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  Subjects -> STATISTICS (Total: 130 journals)
Showing 1 - 151 of 151 Journals sorted alphabetically
Advances in Complex Systems     Hybrid Journal   (Followers: 10)
Advances in Data Analysis and Classification     Hybrid Journal   (Followers: 52)
Annals of Applied Statistics     Full-text available via subscription   (Followers: 37)
Applied Categorical Structures     Hybrid Journal   (Followers: 5)
Argumentation et analyse du discours     Open Access   (Followers: 7)
Asian Journal of Mathematics & Statistics     Open Access   (Followers: 7)
AStA Advances in Statistical Analysis     Hybrid Journal   (Followers: 2)
Australian & New Zealand Journal of Statistics     Hybrid Journal   (Followers: 12)
Biometrical Journal     Hybrid Journal   (Followers: 6)
Biometrics     Hybrid Journal   (Followers: 49)
British Journal of Mathematical and Statistical Psychology     Full-text available via subscription   (Followers: 19)
Building Simulation     Hybrid Journal   (Followers: 2)
CHANCE     Hybrid Journal   (Followers: 5)
Communications in Statistics - Simulation and Computation     Hybrid Journal   (Followers: 9)
Communications in Statistics - Theory and Methods     Hybrid Journal   (Followers: 10)
Computational Statistics     Hybrid Journal   (Followers: 17)
Computational Statistics & Data Analysis     Hybrid Journal   (Followers: 38)
Current Research in Biostatistics     Open Access   (Followers: 9)
Decisions in Economics and Finance     Hybrid Journal   (Followers: 15)
Demographic Research     Open Access   (Followers: 14)
Engineering With Computers     Hybrid Journal   (Followers: 5)
Environmental and Ecological Statistics     Hybrid Journal   (Followers: 7)
ESAIM: Probability and Statistics     Open Access   (Followers: 4)
Extremes     Hybrid Journal   (Followers: 2)
Fuzzy Optimization and Decision Making     Hybrid Journal   (Followers: 9)
Geneva Papers on Risk and Insurance - Issues and Practice     Hybrid Journal   (Followers: 13)
Handbook of Numerical Analysis     Full-text available via subscription   (Followers: 3)
Handbook of Statistics     Full-text available via subscription   (Followers: 8)
IEA World Energy Statistics and Balances -     Full-text available via subscription   (Followers: 2)
International Journal of Computational Economics and Econometrics     Hybrid Journal   (Followers: 6)
International Journal of Quality, Statistics, and Reliability     Open Access   (Followers: 19)
International Journal of Stochastic Analysis     Open Access   (Followers: 2)
International Statistical Review     Hybrid Journal   (Followers: 11)
Journal of Algebraic Combinatorics     Hybrid Journal   (Followers: 3)
Journal of Applied Statistics     Hybrid Journal   (Followers: 20)
Journal of Biopharmaceutical Statistics     Hybrid Journal   (Followers: 17)
Journal of Business & Economic Statistics     Full-text available via subscription   (Followers: 41, SJR: 3.664, CiteScore: 2)
Journal of Combinatorial Optimization     Hybrid Journal   (Followers: 7)
Journal of Computational & Graphical Statistics     Full-text available via subscription   (Followers: 21)
Journal of Econometrics     Hybrid Journal   (Followers: 85)
Journal of Educational and Behavioral Statistics     Hybrid Journal   (Followers: 8)
Journal of Forecasting     Hybrid Journal   (Followers: 21)
Journal of Global Optimization     Hybrid Journal   (Followers: 7)
Journal of Mathematics and Statistics     Open Access   (Followers: 6)
Journal of Nonparametric Statistics     Hybrid Journal   (Followers: 7)
Journal of Probability and Statistics     Open Access   (Followers: 11)
Journal of Risk and Uncertainty     Hybrid Journal   (Followers: 35)
Journal of Statistical and Econometric Methods     Open Access   (Followers: 3)
Journal of Statistical Physics     Hybrid Journal   (Followers: 12)
Journal of Statistical Planning and Inference     Hybrid Journal   (Followers: 8)
Journal of Statistical Software     Open Access   (Followers: 19, SJR: 13.802, CiteScore: 16)
