Scandinavian Actuarial JournalPublished for The Danish Society of Actuaries, The Actuarial Society of Finland, The Norwegian Society of Actuaries and The Swedish Society of Actuaries Short Title: Scand. Actuar. J. Publisher: Taylor & Francis, Abingdon, Oxfordshire ISSN: 0346-1238; 1651-2030/e Online: http://www.tandfonline.com/loi/sact20 Predecessor: Scandinavian Actuarial Journal Comments: Journal Documents Indexed: 659 Publications (since 2000) References Indexed: 641 Publications with 17,419 References. all top 5 Latest Issues 2024, No. 2 (2024) 2024, No. 1 (2024) 2023, No. 10 (2023) 2023, No. 9 (2023) 2023, No. 8 (2023) 2023, No. 7 (2023) 2023, No. 6 (2023) 2023, No. 5 (2023) 2023, No. 4 (2023) 2023, No. 3 (2023) 2023, No. 2 (2023) 2023, No. 1 (2023) 2022, No. 10 (2022) 2022, No. 9 (2022) 2022, No. 8 (2022) 2022, No. 7 (2022) 2022, No. 6 (2022) 2022, No. 5 (2022) 2022, No. 4 (2022) 2022, No. 3 (2022) 2022, No. 2 (2022) 2022, No. 1 (2022) 2021, No. 10 (2021) 2021, No. 9 (2021) 2021, No. 8 (2021) 2021, No. 7 (2021) 2021, No. 6 (2021) 2021, No. 5 (2021) 2021, No. 4 (2021) 2021, No. 3 (2021) 2021, No. 2 (2021) 2021, No. 1 (2021) 2020, No. 10 (2020) 2020, No. 9 (2020) 2020, No. 8 (2020) 2020, No. 7 (2020) 2020, No. 6 (2020) 2020, No. 5 (2020) 2020, No. 4 (2020) 2020, No. 3 (2020) 2020, No. 2 (2020) 2020, No. 1 (2020) 2019, No. 10 (2019) 2019, No. 9 (2019) 2019, No. 8 (2019) 2019, No. 7 (2019) 2019, No. 6 (2019) 2019, No. 5 (2019) 2019, No. 4 (2019) 2019, No. 3 (2019) 2019, No. 2 (2019) 2019, No. 1 (2019) 2018, No. 10 (2018) 2018, No. 9 (2018) 2018, No. 8 (2018) 2018, No. 7 (2018) 2018, No. 6 (2018) 2018, No. 5 (2018) 2018, No. 4 (2018) 2018, No. 3 (2018) 2018, No. 2 (2018) 2018, No. 1 (2018) 2017, No. 10 (2017) 2017, No. 9 (2017) 2017, No. 8 (2017) 2017, No. 7 (2017) 2017, No. 6 (2017) 2017, No. 5 (2017) 2017, No. 4 (2017) 2017, No. 3 (2017) 2017, No. 2 (2017) 2017, No. 1 (2017) 2016, No. 10 (2016) 2016, No. 9 (2016) 2016, No. 8 (2016) 2016, No. 7 (2016) 2016, No. 6 (2016) 2016, No. 5 (2016) 2016, No. 4 (2016) 2016, No. 3 (2016) 2016, No. 2 (2016) 2016, No. 1 (2016) 2015, No. 8 (2015) 2015, No. 7 (2015) 2015, No. 6 (2015) 2015, No. 5 (2015) 2015, No. 4 (2015) 2015, No. 3 (2015) 2015, No. 2 (2015) 2015, No. 1 (2015) 2014, No. 8 (2014) 2014, No. 7 (2014) 2014, No. 6 (2014) 2014, No. 5 (2014) 2014, No. 4 (2014) 2014, No. 3 (2014) 2014, No. 2 (2014) 2014, No. 1 (2014) 2013, No. 6 (2013) 2013, No. 5 (2013) ...and 55 more Volumes all top 5 Authors 13 Denuit, Michel M. 13 Landriault, David 13 Macdonald, Angus S. 12 Willmot, Gordon E. 12 Wüthrich, Mario Valentin 11 Zhang, Zhimin 10 Cheung, Ka Chun 10 Li, Shuanming 9 Sherris, Michael 7 Albrecher, Hansjörg 7 Badescu, Andrei L. 7 Cheung, Eric C. K. 7 Christiansen, Marcus Christian 7 Dhaene, Jan 7 Dickson, David C. M. 7 Kleinow, Torsten 7 Landsman, Zinoviy M. 7 Nielsen, Jens Perch 7 Stanford, David A. 7 Waters, Howard R. 7 Yang, Hailiang 7 Young, Virginia R. 6 Drekic, Steve 6 Frostig, Esther 6 Hashorva, Enkelejd 6 Léveillé, Ghislain 6 Tsai, Cary Chi-Liang 6 Yuen, Kam Chuen 5 Constantinescu, Corina D. 5 Devolder, Pierre 5 Grandits, Peter 5 Hong, Liang 5 Li, Jackie 5 Lindholm, Mathias 5 Lu, Yi 5 Richards, Stephen J. 5 Schmidli, Hanspeter 5 Siu, Tak Kuen 5 Steffensen, Mogens 5 Tang, Qihe 5 Trufin, Julien 5 Woo, Jae-Kyung 5 Ziveyi, Jonathan 4 Alai, Daniel H. 4 Antonio, Katrien 4 Bladt, Martin 4 Buchardt, Kristian 4 Cai, Jun 4 Chadjiconstantinidis, Stathis 4 Feng, Runhuan 4 Han, Xia 4 Hipp, Christian 4 Jarner, Søren Fiig 4 Lefèvre, Claude 4 Liang, Zhibin 4 Loisel, Stéphane 4 Marceau, Étienne 4 Møller, Thomas H. 4 Samorodnitsky, Gennady Pinkhosovich 4 Shen, Yang 4 Wang, Wenyuan 4 Yam, Sheung Chi Phillip 4 Zhang, Lianzeng 4 Zhang, Yiying 3 Aas, Kjersti 3 Aase, Knut Kristian 3 Adékambi, Franck 3 Ahn, Jae Youn 3 Bäuerle, Nicole 3 Beirlant, Jan 3 Bladt, Mogens 3 Boonen, Tim J. 3 Brazauskas, Vytaras 3 Breuer, Lothar 3 Cao, Jingyi 3 Cooray, Kahadawala 3 Cossette, Hélène 3 Czado, Claudia 3 Djehiche, Boualem 3 Eisenberg, Julia 3 Furrer, Christian 3 Goovaerts, Marc J. 3 Guan, Guohui 3 Guillen, Montserrat 3 Haberman, Steven 3 Hardy, Mary Rosalyn 3 Hieber, Peter 3 Hu, Duni 3 Hu, Xiang 3 Jeong, Himchan 3 Jiang, Zhengjun 3 Jin, Zhuo 3 Li, Hong 3 Liang, Zongxia 3 Linders, Daniël 3 Lindskog, Filip 3 Lkabous, Mohamed Amine 3 Lo, Ambrose 3 Løchte Jørgensen, Peter 3 Lu, Baopeng ...and 823 more Authors all top 5 Fields 640 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 308 Statistics (62-XX) 204 Probability theory and stochastic processes (60-XX) 31 Systems theory; control (93-XX) 17 Operations research, mathematical programming (90-XX) 15 Calculus of variations and optimal control; optimization (49-XX) 13 Biology and other natural sciences (92-XX) 8 Numerical analysis (65-XX) 7 Partial differential equations (35-XX) 7 Computer science (68-XX) 5 Integral equations (45-XX) 3 Approximations and expansions (41-XX) 3 Integral transforms, operational calculus (44-XX) 2 History and biography (01-XX) 2 Geophysics (86-XX) 1 Combinatorics (05-XX) 1 Order, lattices, ordered algebraic structures (06-XX) 1 Real functions (26-XX) 1 Special functions (33-XX) 1 Ordinary differential equations (34-XX) 1 Harmonic analysis on Euclidean spaces (42-XX) 1 Operator theory (47-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 541 Publications have been cited 5,322 times in 3,210 Documents Cited by ▼ Year ▼ Optimal proportional reinsurance policies in a dynamic setting. Zbl 0971.91039 Schmidli, Hanspeter 126 2001 On a risk model with dependence between interclaim arrivals and claim sizes. Zbl 1145.91030 Boudreault, Mathieu; Cossette, Hélène; Landriault, David; Marceau, Etienne 97 2006 Extremes on the discounted aggregate claims in a time dependent risk model. Zbl 1224.91041 Asimit, Alexandru V.; Badescu, Andrei L. 80 2010 Modeling and management of mortality risk: a review. Zbl 1224.91048 Cairns, Andrew J. G.; Blake, David; Dowd, Kevin 73 2008 Optimal dynamic reinsurance with dependent risks: variance premium principle. Zbl 1401.91167 Liang, Zhibin; Yuen, Kam Chuen 64 2016 Modelling actuarial data with a composite lognormal-Pareto model. Zbl 1143.91027 Cooray, Kahadawala; Ananda, Malwane M. A. 61 2005 Bootstrapping the Poisson log-bilinear model for mortality forecasting. Zbl 1092.91038 Brouhns, Natacha; Denuit, Michel; van Keilegom, Ingrid 60 2005 The tail probability of discount sums of Pareto-like losses in insurance. Zbl 1144.91026 Goovaerts, Marc J.; Kaas, Rob; Laeven, Roger J. A.; Tang, Qihe; Vernic, Raluca 56 2005 Randomized observation periods for the compound Poisson risk model: the discounted penalty function. Zbl 1401.91089 Albrecher, Hansjörg; Cheung, Eric C. K.; Thonhauser, Stefan 53 2013 On composite lognormal-Pareto models. Zbl 1146.91028 Scollnic, David P. M. 50 2007 Micro-level stochastic loss reserving for general insurance. Zbl 1401.91091 Antonio, Katrien; Plat, Richard 50 2014 Risk processes analyzed as fluid queues. Zbl 1092.91037 Badescu, Andrei; Breuer, Lothar; Da Silva Soares, Ana; Latouche, Guy; Remiche, Marie-Ange; Stanford, David 48 2005 A mixed copula model for insurance claims and claim sizes. Zbl 1277.62249 Czado, Claudia; Kastenmeier, Rainer; Brechmann, Eike Christian; Min, Aleksey 47 2012 Characterizations of optimal reinsurance treaties: a cost-benefit approach. Zbl 1401.91112 Cheung, Ka Chun; Lo, Ambrose 47 2017 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 47 2015 Optimal reinsurance under general law-invariant risk measures. Zbl 1401.91110 Cheung, K. C.; Sung, K. C. J.; Yam, S. C. P.; Yung, S. P. 46 2014 Ruin probabilities and aggregate claims distributions for shot noise Cox processes. Zbl 1129.91022 Albrecher, Hansjörg; Asmussen, Søren 44 2006 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 44 2018 The distribution of the dividend payments in the compound Poisson risk model perturbed by diffusion. Zbl 1143.91032 Li, Shuanming 41 2006 Understanding, modelling and managing longevity risk: key issues and main challenges. Zbl 1277.91073 Barrieu, Pauline; Bensusan, Harry; El Karoui, Nicole; Hillairet, Caroline; Loisel, Stéphane; Ravanelli, Claudia; Salhi, Yahia 41 2012 On systematic mortality risk and risk-minimization with survivor swaps. Zbl 1224.91054 Dahl, Mikkel; Melchior, Martin; Møller, Thomas 40 2008 Guaranteed investment contracts: distributed and undistributed excess return. Zbl 1092.91053 Miltersen, Kristian R.; Persson, Svein-Arne 39 2003 An improvement of the Berry-Esseen inequality with applications to Poisson and mixed Poisson random sums. Zbl 1277.60042 Korolev, Victor; Shevtsova, Irina 39 2012 Stochastic mortality under measure changes. Zbl 1226.91022 Biffis, Enrico; Denuit, Michel; Devolder, Pierre 38 2010 Ruin probabilities in the compound Markov binomial model. Zbl 1092.91040 Cossette, Hélène; Landriault, David; Marceau, Étienne 38 2003 Asymptotic ruin probabilities of the renewal model with constant interest force and regular variation. Zbl 1144.91030 Tang, Qihe 37 2005 Estimation of the characteristics of the jumps of a general Poisson-diffusion model. Zbl 1114.62081 Mancini, Cecilia 35 2004 Spatial modelling of claim frequency and claim size in non-life insurance. Zbl 1150.91026 Gschlöß{l}, Susanne; Czado, Claudia 35 2007 Pricing dynamic insurance risks using the principle of equivalent utility. Zbl 1039.91049 Young, Virginia R.; Zariphopoulou, Thaleia 35 2002 Perspectives of risk sharing. Zbl 1015.62104 Aase, Knut K. 34 2002 The Gerber-Shiu function in Sparre Andersen risk process perturbed by diffusion. Zbl 