Risk and Decision Analysis Short Title: Risk Decis. Anal. Publisher: IOS Press, Amsterdam ISSN: 1569-7371; 1875-9173/e Online: https://content.iospress.com/journals/risk-and-decision-analysis/Pre-press/Pre-press Comments: Journal; No longer indexed Documents Indexed: 96 Publications (2009–2020) References Indexed: 3 Publications with 99 References. all top 5 Latest Issues 8, No. 1-2 (2020) 7, No. 3-4 (2018) 7, No. 1-2 (2018) 6, No. 4 (2017) 6, No. 3 (2017) 6, No. 2 (2017) 5, No. 4 (2014) 5, No. 2-3 (2014) 5, No. 1 (2014) 4, No. 4 (2013) 4, No. 3 (2013) 4, No. 2 (2013) 4, No. 1 (2013) 3, No. 4 (2012) 3, No. 3 (2012) 3, No. 1-2 (2012) 2, No. 4 (2011) 2, No. 2 (2011) 2, No. 1 (2011) 1, No. 4 (2009) 1, No. 3 (2009) 1, No. 2 (2009) all top 5 Authors 6 Tapiero, Charles S. 5 Melnikov, Aleksander Viktorovich 3 Bensoussan, Alain 3 Papanicolaou, George C. 3 Siu, Tak Kuen 3 Yung, Siu Pang 2 Buckley, Winston S. 2 Çakanyıldırım, Metin 2 Ching, Wai-Ki 2 Gu, Jiawen 2 Ivanenko, Yaroslav 2 Kleindorfer, Paul R. 2 Kogan, Konstantin 2 Leung, Tim 2 Li, Lide 2 Liu, John J. 2 Luo, Shangzhen 2 Minjárez-Sosa, J. Adolfo 2 Perrakis, Stylianos 2 Seshadri, Sridhar 2 Sethi, Suresh P. 2 Stojanović, Srđan Đ. 2 Taksar, Michael I. 2 Tong, Shuo 2 Wu, Qi 2 Yam, Sheung Chi Phillip 2 Yang, Tzu-Wei 2 Zheng, Harry H. 1 Abid, Fathi 1 Adékambi, Franck 1 Ahuja, Saran 1 Alkhawaldeh, Abdullah A. K. 1 Amini-Dehak, Mohammad 1 Arku, Dennis 1 Ayache, Antoine 1 Bally, Vlad 1 Bensousson, A. 1 Bertrand, Pierre Raphael 1 Bianchi, Sergio 1 Boughaci, Dalila 1 Brown, Garfield O. 1 Caramellino, Lucia 1 Carr, Peter Paul 1 Chan, Ngai Hang 1 Chang, Min-Chang 1 Chen, Zengjing 1 Cheung, Ka Chun 1 Choulli, Tahir 1 Chuang, Shuang-Shii 1 Combes, Jean-Louis 1 De Marco, Stefano 1 Deleris, Léa A. 1 Deshpande, Amogh 1 Doku-Amponsah, Kwabena 1 Dolgui, Alexandre B. 1 Duncan, Tyrone E. 1 Dury, Marie-Eliette 1 Eliazar, Iddo I. 1 Esser, Céline 1 Fu, Jun 1 Fung, Hon-Kwok 1 Gabriel-Arguelles, J. Rigoberto 1 Garnier, Josselin 1 Givi, Arshia 1 Glazyrina, Anna 1 Göncü, Ahmet 1 González-Hernández, Juan 1 Guéant, Olivier 1 Guégan, Dominique 1 Hadouni, Doha 1 Haksöz, Çağrı 1 Hamedani, Gholamhossein G. 1 Hamonier, Julien 1 Harris, Oneil 1 Hassani, Bertrand K. 1 Hoe, SingRu 1 Howard, Nathaniel K. 1 Irwin, Scott 1 Jacka, Saul D. 1 Kaise, Hidehiro 1 Kantarcioglu, Murat 1 Kenett, Ron S. 1 Kilianová, Soňa 1 Kim, Do-Yeong 1 Klafter, Joseph 1 Kolokoltsov, Vassili N. 1 Ledvina, Andrew 1 Lehdili, Noureddine 1 Letko, Boris 1 Lévy dit Véhel, P. E. 1 Li, Hao 1 Li, Jinzhu 1 Li, Kehan 1 Li, Kevin X. 1 Li, Leong Kwan 1 Li, Meng 1 Li, Xiaoyue 1 Li, Xin 1 Li, Zongxi 1 Liang, Jin ...and 64 more Authors all top 5 Fields 82 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 25 Probability theory and stochastic processes (60-XX) 16 Statistics (62-XX) 8 Operations research, mathematical programming (90-XX) 8 Systems theory; control (93-XX) 4 Calculus of variations and optimal control; optimization (49-XX) 3 Numerical analysis (65-XX) 2 Partial differential equations (35-XX) 1 General and overarching topics; collections (00-XX) 1 Mathematical logic and foundations (03-XX) 1 Integral transforms, operational calculus (44-XX) 1 Computer science (68-XX) 1 Quantum theory (81-XX) 1 Biology and other natural sciences (92-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 33 Publications have been cited 82 times in 78 Documents Cited by ▼ Year ▼ On modeling credit defaults: a probabilistic Boolean network approach. Zbl 1294.91182 Gu, Jia-Wen; Ching, Wai-Ki; Siu, Tak-Kuen; Zheng, Harry 8 2013 Multifractional processes in finance. Zbl 1409.91294 Bianchi, Sergio; Pianese, Augusto 7 2014 Reduced basis for vanilla and basket options. Zbl 1409.91280 Pironneau, Olivier 5 2011 Representation of dynamic time-consistent convex risk measures with jumps. Zbl 1409.91286 Tang, Shanjian; Wei, Wenning 5 2012 On a discrete-time risk model with delayed claims and dividends. Zbl 1263.91054 Yuen, Kam Chuen; Li, Jinzhu; Wu, Rong 5 2013 A class of time inconsistent risk measures and backward stochastic Volterra integral equations. Zbl 1266.91039 Wang, Tianxiao; Shi, Yufeng 5 2013 Optimal starting-stopping and switching of a CIR process with fixed costs. Zbl 1409.91254 Leung, Tim; Li, Xin; Wang, Zheng 4 2014 Anticipation and risk – from the inverse problem to reverse computation. Zbl 1158.91399 Nadin, Mihai 3 2009 Constrained Markov control processes with randomized discounted cost criteria: occupation measures and extremal points. Zbl 1409.93071 González-Hernández, Juan; López-Martínez, Raquiel R.; Minjárez-Sosa, J. Adolfo; Gabriel-Arguelles, J. Rigoberto 3 2013 Estimate and approximate policy iteration algorithm for discounted Markov decision models with bounded costs and Borel spaces. Zbl 1409.90218 Robles-Alcaráz, M. Teresa; Vega-Amaya, Óscar; Minjárez-Sosa, J. Adolfo 3 2017 Risk control of mean-reversion time in statistical arbitrage. Zbl 1409.91223 Yeo, Joongyeub; Papanicolaou, George 3 2017 A new multifractional process with random exponent. Zbl 1409.60059 Ayache, Antoine; Esser, Céline; Hamonier, Julien 3 2018 Bayesian and adaptive controls for a newsvendor facing exponential demand. Zbl 1513.90002 Bensoussan, Alain; Çakanyıldırım, Metin; Royal, Andrew; Sethi, Suresh P. 3 2009 Excess-of-loss reinsurance under taxes and fixed costs. Zbl 1229.91158 Choulli, Tahir; Taksar, Michael 2 2010 Monte Carlo methods for pricing and hedging American options in high dimension. Zbl 1409.91273 Caramellino, Lucia; Zanette, Antonino 2 2011 An integral representation theorem of \(g\)-expectations. Zbl 1409.91231 Chen, Zengjing; Sulem, Agnès 2 2011 Price as a choice under nonstochastic randomness in finance. Zbl 1409.91235 Ivanenko, Yaroslav; Munier, Bertrand 2 2013 A risk analysis for a system stabilized by a central agent. Zbl 1409.91295 Garnier, Josselin; Papanicolaou, George; Yang, Tzu-Wei 2 2017 Any-utility neutral and indifference pricing and hedging. Zbl 1294.91055 Stojanovic, Srdjan D. 1 2013 Some estimates in extended stochastic volatility models of Heston type. Zbl 1409.62205 Bally, V.; De Marco, S. 1 2011 Dynamic Bertrand and Cournot competition: asymptotic and computational analysis of product differentiation. Zbl 1409.91165 Ledvina, Andrew; Sircar, Ronnie 1 2012 Efficient hedging for equity-linked life insurance contracts with stochastic interest rate. Zbl 1409.93023 Melnikov, Alexander; Tong, Shuo 1 2013 On polynomial extension of \(t\)-distribution and its financial applications. Zbl 1409.91241 Li, Hao; Melnikov, Alexander 1 2013 On one definition of uncertainty. Zbl 1409.91093 Ivanenko, Yaroslav; Pasichnichenko, Illia 1 2014 Timing options for a startup with early termination and competition risks. Zbl 1409.91240 Leung, Tim; Li, Zongxi 1 2017 A note on some preservation results on the Laplace transform ordering of residual lives. Zbl 1409.90081 