Journal of the American Statistical Association     Full-text available via subscription   (Followers: 77, SJR: 3.746, CiteScore: 2)
Journal of the Korean Statistical Society     Hybrid Journal   (Followers: 1)
Journal of the Royal Statistical Society Series C (Applied Statistics)     Hybrid Journal   (Followers: 37)
Journal of the Royal Statistical Society, Series A (Statistics in Society)     Hybrid Journal   (Followers: 31)
Journal of the Royal Statistical Society, Series B (Statistical Methodology)     Hybrid Journal   (Followers: 43)
Journal of Theoretical Probability     Hybrid Journal   (Followers: 3)
Journal of Time Series Analysis     Hybrid Journal   (Followers: 18)
Journal of Urbanism: International Research on Placemaking and Urban Sustainability     Hybrid Journal   (Followers: 28)
Law, Probability and Risk     Hybrid Journal   (Followers: 8)
Lifetime Data Analysis     Hybrid Journal   (Followers: 5)
Mathematical Methods of Statistics     Hybrid Journal   (Followers: 4)
Measurement Interdisciplinary Research and Perspectives     Hybrid Journal   (Followers: 1)
Metrika     Hybrid Journal   (Followers: 4)
Monthly Statistics of International Trade - Statistiques mensuelles du commerce international     Full-text available via subscription   (Followers: 4)
Multivariate Behavioral Research     Hybrid Journal   (Followers: 9)
Optimization Letters     Hybrid Journal   (Followers: 2)
Optimization Methods and Software     Hybrid Journal   (Followers: 5)
Oxford Bulletin of Economics and Statistics     Hybrid Journal   (Followers: 35)
Pharmaceutical Statistics     Hybrid Journal   (Followers: 10)
Queueing Systems     Hybrid Journal   (Followers: 7)
Research Synthesis Methods     Hybrid Journal   (Followers: 8)
Review of Economics and Statistics     Hybrid Journal   (Followers: 281)
Review of Socionetwork Strategies     Hybrid Journal  
Risk Management     Hybrid Journal   (Followers: 16)
Sankhya A     Hybrid Journal   (Followers: 3)
Scandinavian Journal of Statistics     Hybrid Journal   (Followers: 9)
Sequential Analysis: Design Methods and Applications     Hybrid Journal   (Followers: 1)
Significance     Hybrid Journal   (Followers: 6)
Sociological Methods & Research     Hybrid Journal   (Followers: 49)
SourceOECD Measuring Globalisation Statistics - SourceOCDE Mesurer la mondialisation - Base de donnees statistiques     Full-text available via subscription  
Stata Journal     Full-text available via subscription   (Followers: 9)
Statistica Neerlandica     Hybrid Journal   (Followers: 1)
Statistical Inference for Stochastic Processes     Hybrid Journal   (Followers: 3)
Statistical Methods and Applications     Hybrid Journal   (Followers: 5)
Statistical Methods in Medical Research     Hybrid Journal   (Followers: 23)
Statistical Modelling     Hybrid Journal   (Followers: 18)
Statistical Papers     Hybrid Journal   (Followers: 4)
Statistics & Probability Letters     Hybrid Journal   (Followers: 13)
Statistics and Computing     Hybrid Journal   (Followers: 14)
Statistics and Economics     Open Access  
Statistics in Medicine     Hybrid Journal   (Followers: 144)
Statistics: A Journal of Theoretical and Applied Statistics     Hybrid Journal   (Followers: 11)
Stochastic Models     Hybrid Journal   (Followers: 2)
Stochastics An International Journal of Probability and Stochastic Processes: formerly Stochastics and Stochastics Reports     Hybrid Journal   (Followers: 2)
Structural and Multidisciplinary Optimization     Hybrid Journal   (Followers: 12)
Teaching Statistics     Hybrid Journal   (Followers: 8)
Technology Innovations in Statistics Education (TISE)     Open Access   (Followers: 2)
TEST     Hybrid Journal   (Followers: 3)
The American Statistician     Full-text available via subscription   (Followers: 25)
The Canadian Journal of Statistics / La Revue Canadienne de Statistique     Hybrid Journal   (Followers: 10)
Wiley Interdisciplinary Reviews - Computational Statistics     Hybrid Journal   (Followers: 1)