1092.91049 Li, Shuanming; Garrido, José 34 2005 Asymptotics of ruin probabilities for controlled risk processes in the small claims case. Zbl 1087.62116 Hipp, Christian; Schmidli, Hanspeter 34 2004 Bivariate survival models for coupled lives. Zbl 0959.62094 Carriere, Jacques F. 33 2000 Multivariate Pareto portfolios: TCE-based capital allocation and dividend differences. Zbl 1164.91028 Chiragiev, Arthur; Landsman, Zinoviy 33 2007 Composite lognormal-Pareto model with random threshold. Zbl 1277.62258 Pigeon, Mathieu; Denuit, Michel 33 2011 On the distribution of the deficit at ruin when claims are phase-type. Zbl 1142.62088 Drekic, Steve; Dickson, David C. M.; Stanford, David A.; Willmot, Gordon E. 32 2004 The fair value of guaranteed annuity options. Zbl 1142.91036 Biffis, Enrico; Millossovich, Pietro 31 2006 Recursive moments of compound renewal sums with discounted claims. Zbl 0979.91048 Léveillé, Ghislain; Garrido, José 30 2001 Extending the Lee-Carter model: a three-way decomposition. Zbl 1277.62260 Russolillo, Maria; Giordano, Giuseppe; Haberman, Steven 30 2011 On Fitting generalized linear and non-linear models of mortality. Zbl 1401.91123 Currie, Iain D. 30 2016 Ordering properties of the smallest and largest claim amounts in a general scale model. Zbl 1401.91096 Barmalzan, Ghobad; Najafabadi, Amir T. Payandeh; Balakrishnan, Narayanaswamy 29 2017 On a class of discrete time renewal risk models. Zbl 1142.91043 Li, Shuanming 28 2005 Minimum rate of return guarantees: the Danish case. Zbl 1039.91040 Hansen, Mette; Miltersen, Kristian R. 28 2002 On the distribution of dividend payments and the discounted penalty function in a risk model with linear dividend barrier. Zbl 1092.91036 Albrecher, Hansjörg; Hartinger, Jürgen; Tichy, Robert F. 28 2005 On finite-time ruin probabilities for classical risk models. Zbl 1164.91033 Lefèvre, Claude; Stéphane, Loisel 28 2008 Two-sided bounds for the finite time probability of ruin. Zbl 0958.91030 Ignatov, Z. G.; Kaishev, V. K. 27 2000 Optimal dynamic premium control in non-life insurance. Maximizing dividend pay-outs. Zbl 1039.91042 Højgaard, Bjarne 27 2002 Non-parametric estimation of the Gerber-Shiu function for the Wiener-Poisson risk model. Zbl 1277.62096 Shimizu, Yasutaka 27 2012 Mean-variance optimal reinsurance arrangements. Zbl 1117.62115 Kaluszka, Marek 26 2004 Analysis of ruin measures for the classical compound Poisson risk model with dependence. Zbl 1226.91024 Cossette, Héléne; Marceau, Etienne; Marri, Fouad 26 2010 Criteria for the stochastic ordering of random sums, with actuarial applications. Zbl 1003.60022 Denuit, Michel; Genest, Christian; Marceau, Étienne 26 2002 Time-consistent mean-variance reinsurance-investment strategy for insurers under CEV model. Zbl 1401.91168 Lin, Xiang; Qian, Yiping 26 2016 New composite models for the Danish fire insurance data. Zbl 1401.91177 Nadarajah, S.; Bakar, S. A. A. 26 2014 Optimal reinsurance arrangements in the presence of two reinsurers. Zbl 1401.91113 Chi, Yichun; Meng, Hui 26 2014 The ruin probability of a discrete time risk model under constant interest rate with heavy tails. Zbl 1142.62094 Tang, Qihe 25 2004 Machine learning in individual claims reserving. Zbl 1416.91225 Wüthrich, Mario V. 25 2018 Optimal reinsurance with expectile. Zbl 1401.91106 Cai, Jun; Weng, Chengguo 25 2016 On a nonparametric estimator for ruin probability in the classical risk model. Zbl 1401.91217 Zhang, Zhimin; Yang, Hailiang; Yang, Hu 24 2014 Asymptotics for ruin probabilities in a discrete-time risk model with dependent financial and insurance risks. Zbl 1401.91205 Yang, Yang; Konstantinides, Dimitrios G. 24 2015 Heterogeneity and the need for capital in the individual model. Zbl 1142.91039 Denuit, Michel; Frostig, Esther 23 2006 Minimising expected discounted capital injections by reinsurance in a classical risk model. Zbl 1277.60145 Eisenberg, Julia; Schmidli, Hanspeter 23 2011 Ordering the largest claim amounts and ranges from two sets of heterogeneous portfolios. Zbl 1416.91153 Balakrishnan, Narayanaswamy; Zhang, Yiying; Zhao, Peng 23 2018 Optimal expected exponential utility of divident payments in Brownian risk model. Zbl 1164.62080 Grandits, Peter; Hubalek, Friedrich; Schachermayer, Walter; Žigo, Mislav 22 2007 Folded and log-folded-\(t\) distributions as models for insurance loss data. Zbl 1277.62248 Brazauskas, Vytaras; Kleefeld, Andreas 22 2011 Multi-population mortality models: fitting, forecasting and comparisons. Zbl 1401.62206 Enchev, Vasil; Kleinow, Torsten; Cairns, Andrew J. G. 22 2017 Lévy insurance risk process with Poissonian taxation. Zbl 1401.91216 Zhang, Zhimin; Cheung, Eric C. K.; Yang, Hailiang 21 2017 Cash flows and policyholder behaviour in the semi-Markov life insurance setup. Zbl 