| The discounted joint distribution of the surplus prior to ruin and the deficit at ruin in a Sparre Andersen model J Ren North American Actuarial Journal 11 (3), 128-136, 2007 | 50 | 2007 |
| Assessment of seismic loss dependence using copula K Goda, J Ren Risk Analysis: An International Journal 30 (7), 1076-1091, 2010 | 37 | 2010 |
| On optimal reinsurance treaties in cooperative game under heterogeneous beliefs W Jiang, J Ren, C Yang, H Hong Insurance: Mathematics and Economics 85, 173-184, 2019 | 31 | 2019 |
| The Gerber–Shiu discounted penalty function in the risk process with phase-type interclaim times M Song, Q Meng, R Wu, J Ren Applied Mathematics and Computation 216 (2), 523-531, 2010 | 31 | 2010 |
| Erlangian approximation to finite time ruin probabilities in perturbed risk models DA Stanford, K Yu, J Ren Scandinavian Actuarial Journal 2011 (1), 38-58, 2011 | 30 | 2011 |
| On the Laplace transform of the aggregate discounted claims with Markovian arrivals J Ren North American Actuarial Journal 12 (2), 198-206, 2008 | 28 | 2008 |
| On Pareto-optimal reinsurance with constraints under distortion risk measures W Jiang, H Hong, J Ren European Actuarial Journal 8, 215-243, 2018 | 27 | 2018 |
| The expected value of the time of ruin and the moments of the discounted deficit at ruin in the perturbed classical risk process J Ren Insurance: Mathematics and economics 37 (3), 505-521, 2005 | 21 | 2005 |
| Optimal reinsurance policies under the VaR risk measure when the interests of both the cedent and the reinsurer are taken into account W Jiang, J Ren, R Zitikis Risks 5 (1), 11, 2017 | 20 | 2017 |
| Relationships between earthquake insurance take-up rates and seismic risk indicators for Canadian households K Goda, K Wilhelm, J Ren International journal of disaster risk reduction 50, 101754, 2020 | 19 | 2020 |
| Moment-based density approximations for aggregate losses T Jin, SB Provost, J Ren Scandinavian Actuarial Journal 2016 (3), 216-245, 2016 | 18 | 2016 |
| Recursions and fast Fourier transforms for certain bivariate compound distributions T Jin, J Ren Journal of Operational Risk 4, 19, 2010 | 15 | 2010 |
| Pareto-optimal reinsurance policies with maximal synergy W Jiang, H Hong, J Ren Insurance: Mathematics and Economics 96, 185-198, 2021 | 14 | 2021 |
| Recursions and fast Fourier transforms for a new bivariate aggregate claims model T Jin, J Ren Scandinavian Actuarial Journal 2014 (8), 729-752, 2014 | 13 | 2014 |
| Perturbed risk processes analyzed as fluid flows J Ren, L Breuer, DA Stanford, K Yu Stochastic models 25 (3), 522-544, 2009 | 13 | 2009 |
| Optimal insurance contracts under distortion risk measures with ambiguity aversion W Jiang, M Escobar-Anel, J Ren ASTIN Bulletin: The Journal of the IAA 50 (2), 619-646, 2020 | 12 | 2020 |
| A multivariate aggregate loss model J Ren Insurance: Mathematics and Economics 51 (2), 402-408, 2012 | 12 | 2012 |
| The maximum severity of ruin in a perturbed risk process with Markovian arrivals S Li, J Ren Statistics & Probability Letters 83 (4), 993-998, 2013 | 11 | 2013 |
| Recursive formulas for compound phase distributions–univariate and bivariate cases J Ren ASTIN Bulletin: The Journal of the IAA 40 (2), 615-629, 2010 | 9 | 2010 |
| The mathematical mechanism of biological aging B Cheng, B Jones, X Liu, J Ren North American Actuarial Journal 25 (1), 73-93, 2020 | 8 | 2020 |
