| Statistical analysis of finite mixture distributions DM Titterington, AFM Smith, UE Makov (No Title), 1985 | 5572 | 1985 |
| Tail conditional expectations for elliptical distributions ZM Landsman, EA Valdez North American Actuarial Journal 7 (4), 55-71, 2003 | 462 | 2003 |
| Disclosure limitation using perturbation and related methods for categorical data SE Fienberg, RJ Steele Journal of Official Statistics 14 (4), 485, 1998 | 201 | 1998 |
| Confidentiality, uniqueness, and disclosure limitation for categorical data SE Fienberg, UE Makov Journal of Official Statistics 14 (4), 385, 1998 | 157 | 1998 |
| Conjugate likelihood distributions EI George, UE Makov, AFM Smith Scandinavian Journal of Statistics, 147-156, 1993 | 146 | 1993 |
| A Bayesian approach to data disclosure: Optimal intruder behavior for continuous data SE Fienberg, UE Makov, AP Sanil JOURNAL OF OFFICIAL STATISTICS-STOCKHOLM- 13, 75-79, 1997 | 116 | 1997 |
| A quasi‐Bayes sequential procedure for mixtures AFM Smith, UE Makov Journal of the Royal Statistical Society: Series B (Methodological) 40 (1 …, 1978 | 114 | 1978 |
| Bayesian methods in actuarial science UE Makov, AFM Smith, YH Liu Journal of the Royal Statistical Society: Series D (The Statistician) 45 (4 …, 1996 | 100 | 1996 |
| Principal applications of Bayesian methods in actuarial science: a perspective UE Makov North American Actuarial Journal 5 (4), 53-57, 2001 | 57 | 2001 |
| Exponential dispersion models and credibility ZM Landsman, UE Makov Scandinavian Actuarial Journal 1998 (1), 89-96, 1998 | 51 | 1998 |
| Multivariate tail conditional expectation for elliptical distributions Z Landsman, U Makov, T Shushi Insurance: Mathematics and Economics 70, 216-223, 2016 | 46 | 2016 |
| A quasi-Bayes unsupervised learning procedure for priors (Corresp.) U Makov, A Smith IEEE Transactions on Information Theory 23 (6), 761-764, 1977 | 44 | 1977 |
| A multivariate tail covariance measure for elliptical distributions Z Landsman, U Makov, T Shushi Insurance: Mathematics and Economics 81, 27-35, 2018 | 38 | 2018 |
| Optimal portfolios with downside risk F Klebaner, Z Landsman, U Makov, J Yao Quantitative Finance 17 (3), 315-325, 2017 | 38 | 2017 |
| Credibility evaluation for the exponential dispersion family Z Landsman, UE Makov Insurance: Mathematics and Economics 24 (1-2), 23-29, 1999 | 38 | 1999 |
| Tail conditional moments for elliptical and log-elliptical distributions Z Landsman, U Makov, T Shushi Insurance: Mathematics and Economics 71, 179-188, 2016 | 36 | 2016 |
| Statistical notions of data disclosure avoidance and their relationship to traditional statistical methodology: Data swapping and log-linear models SE Fienberg, RJ Steele, UE Makov Proceedings of Bureau of Census 1996 Annual Research Conference, 87-105, 1996 | 36 | 1996 |
| Bayesian detection and estimation of jumps in linear systems AFM Smith Bayesian Statistics, 1985 | 30 | 1985 |
| Robust Bayesian analysis of loss reserves data using the generalized-t distribution JSK Chan, STB Choy, UE Makov ASTIN Bulletin: The Journal of the IAA 38 (1), 207-230, 2008 | 29 | 2008 |
| Loss robustness via Fisher-weighted squared-error loss function UE Makov Insurance: Mathematics and Economics 16 (1), 1-6, 1995 | 21 | 1995 |