1401.91105 Buchardt, Kristian; Møller, Thomas; Schmidt, Kristian Bjerre 21 2015 Parisian ruin probability with a lower ultimate bankrupt barrier. Zbl 1401.91124 Czarna, Irmina 21 2016 Optimal dividend payments in the classical risk model when payments are subject to both transaction costs and taxes. Zbl 1224.91043 Bai, Lihua; Guo, Junyi 20 2010 On the analysis of a multi-threshold Markovian risk model. Zbl 1164.91025 Badescu, Andrei; Drekic, Steve; Landriault, Daviv 20 2007 Equilibrium compound distributions and stop-loss moments. Zbl 1144.91031 Willmot, Gordon E.; Drekic, Steve; Cai, Jun 20 2005 The density of the time to ruin for a Sparre Andersen process with Erlang arrivals and exponential claims. Zbl 1144.91025 Dickson, David C. M.; Hughes, Barry D.; Lianzeng, Zhang 20 2005 Mean-variance asset-liability management with affine diffusion factor process and a reinsurance option. Zbl 1436.91104 Sun, Zhongyang; Zhang, Xin; Yuen, Kam Chuen 20 2020 A new efficient method for estimating the Gerber-Shiu function in the classical risk model. Zbl 1416.91229 Zhang, Zhimin; Su, Wen 20 2018 The impact of multiple structural changes on mortality predictions. Zbl 1401.91221 van Berkum, Frank; Antonio, Katrien; Vellekoop, Michel 20 2016 Modeling claims data with composite Stoppa models. Zbl 1401.62205 Calderín-Ojeda, Enrique; Kwok, Chun Fung 20 2016 Extending composite loss models using a general framework of advanced computational tools. Zbl 1422.91351 Grün, Bettina; Miljkovic, Tatjana 20 2019 On bonus and bonus prognoses in life insurance. Zbl 0979.91045 Norberg, Ragnar 19 2001 On the distortion of a copula and its margins. Zbl 1277.62140 Valdez, Emiliano A.; Xiao, Yugu 19 2011 A unifying approach to the analysis of business with random gains. Zbl 1277.60148 Cheung, Eric C. K. 19 2012 On semiparametric estimation of ruin probabilities in the classical risk model. Zbl 1401.62212 Masiello, Esterina 19 2014 Optimal investment-consumption-insurance with random parameters. Zbl 1401.91193 Shen, Yang; Wei, Jiaqin 19 2016 Distributions of the surplus before ruin, the deficit at ruin and the claim causing ruin in a class of discrete time risk models. Zbl 1143.91033 Li, Shuanming 18 2005 Gerber-Shiu analysis with a generalized penalty function. Zbl 1226.60123 Cheung, Eric C. K.; Landriault, David; Willmot, Gordon E.; Woo, Jae-Kyung 18 2010 Ruin probabilities and investment under interest force in the presence of regularly varying tails. Zbl 1091.62102 Gaier, J.; Grandits, P. 18 2004 Semiparametric estimation for non-ruin probabilities. Zbl 1092.91054 Politis, Konstadinos 18 2003 The valuation of GMWB variable annuities under alternative fund distributions and policyholder behaviours. Zbl 1401.91095 Bacinello, Anna Rita; Millossovich, Pietro; Montealegre, Alvaro 18 2016 A unifying approach to risk-measure-based optimal reinsurance problems with practical constraints. Zbl 1402.91208 Lo, Ambrose 18 2017 Ruin probabilities in a discrete time risk model with dependent risks of heavy tail. Zbl 1224.91093 Weng, Chengguo; Zhang, Yi; Tan, Ken Seng 17 2009 Lapse rate modeling: a rational expectation approach. Zbl 1224.91150 De Giovanni, Domenico 17 2010 Analysis of a threshold dividend strategy for a MAP risk model. Zbl 1164.91024 Badescu, Andrei; Drekic, Steve; Landriault, Daviv 17 2007 Asymptotic ruin probabilities for a discrete-time risk model with dependent insurance and financial risks. Zbl 1401.91204 Yang, Haizhong; Gao, Wei; Li, Jinzhu 17 2016 Knowledge elicitation of Gompertz’ law of mortality. Zbl 0971.62073 Willemse, W. J.; Koppelaar, H. 16 2000 On accounting standards and fair valuation of life insurance and pension liabilities. Zbl 1087.62117 Jørgensen, Peter Løchte 16 2004 Computing the Gerber-Shiu function by frame duality projection. Zbl 1411.91320 Wang, Wenyuan; Zhang, Zhimin 16 2019 Prediction of outstanding payments in a Poisson cluster model. Zbl 1277.62252 Jessen, Anders Hedegaard; Mikosch, Thomas; Samorodnitsky, Gennady 16 2011 Reduction of value-at-risk bounds via independence and variance information. Zbl 1401.91185 Puccetti, Giovanni; Rüschendorf, Ludger; Small, Daniel; Vanduffel, Steven 16 2017 Estimating the Gerber-Shiu function by Fourier-Sinc series expansion. Zbl 1402.91219 Zhang, Zhimin 16 2017 A data driven binning strategy for the construction of insurance tariff classes. Zbl 1418.91241 Henckaerts, Roel; Antonio, Katrien; Clijsters, Maxime; Verbelen, Roel 16 2018 Combining generalized linear models and credibility models in practice. Zbl 1224.91080 Ohlsson, Esbjörn 15 2008 Valuation and optimal surrender of variable annuities with guaranteed minimum benefits and periodic fees. Zbl 1520.91334 Kirkby, J. Lars; Aguilar, Jean-Philippe 2 2023 Mortality forecasting using the four-way