Ann De Schepper : Citation Profile


Are you Ann De Schepper?

Universiteit Antwerpen

5

H index

2

i10 index

62

Citations

RESEARCH PRODUCTION:

11

Articles

14

Papers

RESEARCH ACTIVITY:

   19 years (1992 - 2011). See details.
   Cites by year: 3
   Journals where Ann De Schepper has often published
   Relations with other researchers
   Recent citing documents: 13.    Total self citations: 7 (10.14 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pde208
   Updated: 2019-08-24    RAS profile: 2012-03-02    
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Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Ann De Schepper.

Is cited by:

Taylor, Alan (3)

Navas, Javier (3)

Knoll, Katharina (3)

Jorda, Oscar (3)

Dhaene, Jan (3)

Goovaerts, Marc (3)

Moreno, Manuel (3)

López Cabrera, Brenda (2)

Ritter, Matthias (2)

Odening, Martin (2)

Valdez, Emiliano (1)

Cites to:

Goovaerts, Marc (16)

Dhaene, Jan (7)

Chiarella, Carl (2)

Leland, Hayne (2)

merton, robert (2)

El-Hassan, Nadima (2)

Charpentier, Arthur (1)

Bouyé, Eric (1)

Roncalli, Thierry (1)

Naifar, Nader (1)

Ait-Sahalia, Yacine (1)

Main data


Where Ann De Schepper has published?


Journals with more than one article published# docs
Insurance: Mathematics and Economics8

Working Papers Series with more than one paper published# docs
Working Papers / University of Antwerp, Faculty of Business and Economics14

Recent works citing Ann De Schepper (2018 and 2017)


YearTitle of citing document
2017Integration between the London and New York Stock Exchanges, 1825–1925. (2017). Campbell, Gareth ; Rogers, Meeghan. In: Economic History Review. RePEc:bla:ehsrev:v:70:y:2017:i:4:p:1185-1218.

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2018What is a market crash?. (2018). le Bris, David. In: Economic History Review. RePEc:bla:ehsrev:v:71:y:2018:i:2:p:480-505.

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2018The London Stock Exchange, 1869–1929: new statistics for old?. (2018). Hannah, Leslie. In: Economic History Review. RePEc:bla:ehsrev:v:71:y:2018:i:4:p:1349-1356.

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2018The Rate of Return on Everything, 1870-2015. (2018). Jorda, Oscar ; Taylor, Alan M ; Schularick, Moritz ; Kuvshinov, Dmitry ; Knoll, Katharina. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6899.

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2017The Rate of Return on Everything, 1870-2015. (2017). Jorda, Oscar ; Taylor, Alan M ; Schularick, Moritz ; Kuvshinov, Dmitry ; Knoll, Katharina ; Jordi, Iscar. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12509.

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2018A stochastic order for the analysis of investments affected by the time value of money. (2018). Lopez-Diaz, Maria Concepcion ; Martinez-Fernandez, Sergio. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:83:y:2018:i:c:p:75-82.

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2017Continuous-time perpetuities and time reversal of diffusions. (2017). Robertson, Scott ; Kardaras, Constantinos. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:67495.

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2017The London Stock Exchange 1869-1929: new bloody statistics for old?. (2017). Hannah, Leslie. In: Economic History Working Papers. RePEc:ehl:wpaper:82404.

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2019Direct and Hierarchical Models for Aggregating Spatially Dependent Catastrophe Risks. (2019). Guin, Jayanta ; Liu, Charlie Wusuo ; Wojcik, Rafa. In: Risks. RePEc:gam:jrisks:v:7:y:2019:i:2:p:54-:d:229383.

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2017The Rate of Return on Everything, 1870–2015. (2017). Taylor, Alan ; Jorda, Oscar ; Schularick, Moritz ; Kuvshinov, Dmitry ; Knoll, Katharina. In: NBER Working Papers. RePEc:nbr:nberwo:24112.

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2017ASSETS AND LIABILITIES MANAGEMENT DURING THE CRISIS - A STUDY ON BANKS IN ROMANIA. (2017). Gaban, Lucian ; Bechis, Liviu ; Fetita, Alin. In: Annals of Faculty of Economics. RePEc:ora:journl:v:1:y:2017:i:1:p:529-537.

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2017Continuous-time perpetuities and time reversal of diffusions. (2017). Kardaras, Constantinos ; Robertson, Scott. In: Finance and Stochastics. RePEc:spr:finsto:v:21:y:2017:i:1:d:10.1007_s00780-016-0308-0.

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2017$$D_s$$ D s -optimality in copula models. (2017). Müller, Werner ; Muller, Werner G ; Rappold, Andreas ; Perrone, Elisa . In: Statistical Methods & Applications. RePEc:spr:stmapp:v:26:y:2017:i:3:d:10.1007_s10260-016-0375-6.

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Works by Ann De Schepper:


YearTitleTypeCited
2001Bounds for present value functions with stochastic interest rates and stochastic volatility In: Working Papers.
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2002Bounds for present value functions with stochastic interest rates and stochastic volatility.(2002) In: Insurance: Mathematics and Economics.
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article
2002Transition probabilities for diffusion equations by means of path integrals In: Working Papers.
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paper1
2003Copulas and the distribution of cash flows with mixed signs In: Working Papers.
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paper0
2003Path integrals as a tool for pricing interest rate contingent claims: The case of reflecting and absorbing boundaries In: Working Papers.
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2004On the pricing of options under limited information In: Working Papers.
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2004General annuities under truncate stochastic interest rates In: Working Papers.
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2005Discrete annuities using truncate stochastic interest rates: The case of a Vasicek and Ho-Lee model In: Working Papers.
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2006Risk management under incomplete information: Exact upper and lower bounds for the probability to reach extreme values In: Working Papers.
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2006Risk management under incomplete information: Exact upper and lower bounds for the Value at Risk In: Working Papers.
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2006The comonotonicity coefficient: A new measure of positive dependence in a multivariate setting In: Working Papers.
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2007A copula test space model: How to avoid the wrong copula choice In: Working Papers.
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2008Exploring the ? copula construction method for Archimedean copulas: Discussion of three ? types In: Working Papers.
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paper1
2009Optimal moment bounds under multiple shape constraints In: Working Papers.
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2010A new graphical tool for copula selection In: Working Papers.
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paper1
2003On the Distribution of Cash Flows Using Esscher Transforms In: Journal of Risk & Insurance.
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article4
2011Are blue chip stock market indices good proxies for all-shares market indices? The case of the Brussels Stock Exchange 1833–2005 In: Financial History Review.
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article10
2009Spectral decomposition of optimal asset-liability management In: Journal of Economic Dynamics and Control.
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article2
1992Interest randomness in annuities certain In: Insurance: Mathematics and Economics.
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article7
1992Some further results on annuities certain with random interest In: Insurance: Mathematics and Economics.
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article4
1992The Laplace transform of annuities certain with exponential time distribution In: Insurance: Mathematics and Economics.
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article8
1994An analytical inversion of a Laplace transform related to annuities certain In: Insurance: Mathematics and Economics.
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article12
1997A straightforward analytical calculation of the distribution of an annuity certain with stochastic interest rate In: Insurance: Mathematics and Economics.
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article5
1997IBNR reserves under stochastic interest rates In: Insurance: Mathematics and Economics.
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article0
1999The GARCH(1,1)-M model: results for the densities of the variance and the mean In: Insurance: Mathematics and Economics.
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