| 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 | 59 | 2017 |
| Computing the Gini index: A note E Furman, Y Kye, J Su Economics Letters 185, 108753, 2019 | 50 | 2019 |
| Tail dependence of the Gaussian copula revisited E Furman, A Kuznetsov, J Su, R Zitikis Insurance: Mathematics and Economics 69, 97-103, 2016 | 37 | 2016 |
| A general approach to full-range tail dependence copulas J Su, L Hua Insurance: Mathematics and Economics 77, 49-64, 2017 | 30 | 2017 |
| 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 | 29 | 2021 |
| 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 | 24 | 2015 |
| 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 | 22 | 2023 |
| 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 | 18 | 2021 |
| Multiple risk factor dependence structures: Copulas and related properties J Su, E Furman Insurance: Mathematics and Economics 74, 109-121, 2017 | 18 | 2017 |
| Mitigating wildfire losses via insurance‐linked securities: Modeling and risk management perspectives H Li, J Su Journal of Risk and Insurance 91 (2), 383-414, 2024 | 17 | 2024 |
| 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 | 16 | 2021 |
| Life-cycle planning with ambiguous economics and mortality risks Y Shen, J Su North American Actuarial Journal 23 (4), 598-625, 2019 | 15 | 2019 |
| Multiple risk factor dependence structures: Distributional properties J Su, E Furman Insurance: Mathematics and Economics 76, 56-68, 2017 | 15 | 2017 |
| 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 | 12 | 2021 |
| A continuous-time theory of reinsurance chains L Chen, Y Shen, J Su Insurance: Mathematics and Economics 95, 129-146, 2020 | 12 | 2020 |
| On a multiplicative multivariate gamma distribution with applications in insurance V Semenikhine, E Furman, J Su Risks 6 (3), 79, 2018 | 12 | 2018 |
| Multiple risk factors dependence structures with applications to actuarial risk management J Su | 11 | 2015 |
| 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 | 10 | 2022 |
| Empirical tail conditional allocation and its consistency under minimal assumptions NV Gribkova, J Su, R Zitikis Annals of the Institute of Statistical Mathematics 74 (4), 713-735, 2022 | 7 | 2022 |
| Estimating the VaR-induced Euler allocation rule NV Gribkova, J Su, R Zitikis ASTIN Bulletin: The Journal of the IAA 53 (3), 619-635, 2023 | 6 | 2023 |
