies for insurers under Heston’s SV model. Zbl 1284.91250
Li, Zhongfei; Zeng, Yan; Lai, Yongzeng
67
2012
Time-consistent investment and reinsurance strategies for mean-variance insurers with jumps. Zbl 1284.91282
Zeng, Yan; Li, Zhongfei; Lai, Yongzeng
54
2013
Robust equilibrium reinsurance-investment strategy for a mean-variance insurer in a model with jumps. Zbl 1348.91192
Zeng, Yan; Li, Danping; Gu, Ailing
51
2016
Optimal control of excess-of-loss reinsurance and investment for insurers under a CEV model. Zbl 1285.91057
Gu, Ailing; Guo, Xianping; Li, Zhongfei; Zeng, Yan
50
2012
Optimal investment-reinsurance strategy for mean-variance insurers with square-root factor process. Zbl 1318.91123
Shen, Yang; Zeng, Yan
42
2015
Time-consistent investment-reinsurance strategy for mean-variance insurers with a defaultable security. Zbl 1331.91105
Zhao, Hui; Shen, Yang; Zeng, Yan
32
2016
Optimal investment-reinsurance with delay for mean-variance insurers: a maximum principle approach. Zbl 1304.91132
Shen, Yang; Zeng, Yan
29
2014
Robust optimal strategies for an insurer with reinsurance and investment under benchmark and mean-variance criteria. Zbl 1401.91208
Yi, Bo; Viens, Frederi; Li, Zhongfei; Zeng, Yan
28
2015
Optimal investment and reinsurance strategies for insurers with generalized mean-variance premium principle and no-short selling. Zbl 1348.91193
Zhang, Xin; Meng, Hui; Zeng, Yan
28
2016
Robust optimal excess-of-loss reinsurance and investment strategy for an insurer in a model with jumps. Zbl 1416.91203
Li, Danping; Zeng, Yan; Yang, Hailiang
27
2018
Optimal strategies of benchmark and mean-variance portfolio selection problems for insurers. Zbl 1269.90085
Zeng, Yan; Li, Zhongfei; Liu, Jingjun
26
2010
Ambiguity aversion and optimal derivative-based pension investment with stochastic income and volatility. Zbl 1401.91212
Zeng, Yan; Li, Danping; Chen, Zheng; Yang, Zhou
23
2018
Equilibrium investment strategy for defined-contribution pension schemes with generalized mean-variance criterion and mortality risk. Zbl 1348.91262
Wu, Huiling; Zeng, Yan
23
2015
Optimal dividend strategies with time-inconsistent preferences. Zbl 1402.91671
Chen, Shumin; Li, Zhongfei; Zeng, Yan
22
2014
Precommitment and equilibrium investment strategies for defined contribution pension plans under a jump-diffusion model. Zbl 1348.91261
Sun, Jingyun; Li, Zhongfei; Zeng, Yan
20
2016
Credit risk models with incomplete information. Zbl 1213.91157
Guo, Xin; Jarrow, Robert A.; Zeng, Yan
16
2009
Asset-liability management under benchmark and mean-variance criteria in a jump diffusion market. Zbl 1237.91224
Zeng, Yan; Li, Zhongfei
16
2011
Intensity process and compensator: A new filtration expansion approach and the Jeulin-Yor theorem. Zbl 1145.60037
Guo, Xin; Zeng, Yan
15
2008
Stokes problems for moving half-planes. Zbl 0843.76015
Zeng, Y.; Weinbaum, S.
13
1995
Dynamic derivative-based investment strategy for mean-variance asset-liability management with stochastic volatility. Zbl 1398.91339
Li, Danping; Shen, Yang; Zeng, Yan
13
2018
A numerical method for flows in porous and homogeneous fluid domains coupled at the interface by stress jump. Zbl 1370.76110
Yu, Peng; Lee, Thong-See; Zeng, Yan; Low, Hong-Tong
12
2007
Optimal reinsurance-investment strategies for insurers under mean-car criteria. Zbl 1292.91099
Zeng, Yan; Li, Zhongfei
12
2012
Asset allocation under loss aversion and minimum performance constraint in a DC pension plan with inflation risk. Zbl 1394.91203
Chen, Zheng; Li, Zhongfei; Zeng, Yan; Sun, Jingyun
12
2017
Continuous time mean-variance portfolio optimization with piecewise state-dependent risk aversion. Zbl 1414.91335
Cui, Xiangyu; Xu, Lu; Zeng, Yan
11
2016
Stochastic differential games between two insurers with generalized mean-variance premium principle. Zbl 1390.91171
Chen, Shumin; Yang, Hailiang; Zeng, Yan
11
2018
Characterization of flow behavior in an enclosed cylinder with a partially rotating end wall. Zbl 1146.76578
Yu, P.; Lee, T. S.; Zeng, Y.; Low, H. T.