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Similar Journals
Journal Cover
Decisions in Economics and Finance
Journal Prestige (SJR): 0.116
Number of Followers: 15  
 
  Hybrid Journal Hybrid journal (It can contain Open Access articles)
ISSN (Print) 1129-6569 - ISSN (Online) 1593-8883
Published by Springer-Verlag Homepage  [2468 journals]
  • Exponential expansions for approximation of probability distributions

    • Free pre-print version: Loading...

      Abstract: Abstract This work analyses expansions of exponential form for approximating probability density functions, through the utilization of diverse orthogonal polynomial bases. Notably, exponential expansions ensure the maintenance of positive probabilities regardless of the degree of skewness and kurtosis inherent in the true density function. In particular, we introduce novel findings concerning the convergence of this series towards the true density function, employing mathematical tools of functional statistics. In particular, we show that the exponential expansion is a Fourier series of the true probability with respect to a given orthonormal basis of the so called Bayesian Hilbert space. Furthermore, we present a numerical technique for estimating the coefficients of the expansion, based on the first n exact moments of the corresponding true distribution. Finally, we provide numerical examples that effectively demonstrate the efficiency and straightforward implementability of our proposed approach.
      PubDate: 2024-06-10
       
  • Stochastic optimal control problems with delays in the state and in the
           control via viscosity solutions and applications to optimal advertising
           and optimal investment problems

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      Abstract: Abstract In this manuscript we consider optimal control problems of stochastic differential equations with delays in the state and in the control. First, we prove an equivalent Markovian reformulation on Hilbert spaces of the state equation. Then, using the dynamic programming approach for infinite-dimensional systems, we prove that the value function is the unique viscosity solution of the infinite-dimensional Hamilton-Jacobi-Bellman equation. We apply these results to problems coming from economics: stochastic optimal advertising problems and stochastic optimal investment problems with time-to-build.
      PubDate: 2024-06-07
       
  • Solvency analysis of deferred annuities

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      Abstract: Abstract While the solvency analysis of immediate life annuity portfolios has been extensively studied, the case of deferred annuities has received comparatively much less attention. We assess the importance and effect of stochastic mortality models and interest rates on the solvency analysis of a portfolio of deferred annuity contracts. Our analysis considers three steps: first, the benchmark case where mortality rates and interest rates are both deterministic; then, the case in which only mortality rates are stochastic is explored; finally, the full model where both mortality rates and interest rates are stochastic. The results demonstrate the model risk stemming from the uncertainty in the mortality models and its impact on the evaluation of solvency margins for life annuities. The role of the deferment period is thoroughly discussed and compared to the case of immediate annuities.
      PubDate: 2024-06-05
       
  • Mortality models ensemble via Shapley value

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      Abstract: Abstract Model averaging techniques in the actuarial literature aim to forecast future longevity appropriately by combining forecasts derived from various models. This approach often yields more accurate predictions than those generated by a single model. The key to enhancing forecast accuracy through model averaging lies in identifying the optimal weights from a finite sample. Utilizing sub-optimal weights in computations may adversely impact the accuracy of the model-averaged longevity forecasts. By proposing a game-theoretic approach employing Shapley values for weight selection, our study clarifies the distinct impact of each model on the collective predictive outcome. This analysis not only delineates the importance of each model in decision-making processes, but also provides insight into their contribution to the overall predictive performance of the ensemble.
      PubDate: 2024-05-31
       
  • Optimality conditions for differentiable linearly constrained pseudoconvex
           programs

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      Abstract: Abstract The aim of this paper is to study optimality conditions for differentiable linearly constrained pseudoconvex programs. The stated results are based on new transversality conditions which can be used instead of complementarity ones. Necessary and sufficient optimality conditions are stated under suitable generalized convexity properties. Moreover, two different pairs of dual problems are proposed and weak and strong duality results proved. Finally, it is shown how transversality conditions can be applied to characterize optimality of convex quadratic problems and to efficiently solve a particular class of Max-Min problems
      PubDate: 2024-05-28
       
