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Zeng, Yan

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Author ID: zeng.yan Recent zbMATH articles by "Zeng, Yan"
Published as: Zeng, Yan; Zeng, Y.
Documents Indexed: 83 Publications since 1990, including 1 Book
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 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 Annals of Operations Research
1 The Annals of Applied Probability
1 Applied Mathematical Modelling
1 Engineering Analysis with Boundary Elements
1 Mathematical Finance
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 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

51 Publications have been cited 795 times in 347 Documents Cited by Year
Optimal time-consistent investment and reinsurance policies for mean-variance insurers. Zbl 1218.91167
Zeng, Yan; Li, Zhongfei
86
2011
Optimal time-consistent investment and reinsurance strategies for insurers under Heston’s SV model. Zbl 1284.91250
Li, Zhongfei; Zeng, Yan; Lai, Yongzeng
60
2012
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
56
2013
Time-consistent investment and reinsurance strategies for mean-variance insurers with jumps. Zbl 1284.91282
Zeng, Yan; Li, Zhongfei; Lai, Yongzeng
49
2013
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
48
2012
Robust equilibrium reinsurance-investment strategy for a mean-variance insurer in a model with jumps. Zbl 1348.91192
Zeng, Yan; Li, Danping; Gu, Ailing
41
2016
Optimal investment-reinsurance strategy for mean-variance insurers with square-root factor process. Zbl 1318.91123
Shen, Yang; Zeng, Yan
38
2015
Time-consistent investment-reinsurance strategy for mean-variance insurers with a defaultable security. Zbl 1331.91105
Zhao, Hui; Shen, Yang; Zeng, Yan
28
2016
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
26
2015
Optimal strategies of benchmark and mean-variance portfolio selection problems for insurers. Zbl 1269.90085
Zeng, Yan; Li, Zhongfei; Liu, Jingjun
25
2010
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
22
2016
Optimal investment-reinsurance with delay for mean-variance insurers: a maximum principle approach. Zbl 1304.91132
Shen, Yang; Zeng, Yan
22
2014
Optimal dividend strategies with time-inconsistent preferences. Zbl 1402.91671
Chen, Shumin; Li, Zhongfei; Zeng, Yan
22
2014
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
21
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
18
2018
Equilibrium investment strategy for defined-contribution pension schemes with generalized mean-variance criterion and mortality risk. Zbl 1348.91262
Wu, Huiling; Zeng, Yan
18
2015
Credit risk models with incomplete information. Zbl 1213.91157
Guo, Xin; Jarrow, Robert A.; Zeng, Yan
15
2009
Precommitment and equilibrium investment strategies for defined contribution pension plans under a jump-diffusion model. Zbl 1348.91261
Sun, Jingyun; Li, Zhongfei; Zeng, Yan
15
2016
Intensity process and compensator: A new filtration expansion approach and the Jeulin-Yor theorem. Zbl 1145.60037
Guo, Xin; Zeng, Yan
15
2008
Asset-liability management under benchmark and mean-variance criteria in a jump diffusion market. Zbl 1237.91224
Zeng, Yan; Li, Zhongfei
14
2011
Stokes problems for moving half-planes. Zbl 0843.76015
Zeng, Y.; Weinbaum, S.
12
1995
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
11
2012
Dynamic derivative-based investment strategy for mean-variance asset-liability management with stochastic volatility. Zbl 1398.91339
Li, Danping; Shen, Yang; Zeng, Yan
10
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
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
9
2017
Continuous time mean-variance portfolio optimization with piecewise state-dependent risk aversion. Zbl 1414.91335
Cui, Xiangyu; Xu, Lu; Zeng, Yan
9
2016
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
Stochastic differential games between two insurers with generalized mean-variance premium principle. Zbl 1390.91171
Chen, Shumin; Yang, Hailiang; Zeng, Yan
8
2018
Modeling the recovery rate in a reduced form model. Zbl 1155.91383
Guo, Xin; Jarrow, Robert A.; Zeng, Yan
7
2009
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
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
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
6
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
5
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
5
2018
Stochastic averaging of strongly nonlinear oscillators under Poisson white noise excitation. Zbl 1231.34067
Zeng, Y.; Zhu, W. Q.
4
2011
Equilibrium dividend strategy with non-exponential discounting in a dual model. Zbl 1335.91065
Li, Yongwu; Li, Zhongfei; Zeng, Yan
4
2016
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
