{"id":"https://openalex.org/W1966084500","doi":"https://doi.org/10.1016/j.cam.2012.10.027","title":"A compound Poisson risk model with proportional investment","display_name":"A compound Poisson risk model with proportional investment","publication_year":2012,"publication_date":"2012-11-01","ids":{"openalex":"https://openalex.org/W1966084500","doi":"https://doi.org/10.1016/j.cam.2012.10.027","mag":"1966084500"},"language":"en","primary_location":{"is_oa":true,"landing_page_url":"https://doi.org/10.1016/j.cam.2012.10.027","pdf_url":null,"source":{"id":"https://openalex.org/S165473669","display_name":"Journal of Computational and Applied Mathematics","issn_l":"0377-0427","issn":["0377-0427","1879-1778"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310320990","host_organization_name":"Elsevier BV","host_organization_lineage":["https://openalex.org/P4310320990"],"host_organization_lineage_names":["Elsevier BV"],"type":"journal"},"license":"publisher-specific-oa","license_id":"https://openalex.org/licenses/publisher-specific-oa","version":"publishedVersion","is_accepted":true,"is_published":true},"type":"article","type_crossref":"journal-article","indexed_in":["crossref"],"open_access":{"is_oa":true,"oa_status":"bronze","oa_url":"https://doi.org/10.1016/j.cam.2012.10.027","any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5041455132","display_name":"Xu Chen","orcid":"https://orcid.org/0000-0003-1252-2087"},"institutions":[{"id":"https://openalex.org/I173759888","display_name":"Hunan Normal University","ror":"https://ror.org/053w1zy07","country_code":"CN","type":"education","lineage":["https://openalex.org/I173759888"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Xu Chen","raw_affiliation_strings":["College of Mathematics and Computer Science, Key Laboratory of High Performance Computing and Stochastic Information Processing, Ministry of Education of China, Hunan Normal University, Changsha, Hunan 410081, PR China."],"affiliations":[{"raw_affiliation_string":"College of Mathematics and Computer Science, Key Laboratory of High Performance Computing and Stochastic Information Processing, Ministry of Education of China, Hunan Normal University, Changsha, Hunan 410081, PR China.","institution_ids":["https://openalex.org/I173759888"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5063297296","display_name":"Hui Ou","orcid":"https://orcid.org/0000-0003-1210-4977"},"institutions":[{"id":"https://openalex.org/I173759888","display_name":"Hunan Normal University","ror":"https://ror.org/053w1zy07","country_code":"CN","type":"education","lineage":["https://openalex.org/I173759888"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Hui Ou","raw_affiliation_strings":["College of Mathematics and Computer Science, Key Laboratory of High Performance Computing and Stochastic Information Processing, Ministry of Education of China, Hunan Normal University, Changsha, Hunan 410081, PR China."],"affiliations":[{"raw_affiliation_string":"College of Mathematics and Computer Science, Key Laboratory of High Performance Computing and Stochastic Information Processing, Ministry of Education of China, Hunan Normal University, Changsha, Hunan 410081, PR China.","institution_ids":["https://openalex.org/I173759888"]}]}],"institution_assertions":[],"countries_distinct_count":1,"institutions_distinct_count":1,"corresponding_author_ids":[],"corresponding_institution_ids":[],"apc_list":{"value":3040,"currency":"USD","value_usd":3040,"provenance":"doaj"},"apc_paid":null,"fwci":0.729,"has_fulltext":true,"fulltext_origin":"ngrams","cited_by_count":14,"citation_normalized_percentile":{"value":0.833031,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":87,"max":88},"biblio":{"volume":"242","issue":null,"first_page":"248","last_page":"260"},"is_retracted":false,"is_paratext":false,"primary_topic":{"id":"https://openalex.org/T11720","display_name":"Probability and Risk Models","score":0.9997,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T11720","display_name":"Probability and Risk Models","score":0.9997,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.9985,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T12394","display_name":"Insurance and Financial Risk Management","score":0.9963,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/sinc-function","display_name":"Sinc function","score":0.8203274},{"id":"https://openalex.org/keywords/penalty-method","display_name":"Penalty Method","score":0.5385028},{"id":"https://openalex.org/keywords/investment","display_name":"Investment","score":0.5307579}],"concepts":[{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.8246748},{"id":"https://openalex.org/C152303783","wikidata":"https://www.wikidata.org/wiki/Q855949","display_name":"Sinc function","level":2,"score":0.8203274},{"id":"https://openalex.org/C100906024","wikidata":"https://www.wikidata.org/wiki/Q205692","display_name":"Poisson distribution","level":2,"score":0.65657955},{"id":"https://openalex.org/C116168712","wikidata":"https://www.wikidata.org/wiki/Q181201","display_name":"Dividend","level":2,"score":0.65628856},{"id":"https://openalex.org/C28826006","wikidata":"https://www.wikidata.org/wiki/Q33521","display_name":"Applied mathematics","level":1,"score":0.54899585},{"id":"https://openalex.org/C6180225","wikidata":"https://www.wikidata.org/wiki/Q3411771","display_name":"Penalty method","level":2,"score":0.5385028},{"id":"https://openalex.org/C27548731","wikidata":"https://www.wikidata.org/wiki/Q88272","display_name":"Investment (military)","level":3,"score":0.5307579},{"id":"https://openalex.org/C2986432223","wikidata":"https://www.wikidata.org/wiki/Q5449740","display_name":"Risk