CANDECOMP/PARAFAC decomposition. Zbl 1521.91311 Cardillo, Giovanni; Giordani, Paolo; Levantesi, Susanna; Nigri, Andrea; Spelta, Alessandro 1 2023 Finite-time ruin probabilities using bivariate Laguerre series. Zbl 1511.91114 Cheung, Eric C. K.; Lau, Hayden; Willmot, Gordon E.; Woo, Jae-Kyung 1 2023 Actuarial-consistency and two-step actuarial valuations: a new paradigm to insurance valuation. Zbl 1511.91113 Barigou, Karim; Linders, Daniël; Yang, Fan 1 2023 Moral-hazard-free insurance: mean-variance premium principle and rank-dependent utility theory. Zbl 1512.91111 Xu, Zuo Quan 1 2023 Socioeconomic differentials in mortality: implications on index-based longevity hedges. Zbl 1520.91342 Lyu, Pintao; Li, Johnny Siu-Hang; Zhou, Kenneth Q. 1 2023 Optimal investment and reinsurance strategies under 4/2 stochastic volatility model. Zbl 1521.91322 Wang, Wenyuan; Muravey, Dmitry; Shen, Yang; Zeng, Yan 1 2023 LocalGLMnet: interpretable deep learning for tabular data. Zbl 07656044 Richman, Ronald; Wüthrich, Mario V. 1 2023 Robust reinsurance contract with asymmetric information in a stochastic Stackelberg differential game. Zbl 1494.91128 Yuan, Yu; Liang, Zhibin; Han, Xia 11 2022 Collective reserving using individual claims data. Zbl 1492.91285 Delong, Łukasz; Lindholm, Mathias; Wüthrich, Mario V. 8 2022 Optimal reinsurance with model uncertainty and Stackelberg game. Zbl 1492.91292 Gavagan, Joshua; Hu, Liang; Lee, Gee Y.; Liu, Haiyan; Weixel, Anna 3 2022 A perturbation approach to optimal investment, liability ratio, and dividend strategies. Zbl 1492.91301 Jin, Zhuo; Zuo, Quan Xu; Zou, Bin 3 2022 Mortality forecasting using stacked regression ensembles. Zbl 1501.91156 Kessy, Salvatory R.; Sherris, Michael; Villegas, Andrés M.; Ziveyi, Jonathan 3 2022 Robust reinsurance contract with learning and ambiguity aversion. Zbl 1501.91154 Hu, Duni; Wang, Hailong 2 2022 Spatial modelling of risk premiums for water damage insurance. Zbl 1496.91078 Wahl, Jens Christian; Aanes, Fredrik Lohne; Aas, Kjersti; Froyn, Sindre; Piacek, Daniel 1 2022 Banach contraction principle, \(q\)-scale function and ultimate ruin probability under a Markov-modulated classical risk model. Zbl 1492.91300 Jiang, Zhengjun 1 2022 Multivariate higher order moments in multi-state life insurance. Zbl 1492.91267 Ahmad, Jamaal 1 2022 Group cohesion under individual regulatory constraints. Zbl 1492.91283 Coculescu, Delia; Delbaen, Freddy 1 2022 Variable annuity pricing, valuation, and risk management: a survey. Zbl 1510.91144 Feng, Runhuan; Gan, Guojun; Zhang, Ning 1 2022 A general surplus decomposition principle in life insurance. Zbl 1510.91149 Jetses, Julian; Christiansen, Marcus C. 1 2022 Bowley reinsurance with asymmetric information: a first-best solution. Zbl 1498.91351 Boonen, Tim J.; Zhang, Yiying 1 2022 Optimal reinsurance pricing with ambiguity aversion and relative performance concerns in the principal-agent model. Zbl 1501.91153 Gu, Ailing; Chen, Shumin; Li, Zhongfei; Viens, Frederi G. 1 2022 Time-series forecasting of mortality rates using deep learning. Zbl 1471.91480 Perla, Francesca; Richman, Ronald; Scognamiglio, Salvatore; Wüthrich, Mario V. 11 2021 Robust optimal investment and reinsurance problems with learning. Zbl 1468.91121 Bäuerle, Nicole; Leimcke, Gregor 10 2021 Optimal dividend strategy for an insurance group with contagious default risk. Zbl 1470.91229 Jin, Zhuo; Liao, Huafu; Yang, Yue; Yu, Xiang 7 2021 Propagation of cyber incidents in an insurance portfolio: counting processes combined with compartmental epidemiological models. Zbl 1479.91327 Hillairet, Caroline; Lopez, Olivier 5 2021 Simple approximation for the ruin probability in renewal risk model under interest force via Laguerre series expansion. Zbl 1479.91315 Cheung, Eric C. K.; Zhang, Zhimin 5 2021 On copula-based collective risk models: from elliptical copulas to vine copulas. Zbl 1467.91148 Oh, Rosy; Ahn, Jae Youn; Lee, Woojoo 5 2021 Optimal reinsurance and dividends with transaction costs and taxes under thinning structure. Zbl 1468.91122 Chen, Mi; Yuen, Kam Chuen; Wang, Wenyuan 5 2021 Household consumption-investment-insurance decisions with uncertain income and market ambiguity. Zbl 1485.91211 Wang, Ning; Jin, Zhuo; Siu, Tak Kuen; Qiu, Ming 5 2021 Life expectancy and lifespan disparity forecasting: a long short-term memory approach. Zbl 1468.91128 Nigri, Andrea; Levantesi, Susanna; Marino, Mario 4 2021 Two-step risk analysis in insurance ratemaking. Zbl 1471.91464 Ki Kang, Seul; Peng, Liang; Golub, Andrew 4 2021 Bowley reinsurance with asymmetric information on the insurer’s risk preferences. Zbl 1471.91448 Boonen, Tim J.; Cheung, Ka Chun; Zhang, Yiying 4 2021 Time-consistent and market-consistent actuarial valuation of the participating pension