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
Multi-period mean-variance portfolio selection in a regime-switching market with a bankruptcy state. Zbl 1286.91128
Wu, Huiling; Zeng, Yan
3
2013
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
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
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
2
2019
Stokes flow through periodic orifices in a channel. Zbl 0808.76021
Zeng, Y.; Weinbaum, S.
1
1994
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
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
An optimal investment strategy under Ornstein-Uhlenbeck model for a DC pension plan. Zbl 1299.91119
Gu, Ailing; Li, Zhongfei; Zeng, Yan
1
2013
Robust optimal consumption-investment strategy with non-exponential discounting. Zbl 1438.90188
Wei, Jiaqin; Li, Danping; Zeng, Yan
1
2020
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
Solving 2D parabolic equations by using time parareal coupling with meshless collocation RBFs methods. Zbl 1464.74421
Zeng, Yan; Duan, Yong; Liu, Bi-Sen
1
2021
Solving 2D parabolic equations by using time parareal coupling with meshless collocation RBFs methods. Zbl 1464.74421
Zeng, Yan; Duan, Yong; Liu, Bi-Sen
1
2021
Robust optimal consumption-investment strategy with non-exponential discounting. Zbl 1438.90188
Wei, Jiaqin; Li, Danping; Zeng, Yan
1
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
2
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
21
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
18
2018
Dynamic derivative-based investment strategy for mean-variance asset-liability management with stochastic volatility. Zbl 1398.91339
Li, Danping; Shen, Yang; Zeng, Yan
10
2018
Stochastic differential games between two insurers with generalized mean-variance premium principle. Zbl 1390.91171
Chen, Shumin; Yang, Hailiang; Zeng, Yan
8
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
5
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
9
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
6
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
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
Robust equilibrium reinsurance-investment strategy for a mean-variance insurer in a model with jumps. Zbl 1348.91192
Zeng, Yan; Li, Danping; Gu, Ailing
41
2016
Time-consistent investment-reinsurance strategy for mean-variance insurers with a defaultable security. Zbl 1331.91105
Zhao, Hui; Shen, Yang; Zeng, Yan
28
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
22
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
15
2016
Continuous time mean-variance portfolio optimization with piecewise state-dependent risk aversion. Zbl 1414.91335
Cui, Xiangyu; Xu, Lu; Zeng, Yan
9
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
5
2016
Equilibrium dividend strategy with non-exponential discounting in a dual model. Zbl 1335.91065
Li, Yongwu; Li, Zhongfei; Zeng, Yan
4
2016
Optimal investment-reinsurance strategy for mean-variance insurers with square-root factor process. Zbl 1318.91123
Shen, Yang; Zeng, Yan
38
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
26
2015
Equilibrium investment strategy for defined-contribution pension schemes with generalized mean-variance criterion and mortality risk. Zbl 1348.91262
Wu, Huiling; Zeng, Yan
18
2015
Optimal investment-reinsurance with delay for mean-variance insurers: a maximum principle approach. Zbl 1304.91132
Shen, Yang; Zeng, Yan
22
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
56
2013
Time-consistent investment and reinsurance strategies for mean-variance insurers with jumps. Zbl 1284.91282
Zeng, Yan; Li, Zhongfei; Lai, Yongzeng
49
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
Multi-period mean-variance portfolio selection in a regime-switching market with a bankruptcy state. Zbl 1286.91128
Wu, Huiling; Zeng, Yan
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
60
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
48
2012
Optimal reinsurance-investment strategies for insurers under mean-car criteria. Zbl 1292.91099
Zeng, Yan; Li, Zhongfei
11
2012
Optimal time-consistent investment and reinsurance policies for mean-variance insurers. Zbl 1218.91167
Zeng, Yan; Li, Zhongfei
86
2011
Asset-liability management under benchmark and mean-variance criteria in a jump diffusion market. Zbl 1237.91224
Zeng, Yan; Li, Zhongfei
14
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
25
2010
Credit risk models with incomplete information. Zbl 1213.91157
Guo, Xin; Jarrow, Robert A.; Zeng, Yan
15
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.
12
1995
Stokes flow through periodic orifices in a channel. Zbl 0808.76021
Zeng, Y.; Weinbaum, S.
1
1994
all top 5