  • Optimal strategies for the decumulation of retirement savings under
           differing appetites for liquidity and investment risks

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      Abstract: Abstract A retiree’s appetite for risk is a common input into the lifetime utility models that are traditionally used to find optimal strategies for the decumulation of retirement savings. In this work, we consider a retiree with potentially differing appetites for the key financial risks of decumulation: liquidity risk and investment risk. We set out to determine whether these differing risk appetites have a significant impact on the retiree’s optimal choice of decumulation strategy. To do so, we design and implement a framework which selects the optimal decumulation strategy from a general set of admissible strategies in line with a retiree’s goals, and under differing appetites for the key risks of decumulation. Overall, we find significant evidence to suggest that a retiree’s differing appetites for different decumulation risks will impact their optimal choice of strategy at retirement. Through an illustrative example calibrated to the Australian context, we find results which are consistent with actual behaviours in this jurisdiction (in particular, a shallow market for annuities), which lends support to our framework and may provide some new insight into the so-called annuity puzzle.
      PubDate: 2024-05-25
       
  • Ellsberg 1961: text, context, influence

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      Abstract: Abstract In 1961 Daniel Ellsberg published an article titled “Risk, Ambiguity, and the Savage Axioms” in the Quarterly Journal of Economics, which became a seminal contribution to the theory of decision-making under uncertainty. This paper analyzes Ellsberg’s 1961 classic, situates it within the context of decision-making theory in the 1950s and early 1960s and within the development of Ellsberg’s ideas, and provides an overview of the experimental and theoretical literature to which it gave rise.
      PubDate: 2024-05-20
       
  • Irr and equivalence of cash-flow streams, loans, and portfolios of bonds

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      Abstract: Abstract We show, through a Linear Algebra approach, that a general deterministic cash-flow stream admits a given Internal Rate of Return (irr, either constant or time-varying) if, and only if, it can be replicated by a suitable portfolio of bonds, each with yield to maturity equal to that same irr. Five particular replicating portfolios are examined, including and generalizing other representations known from the the literature, which allow for a unified, irr-based, interpretation of apparently diverse objects. Considering the amortization of a loan as a particular case, further equivalences are found and lead to some original consideration.
      PubDate: 2024-05-10
       
  • Optimal additional voluntary contribution in DC pension schemes to manage
           inadequacy risk

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      Abstract: Abstract In defined contribution pension schemes the member bears the investment risk and her main concern is to obtain an inadequate fund at retirement. To address inadequacy risk, flexibility is often given to the member to pay additional voluntary contributions (AVCs) into the fund. In many countries the AVC schemes allow members of the workplace pension plan to increase the amount of retirement benefits by paying extra contributions. In this paper, we define a target-based optimization problem where the member of an AVC scheme can choose at any time the investment strategy and the AVCs to the fund. In setting the problem, the member faces a trade-off between the importance given to the stability of payments during the accumulation phase and the achievement of the desired annuity at retirement. We derive closed-form solutions via dynamic programming and prove that (i) the optimal fund never reaches the target final fund, (ii) the optimal amount invested in the risky asset is positive, and (iii) the optimal AVC is higher than the target one. We run numerical simulations to allow for different member’s preferences, and perform sensitivity analyses to assess the controls’ robustness.
      PubDate: 2024-05-10
       
  • The role of taxation in an integrated economic-environmental model: a
           dynamical analysis

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      Abstract: Abstract We propose a model with economic and environmental domains that interact with each other. The economic sphere is described by a Solow growth model, in which productivity is not exogenous but negatively affected by the stock of pollution that stems from the production process. A regulator can charge a tax on production, and the resources collected from taxation are used to reduce pollution. The resulting model consists of a two dimensional discrete dynamical system, and we study the role of taxation from both a static and a dynamical point of view. The focus is on the determination of the conditions under which taxation has a positive effect on the environment and leads to economic growth. Moreover, we show that a suitable environmental policy can allow recovering both local and global stability of the steady states. On the contrary, we show that, if the policy is not adequate, the system can exhibit endogenous oscillating and chaotic behavior and multistability phenomena.
      PubDate: 2024-05-04
       
