Topic · Probability and Risk Models
Most cited papers in Probability and Risk Models
What are the most cited papers in Probability and Risk Models?
The most cited paper in Probability and Risk Models is "Modelling of extremal events in insurance and finance" (Paul Embrechts, Hanspeter Schmidli, 1994), with 3,536 citations. Next come "Comparison of Three Methods for Selecting Values of Input Variables in the Analysis of Output from a Computer Code" (3,249) and "A Comparison of Three Methods for Selecting Values of Input Variables in the Analysis of Output From a Computer Code" (2,847).
Showing 50 of 100 papers. Every paper with more than 339 citations is listed.
| # | Paper | ||
|---|---|---|---|
| 1 | Modelling of extremal events in insurance and finance Paul Embrechts, Hanspeter Schmidli · Mathematical Methods of Operations Research | Feb 1994 | 3,536 |
| 2 | Comparison of Three Methods for Selecting Values of Input Variables in the Analysis of Output from a Computer Code Michael D. McKay, Richard J. Beckman, William Jay Conover · Technometrics | May 1979 | 3,249 |
| 3 | A Comparison of Three Methods for Selecting Values of Input Variables in the Analysis of Output From a Computer Code Michael D. McKay, Richard J. Beckman, William Jay Conover · Technometrics | Feb 2000 | 2,847 |
| 4 | Probability and computing: randomized algorithms and probabilistic analysis Michael Mitzenmacher, Eli Upfal · CERN Document Server (European Organization for Nuclear Research) | 2005 | 1,914 |
| 5 | A Class of Statistics with Asymptotically Normal Distribution Wassily Hoeffding · Springer series in statistics | 1992 | 1,913 |
| 6 | Sums of independent random variables T. W. Körner · Cambridge University Press eBooks | 28 Jan 1988 | 1,806 |
| 7 | Rank-Normalization, Folding, and Localization: An Improved Rˆ for Assessing Convergence of MCMC (with Discussion) Aki Vehtari, Andrew Gelman, Daniel Simpson et al. · Bayesian Analysis | 3 Jul 2020 | 1,671 |
| 8 | A distribution-free approach to inducing rank correlation among input variables Ronald L. Iman, William Jay Conover · Communications in Statistics - Simulation and Computation | 1982 | 1,635 |
| 9 | Statistical Inference Procedures for Bivariate Archimedean Copulas Christian Genest, Louis‐Paul Rivest · Journal of the American Statistical Association | Sep 1993 | 1,216 |
| 10 | Mean-Value Analysis of Closed Multichain Queuing Networks M. Reiser, Stephen S. Lavenberg · Journal of the ACM | Apr 1980 | 1,166 |
| 11 | Weighted sums of certain dependent random variables Kazuoki Azuma · Tohoku Mathematical Journal | 1967 | 1,143 |
| 12 | Modelling Dependence with Copulas and Applications to Risk Management Paul Embrechts, Filip Lindskog, Alexander J. McNeil · Elsevier eBooks | 2003 | 1,064 |
| 13 | Sequential Monte Carlo Methods for Dynamic Systems Jun S. Liu, Rong Chen · Journal of the American Statistical Association | Sep 1998 | 1,033 |
| 14 | The Analysis of Social Science Data with Missing Values Roderick J. A. Little, Donald B. Rubin · Sociological Methods & Research | Nov 1989 | 1,025 |
| 15 | Metric: A Multi-Echelon Technique for Recoverable Item Control Craig C. Sherbrooke · Operations Research | Feb 1968 | 964 |
| 16 | Computational algorithms for closed queueing networks with exponential servers Jeffrey P. Buzen · Communications of the ACM | Sep 1973 | 872 |
| 17 | Small sample sensitivity analysis techniques for computer models.with an application to risk assessment Ronald L. Iman, William Jay Conover · Communication in Statistics- Theory and Methods | 1980 | 853 |
| 18 | Some results for repairable systems with general repair Masaaki Kijima · Journal of Applied Probability | Mar 1989 | 844 |
| 19 | Modeling failure time data by lehman alternatives Ramesh C. Gupta, Pushpa Lata Gupta, Rameshwar D. Gupta · Communication in Statistics- Theory and Methods | 1998 | 834 |
| 20 | On the Time Value of Ruin Hans U. Gerber, Elias S. W. Shiu · North American Actuarial Journal | 1998 | 799 |
| 21 | Families of $m$-variate distributions with given margins and $m(m-1)/2$ bivariate dependence parameters Harry Joe · Lecture notes-monograph series | 1996 | 797 |
| 22 | Probability Inequalities for the Sum of Independent Random Variables G. G. Bennett · Journal of the American Statistical Association | Mar 1962 | 770 |
| 23 | Saddle point approximation for the distribution of the sum of independent random variables Robert Lugannani, Stephen A. Rice · Advances in Applied Probability | Jun 1980 | 767 |