Cited by 456 Authors

35 Zeng, Yan
26 Li, Zhongfei
19 Li, Danping
19 Rong, Ximin
18 Shen, Yang
17 Zhao, Hui
10 Yao, Haixiang
9 Chen, Ping
9 Jin, Zhuo
8 Yu, Peng
7 Gu, Ailing
7 Guan, Guohui
7 Sun, Zhongyang
7 Wong, Hoi Ying
7 Yang, Peng
6 Forsyth, Peter A.
6 Hu, Duni
6 Lee, Thong-See
6 Liang, Zongxia
6 Low, Hong-Tong
6 Peng, Xingchun
6 Qian, Linyi
6 Viens, Frederi G.
6 Wang, Hailong
6 Weng, Chengguo
6 Wu, Huiling
6 Yi, Bo
6 Young, Virginia R.
6 Zhang, Yan
6 Zhou, Jieming
5 Chen, Shou
5 Chen, Shumin
5 Chen, Zhiping
5 Dang, Duy Minh
5 Guo, Junyi
5 Lai, Yongzeng
5 Liang, Zhibin
5 Sun, Jingyun
5 Zhang, Nan
5 Zhang, Xin
4 Chen, Fenge
4 Chen, Lv
4 Deng, Chao
4 Huang, Ya
4 Li, Bin
4 Li, Yongwu
4 Meng, Hui
4 Pun, Chi Seng
4 Van Staden, Pieter M.
4 Wang, Ning
4 Wei, Jiaqin
4 Xu, Lin
4 Yao, Dingjun
4 Yuen, Kam Chuen
4 Zhang, Ling
4 Zhao, Peibiao
4 Zheng, Harry H.
4 Zhou, Ming
3 A, Chunxiang
3 Bovand, Masoud
3 Chang, Hao
3 Chen, Peimin
3 Coculescu, Delia
3 Dong, Yinghui
3 Du, Ziping
3 Guo, Xianping
3 Guo, Xin
3 Huang, Yujuan
3 Jarrow, Robert Alan
3 Jeanblanc, Monique
3 Jiao, Ying
3 Li, Xun
3 Liang, Xiaoqing
3 Lindensjö, Kristoffer
3 Pan, Jian
3 Protter, Philip Elliott
3 Rashidi, Saman
3 Sheng, Delei
3 Siu, Tak Kuen
3 Wang, Guojing
3 Wang, Liyuan
3 Wang, Suxin
3 Wang, Tianxiao
3 Wang, Wenyuan
3 Wu, Yonghong
3 Xiao, Helu
3 Yan, Tingjin
3 Yang, Hailiang
3 Yang, Xiangqun
3 Yu, Wenguang
3 Zhang, Lidong
3 Zheng, Xiaoxiao
3 Zhou, Zhongbao
3 Zhu, Huiming
2 Alia, Ishak
2 Bai, Lihua
2 Bian, Lihua
2 Brøns, Morten
2 Cai, Jun
2 Chen, Zheng
...and 356 more Authors
all top 5

Cited in 82 Serials

77 Insurance Mathematics & Economics
22 Journal of Computational and Applied Mathematics
20 Journal of Industrial and Management Optimization
16 Mathematical Problems in Engineering
14 Scandinavian Actuarial Journal
10 Discrete Dynamics in Nature and Society
8 Journal of Economic Dynamics & Control
7 Optimization
6 Computers and Fluids
6 European Journal of Operational Research
6 Stochastic Processes and their Applications
6 Physics of Fluids
6 Mathematical Methods of Operations Research
6 International Journal of Theoretical and Applied Finance
5 Applied Mathematics and Optimization
5 Operations Research Letters
5 The Annals of Applied Probability
5 Abstract and Applied Analysis
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
4 Mathematical Control and Related Fields
3 International Journal of Control
3 Automatica
3 Journal of Optimization Theory and Applications
3 Statistics & Probability Letters
3 European Journal of Mechanics. B. Fluids
3 The ANZIAM Journal
3 ASTIN Bulletin
3 SIAM Journal on Financial Mathematics
2 Computers & Mathematics with Applications
2 International Journal of Heat and Mass Transfer
2 Journal of Computational Physics
2 Journal of Fluid Mechanics
2 Acta Mathematicae Applicatae Sinica. English Series
2 Economics Letters
2 Communications in Statistics. Theory and Methods
2 Computational and Applied Mathematics
2 International Journal of Numerical Methods for Heat & Fluid Flow
2 Complexity
2 Engineering Analysis with Boundary Elements
2 Finance and Stochastics
2 Mathematical Finance
2 Journal of Applied Mathematics and Computing
2 North American Actuarial Journal
2 Asia-Pacific Financial Markets
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 Mathematics of Operations Research
1 Theory and Decision
1 Optimal Control Applications & Methods
1 Systems & Control Letters
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 Applied Mathematics. Series B (English Edition)
1 Applied Mathematical Finance
1 Soft Computing
1 RAIRO. Operations Research
1 Quantitative Finance
1 Journal of Applied Mathematics
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 the Operations Research Society of China
1 European Series in Applied and Industrial Mathematics (ESAIM): Proceedings and Surveys
1 Cogent Mathematics
1 Probability, Uncertainty and Quantitative Risk

Citations by Year