  • Monotonic transformation and recovering the implied stock price process

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      Abstract: Abstract The paper demonstrates the construction of a stock price stochastic process that aligns with observed option prices, drawing inspiration from a manuscript by Professor Erio Castagnoli that employs the concept of a non-linear monotonic transformation of a standard Brownian motion. The paper includes a detailed numerical example that illustrates the implementation of this straightforward and ingenious idea.
      PubDate: 2024-04-24
       
  • American options with acceleration clauses

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      Abstract: Abstract Acceleration clauses shorten the residual life of an option when an acceleration condition is met. Acceleration clauses are frequent in warrants, American call options on traded stocks. In warrants with the acceleration clause, if an index (e.g. the average underlying stock) triggers an acceleration threshold, the American call option can be exercised on a much shorter maturity (e.g. 30 days). The actual time-to-maturity of an American option with an acceleration condition is therefore stochastic. In order to evaluate these contracts we first reduce the generic American option with stochastic time-to-maturity to a compound American option with constant maturity, and provide estimates for their prices. Finally we propose an efficient algorithm to price American call options with the acceleration clause in a binomial setting.
      PubDate: 2024-04-22
       
  • Equilibrium asset pricing with short rate risk

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      Abstract: Abstract I study the exact percentage price reaction (in absolute value) to changes in the short rate for long-lived assets in a tractable long-run risk equilibrium model with fluctuating expected growth rates. Calibration reveals that, under time-additive expected utility, perpetuities with constant coupons exhibit a larger effective duration than the absolute value of the stock price logarithmic derivative due to a mild positive comovement between short rates and expected dividend growth. Conversely, under Epstein-Zin preferences with unit elasticity of intertemporal substitution, the perpetuity’s effective duration is smaller due to a pronounced positive comovement between short rates and expected dividend growth. My findings suggest that strong persistence in fundamentals contributes to non-linearities in the equilibrium log prices of long-lived assets. (JEL Classification Code: G12). Keywords: equilibrium short rate, long-run risk, effective duration, stock pricing, perpetuity/consol pricing.
      PubDate: 2024-04-21
       
  • A mean field game model for optimal trading in the intraday electricity
           market

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      Abstract: Abstract In this study, we provide a simple one period mean-field-games setting for the joint optimal trading problem for electricity producers in the electricity markets. Based on the Markowitz mean-variance approach from stock trading, we consider a decision problem of an electricity provider when determining the optimal fractions of production that should be traded in the day-ahead and in the intraday markets. Moreover, all such providers are related by a ranking criterion and each one wants to perform as good as possible in this ranking. We first start with a simple model where only the price risk in the intraday market is present and subsequently extend the problem to the cases involving either production and/or demand uncertainty. The key technique is to reduce the optimality conditions to a first order non-linear ordinary differential equation. We will illustrate our findings by various numerical examples. Our findings will in particular be important for electricity producers using renewable resources.
      PubDate: 2024-04-16
       
  • Risk assessment for synthetic GICs: a quantitative framework for
           asset–liability management

    • Free pre-print version: Loading...

      Abstract: Abstract This study addresses a research gap in quantitative modeling framework and scenario analysis for the risk management of stable value fund wraps, a crucial segment of the U.S. financial market with over USD $400 billion in assets. In this paper, we present an asset–liability model that encompasses an innovative approach to modeling the assets of fixed-income funds coupled with a liability model backed by empirical analysis on a unique data set covering 80% of the stand-alone plan sponsor market, contrasting with models based solely on regular deterministic cash flows and interest rate differences. Our model identifies and analyzes two critical risk scenarios from the insurer’s perspective: inflationary and yield spike. Our approach demonstrates that the tail risk of wraps, used as an economic capital measure, is sensitive to characteristic parameters of the fund, such as the duration, portfolio composition and credit quality of assets. This finding significantly differs from U.S. regulatory approaches like the NAIC’s, which often result in a zero capital requirement. These findings reveal limitations in current actuarial risk and profitability metrics for U.S. insurers and argue that a more sophisticated risk model reproducing the two critical scenarios is necessary.
      PubDate: 2024-04-11
       
  • Simon’s bounded rationality

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      Abstract: Abstract This note in the Milestones series is dedicated to the paper “A Behavioral Model of Rational Choice”, written by Herbert Simon and published in 1955 on the Quarterly Journal of Economics.
      PubDate: 2024-04-10
       
  • Rank-two programs involving linear fractional functions

    • Free pre-print version: Loading...