| 24 | Some Remarks on the Value-at-Risk and the Conditional Value-at-Risk Georg Ch. Pflug · Nonconvex optimization and its applications | 2000 | 761 |
| 25 | The Joy of Copulas: Bivariate Distributions with Uniform Marginals Christian Genest, Jock MacKay · The American Statistician | Nov 1986 | 726 |
| 26 | The Output of a Queuing System Paul J. Burke · Operations Research | Dec 1956 | 714 |
| 27 | Optimization of computer simulation models with rare events Reuven Y. Rubinstein · European Journal of Operational Research | May 1997 | 708 |
| 28 | Closed Queuing Systems with Exponential Servers William J. Gordon, Gordon Frank Newell · Operations Research | Apr 1967 | 692 |
| 29 | The Fréchet distance between multivariate normal distributions David Dowson, B. V. Landau · Journal of Multivariate Analysis | Sep 1982 | 683 |
| 30 | The Theory of Dispersion Models Ananda Sen · Technometrics | May 1999 | 683 |
| 31 | On the Asymptotic Theory of Fixed-Width Sequential Confidence Intervals for the Mean Yuan Shih Chow, Herbert E. Robbins · The Annals of Mathematical Statistics | Apr 1965 | 657 |
| 32 | Classes of orderings of measures and related correlation inequalities. I. Multivariate totally positive distributions Samuel Karlin, Yosef Rinott · Journal of Multivariate Analysis | Dec 1980 | 653 |
| 33 | The concept of comonotonicity in actuarial science and finance: theory Jan Dhaene, Michel M. Denuit, Marc J. Goovaerts et al. · Insurance Mathematics and Economics | Aug 2002 | 634 |
| 34 | Stochastic Decompositions in the M/G/1 Queue with Generalized Vacations Steven W. Fuhrmann, Robert B. Cooper · Operations Research | Oct 1985 | 630 |
| 35 | SOME SIMPLE MODELS FOR DISCRETE VARIATE TIME SERIES 1 Ed McKenzie · JAWRA Journal of the American Water Resources Association | Aug 1985 | 625 |
| 36 | Adventures in Stochastic Processes. A. D. Barbour, Sidney I. Resnick · Journal of the American Statistical Association | Dec 1993 | 620 |
| 37 | Tests for departure from normality. Empirical results for the distributions of b2 and √b1 Ralph B. D’Agostino, E. S. Pearson · Biometrika | 1973 | 610 |
| 38 | Recursive Evaluation of a Family of Compound Distributions Harry H. Panjer · Astin Bulletin | Jun 1981 | 579 |
| 39 | On Some Simple Estimates of an Exponent of Regular Variation Peter A. Hall · Journal of the Royal Statistical Society Series B (Statistical Methodology) | Sep 1982 | 579 |
| 40 | Tempering stable processes Jan Rosiński · Stochastic Processes and their Applications | 4 Nov 2006 | 568 |
| 41 | Fast simulation of rare events in queueing and reliability models Philip Heidelberger · ACM Transactions on Modeling and Computer Simulation | 1995 | 567 |
| 42 | Asymptotic Null Distribution of the Likelihood Ratio Test in Markov Switching Models René García · International Economic Review | Aug 1998 | 564 |
| 43 | Bivariate extreme statistics, I Masaaki Sibuya · Annals of the Institute of Statistical Mathematics | Jun 1960 | 564 |
| 44 | Integral Probability Metrics and Their Generating Classes of Functions Alfred Müller · Advances in Applied Probability | Jun 1997 | 559 |
| 45 | Approximating a Point Process by a Renewal Process, I: Two Basic Methods Ward Whitt · Operations Research | Feb 1982 | 555 |
| 46 | The distribution of the sum of independent gamma random variables P. G. Moschopoulos · Annals of the Institute of Statistical Mathematics | Dec 1985 | 553 |
| 47 | The Optimal Control of Partially Observable Markov Processes over the Infinite Horizon: Discounted Costs Edward J. Sondik · Operations Research | Apr 1978 | 549 |
| 48 | Differentially Private Empirical Risk Minimization Kamalika Chaudhuri, Claire Monteleoni, Anand D. Sarwate · arXiv (Cornell University) | Dec 2009 | 545 |
| 49 | Further results on a class of distributions which includes the normal ones Adelchi Azzalini · OpenGrey (Institut de l'Information Scientifique et Technique) | 2013 | 530 |
| 50 | How vague is vague? A simulation study of the impact of the use of vague prior distributions in MCMC using WinBUGS Paul Christopher Lambert, Alex J. Sutton, Paul Robert Burton et al. · Statistics in Medicine | 2005 | 522 |
Citations are OpenAlex's own counts, from its 2026-09-23 snapshot, so the ranking can differ from Google Scholar or Web of Science. A paper is listed for a field when OpenAlex files it under one of the field's topics; retracted papers and papers whose citation count cannot be traced to citing works are left out, and a preprint and the article it became are shown once. Release dates are OpenAlex's: where a source gave only a month or a year, that is what is shown. How the lists are chosen.