2
H index
2
i10 index
40
Citations
Piotr Nowak : Citation Profile
| RESEARCH PRODUCTION: 4 Articles 1 Papers 1 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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14 years (1999 - 2013). Relations with other researchers
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Piotr Nowak. | Is cited by:
| Cites to:
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Main data
Where Piotr Nowak has published?
| Journals with more than one article published | # docs |
|---|---|
| Operations Research and Decisions | 2 |
Recent works citing Piotr Nowak (2025 and 2024)
| Year | Title of citing document |
|---|---|
| 2025 | Design and valuation of multi-region CoCoCat bonds. (2025). Zdeb, Martyna ; Teuerle, Marek ; Burnecki, Krzysztof ; Wszola, Jacek. In: Papers. RePEc:arx:papers:2510.17221. Full description at Econpapers || Download paper |
| 2025 | Time-consistent asset allocation for risk measures in a Lévy market. (2025). Stadje, Mitja ; Fiessinger, Felix. In: European Journal of Operational Research. RePEc:eee:ejores:v:321:y:2025:i:2:p:676-695. Full description at Econpapers || Download paper |
| 2025 | Fifty years at the interface between financial modeling and operations research. (2025). Fabozzi, Frank J ; Recchioni, Maria Cristina ; Ren, Roberto. In: European Journal of Operational Research. RePEc:eee:ejores:v:327:y:2025:i:1:p:1-21. Full description at Econpapers || Download paper |
| 2025 | Robust indifference valuation of catastrophe bonds. (2025). Liu, Haibo. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:122:y:2025:i:c:p:1-10. Full description at Econpapers || Download paper |
| 2025 | Learning from COVID-19: A catastrophe mortality bond solution in the post-pandemic era. (2025). Zhou, Kenneth Q ; Li, Hong ; Chen, ZE ; Mao, YU. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:123:y:2025:i:c:s0167668725000605. Full description at Econpapers || Download paper |
| 2024 | Multi-perspective option price forecasting combining parametric and non-parametric pricing models with a new dynamic ensemble framework. (2024). Wang, Yubing ; Kang, Weiyi ; Guo, Jingjun. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:204:y:2024:i:c:s0040162524002257. Full description at Econpapers || Download paper |
| 2025 | Volatility forecasting: a new GARCH-type model for fuzzy sets-valued time series. (2025). Dai, Xingyu ; Cerqueti, Roy ; Wang, Qunwei ; Xiao, Ling. In: Annals of Operations Research. RePEc:spr:annopr:v:348:y:2025:i:1:d:10.1007_s10479-023-05746-z. Full description at Econpapers || Download paper |
Works by Piotr Nowak:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2010 | Computing option price for Levy process with fuzzy parameters In: European Journal of Operational Research. [Full Text][Citation analysis] | article | 13 |
| 2013 | Pricing and simulations of catastrophe bonds In: Insurance: Mathematics and Economics. [Full Text][Citation analysis] | article | 26 |
| 2012 | Evaluation of Portfolio of Financial and Insurance Instruments: Simulation of Uncertainty In: Lecture Notes in Economics and Mathematical Systems. [Citation analysis] | chapter | 1 |
| 1999 | Analysis of Applications of Some Ex-Ante Instruments for the Transfer of Catastrophic Risks. In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2013 | Deterministic properties of serially connected distributed lag models In: Operations Research and Decisions. [Full Text][Citation analysis] | article | 0 |
| 2009 | Applying fuzzy parameters in pricing financial derivatives inspired by Kyoto Protocol In: Operations Research and Decisions. [Full Text][Citation analysis] | article | 0 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated December, 22 2025. Contact: CitEc Team