9
2007
Effect of vortex breakdown on mass transfer in a cell culture bioreactor. Zbl 1137.76838
Yu, Peng; Lee, T. S.; Zeng, Y.; Low, H. T.
8
2005
Modeling the recovery rate in a reduced form model. Zbl 1155.91383
Guo, Xin; Jarrow, Robert A.; Zeng, Yan
7
2009
Time-consistent investment-reinsurance strategies towards joint interests of the insurer and the reinsurer under CEV models. Zbl 1367.60088
Zhao, Hui; Weng, ChengGuo; Shen, Yang; Zeng, Yan
7
2017
Optimal dividend-financing strategies in a dual risk model with time-inconsistent preferences. Zbl 1348.91132
Chen, Shumin; Wang, Xi; Deng, Yinglu; Zeng, Yan
7
2016
Optimal dividend strategy for a general diffusion process with time-inconsistent preferences and ruin penalty. Zbl 1408.91227
Chen, Shumin; Li, Zhongfei; Zeng, Yan
6
2018
Steady flow around and through a permeable circular cylinder. Zbl 1271.76332
Yu, Peng; Zeng, Yan; Lee, Thong See; Chen, Xiao Bing; Low, Hong Tong
6
2011
Effects of conical lids on vortex breakdown in an enclosed cylindrical chamber. Zbl 1146.76579
Yu, Peng; Lee, Thong See; Zeng, Yan; Low, Hong Tong
6
2006
Equilibrium dividend strategy with non-exponential discounting in a dual model. Zbl 1335.91065
Li, Yongwu; Li, Zhongfei; Zeng, Yan
5
2016
Stochastic averaging of strongly nonlinear oscillators under Poisson white noise excitation. Zbl 1231.34067
Zeng, Y.; Zhu, W. Q.
4
2011
Robust equilibrium excess-of-loss reinsurance and CDS investment strategies for a mean-variance insurer with ambiguity aversion. Zbl 1425.91238
Zhao, Hui; Shen, Yang; Zeng, Yan; Zhang, Wenjun
4
2019
Multi-period mean-variance portfolio selection in a regime-switching market with a bankruptcy state. Zbl 1286.91128
Wu, Huiling; Zeng, Yan
3
2013
Optimal portfolio selection in a Lévy market with uncontrolled cash flow and only risky assets. Zbl 1278.91155
Zeng, Yan; Li, Zhongfei; Wu, Huiling
3
2013
A numerical technique for laminar swirling flow at the interface between porous and homogeneous fluid domains. Zbl 1419.76512
Yu, P.; Lee, T. S.; Zeng, Y.; Meguid, S. A.; Low, H. T.
3
2009
Steady axisymmetric flow in an enclosed conical frustum chamber with a rotating bottom wall. Zbl 1182.76864
Yu, Peng; Zeng, Yan; Lee, Thong See; Low, Hong Tong
3
2008
Robust optimal consumption-investment strategy with non-exponential discounting. Zbl 1438.90188
Wei, Jiaqin; Li, Danping; Zeng, Yan
3
2020
Equilibrium consumption and portfolio decisions with stochastic discount rate and time-varying utility functions. Zbl 1415.91272
Wu, Huiling; Weng, Chengguo; Zeng, Yan
2
2018
Fluid dynamics and oxygen transport in a micro-bioreactor with a tissue engineering scaffold. Zbl 1156.76448
Yu, Peng; Lee, Thong See; Zeng, Yan; Low, Hong Tong
2
2009
Solving 2D parabolic equations by using time parareal coupling with meshless collocation RBFs methods. Zbl 1464.74421
Zeng, Yan; Duan, Yong; Liu, Bi-Sen
2
2021
How do capital structure and economic regime affect fair prices of bank’s equity and liabilities? Zbl 1416.91396
Hainaut, Donatien; Shen, Yang; Zeng, Yan
1
2018
Stokes flow through periodic orifices in a channel. Zbl 0808.76021
Zeng, Y.; Weinbaum, S.