contract. Zbl 1475.91315 Salahnejhad Ghalehjooghi, Ahmad; Pelsser, Antoon 4 2021 Optimal periodic dividend strategies for spectrally negative Lévy processes with fixed transaction costs. Zbl 1476.91119 Avanzi, Benjamin; Lau, Hayden; Wong, Bernard 3 2021 A law of uniform seniority for dependent lives. Zbl 1480.91205 Genest, Christian; Kolev, Nikolai 3 2021 Individual reserving and nonparametric estimation of claim amounts subject to large reporting delays. Zbl 1468.91126 Lopez, Olivier; Milhaud, Xavier 3 2021 Finite-time ruin probability for correlated Brownian motions. Zbl 1487.60075 Dȩbicki, Krzysztof; Hashorva, Enkelejd; Krystecki, Konrad 3 2021 Structure of intergenerational risk-sharing plans: optimality and fairness. Zbl 1471.91493 Zhu, Xiaobai; Hardy, Mary; Saunders, David 3 2021 Matrix calculation for ultimate and 1-year risk in the semi-Markov individual loss reserving model. Zbl 1472.91038 Bettonville, Carole; d’Oultremont, Louise; Denuit, Michel; Trufin, Julien; Van Oirbeek, Robin 3 2021 Tontines with mixed cohorts. Zbl 1470.91220 Chen, An; Qian, Linyi; Yang, Zhixin 3 2021 Nested Monte Carlo simulation in financial reporting: a review and a new hybrid approach. Zbl 1479.91445 Li, Peng; Feng, Runhuan 2 2021 A non-convex regularization approach for stable estimation of loss development factors. Zbl 1479.91329 Jeong, Himchan; Chang, Hyunwoong; Valdez, Emiliano A. 2 2021 Stochastic modelling and projection of mortality improvements using a hybrid parametric/semi-parametric age-period-cohort model. Zbl 1471.91457 Dodd, Erengul; Forster, Jonathan J.; Bijak, Jakub; Smith, Peter W. F. 2 2021 An application of parametric quantile regression to extend the two-stage quantile regression for ratemaking. Zbl 1467.91129 Baione, Fabio; Biancalana, Davide 2 2021 Ranking the extreme claim amounts in dependent individual risk models. Zbl 1466.91271 Torrado, Nuria; Navarro, Jorge 2 2021 Age-coherent extensions of the Lee-Carter model. Zbl 1492.91291 Gao, Guangyuan; Shi, Yanlin 2 2021 Retrospective reserves and bonus. Zbl 1471.91449 Bruhn, Kenneth; Lollike, Alexander Sevel 2 2021 On \(s\)-convex bounds for Beta-unimodal distributions with applications to basis risk assessment. Zbl 1471.91467 Lefèvre, Claude; Loisel, Stéphane; Montesinos, Pierre 2 2021 Genetics, insurance and hypertrophic cardiomyopathy. Zbl 1466.91259 Haçarız, Oytun; Kleinow, Torsten; Macdonald, Angus S. 1 2021 Functional sensitivity analysis of ruin probability in the classical risk models. Zbl 1485.91054 Cheurfa, Fatah; Takhedmit, Baya; Ouazine, Sofiane; Abbas, Karim 1 2021 Equilibrium reinsurance strategies for \(n\) insurers under a unified competition and cooperation framework. Zbl 1491.91112 Yang, Peng; Chen, Zhiping; Cui, Xiangyu 1 2021 Spatial Tweedie exponential dispersion models: an application to insurance rate-making. Zbl 1484.91385 Halder, Aritra; Mohammed, Shariq; Chen, Kun; Dey, Dipak K. 1 2021 Optimal contribution rate of PAYGO pension. Zbl 1471.91461 He, Lin; Liang, Zongxia; Song, Yilun; Ye, Qi 1 2021 Estimation of the Haezendonck-Goovaerts risk measure for extreme risks. Zbl 1471.91492 Zhao, Yanchun; Mao, Tiantian; Yang, Fan 1 2021 Grouping of contracts in insurance using neural networks. Zbl 1470.91231 Kiermayer, Mark; Weiß, Christian 1 2021 Ruin probability in a two-dimensional model with correlated Brownian motions. Zbl 1470.91228 Grandits, Peter; Klein, Maike 1 2021 Market pricing of longevity-linked securities. Zbl 1472.91041 Tang, Sixian; Li, Jackie 1 2021 Mean-variance asset-liability management with affine diffusion factor process and a reinsurance option. Zbl 1436.91104 Sun, Zhongyang; Zhang, Xin; Yuen, Kam Chuen 20 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. 13 2020 Optimal excess-of-loss reinsurance contract with ambiguity aversion in the principal-agent model. Zbl 1447.91139 Gu, Ailing; Viens, Frederi G.; Shen, Yang 13 2020 Robust reinsurance contracts with risk constraint. Zbl 1447.91151 Wang, Ning; Siu, Tak Kuen 11 2020 Bonus-malus premiums under the dependent frequency-severity modeling. Zbl 1436.91103 Oh, Rosy; Shi, Peng; Ahn, Jae Youn 8 2020 Neural network embedding of the over-dispersed Poisson reserving model. Zbl 1430.91076 Gabrielli, Andrea; Richman, Ronald; Wüthrich, Mario V. 7 2020 Time-consistent reinsurance and investment strategies for an AAI under smooth ambiguity utility. Zbl 1451.91167 Guan, Guohui; Wang, Xiaojun 6 2020 Multi-population mortality forecasting using tensor decomposition. Zbl 1454.91179 Dong, Yumo; Huang, Fei; Yu, Honglin; Haberman, Steven 6 2020 Fair dynamic valuation of insurance liabilities: a loss averse convex hedging approach. Zbl 1454.91174 Chen, Ze; Chen, Bingzheng; Dhaene, Jan 6 2020 On series expansions for scale functions and other ruin-related quantities. Zbl 