E. Kyprianou

Management Science and Operations Research · 2007

A researcher in the Science corpus: 1 paper; trusts 14 researchers and is trusted by 4 researchers here, as inferred from the citation graph.

Subfields

Whom E. Kyprianou trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Andreas E. Kyprianou
  2. Martijn Pistorius
  3. Søren Asmussen
  4. Vincent Vigon
  5. Wim Schoutens
  6. Amaury Lambert
  7. Florin Avram
  8. R. Doney
  9. Ronnie Loeffen
  10. Alan L. Lewis

Who trusts E. Kyprianou overall

  1. Andreas E. Kyprianou
  2. Alexey Kuznetsov

Papers from E. Kyprianou's perspective

Ordered by how strongly the researchers E. Kyprianou trusts endorse each paper. Same corpus, a different order for every researcher.

  1. Introductory Lectures on Fluctuations of Lévy Processes with Applications
  2. Ruin probabilities and overshoots for general Lévy insurance risk processes
  3. Lévy Processes in Finance
  4. Ruin probabilities (Advanced Series on Statistical Science & Applied Probability)
  5. On the valuation of constant barrier options under spectrally one-sided exponential Lévy models and Carr's approximation for American puts
  6. On the optimal dividend problem for a spectrally negative Lévy process
  7. Overshoots and undershoots of Lèvy processes
  8. Distribution of the Present Value of Dividend Payments in a Lévy Risk Model (Journal of Applied Probability)
  9. On optimality of the barrier strategy in de Finetti’s dividend problem for spectrally negative Lévy processes
  10. A Potential-theoretical Review of some Exit Problems of Spectrally Negative Lévy Processes

Their papers