1
1994
An optimal investment strategy under Ornstein-Uhlenbeck model for a DC pension plan. Zbl 1299.91119
Gu, Ailing; Li, Zhongfei; Zeng, Yan
1
2013
A copula-based perturbation stochastic method for fiber-reinforced composite structures with correlations. Zbl 1439.74403
Cui, X. Y.; Hu, X. B.; Zeng, Y.
1
2017
Control variate methods and applications to Asian and basket options pricing under jump-diffusion models. Zbl 1433.91177
Lai, Yongzeng; Li, Zhongfei; Zeng, Yan
1
2015
Optimal Sharpe ratio in continuous-time markets with and without a risk-free asset. Zbl 1361.90047
Yao, Haixiang; Li, Zhongfei; Li, Xun; Zeng, Yan
1
2017
Optimal dividend strategies with time-inconsistent preferences and transaction costs in the Cramér-Lundberg model. Zbl 1394.91202
Chen, Shumin; Zeng, Yan; Hao, Zhifeng
1
2017
Solving 2D parabolic equations by using time parareal coupling with meshless collocation RBFs methods. Zbl 1464.74421
Zeng, Yan; Duan, Yong; Liu, Bi-Sen
2
2021
Robust optimal consumption-investment strategy with non-exponential discounting. Zbl 1438.90188
Wei, Jiaqin; Li, Danping; Zeng, Yan
3
2020
Robust equilibrium excess-of-loss reinsurance and CDS investment strategies for a mean-variance insurer with ambiguity aversion. Zbl 1425.91238
Zhao, Hui; Shen, Yang; Zeng, Yan; Zhang, Wenjun
4
2019
Robust optimal excess-of-loss reinsurance and investment strategy for an insurer in a model with jumps. Zbl 1416.91203
Li, Danping; Zeng, Yan; Yang, Hailiang
27
2018
Ambiguity aversion and optimal derivative-based pension investment with stochastic income and volatility. Zbl 1401.91212
Zeng, Yan; Li, Danping; Chen, Zheng; Yang, Zhou
23
2018
Dynamic derivative-based investment strategy for mean-variance asset-liability management with stochastic volatility. Zbl 1398.91339
Li, Danping; Shen, Yang; Zeng, Yan
13
2018
Stochastic differential games between two insurers with generalized mean-variance premium principle. Zbl 1390.91171
Chen, Shumin; Yang, Hailiang; Zeng, Yan
11
2018
Optimal dividend strategy for a general diffusion process with time-inconsistent preferences and ruin penalty. Zbl 1408.91227
Chen, Shumin; Li, Zhongfei; Zeng, Yan
6
2018
Equilibrium consumption and portfolio decisions with stochastic discount rate and time-varying utility functions. Zbl 1415.91272
Wu, Huiling; Weng, Chengguo; Zeng, Yan
2
2018
How do capital structure and economic regime affect fair prices of bank’s equity and liabilities? Zbl 1416.91396
Hainaut, Donatien; Shen, Yang; Zeng, Yan
1
2018
Asset allocation under loss aversion and minimum performance constraint in a DC pension plan with inflation risk. Zbl 1394.91203
Chen, Zheng; Li, Zhongfei; Zeng, Yan; Sun, Jingyun
12
2017
Time-consistent investment-reinsurance strategies towards joint interests of the insurer and the reinsurer under CEV models. Zbl 1367.60088
Zhao, Hui; Weng, ChengGuo; Shen, Yang; Zeng, Yan
7
2017
A copula-based perturbation stochastic method for fiber-reinforced composite structures with correlations. Zbl 1439.74403
Cui, X. Y.; Hu, X. B.; Zeng, Y.