1447.91142 Landriault, David; Willmot, Gordon E. 6 2020 Cohort and value-based multi-country longevity risk management. Zbl 1448.91267 Sherris, Michael; Xu, Yajing; Ziveyi, Jonathan 6 2020 A ruin model with a resampled environment. Zbl 1447.91131 Constantinescu, C.; Delsing, G.; Mandjes, M.; Rojas Nandayapa, L. 5 2020 Model misspecification, Bayesian versus credibility estimation, and Gibbs posteriors. Zbl 1448.91261 Hong, Liang; Martin, Ryan 5 2020 Continuous chain-ladder with paid data. Zbl 1448.91254 Bischofberger, Stephan M.; Hiabu, Munir; Isakson, Alex 4 2020 Combined tail estimation using censored data and expert information. Zbl 1448.91255 Bladt, Martin; Albrecher, Hansjörg; Beirlant, Jan 4 2020 Continuous-time multi-cohort mortality modelling with affine processes. Zbl 1448.91270 Xu, Yajing; Sherris, Michael; Ziveyi, Jonathan 4 2020 A Hermite-spline model of post-retirement mortality. Zbl 1433.91144 Richards, Stephen J. 4 2020 Approximation of ruin probability and ruin time in discrete Brownian risk models. Zbl 1454.91193 Jasnovidov, Grigori 3 2020 On the cumulative parisian ruin of multi-dimensional Brownian motion risk models. Zbl 1454.91196 Ji, Lanpeng 3 2020 Optimal dividend problems for Sparre Andersen risk model with bounded dividend rates. Zbl 1433.91139 Liu, Yuying; Liu, Zhaoyang; Liu, Guoxin 3 2020 Budget-constrained optimal retention with an upper limit on the retained loss. Zbl 1436.91102 Ghossoub, Mario 3 2020 Modelling seasonal mortality with individual data. Zbl 1454.91206 Richards, Stephen J.; Ramonat, Stefan J.; Vesper, Gregory T.; Kleinow, Torsten 2 2020 Incorporating structural changes in mortality improvements for mortality forecasting. Zbl 1454.91198 Li, Jackie; Wong, Kenneth 2 2020 Dynamic modelling and coherent forecasting of mortality rates: a time-varying coefficient spatial-temporal autoregressive approach. Zbl 1454.91172 Chang, Le; Shi, Yanlin 2 2020 Proportional reinsurance and investment in multiple risky assets under borrowing constraint. Zbl 1447.91153 Yener, Haluk 2 2020 Generalized log-normal chain-ladder. Zbl 1448.91263 Kuang, D.; Nielsen, B. 2 2020 Weighted utility optimization of the participating endowment contract. Zbl 1448.91260 He, Lin; Liang, Zongxia; Liu, Yang; Ma, Ming 2 2020 Optimal asset allocation for participating contracts under the VaR and PI constraint. Zbl 1433.91129 Dong, Yinghui; Wu, Sang; Lv, Wenxin; Wang, Guojing 2 2020 Cash flow techniques for asset liability management. Zbl 1436.91099 Aguirre Nolsøe, Kim; Degrijse, Dieter; Ahm, Sofie; Brix, Kristoffer; Storgaard, Mads; Strodl, Jesper 2 2020 Indifference pricing of pure endowments via BSDEs under partial information. Zbl 1454.91171 Ceci, Claudia; Colaneri, Katia; Cretarola, Alessandra 1 2020 Tax- and expense-modified risk-minimization for insurance payment processes. Zbl 1454.91168 Buchardt, Kristian; Furrer, Christian; Møller, Thomas 1 2020 A multiple state model for the working-age disabled population using cross-sectional data. Zbl 1454.91204 Naka, Poontavika; Boado-Penas, María del Carmen; Lanot, Gauthier 1 2020 On a discrete-time risk model with time-dependent claims and impulsive dividend payments. Zbl 1454.91211 Zhang, Lianzeng; Liu, He 1 2020 Correction to: “On a discrete-time risk model with time-dependent claims and impulsive dividend payments”. Zbl 1470.91235 Zhang, Lianzeng; Liu, He 1 2020 A multivariate Markov chain stock model. Zbl 1447.91133 D’Amico, Guglielmo; De Blasis, Riccardo 1 2020 Nonlinearly transformed risk measures: properties and application to optimal reinsurance. Zbl 1447.91128 Brandtner, Mario; Kürsten, Wolfgang; Rischau, Robert 1 2020 The Lee-Carter quantile mortality model. Zbl 1448.91265 Santolino, Miguel 1 2020 Extending composite loss models using a general framework of advanced computational tools. Zbl 1422.91351 Grün, Bettina; Miljkovic, Tatjana 20 2019 Computing the Gerber-Shiu function by frame duality projection. Zbl 1411.91320 Wang, Wenyuan; Zhang, Zhimin 16 2019 Fair valuation of insurance liabilities via mean-variance hedging in a multi-period setting. Zbl 1411.91264 Barigou, Karim; Dhaene, Jan 15 2019 Budget-constrained optimal reinsurance design under coherent risk measures. Zbl 1426.91209 Cheung, Ka Chun; Chong, Wing Fung; Lo, Ambrose 13 2019 The expected discounted penalty function: from infinite time to finite time. Zbl 1411.91303 Li, Shuanming; Lu, Yi; Sendova, Kristina P. 13 2019 ...and 441 more Documents all cited Publications top 5 cited Publications all top 5 Cited by 3,267 Authors 59 Zhang, Zhimin 39 Landriault, David 39 Yuen, Kam Chuen 37 Yang, Yang 36 Willmot, Gordon E. 33 Yang, Hailiang 32 Albrecher, Hansjörg 32 Denuit, Michel M. 32 Li, Shuanming 30 Liang, Zhibin 29 Young, Virginia R. 27 Cheung, Eric C. K. 26 