| A form of multivariate Pareto distribution with applications to financial risk measurement J Su, E Furman ASTIN Bulletin: The Journal of the IAA 47 (1), 331-357, 2017 | 53 | 2017 |
| Tail dependence of the Gaussian copula revisited E Furman, A Kuznetsov, J Su, R Zitikis Insurance: Mathematics and Economics 69, 97-103, 2016 | 32 | 2016 |
| Computing the Gini index: A note E Furman, Y Kye, J Su Economics Letters 185, 108753, 2019 | 31 | 2019 |
| A general approach to full-range tail dependence copulas J Su, L Hua Insurance: Mathematics and Economics 77, 49-64, 2017 | 22 | 2017 |
| Paths and indices of maximal tail dependence E Furman, J Su, R Zitikis ASTIN Bulletin: The Journal of the IAA 45 (3), 661-678, 2015 | 20 | 2015 |
| Multiplicative background risk models: Setting a course for the idiosyncratic risk factors distributed phase-type E Furman, Y Kye, J Su Insurance: Mathematics and Economics 96, 153-167, 2021 | 19 | 2021 |
| Multiple risk factor dependence structures: Copulas and related properties J Su, E Furman Insurance: Mathematics and Economics 74, 109-121, 2017 | 14 | 2017 |
| Can a regulatory risk measure induce profit-maximizing risk capital allocations? The case of conditional tail expectation N Mohammed, E Furman, J Su Insurance: Mathematics and Economics 101, 425-436, 2021 | 13 | 2021 |
| A reconciliation of the top-down and bottom-up approaches to risk capital allocations: Proportional allocations revisited E Furman, Y Kye, J Su North American Actuarial Journal 25 (3), 395-416, 2021 | 13 | 2021 |
| Structural models for fog computing based internet of things architectures with insurance and risk management applications X Zhang, M Xu, J Su, P Zhao European Journal of Operational Research 305 (3), 1273-1291, 2023 | 12 | 2023 |
| A continuous-time theory of reinsurance chains L Chen, Y Shen, J Su Insurance: Mathematics and Economics 95, 129-146, 2020 | 10 | 2020 |
| Multiple risk factor dependence structures: Distributional properties J Su, E Furman Insurance: Mathematics and Economics 76, 56-68, 2017 | 10 | 2017 |
| On a multiplicative multivariate gamma distribution with applications in insurance V Semenikhine, E Furman, J Su Risks 6 (3), 79, 2018 | 9 | 2018 |
| Robust estimates of insurance misrepresentation through kernel quantile regression mixtures H Li, Q Song, J Su Journal of Risk and Insurance 88 (3), 625-663, 2021 | 7 | 2021 |
| Life-cycle planning with ambiguous economics and mortality risks Y Shen, J Su North American Actuarial Journal 23 (4), 598-625, 2019 | 7 | 2019 |
| Inference for the tail conditional allocation: large sample properties, insurance risk assessment, and compound sums of concomitants NV Gribkova, J Su, R Zitikis Insurance: Mathematics and Economics 107, 199-222, 2022 | 6 | 2022 |
| Empirical tail conditional allocation and its consistency under minimal assumptions NV Gribkova, J Su, R Zitikis Annals of the Institute of Statistical Mathematics, 1-23, 2022 | 5 | 2022 |
| Discussion on “Size-Biased risk measures of compound sums,” by Michel Denuit, January 2020 E Furman, Y Kye, J Su North American Actuarial Journal 25 (4), 631-636, 2021 | 5 | 2021 |
| Erratum to “On a multivariate gamma distribution by E. Furman”[Statist. Probab. Lett. 78 (2008) 2353–2360] J Su, E Furman Statistics & Probability Letters 82 (5), 1040-1041, 2012 | 4 | 2012 |
| On a class of multivariate mixtures of gamma distributions: Actuarial applications and estimation via stochastic gradient methods Y Chen, Q Song, J Su Variance 16 (1), 2023 | 3 | 2023 |