Zamani, Z.; Mohtashami, Borzadaran G. R.; Amini, M. 1 2017 Modified fuzzy divergence measure and its applications to medical diagnosis and MCDM. Zbl 1409.92120 Parkash, Om; Kumar, Rakesh 1 2017 Overfitting of Hurst estimators for multifractional Brownian motion: a fitting test advocating simple models. Zbl 1409.60060 Bertrand, Pierre Raphaël; Combes, Jean-Louis; Dury, Marie-Eliette; Hadouni, Doha 1 2018 The Aumann-Serrano riskiness index. Zbl 1409.91285 Nisani, Doron 1 2018 Forecasting demand for slow-moving items in case of reporting errors. Zbl 1516.91032 Dolgui, Alexandre; Pashkevich, Maksim 1 2009 Quality, risk and the Taleb quadrants. Zbl 1458.62304 Kenett, Ron S.; Tapiero, Charles S. 1 2009 A mean-variance portfolio selection problem subject to a benchmark constraint: an existence result. Zbl 1263.91049 Yam, S. C. P.; Yung, S. P.; Zhou, J. H. 1 2013 Valuation of credit contingent interest rate swap. Zbl 1263.91050 Liang, Jin; Xu, Yin 1 2013 A new multifractional process with random exponent. Zbl 1409.60059 Ayache, Antoine; Esser, Céline; Hamonier, Julien 3 2018 Overfitting of Hurst estimators for multifractional Brownian motion: a fitting test advocating simple models. Zbl 1409.60060 Bertrand, Pierre Raphaël; Combes, Jean-Louis; Dury, Marie-Eliette; Hadouni, Doha 1 2018 The Aumann-Serrano riskiness index. Zbl 1409.91285 Nisani, Doron 1 2018 Estimate and approximate policy iteration algorithm for discounted Markov decision models with bounded costs and Borel spaces. Zbl 1409.90218 Robles-Alcaráz, M. Teresa; Vega-Amaya, Óscar; Minjárez-Sosa, J. Adolfo 3 2017 Risk control of mean-reversion time in statistical arbitrage. Zbl 1409.91223 Yeo, Joongyeub; Papanicolaou, George 3 2017 A risk analysis for a system stabilized by a central agent. Zbl 1409.91295 Garnier, Josselin; Papanicolaou, George; Yang, Tzu-Wei 2 2017 Timing options for a startup with early termination and competition risks. Zbl 1409.91240 Leung, Tim; Li, Zongxi 1 2017 A note on some preservation results on the Laplace transform ordering of residual lives. Zbl 1409.90081 Zamani, Z.; Mohtashami, Borzadaran G. R.; Amini, M. 1 2017 Modified fuzzy divergence measure and its applications to medical diagnosis and MCDM. Zbl 1409.92120 Parkash, Om; Kumar, Rakesh 1 2017 Multifractional processes in finance. Zbl 1409.91294 Bianchi, Sergio; Pianese, Augusto 7 2014 Optimal starting-stopping and switching of a CIR process with fixed costs. Zbl 1409.91254 Leung, Tim; Li, Xin; Wang, Zheng 4 2014 On one definition of uncertainty. Zbl 1409.91093 Ivanenko, Yaroslav; Pasichnichenko, Illia 1 2014 On modeling credit defaults: a probabilistic Boolean network approach. Zbl 1294.91182 Gu, Jia-Wen; Ching, Wai-Ki; Siu, Tak-Kuen; Zheng, Harry 8 2013 On a discrete-time risk model with delayed claims and dividends. Zbl 1263.91054 Yuen, Kam Chuen; Li, Jinzhu; Wu, Rong 5 2013 A class of time inconsistent risk measures and backward stochastic Volterra integral equations. Zbl 1266.91039 Wang, Tianxiao; Shi, Yufeng 5 2013 Constrained Markov control processes with randomized discounted cost criteria: occupation measures and extremal points. Zbl 1409.93071 González-Hernández, Juan; López-Martínez, Raquiel R.; Minjárez-Sosa, J. Adolfo; Gabriel-Arguelles, J. Rigoberto 3 2013 Price as a choice under nonstochastic randomness in finance. Zbl 1409.91235 Ivanenko, Yaroslav; Munier, Bertrand 2 2013 Any-utility neutral and indifference pricing and