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: 3.    Total self citations: 0 (0 %)

MORE DETAILS IN:

EconPapers Author's homepage

ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pla1038
   Updated: 2026-05-02    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:

Baioni, Tomás (1)

Cites to:

Leung, Tim (2)

Gugushvili, Shota (1)

Rossi, Peter (1)

Siu, Chi Chung (1)

Charpentier, Arthur (1)

Main data

Where Patrick J. Laub has published?

Recent works citing Patrick J. Laub (2025 and 2024)

Year	Title of citing document
2025	Designing and valuing new equity-linked insurance products for couples. (2025). Tang, Kelvin ; Woo, Jae-Kyung. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:121:y:2025:i:c:p:111-132. Full description at Econpapers \|\| Download paper
2024	Pricing transition risk with a jump-diffusion credit risk model: evidences from the CDS market. (2024). Smaniotto, Elia ; Radi, Davide ; Livieri, Giulia. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:123650. Full description at Econpapers \|\| Download paper
2026	On Erlangization and Extrapolation, with Applications to Financial Regime-Switching Lévy Models. (2026). Asmussen, Sren. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:28:y:2026:i:1:d:10.1007_s11009-025-10234-x. 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	12
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	3
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	1