      Abstract: Abstract The aim of this paper is to deepen the study of solution methods for rank-two nonconvex problems with polyhedral feasible region, expressed by means of equality, inequality and box constraints, and objective function in the form of \(\phi \left( c^Tx+c_0,\frac{d^Tx+d_0}{b^Tx+b_0}\right) \) or \(\bar{\phi }\left( \frac{\bar{c}^Ty+\bar{c}_0}{a^Ty+a_0}, \frac{d^Ty+d_0}{b^Ty+b_0}\right) \) . These problems arise in bicriteria programs, quantitative management science, data envelopment analysis, efficiency analysis and performance measurement. Theoretical results are proved and applied to propose a solution algorithm. Computational results are provided, comparing various splitting criteria.
      PubDate: 2024-04-09
       
  • Modeling and forecasting mortality with economic, environmental and
           lifestyle variables

    • Free pre-print version: Loading...

      Abstract: Abstract Traditional stochastic mortality models tend to extrapolate, to focus on identifying trends in mortality without explaining them. Those that do link mortality with other variables usually limit themselves to GDP. This article presents a novel stochastic mortality model that incorporates a wide range of variables related to economic, environmental and lifestyle factors to predict mortality. The model uses principal components derived from these variables, extending the Niu and Melenberg (Demography 51(5):1755–1773, 2014) model to variables other than GDP, and is applied to 37 countries from the Human Mortality Database. Model fit is superior to the Lee–Carter model for 18 countries. The forecasting accuracy of the proposed model is better than that of the Niu–Melenberg model for half of the countries analyzed under various jump-off years. The model highlights the importance of economic prosperity and healthy lifestyle choices in improving lifespan, while the effect of environmental variables is mixed. By clarifying the specific contributions of different factors and thus making trade-offs explicit, the model is designed to facilitate scenario building and policy planning.
      PubDate: 2024-03-28
       
  • Risk sharing rule and safety loading in a peer to peer cooperative
           insurance model

    • Free pre-print version: Loading...

      Abstract: Abstract The evolution of digital technologies is reshaping consumer habits and needs, driving process automation, and giving rise to innovative business models like Insurtech. Peer-to-peer (P2P) insurance is emerging as part of this trend. P2P involves purchasing an insurance policy by sharing the risk with a group of peers. This group transparently monitors real-time savings and tracks claims filed by its members. At the policy’s expiration, if the actual risk is lower than anticipated, the peers receive a partial refund of their premium. This paper introduces a model to determine the entry price in a broker-based P2P scheme using a cooperative game approach. We employ the Shapley Value method to distribute the risk among participants. Numerical examples are included for illustration and discussion.
      PubDate: 2024-03-27
       
  • Profit testing of profit sharing life insurance policies when asset
           returns are variance gamma distributed

    • Free pre-print version: Loading...

      Abstract: Abstract This paper examines the profit testing of life insurance companies that issue participating policies, type B and type A universal life policies, and variable annuities with guaranteed minimum maturity and death benefits, when investment returns are stochastic and modeled by normal or variance gamma distributions. We rely on the stochastic profit testing techniques introduced in Dickson et al. (Actuarial mathematics for life contingent risks, 2nd edn, Cambridge University Press, Cambridge, 2013) to examine the influence of the models’ parameters and of the models themselves on the profit testing indicators. We show that the variance gamma model results in more conservative predictions than the normal model for most cases.
      PubDate: 2024-03-26
       
 
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              [Sort by number of followers]   [Restore default list]

