Thomas Gerstner

Economics and Econometrics · 2003–2008

A researcher in the Science corpus: 3 papers; trusts 6 researchers and is trusted by 51 researchers here, as inferred from the citation graph.

Subfields

• Economics and Econometrics — 9 citations into it
• Finance — 9 citations into it
• Demography — 8 citations into it

Whom Thomas Gerstner trusts overall

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

1. Grace Wahba
2. Andrew R. Barron
3. Anna Rita Bacinello
4. Michael Griebel
5. Luc Bauwens
6. Jean-François Richard

Who trusts Thomas Gerstner overall

1. Fabio Nobile
2. Géraud Blatman
3. Baskar Ganapathysubramanian
4. Xun Huan
5. Anthony Nouy
6. Nicholas Zabaras
7. Bin Jia
8. Raúl Tempone
9. Xiang Ma
10. Bruno Sudret

Papers from Thomas Gerstner's perspective

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

1. Random number generation and Quasi-Monte Carlo methods
2. Spline Models for Observational Data
3. Fair Pricing of Life Insurance Participating Policies with a Minimum Interest Rate Guaranteed (ASTIN Bulletin: The Journal of the International Actuarial Association)
4. Methods of Numerical Integration
5. Approximation and estimation bounds for artificial neural networks (Machine-mediated learning)
6. Optimized Tensor-Product Approximation Spaces
7. Numerical integration using sparse grids (Numerical Algorithms)
8. Regression Shrinkage and Selection via the Lasso
9. The Pricing of Options and Corporate Liabilities
10. All Two-Weight Irreducible Cyclic Codes?

Their papers

• Dimension–Adaptive Tensor–Product Quadrature (2003) — 590 citations
• A general asset–liability management model for the efficient simulation of portfolios of life insurance policies (2008) — 76 citations
• Numerical integration using sparse grids (2004) — 1,005 citations