hedging. Zbl 1294.91055 Stojanovic, Srdjan D. 1 2013 Efficient hedging for equity-linked life insurance contracts with stochastic interest rate. Zbl 1409.93023 Melnikov, Alexander; Tong, Shuo 1 2013 On polynomial extension of \(t\)-distribution and its financial applications. Zbl 1409.91241 Li, Hao; Melnikov, Alexander 1 2013 A mean-variance portfolio selection problem subject to a benchmark constraint: an existence result. Zbl 1263.91049 Yam, S. C. P.; Yung, S. P.; Zhou, J. H. 1 2013 Valuation of credit contingent interest rate swap. Zbl 1263.91050 Liang, Jin; Xu, Yin 1 2013 Representation of dynamic time-consistent convex risk measures with jumps. Zbl 1409.91286 Tang, Shanjian; Wei, Wenning 5 2012 Dynamic Bertrand and Cournot competition: asymptotic and computational analysis of product differentiation. Zbl 1409.91165 Ledvina, Andrew; Sircar, Ronnie 1 2012 Reduced basis for vanilla and basket options. Zbl 1409.91280 Pironneau, Olivier 5 2011 Monte Carlo methods for pricing and hedging American options in high dimension. Zbl 1409.91273 Caramellino, Lucia; Zanette, Antonino 2 2011 An integral representation theorem of \(g\)-expectations. Zbl 1409.91231 Chen, Zengjing; Sulem, Agnès 2 2011 Some estimates in extended stochastic volatility models of Heston type. Zbl 1409.62205 Bally, V.; De Marco, S. 1 2011 Excess-of-loss reinsurance under taxes and fixed costs. Zbl 1229.91158 Choulli, Tahir; Taksar, Michael 2 2010 Anticipation and risk – from the inverse problem to reverse computation. Zbl 1158.91399 Nadin, Mihai 3 2009 Bayesian and adaptive controls for a newsvendor facing exponential demand. Zbl 1513.90002 Bensoussan, Alain; Çakanyıldırım, Metin; Royal, Andrew; Sethi, Suresh P. 3 2009 Forecasting demand for slow-moving items in case of reporting errors. Zbl 1516.91032 Dolgui, Alexandre; Pashkevich, Maksim 1 2009 Quality, risk and the Taleb quadrants. Zbl 1458.62304 Kenett, Ron S.; Tapiero, Charles S. 1 2009 all cited Publications top 5 cited Publications all top 5 Cited by 146 Authors 5 Leung, Tim 4 Chen, Mi 3 Bianchi, Sergio 3 Glau, Kathrin 3 Ivanenko, Victor I. 3 Minjárez-Sosa, J. Adolfo 3 Pianese, Augusto 2 Annibale, Alessia 2 Ayache, Antoine 2 Bai, Zhengjian 2 Bouly, Florent 2 Ching, Wai-Ki 2 Gaß, Maximilian 2 Huang, Ya 2 Kitapbayev, Yerkin 2 Labkovsky, Valery A. 2 Laeven, Roger J. A. 2 Liu, Haiyan 2 Liu, Juan 2 Mair, Maximilian 2 Nadin, Mihai 2 Nie, Changwei 2 Rosazza Gianin, Emanuela 2 Xiao, Guiyun 2 Yuen, Kam Chuen 2 Zhou, Jieming 1 Bally, Vlad 1 Bastin, Fabian 1 Bellini, Fabio 1 Besbes, Omar 1 Boxma, Onno Johan 1 Bungartz, Hans-Joachim 1 Burkovska, Olena 1 Calvia, Alessandro 1 Cao, Jinde 1 Caramellino, Lucia 1 Chan, Patrick P. K. 1 Chaneton, Juan M. 1 Chen, Yanhong 1 Chen, Zengjing 1 Cheung, Ka Chun 1 Deng, Yingchun 1 Dobric, Vladimir 1 Dolgui, Alexandre B. 1 Donnelly, Ryan 1 Drent, Collin 1 Duc, Luu Hoang 1 Dufour, François 1 Endres, Sylvia 1 Escobedo-Trujillo, Beatris Adriana 1 Frezza, Massimiliano 1 Gomez, Pablo 1 González-Sánchez, David 1 Guijarro-Ordóñez, Jorge 1 Haasdonk, Bernard 1 Hambly, Ben M. 1 Hannam, Ryan 1 Harang, Fabian Andsem 1 He, Kun 1 Hernández, Camilo 1 Higuera-Chan, Carmen G. 1 Hnich, Brahim 1 Ho, Daniel W. C. 1 Hou, Yanfang 1 Hu, Mingshang 1 Hu, Yijun 1 Huang, Chi 1 Hurry, Christian John 1 Jayalekshmi, S. 1 Ji, Ronglin 1 Jost, Jürgen 1 Kapodistria, Stella 1 Kharrat, Mohamed 1 Kolkiewicz, Adam W. 1 Kratschmer, Volker 1 Kühn, Reimer 1 Ladkau, Marcel 