1
2017
Optimal Sharpe ratio in continuous-time markets with and without a risk-free asset. Zbl 1361.90047
Yao, Haixiang; Li, Zhongfei; Li, Xun; Zeng, Yan
1
2017
Optimal dividend strategies with time-inconsistent preferences and transaction costs in the Cramér-Lundberg model. Zbl 1394.91202
Chen, Shumin; Zeng, Yan; Hao, Zhifeng
1
2017
Robust equilibrium reinsurance-investment strategy for a mean-variance insurer in a model with jumps. Zbl 1348.91192
Zeng, Yan; Li, Danping; Gu, Ailing
51
2016
Time-consistent investment-reinsurance strategy for mean-variance insurers with a defaultable security. Zbl 1331.91105
Zhao, Hui; Shen, Yang; Zeng, Yan
32
2016
Optimal investment and reinsurance strategies for insurers with generalized mean-variance premium principle and no-short selling. Zbl 1348.91193
Zhang, Xin; Meng, Hui; Zeng, Yan
28
2016
Precommitment and equilibrium investment strategies for defined contribution pension plans under a jump-diffusion model. Zbl 1348.91261
Sun, Jingyun; Li, Zhongfei; Zeng, Yan
20
2016
Continuous time mean-variance portfolio optimization with piecewise state-dependent risk aversion. Zbl 1414.91335
Cui, Xiangyu; Xu, Lu; Zeng, Yan
11
2016
Optimal dividend-financing strategies in a dual risk model with time-inconsistent preferences. Zbl 1348.91132
Chen, Shumin; Wang, Xi; Deng, Yinglu; Zeng, Yan
7
2016
Equilibrium dividend strategy with non-exponential discounting in a dual model. Zbl 1335.91065
Li, Yongwu; Li, Zhongfei; Zeng, Yan
5
2016
Optimal investment-reinsurance strategy for mean-variance insurers with square-root factor process. Zbl 1318.91123
Shen, Yang; Zeng, Yan
42
2015
Robust optimal strategies for an insurer with reinsurance and investment under benchmark and mean-variance criteria. Zbl 1401.91208
Yi, Bo; Viens, Frederi; Li, Zhongfei; Zeng, Yan
28
2015
Equilibrium investment strategy for defined-contribution pension schemes with generalized mean-variance criterion and mortality risk. Zbl 1348.91262
Wu, Huiling; Zeng, Yan
23
2015
Control variate methods and applications to Asian and basket options pricing under jump-diffusion models. Zbl 1433.91177
Lai, Yongzeng; Li, Zhongfei; Zeng, Yan
1
2015
Optimal investment-reinsurance with delay for mean-variance insurers: a maximum principle approach. Zbl 1304.91132
Shen, Yang; Zeng, Yan
29
2014
Optimal dividend strategies with time-inconsistent preferences. Zbl 1402.91671
Chen, Shumin; Li, Zhongfei; Zeng, Yan
22
2014
Robust optimal control for an insurer with reinsurance and investment under Heston’s stochastic volatility model. Zbl 1290.91103
Yi, Bo; Li, Zhongfei; Viens, Frederi G.; Zeng, Yan
68
2013
Time-consistent investment and reinsurance strategies for mean-variance insurers with jumps. Zbl 1284.91282
Zeng, Yan; Li, Zhongfei; Lai, Yongzeng
54
2013
Multi-period mean-variance portfolio selection in a regime-switching market with a bankruptcy state. Zbl 1286.91128
Wu, Huiling; Zeng, Yan
3
2013
Optimal portfolio selection in a Lévy market with uncontrolled cash flow and only risky assets. Zbl 1278.91155
Zeng, Yan; Li, Zhongfei; Wu, Huiling
3
2013
An optimal investment strategy under Ornstein-Uhlenbeck model for a DC pension plan. Zbl 1299.91119
Gu, Ailing; Li, Zhongfei; Zeng, Yan
1
2013
Optimal time-consistent investment and reinsurance strategies for insurers under Heston’s SV model. Zbl 1284.91250
Li, Zhongfei; Zeng, Yan; Lai, Yongzeng
67
2012
Optimal control of excess-of-loss reinsurance and investment for insurers under a CEV model. Zbl 1285.91057
Gu, Ailing; Guo, Xianping; Li, Zhongfei; Zeng, Yan
50
2012
Optimal reinsurance-investment strategies for insurers under mean-car criteria. Zbl 1292.91099
Zeng, Yan; Li, Zhongfei
12
2012
Optimal time-consistent investment and reinsurance policies for mean-variance insurers. Zbl 1218.91167
Zeng, Yan; Li, Zhongfei
95
2011
Asset-liability management under benchmark and mean-variance criteria in a jump diffusion market. Zbl 1237.91224
Zeng, Yan; Li, Zhongfei
16
2011
Steady flow around and through a permeable circular cylinder. Zbl 1271.76332
Yu, Peng; Zeng, Yan; Lee, Thong See; Chen, Xiao Bing; Low, Hong Tong
6
2011
Stochastic averaging of strongly nonlinear oscillators under Poisson white noise excitation. Zbl 1231.34067
Zeng, Y.; Zhu, W. Q.
