V. Rivero
Management Science and Operations Research · with Kyprianou · 2007–2011
A researcher in the Science corpus: 3 papers; trusts 28 researchers and is trusted by 11 researchers here, as inferred from the citation graph.
Subfields
- Management Science and Operations Research — 52 citations into it; #3,224 of 11,946 by trust here, #2,310 by citations
- Finance — 51 citations into it; #6,959 of 10,518 by trust here, #5,165 by citations
- Mathematical Physics — 32 citations into it; #4,564 of 8,562 by trust here, #2,288 by citations
- Demography — 21 citations into it
- Applied Mathematics — 11 citations into it; #5,831 of 7,620 by trust here, #3,589 by citations
- Statistics and Probability — 9 citations into it; #10,178 of 12,932 by trust here, #6,853 by citations
- Management Information Systems — 6 citations into it; #1,925 of 3,376 by trust here, #1,420 by citations
- Economics and Econometrics — 5 citations into it
Whom V. Rivero trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Andreas E. Kyprianou
- Ronnie Loeffen
- Renming Song
- Martijn Pistorius
- Florin Avram
- Amaury Lambert
- Zoran Vondraček
- Nathalie Krell
- Joseph Abate
- Vincent Vigon
Who trusts V. Rivero overall
Papers from V. Rivero's perspective
Ordered by how strongly the researchers V. Rivero trusts endorse each paper. Same corpus, a different order for every researcher.
- Ruin probabilities and overshoots for general Lévy insurance risk processes
- Introductory Lectures on Fluctuations of Lévy Processes with Applications
- An optimal dividends problem with transaction costs for spectrally negative Lévy processes
- On the optimal dividend problem for a spectrally negative Lévy process
- On optimality of the barrier strategy in de Finetti’s dividend problem for spectrally negative Lévy processes
- Convexity and Smoothness of Scale Functions and de Finetti’s Control Problem
- Overshoots and undershoots of Lèvy processes
- An Introduction to Probability Theory and Its Applications
- Evaluating first-passage probabilities for spectrally one-sided Lévy processes (Journal of Applied Probability)
- Distributional Study of De Finetti's Dividend Problem for a General Lévy Insurance Risk Process (Journal of Applied Probability)
Their papers
- Convexity and Smoothness of Scale Functions and de Finetti’s Control Problem (2008) — 65 citations
- The Theory of Scale Functions for Spectrally Negative Lévy Processes (2011) — 297 citations
- Special, conjugate and complete scale functions for spectrally negative Lévy processes (2007) — 64 citations