1 Li, Hao 1 Li, Man 1 Li, Thomas Nanfeng 1 Li, Xiaojuan 1 Lin, Fangyuan Sally 1 Loboda, Dennis 1 López-Borbón, Joaquín 1 Lu, Jianquan 1 Luque-Vásquez, Fernando 1 Mackay, Anne 1 Mahlstedt, Mirco 1 Martínez-Manzanares, M. Elena 1 Melnikov, Aleksander Viktorovich 1 Meng, Hui 1 Miao, Liangliang 1 Mies, Fabian 1 Milošević, Pavle 1 Moallemi, Ciamac Cyrus 1 Mozeika, Alexander 1 Nair, N. Unnikrishnan 1 Nisani, Doron 1 Palazzo, Anna Maria 1 Papanicolaou, Andrew ...and 46 more Authors all top 5 Cited in 55 Journals 4 Applied Mathematics and Optimization 4 SIAM Journal on Financial Mathematics 3 Insurance Mathematics & Economics 3 Communications in Statistics. Theory and Methods 3 Finance and Stochastics 2 International Journal of General Systems 2 Journal of Computational and Applied Mathematics 2 Kybernetika 2 European Journal of Operational Research 2 Stochastic Processes and their Applications 2 International Journal of Theoretical and Applied Finance 2 Stochastics 2 Journal of Physics A: Mathematical and Theoretical 2 Dynamic Games and Applications 2 Annals of Finance 1 Journal of the Franklin Institute 1 Journal of Mathematical Analysis and Applications 1 Chaos, Solitons and Fractals 1 Applied Mathematics and Computation 1 Information Sciences 1 Journal of Optimization Theory and Applications 1 Mathematics of Operations Research 1 Mathematical Social Sciences 1 Statistics & Probability Letters 1 Operations Research Letters 1 Computers & Operations Research 1 Journal of Scientific Computing 1 Discrete Event Dynamic Systems 1 International Journal of Computer Mathematics 1 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 1 International Journal of Robust and Nonlinear Control 1 Turkish Journal of Mathematics 1 Top 1 Advances in Computational Mathematics 1 Applied Mathematical Finance 1 Complexity 1 Electronic Journal of Probability 1 Mathematical Problems in Engineering 1 Abstract and Applied Analysis 1 Soft Computing 1 Chaos 1 Applied Stochastic Models in Business and Industry 1 Scandinavian Actuarial Journal 1 Quantitative Finance 1 Discrete and Continuous Dynamical Systems. Series B 1 Acta Mathematica Scientia. Series A. (Chinese Edition) 1 Acta Mathematica Scientia. Series B. (English Edition) 1 North American Actuarial Journal 1 Computational Management Science 1 ALEA. Latin American Journal of Probability and Mathematical Statistics 1 International Journal of Economic Theory 1 Science China. Mathematics 1 Sankhyā. Series A 1 European Actuarial Journal 1 Stochastic Systems all top 5 Cited in 20 Fields 45 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 37 Probability theory and stochastic processes (60-XX) 17 Statistics (62-XX) 14 Systems theory; control (93-XX) 10 Operations research, mathematical programming (90-XX) 5 Integral equations (45-XX) 5 Numerical analysis (65-XX) 4 Calculus of variations and optimal control; optimization (49-XX) 3 Partial differential equations (35-XX) 3 Information and communication theory, circuits (94-XX) 2 Statistical mechanics, structure of matter (82-XX) 2 Biology and other natural sciences (92-XX) 1 Mathematical logic and foundations (03-XX) 1 Combinatorics (05-XX) 1 Special functions (33-XX) 1 Dynamical systems and ergodic theory (37-XX) 1 Approximations and expansions (41-XX) 1 Harmonic analysis on Euclidean spaces (42-XX) 1 Operator theory (47-XX) 1 Global analysis, analysis on manifolds (58-XX) Citations by Year