Patrick J. Laub : Citation Profile


University of Melbourne

3

H index

2

i10 index

32

Citations

RESEARCH PRODUCTION:

4

Articles

3

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: 6.    Total self citations: 0 (0 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pla1038
   Updated: 2025-01-10    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)

Rossi, Peter (1)

Siu, Chi Chung (1)

Gugushvili, Shota (1)

Main data


Production by document typearticlepaper20152016201720182019202020210123Documents Highcharts.comExport to raster or vector imagePrint the chart
Cumulative documents published201520162017201820192020202102.557.5Documents Highcharts.comExport to raster or vector imagePrint the chart

Citations received2015201620172018201920202021202220232024051015Citations Highcharts.comExport to raster or vector imagePrint the chart
Citations by production year201520162017201820192020202101020Citations Highcharts.comExport to raster or vector imagePrint the chart

H-Index: 3Most cited documents1234501020Number of citations Highcharts.comExport to raster or vector imagePrint the chart
H-Index evolution20210620210720210820210920211020211120211220220120220220220320220420220520220620220720220820220920221020221120221220230120230220230320230420230520230620230720230820230920231020231120231220240120240220240320240420240520240620240720240820240920241020241120241220250101234h-index Highcharts.comExport to raster or vector imagePrint the chart

Where Patrick J. Laub has published?


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


Year  ↓Title of citing document  ↓
2023Pricing 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

2023Randomization 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

2023A 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.

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2023A 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.

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2023Joint 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.

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Works by Patrick J. Laub:


Year  ↓Title  ↓Type  ↓Cited  ↓
2015Hawkes Processes In: Papers.
[Full Text][Citation analysis]
paper18
2019Monte Carlo estimation of the density of the sum of dependent random variables In: Mathematics and Computers in Simulation (MATCOM).
[Full Text][Citation analysis]
article1
2019Phase-Type Models in Life Insurance: Fitting and Valuation of Equity-Linked Benefits In: Risks.
[Full Text][Citation analysis]
article10
2020Quickest detection in practice in presence of seasonality: an illustration with call center data In: Post-Print.
[Citation analysis]
paper0
2021Approximate Bayesian Computations to fit and compare insurance loss models In: Working Papers.
[Full Text][Citation analysis]
paper3
2018Efficient Simulation for Dependent Rare Events with Applications to Extremes In: Methodology and Computing in Applied Probability.
[Full Text][Citation analysis]
article0
2021Beyond linearity, stability, and equilibrium: The edm package for empirical dynamic modeling and convergent cross-mapping in Stata In: Stata Journal.
[Full Text][Citation analysis]
article0

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