Haberman, Steven 25 Badescu, Andrei L. 25 Woo, Jae-Kyung 23 Cheung, Ka Chun 23 Cossette, Hélène 23 Loisel, Stéphane 23 Marceau, Étienne 22 Antonio, Katrien 22 Guo, Junyi 22 Hashorva, Enkelejd 22 Li, Johnny Siu-Hang 22 Tan, Ken Seng 22 Tang, Qihe 21 Boonen, Tim J. 21 Wüthrich, Mario Valentin 20 Sherris, Michael 19 Cai, Jun 19 Christiansen, Marcus Christian 19 Gao, Qingwu 19 Li, Danping 19 Nielsen, Jens Perch 19 Yang, Hu 18 Jin, Zhuo 18 Lefèvre, Claude 18 Weng, Chengguo 17 Asimit, Alexandru V. 17 Li, Jinzhu 17 Ren, Jiandong 17 Zhang, Yiying 16 Chen, Mi 16 Dickson, David C. M. 16 Frostig, Esther 16 Macdonald, Angus S. 16 Šiaulys, Jonas 16 Wang, Wenyuan 16 Zitikis, Ričardas 15 Fu, Ke’ang 15 Nadarajah, Saralees 15 Steffensen, Mogens 15 Vernic, Raluca 15 Yam, Sheung Chi Phillip 15 Yin, Chuancun 14 Bäuerle, Nicole 14 Dhaene, Jan 14 Gómez-Déniz, Emilio 14 Landsman, Zinoviy M. 14 Shen, Yang 14 Wang, Ruodu 14 Zeng, Yan 14 Zhou, Ming 13 Bladt, Mogens 13 Furman, Edward 13 Ji, Lanpeng 13 Jiang, Wenjun 13 Li, Jackie 13 Palmowski, Zbigniew 13 Schmidli, Hanspeter 13 Siu, Tak Kuen 13 Zhao, Hui 12 Bladt, Martin 12 Blake, David 12 Drekic, Steve 12 Guillen, Montserrat 12 Kaishev, Vladimir K. 12 Levantesi, Susanna 12 Lin, X. Sheldon 12 Lu, Yi 12 Shi, Peng 12 Zhou, Xiaowen 11 Asmussen, Søren 11 Avram, Florin 11 Balakrishnan, Narayanaswamy 11 Chen, Yiqing 11 Constantinescu, Corina D. 11 Dębicki, Krzysztof 11 Feng, Runhuan 11 Guan, Guohui 11 Kleinow, Torsten 11 Klüppelberg, Claudia 11 Kortschak, Dominik 11 Léveillé, Ghislain 11 Liang, Zongxia 11 Liu, Haiyan 11 Mao, Tiantian 11 Qian, Linyi 11 Rong, Ximin 11 Sendova, Kristina P. 11 Stanford, David A. ...and 3,167 more Authors all top 5 Cited in 260 Journals 733 Insurance Mathematics & Economics 364 Scandinavian Actuarial Journal 164 North American Actuarial Journal 148 ASTIN Bulletin 125 Communications in Statistics. 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(English Edition) 5 Hacettepe Journal of Mathematics and Statistics 5 Computational Management Science 5 ALEA. Latin American Journal of Probability and Mathematical Statistics 5 Electronic Journal of Statistics 5 Blätter der DGVFM (Deutsche Gesellschaft für Versicherungs- und Finanzmathematik) 5 SIAM Journal on Financial Mathematics 5 Mathematical Control and Related Fields 5 Communications in Mathematics and Statistics 5 Statistical Theory and Related Fields 4 Operations Research 4 SIAM Journal on Control and Optimization 4 Operations Research Letters 4 Probability and Mathematical Statistics 4 Computational Mathematics and Mathematical Physics 4 Statistical Papers 4 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics 4 Soft Computing 4 Journal of Applied Mathematics and Computing 4 Mathematics and Financial Economics 4 Statistics and Computing 4 Journal of Statistical Distributions and Applications 4 Journal of the Japan Statistical Society. Japanese Issue 4 AIMS Mathematics 3 Computers & Mathematics with Applications 3 Metrika ...and 160 more Journals all top 5 Cited in 44 Fields 2,530 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 1,379 Statistics (62-XX) 1,238 Probability theory and stochastic processes (60-XX) 279 Systems theory; control (93-XX) 125 Operations research, mathematical programming (90-XX) 94 Calculus of variations and optimal control; optimization (49-XX) 92 Numerical analysis (65-XX) 36 Computer science (68-XX) 34 Integral equations (45-XX) 28 Biology and other natural sciences (92-XX) 27 Partial differential equations (35-XX) 21 Integral transforms, operational calculus (44-XX) 14 Ordinary differential equations (34-XX) 12 Real functions (26-XX) 11 Special functions (33-XX) 9 Approximations and expansions (41-XX) 8 Operator theory (47-XX) 7 Geophysics (86-XX) 6 General and overarching topics; collections (00-XX) 5 Combinatorics (05-XX) 5 Functional analysis (46-XX) 5 Statistical mechanics, structure of matter (82-XX) 4 Global analysis, analysis on manifolds (58-XX) 3 History and biography (01-XX) 3 Field theory and polynomials (12-XX) 3 Dynamical systems and ergodic theory (37-XX) 3 Harmonic analysis on Euclidean spaces (42-XX) 3 Information and communication theory, circuits (94-XX) 3 Mathematics education (97-XX) 2 Linear and multilinear algebra; matrix theory (15-XX) 2 Potential theory (31-XX) 2 Difference and functional equations (39-XX) 2 Mechanics of deformable solids (74-XX) 1 Mathematical logic and foundations (03-XX) 1 Order, lattices, ordered algebraic structures (06-XX) 1 Number theory (11-XX) 1 Algebraic geometry (14-XX) 1 Measure and integration (28-XX) 1 Functions of a complex variable (30-XX) 1 Differential geometry (53-XX) 1 General topology (54-XX) 1 Fluid mechanics (76-XX) 1 Optics, electromagnetic theory (78-XX) 1 Quantum theory (81-XX) Citations by Year