4
2011
Optimal strategies of benchmark and mean-variance portfolio selection problems for insurers. Zbl 1269.90085
Zeng, Yan; Li, Zhongfei; Liu, Jingjun
26
2010
Credit risk models with incomplete information. Zbl 1213.91157
Guo, Xin; Jarrow, Robert A.; Zeng, Yan
16
2009
Modeling the recovery rate in a reduced form model. Zbl 1155.91383
Guo, Xin; Jarrow, Robert A.; Zeng, Yan
7
2009
A numerical technique for laminar swirling flow at the interface between porous and homogeneous fluid domains. Zbl 1419.76512
Yu, P.; Lee, T. S.; Zeng, Y.; Meguid, S. A.; Low, H. T.
3
2009
Fluid dynamics and oxygen transport in a micro-bioreactor with a tissue engineering scaffold. Zbl 1156.76448
Yu, Peng; Lee, Thong See; Zeng, Yan; Low, Hong Tong
2
2009
Intensity process and compensator: A new filtration expansion approach and the Jeulin-Yor theorem. Zbl 1145.60037
Guo, Xin; Zeng, Yan
15
2008
Steady axisymmetric flow in an enclosed conical frustum chamber with a rotating bottom wall. Zbl 1182.76864
Yu, Peng; Zeng, Yan; Lee, Thong See; Low, Hong Tong
3
2008
A numerical method for flows in porous and homogeneous fluid domains coupled at the interface by stress jump. Zbl 1370.76110
Yu, Peng; Lee, Thong-See; Zeng, Yan; Low, Hong-Tong
12
2007
Characterization of flow behavior in an enclosed cylinder with a partially rotating end wall. Zbl 1146.76578
Yu, P.; Lee, T. S.; Zeng, Y.; Low, H. T.
9
2007
Effects of conical lids on vortex breakdown in an enclosed cylindrical chamber. Zbl 1146.76579
Yu, Peng; Lee, Thong See; Zeng, Yan; Low, Hong Tong
6
2006
Effect of vortex breakdown on mass transfer in a cell culture bioreactor. Zbl 1137.76838
Yu, Peng; Lee, T. S.; Zeng, Y.; Low, H. T.
8
2005
Stokes problems for moving half-planes. Zbl 0843.76015
Zeng, Y.; Weinbaum, S.
13
1995
Stokes flow through periodic orifices in a channel. Zbl 0808.76021
Zeng, Y.; Weinbaum, S.
1
1994
all top 5

Cited by 514 Authors

