Citation of paper, Optimal Investment Policies for a Firm With a Random Risk Process: Exponential Utility and Minimizing the Probability of Ruin

Authors Citing This Paper

AuthorCiting PapersAuthor's PapersAuthor's CitationsAuthor's IF
Tak Kuen Siu71982,6601.4
Erhan Bayraktar61641,7411.4
Yang Shen6607992.4
Xin Zhang6274332.1
Nicole Bäuerle4851,4011.4
Robert J Elliott42164,2171.4
Zhibin Liang4345512.5
Zhuo Jin3543261.3
Cedric Ka-fai Yiu31041,3831.2
Bin Zou317680.7
Liming Zhang33231.3
Stefan Thonhauser3213491.6
Athanasios Yannacopoulos3463531.1
Lin Xu311492.1
Haluk Yener25130.5
Pengyu Wei28421.8
Chi Seng Pun2293162.7
Łukasz Delong2283501.8
Hao Wang26161.2
Sheung Chi Phillip Yam2253322.3
Mohamed Badaoui27290.9
Sheng Li273
Duan Li21824,2421.7
Hoi Ying Wong2991,1451.6
Frederi G Viens2761,3022.1
Kristen Moore251471.8
Daniele Marazzina2352161.3
20
Xiaoyu Kong110
Kam Chuen Yuen1719601.7
Kun Wu1130.5
Gabriela Zeller1232
Emilio Barucci1343190.7
Rafael Serrano16190.4
Nabil Kazi-Tani1310.2
Shuanming Li1601,0851.6
10
Mei Choi Chiu1305142
Mogens Steffensen1485591.2
Chuancun Yin1315302.8
Farid Chighoub111530.6
Wei Wei14294
Andrew Lim12725,6522.3
Utz Weitzel1508262.6
Xiaofan Peng17551
Bilel Jarraya114742
Yuhua Lü1331
Sultan Hussain18382
A Chunxiang1450.5
Chen Yang1112886.7

Journals Citing This Paper

JournalCiting PapersJournal's IFJournal's Star
Insurance: Mathematics and Economics671.5★★
SSRN Electronic Journal251
Scandinavian Actuarial Journal201★★
Communications in Statistics - Theory and Methods140.5★★
Journal of Computational and Applied Mathematics142.4★★
Journal of Industrial and Management Optimization122★★
North American Actuarial Journal100.7★★
ASTIN Bulletin81.6★★
Journal of Systems Science and Complexity81★★
Applied Stochastic Models in Business and Industry61.1★★
Mathematical Methods of Operations Research61★★
Optimization61.2★★
Advances in Applied Probability60.7★★
Mathematical Problems in Engineering61.1★★
European Journal of Operational Research65.6★★
Risks51.6
Mathematical Finance52.3★★
Acta Mathematicae Applicatae Sinica50.3★★
Springer Proceedings in Mathematics and Statistics40.2★★
Journal of Applied Mathematics and Computing41.8★★
Discrete Dynamics in Nature and Society41.1★★
Journal of Optimization Theory and Applications41.6★★
Statistics and Probability Letters40.6★★
Automatica45.7★★
Annals of Actuarial Science31.1★★
Finance and Stochastics31.9★★
ANZIAM Journal30.5★★
Annals of Applied Probability32★★
Journal of Applied Probability30.8★★
Annals of Operations Research33.2★★
Journal of Mathematical Analysis and Applications31.1★★
SIAM Journal on Control and Optimization21.9★★
Statistics and Applications20
SpringerBriefs in Quantitative Finance21
European Actuarial Journal20.7★★
Journal of Risk and Financial Management22.4
IMA Journal of Management Mathematics21.4★★
Methodology and Computing in Applied Probability20.6★★
Studies in Systems, Decision and Control20.8
Optimal Control Applications and Methods21.7★★
Quantitative Finance21.6★★
Mathematics22.3
Acta Mathematica Scientia20.7★★
Operations Research Letters21★★
Acta Mathematica Sinica, English Series20.6★★
International Journal of Production Economics29.3★★
International Journal of Control21.5★★
Communications in Computer and Information Science20.3★★
Applied Mathematics and Computation22.7★★
Journal of Systems Science and Information10.3