  Subjects -> STATISTICS (Total: 130 journals)
Showing 1 - 151 of 151 Journals sorted alphabetically
Advances in Complex Systems     Hybrid Journal   (Followers: 10)
Advances in Data Analysis and Classification     Hybrid Journal   (Followers: 52)
Annals of Applied Statistics     Full-text available via subscription   (Followers: 37)
Applied Categorical Structures     Hybrid Journal   (Followers: 5)
Argumentation et analyse du discours     Open Access   (Followers: 7)
Asian Journal of Mathematics & Statistics     Open Access   (Followers: 7)
AStA Advances in Statistical Analysis     Hybrid Journal   (Followers: 2)
Australian & New Zealand Journal of Statistics     Hybrid Journal   (Followers: 12)
Biometrical Journal     Hybrid Journal   (Followers: 6)
Biometrics     Hybrid Journal   (Followers: 49)
British Journal of Mathematical and Statistical Psychology     Full-text available via subscription   (Followers: 19)
Building Simulation     Hybrid Journal   (Followers: 2)
CHANCE     Hybrid Journal   (Followers: 5)
Communications in Statistics - Simulation and Computation     Hybrid Journal   (Followers: 9)
Communications in Statistics - Theory and Methods     Hybrid Journal   (Followers: 10)
Computational Statistics     Hybrid Journal   (Followers: 17)
Computational Statistics & Data Analysis     Hybrid Journal   (Followers: 38)
Current Research in Biostatistics     Open Access   (Followers: 9)
Decisions in Economics and Finance     Hybrid Journal   (Followers: 15)
Demographic Research     Open Access   (Followers: 14)
Engineering With Computers     Hybrid Journal   (Followers: 5)
Environmental and Ecological Statistics     Hybrid Journal   (Followers: 7)
ESAIM: Probability and Statistics     Open Access   (Followers: 4)
Extremes     Hybrid Journal   (Followers: 2)
Fuzzy Optimization and Decision Making     Hybrid Journal   (Followers: 9)
Geneva Papers on Risk and Insurance - Issues and Practice     Hybrid Journal   (Followers: 13)
Handbook of Numerical Analysis     Full-text available via subscription   (Followers: 3)
Handbook of Statistics     Full-text available via subscription   (Followers: 8)
IEA World Energy Statistics and Balances -     Full-text available via subscription   (Followers: 2)
International Journal of Computational Economics and Econometrics     Hybrid Journal   (Followers: 6)
International Journal of Quality, Statistics, and Reliability     Open Access   (Followers: 19)
International Journal of Stochastic Analysis     Open Access   (Followers: 2)
International Statistical Review     Hybrid Journal   (Followers: 11)
Journal of Algebraic Combinatorics     Hybrid Journal   (Followers: 3)
Journal of Applied Statistics     Hybrid Journal   (Followers: 20)
Journal of Biopharmaceutical Statistics     Hybrid Journal   (Followers: 17)
Journal of Business & Economic Statistics     Full-text available via subscription   (Followers: 41, SJR: 3.664, CiteScore: 2)
Journal of Combinatorial Optimization     Hybrid Journal   (Followers: 7)
Journal of Computational & Graphical Statistics     Full-text available via subscription   (Followers: 21)
Journal of Econometrics     Hybrid Journal   (Followers: 85)
Journal of Educational and Behavioral Statistics     Hybrid Journal   (Followers: 8)
Journal of Forecasting     Hybrid Journal   (Followers: 21)
Journal of Global Optimization     Hybrid Journal   (Followers: 7)
Journal of Mathematics and Statistics     Open Access   (Followers: 6)
Journal of Nonparametric Statistics     Hybrid Journal   (Followers: 7)
Journal of Probability and Statistics     Open Access   (Followers: 11)
Journal of Risk and Uncertainty     Hybrid Journal   (Followers: 35)
Journal of Statistical and Econometric Methods     Open Access   (Followers: 3)
Journal of Statistical Physics     Hybrid Journal   (Followers: 12)
Journal of Statistical Planning and Inference     Hybrid Journal   (Followers: 8)
Journal of Statistical Software     Open Access   (Followers: 19, SJR: 13.802, CiteScore: 16)
