Citation profile for Patrick J. Laub

Patrick J. Laub : Citation Profile

University of Melbourne

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Citations

RESEARCH PRODUCTION:

Articles

Papers

RESEARCH ACTIVITY:

   6 years (2015 - 2021). See details.
   Cites by year: 5
   Journals where Patrick J. Laub has often published
   Relations with other researchers
   Recent citing documents: 5.    Total self citations: 0 (0 %)

MORE DETAILS IN:

EconPapers Author's homepage

ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pla1038
   Updated: 2024-11-08    RAS profile: 2023-07-04
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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 Patrick J. Laub.

Is cited by:

Cites to:

Leung, Tim (2)

Charpentier, Arthur (1)

Gugushvili, Shota (1)

Rossi, Peter (1)

Siu, Chi Chung (1)

Main data

Where Patrick J. Laub has published?

Recent works citing Patrick J. Laub (2024 and 2023)

Year	Title of citing document
2023	Pricing Transition Risk with a Jump-Diffusion Credit Risk Model: Evidences from the CDS market. (2023). Smaniotto, Elia ; Radi, Davide ; Livieri, Giulia. In: Papers. RePEc:arx:papers:2303.12483. Full description at Econpapers \|\| Download paper
2023	Randomization and the valuation of guaranteed minimum death benefits. (2023). Hieber, Peter ; Deelstra, Griselda. In: European Journal of Operational Research. RePEc:eee:ejores:v:309:y:2023:i:3:p:1218-1236. Full description at Econpapers \|\| Download paper
2023	A uniformisation-driven algorithm for inference-related estimation of a phase-type ageing model. (2023). Mamon, Rogemar ; Cheng, Boquan. In: Lifetime Data Analysis: An International Journal Devoted to Statistical Methods and Applications for Time-to-Event Data. RePEc:spr:lifeda:v:29:y:2023:i:1:d:10.1007_s10985-022-09577-1. Full description at Econpapers \|\| Download paper
2023	A boosting first-hitting-time model for survival analysis in high-dimensional settings. (2023). Stikbakke, Vegard Grodem ; de Bin, Riccardo. In: Lifetime Data Analysis: An International Journal Devoted to Statistical Methods and Applications for Time-to-Event Data. RePEc:spr:lifeda:v:29:y:2023:i:2:d:10.1007_s10985-022-09553-9. Full description at Econpapers \|\| Download paper
2023	Joint lifetime modeling with matrix distributions. (2023). Alaric, Muller ; Martin, Bladt ; Hansjorg, Albrecher. In: Dependence Modeling. RePEc:vrs:demode:v:11:y:2023:i:1:p:22:n:1. Full description at Econpapers \|\| Download paper

Works by Patrick J. Laub:

Year	Title	Type	Cited
2015	Hawkes Processes In: Papers. [Full Text][Citation analysis]	paper	18
2019	Monte Carlo estimation of the density of the sum of dependent random variables In: Mathematics and Computers in Simulation (MATCOM). [Full Text][Citation analysis]	article	1
2019	Phase-Type Models in Life Insurance: Fitting and Valuation of Equity-Linked Benefits In: Risks. [Full Text][Citation analysis]	article	10
2020	Quickest detection in practice in presence of seasonality: an illustration with call center data In: Post-Print. [Citation analysis]	paper	0
2021	Approximate Bayesian Computations to fit and compare insurance loss models In: Working Papers. [Full Text][Citation analysis]	paper	2
2018	Efficient Simulation for Dependent Rare Events with Applications to Extremes In: Methodology and Computing in Applied Probability. [Full Text][Citation analysis]	article	0
2021	Beyond linearity, stability, and equilibrium: The edm package for empirical dynamic modeling and convergent cross-mapping in Stata In: Stata Journal. [Full Text][Citation analysis]	article	0