Patrick J. Laub : Citation Profile


Are you Patrick J. Laub?

University of Melbourne

2

H index

2

i10 index

31

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: 5.    Total self citations: 0 (0 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pla1038
   Updated: 2024-01-16    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)

Rossi, Peter (1)

Charpentier, Arthur (1)

Gugushvili, Shota (1)

Siu, Chi Chung (1)

Main data


Where Patrick J. Laub has published?


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


YearTitle 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.

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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.

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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:


YearTitleTypeCited
2015Hawkes Processes In: Papers.
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paper18
2019Monte Carlo estimation of the density of the sum of dependent random variables In: Mathematics and Computers in Simulation (MATCOM).
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article1
2019Phase-Type Models in Life Insurance: Fitting and Valuation of Equity-Linked Benefits In: Risks.
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article10
2020Quickest detection in practice in presence of seasonality: an illustration with call center data In: Post-Print.
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paper0
2021Approximate Bayesian Computations to fit and compare insurance loss models In: Working Papers.
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paper2
2018Efficient Simulation for Dependent Rare Events with Applications to Extremes In: Methodology and Computing in Applied Probability.
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article0
2021Beyond linearity, stability, and equilibrium: The edm package for empirical dynamic modeling and convergent cross-mapping in Stata In: Stata Journal.
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article0

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