Journal of the American Statistical Association     Full-text available via subscription   (Followers: 77, SJR: 3.746, CiteScore: 2)
Journal of the Korean Statistical Society     Hybrid Journal   (Followers: 1)
Journal of the Royal Statistical Society Series C (Applied Statistics)     Hybrid Journal   (Followers: 37)
Journal of the Royal Statistical Society, Series A (Statistics in Society)     Hybrid Journal   (Followers: 31)
Journal of the Royal Statistical Society, Series B (Statistical Methodology)     Hybrid Journal   (Followers: 43)
Journal of Theoretical Probability     Hybrid Journal   (Followers: 3)
Journal of Time Series Analysis     Hybrid Journal   (Followers: 18)
Journal of Urbanism: International Research on Placemaking and Urban Sustainability     Hybrid Journal   (Followers: 28)
Law, Probability and Risk     Hybrid Journal   (Followers: 8)
Lifetime Data Analysis     Hybrid Journal   (Followers: 5)
Mathematical Methods of Statistics     Hybrid Journal   (Followers: 4)
Measurement Interdisciplinary Research and Perspectives     Hybrid Journal   (Followers: 1)
Metrika     Hybrid Journal   (Followers: 4)
Monthly Statistics of International Trade - Statistiques mensuelles du commerce international     Full-text available via subscription   (Followers: 4)
Multivariate Behavioral Research     Hybrid Journal   (Followers: 9)
Optimization Letters     Hybrid Journal   (Followers: 2)
Optimization Methods and Software     Hybrid Journal   (Followers: 5)
Oxford Bulletin of Economics and Statistics     Hybrid Journal   (Followers: 35)
Pharmaceutical Statistics     Hybrid Journal   (Followers: 10)
Queueing Systems     Hybrid Journal   (Followers: 7)
Research Synthesis Methods     Hybrid Journal   (Followers: 8)
Review of Economics and Statistics     Hybrid Journal   (Followers: 281)
Review of Socionetwork Strategies     Hybrid Journal  
Risk Management     Hybrid Journal   (Followers: 16)
Sankhya A     Hybrid Journal   (Followers: 3)
Scandinavian Journal of Statistics     Hybrid Journal   (Followers: 9)
Sequential Analysis: Design Methods and Applications     Hybrid Journal   (Followers: 1)
Significance     Hybrid Journal   (Followers: 6)
Sociological Methods & Research     Hybrid Journal   (Followers: 49)
SourceOECD Measuring Globalisation Statistics - SourceOCDE Mesurer la mondialisation - Base de donnees statistiques     Full-text available via subscription  
Stata Journal     Full-text available via subscription   (Followers: 9)
Statistica Neerlandica     Hybrid Journal   (Followers: 1)
Statistical Inference for Stochastic Processes     Hybrid Journal   (Followers: 3)
Statistical Methods and Applications     Hybrid Journal   (Followers: 5)
Statistical Methods in Medical Research     Hybrid Journal   (Followers: 23)
Statistical Modelling     Hybrid Journal   (Followers: 18)
Statistical Papers     Hybrid Journal   (Followers: 4)
Statistics & Probability Letters     Hybrid Journal   (Followers: 13)
Statistics and Computing     Hybrid Journal   (Followers: 14)
Statistics and Economics     Open Access  
Statistics in Medicine     Hybrid Journal   (Followers: 144)
Statistics: A Journal of Theoretical and Applied Statistics     Hybrid Journal   (Followers: 11)
Stochastic Models     Hybrid Journal   (Followers: 2)
Stochastics An International Journal of Probability and Stochastic Processes: formerly Stochastics and Stochastics Reports     Hybrid Journal   (Followers: 2)
Structural and Multidisciplinary Optimization     Hybrid Journal   (Followers: 12)
Teaching Statistics     Hybrid Journal   (Followers: 8)
Technology Innovations in Statistics Education (TISE)     Open Access   (Followers: 2)
TEST     Hybrid Journal   (Followers: 3)
The American Statistician     Full-text available via subscription   (Followers: 25)
The Canadian Journal of Statistics / La Revue Canadienne de Statistique     Hybrid Journal   (Followers: 10)
Wiley Interdisciplinary Reviews - Computational Statistics     Hybrid Journal   (Followers: 1)

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