model","level":2,"score":0.50927365},{"id":"https://openalex.org/C133338972","wikidata":"https://www.wikidata.org/wiki/Q2055750","display_name":"Compound Poisson process","level":4,"score":0.48424146},{"id":"https://openalex.org/C14036430","wikidata":"https://www.wikidata.org/wiki/Q3736076","display_name":"Function (biology)","level":2,"score":0.42775103},{"id":"https://openalex.org/C62354387","wikidata":"https://www.wikidata.org/wiki/Q875399","display_name":"Boundary (topology)","level":2,"score":0.41936114},{"id":"https://openalex.org/C73269764","wikidata":"https://www.wikidata.org/wiki/Q954529","display_name":"Poisson regression","level":3,"score":0.41461992},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.4040366},{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.3979277},{"id":"https://openalex.org/C134306372","wikidata":"https://www.wikidata.org/wiki/Q7754","display_name":"Mathematical analysis","level":1,"score":0.29275995},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.23100361},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.15176344},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.091664195},{"id":"https://openalex.org/C166144826","wikidata":"https://www.wikidata.org/wiki/Q1145117","display_name":"Poisson process","level":3,"score":0.09127879},{"id":"https://openalex.org/C2908647359","wikidata":"https://www.wikidata.org/wiki/Q2625603","display_name":"Population","level":2,"score":0.0},{"id":"https://openalex.org/C149923435","wikidata":"https://www.wikidata.org/wiki/Q37732","display_name":"Demography","level":1,"score":0.0},{"id":"https://openalex.org/C144024400","wikidata":"https://www.wikidata.org/wiki/Q21201","display_name":"Sociology","level":0,"score":0.0},{"id":"https://openalex.org/C78458016","wikidata":"https://www.wikidata.org/wiki/Q840400","display_name":"Evolutionary biology","level":1,"score":0.0},{"id":"https://openalex.org/C94625758","wikidata":"https://www.wikidata.org/wiki/Q7163","display_name":"Politics","level":2,"score":0.0},{"id":"https://openalex.org/C17744445","wikidata":"https://www.wikidata.org/wiki/Q36442","display_name":"Political science","level":0,"score":0.0},{"id":"https://openalex.org/C199539241","wikidata":"https://www.wikidata.org/wiki/Q7748","display_name":"Law","level":1,"score":0.0},{"id":"https://openalex.org/C86803240","wikidata":"https://www.wikidata.org/wiki/Q420","display_name":"Biology","level":0,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"is_oa":true,"landing_page_url":"https://doi.org/10.1016/j.cam.2012.10.027","pdf_url":null,"source":{"id":"https://openalex.org/S165473669","display_name":"Journal of Computational and Applied Mathematics","issn_l":"0377-0427","issn":["0377-0427","1879-1778"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310320990","host_organization_name":"Elsevier BV","host_organization_lineage":["https://openalex.org/P4310320990"],"host_organization_lineage_names":["Elsevier BV"],"type":"journal"},"license":"publisher-specific-oa","license_id":"https://openalex.org/licenses/publisher-specific-oa","version":"publishedVersion","is_accepted":true,"is_published":true}],"best_oa_location":{"is_oa":true,"landing_page_url":"https://doi.org/10.1016/j.cam.2012.10.027","pdf_url":null,"source":{"id":"https://openalex.org/S165473669","display_name":"Journal of Computational and Applied Mathematics","issn_l":"0377-0427","issn":["0377-0427","1879-1778"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310320990","host_organization_name":"Elsevier BV","host_organization_lineage":["https://openalex.org/P4310320990"],"host_organization_lineage_names":["Elsevier BV"],"type":"journal"},"license":"publisher-specific-oa","license_id":"https://openalex.org/licenses/publisher-specific-oa","version":"publishedVersion","is_accepted":true,"is_published":true},"sustainable_development_goals":[{"display_name":"Decent work and economic growth","score":0.45,"id":"https://metadata.un.org/sdg/8"}],"grants":[],"datasets":[],"versions":[],"referenced_works_count":21,"referenced_works":["https://openalex.org/W1586044118","https://openalex.org/W1976995682","https://openalex.org/W1981137970","https://openalex.org/W1986700039","https://openalex.org/W1995356931","https://openalex.org/W2015846505","https://openalex.org/W2017000350","https://openalex.org/W2026970197","https://openalex.org/W2027234302","https://openalex.org/W2029072689","https://openalex.org/W2036600644","https://openalex.org/W2044739355","https://openalex.org/W2059034365","https://openalex.org/W2081920616","https://openalex.org/W2085291969","https://openalex.org/W2089414309","https://openalex.org/W2100197382","https://openalex.org/W2134757092","https://openalex.org/W4249242272","https://openalex.org/W4293185733","https://openalex.org/W613415755"],"related_works":["https://openalex.org/W3122254314","https://openalex.org/W2555964653","https://openalex.org/W2388810132","https://openalex.org/W2368079543","https://openalex.org/W2097479469","https://openalex.org/W2058781601","https://openalex.org/W2046390254","https://openalex.org/W2005709049","https://openalex.org/W2001275281","https://openalex.org/W1980174184"],"abstract_inverted_index":null,"cited_by_api_url":"https://api.openalex.org/works?filter=cites:W1966084500","counts_by_year":[{"year":2024,"cited_by_count":5},{"year":2023,"cited_by_count":3},{"year":2022,"cited_by_count":1},{"year":2021,"cited_by_count":1},{"year":2019,"cited_by_count":1},{"year":2018,"cited_by_count":1},{"year":2013,"cited_by_count":2}],"updated_date":"2024-12-09T15:07:42.591555","created_date":"2016-06-24"}