36 Zeng, Yan
26 Li, Zhongfei
23 Rong, Ximin
22 Zhao, Hui
20 Shen, Yang
19 Li, Danping
12 Yao, Haixiang
11 Chen, Ping
10 Jin, Zhuo
8 Liang, Zhibin
8 Sun, Zhongyang
8 Yu, Peng
7 Forsyth, Peter A.
7 Gu, Ailing
7 Guan, Guohui
7 Peng, Xingchun
7 Wong, Hoi Ying
7 Wu, Huiling
7 Xiao, Helu
7 Yang, Peng
7 Zhou, Zhongbao
6 Chen, Zhiping
6 Dang, Duy Minh
6 Hu, Duni
6 Lee, Thong-See
6 Liang, Zongxia
6 Low, Hong-Tong
6 Qian, Linyi
6 Sun, Jingyun
6 Viens, Frederi G.
6 Wang, Hailong
6 Weng, Chengguo
6 Yi, Bo
6 Young, Virginia R.
6 Yuen, Kam Chuen
6 Zhang, Ling
6 Zhang, Yan
6 Zhou, Jieming
5 Bai, Yanfei
5 Chen, Fenge
5 Chen, Shou
5 Chen, Shumin
5 Deng, Chao
5 Guo, Junyi
5 Huang, Ya
5 Lai, Yongzeng
5 Siu, Tak Kuen
5 Van Staden, Pieter M.
5 Wang, Ning
5 Wang, Suxin
5 Xu, Lin
5 Zhang, Nan
5 Zhang, Xin
5 Zhou, Ming
4 A, Chunxiang
4 Chang, Hao
4 Chen, Lv
4 Li, Bin
4 Li, Xun
4 Li, Yongwu
4 Meng, Hui
4 Pun, Chi Seng
4 Wang, Wenyuan
4 Wei, Jiaqin
4 Wu, Yonghong
4 Yao, Dingjun
4 Zhao, Peibiao
4 Zheng, Harry H.
3 Bi, Junna
3 Bovand, Masoud
3 Cai, Jun
3 Chen, Peimin
3 Coculescu, Delia
3 Cui, Xiangyu
3 Dong, Yinghui
3 Du, Ziping
3 Gao, Rui
3 Guo, Xianping
3 Guo, Xin
3 Han, Xia
3 Huang, Yujuan
3 Jarrow, Robert Alan
3 Jeanblanc, Monique
3 Jiao, Ying
3 Liang, Xiaoqing
3 Lindensjö, Kristoffer
3 Pan, Jian
3 Protter, Philip Elliott
3 Rashidi, Saman
3 Sheng, Delei
3 Wang, Guojing
3 Wang, Liyuan
3 Wang, Pei
3 Wang, Tianxiao
3 Yan, Tingjin
3 Yang, Hailiang
3 Yang, Xiangqun
3 Yu, Wenguang
3 Zhang, Caibin
3 Zhang, Lidong
...and 414 more Authors
all top 5

Cited in 89 Serials

81 Insurance Mathematics & Economics
29 Journal of Industrial and Management Optimization
22 Journal of Computational and Applied Mathematics
16 Scandinavian Actuarial Journal
15 Mathematical Problems in Engineering
10 Communications in Statistics. Theory and Methods
10 Discrete Dynamics in Nature and Society
9 Optimization
9 Journal of Economic Dynamics & Control
8 European Journal of Operational Research
7 Mathematical Methods of Operations Research
7 International Journal of Theoretical and Applied Finance
6 Computers and Fluids
6 Applied Mathematics and Optimization
6 The Annals of Applied Probability
6 Stochastic Processes and their Applications
6 Physics of Fluids
5 Operations Research Letters
5 Abstract and Applied Analysis
5 SIAM Journal on Financial Mathematics
5 Mathematical Control and Related Fields
4 International Journal of Control
4 Journal of Mathematical Analysis and Applications
4 Applied Mathematics and Computation
4 Methodology and Computing in Applied Probability
4 Journal of Systems Science and Complexity
4 Mathematics and Financial Economics
3 Automatica
3 Journal of Optimization Theory and Applications
3 Statistics & Probability Letters
3 Engineering Analysis with Boundary Elements
3 European Journal of Mechanics. B. Fluids
3 The ANZIAM Journal
3 ASTIN Bulletin
2 Computers & Mathematics with Applications
2 International Journal of Heat and Mass Transfer
2 Journal of Computational Physics
2 Journal of Fluid Mechanics
2 Mathematics of Operations Research
2 Systems & Control Letters
2 Acta Mathematicae Applicatae Sinica. English Series
2 Economics Letters
2 Computational and Applied Mathematics
2 International Journal of Numerical Methods for Heat & Fluid Flow
2 Complexity
2 Finance and Stochastics
2 Mathematical Finance
2 Journal of Applied Mathematics and Computing
2 North American Actuarial Journal
2 Asia-Pacific Financial Markets
2 Journal of the Operations Research Society of China
2 AIMS Mathematics
1 Modern Physics Letters B
1 Computer Methods in Applied Mechanics and Engineering
1 Fluid Dynamics
1 International Journal for Numerical Methods in Fluids
1 Chaos, Solitons and Fractals
1 International Journal for Numerical Methods in Engineering
1 Journal of Mathematical Economics
1 Theory and Decision
1 Optimal Control Applications & Methods
1 Bulletin of the Korean Mathematical Society
1 Probability and Mathematical Statistics
1 Stochastic Analysis and Applications
1 Numerical Methods for Partial Differential Equations
1 Annals of Operations Research
1 Japan Journal of Industrial and Applied Mathematics
1 Applied Mathematics. Series B (English Edition)
1 Applied Mathematical Finance
1 Soft Computing
1 Journal of Inequalities and Applications
1 RAIRO. Operations Research
1 Quantitative Finance
1 Journal of Applied Mathematics
1 Stochastic Models
1 OR Spectrum
1 Review of Derivatives Research
1 Fuzzy Optimization and Decision Making
1 Advances in Difference Equations
1 Journal of Biological Dynamics
1 Nonlinear Analysis. Hybrid Systems
1 Science China. Mathematics
1 Symmetry
1 Annals of Finance
1 Journal of Function Spaces
1 Control Theory and Technology
1 European Series in Applied and Industrial Mathematics (ESAIM): Proceedings and Surveys
1 Cogent Mathematics
1 Probability, Uncertainty and Quantitative Risk

Citations by Year