David Promislow

Finance · 2005–2008

A researcher in the Science corpus: 2 papers; trusts 2 researchers and is trusted by 15 researchers here, as inferred from the citation graph.

Subfields

• Finance — 10 citations into it
• Demography — 9 citations into it; #598 of 4,236 by trust here, #1,156 by citations
• Management Science and Operations Research — 6 citations into it; #2,455 of 11,946 by trust here, #3,705 by citations

Whom David Promislow trusts overall

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

1. Hanspeter Schmidli
2. Christian Hipp

Who trusts David Promislow overall

1. Zhongfei Li
2. Yan Zeng
3. Pablo Azcue
4. Zhibin Liang
5. Bo Yi
6. Mengdi Gu
7. Kam Chuen Yuen
8. Nora Muler
9. Yang Shen
10. Jostein Paulsen

Papers from David Promislow's perspective

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

1. Stochastic control for optimal new business
2. Optimal Proportional Reinsurance Policies in a Dynamic Setting
3. Optimal investment for insurers
4. Stochastic processes in insurance and finance
5. Modelling Extremal Events for Insurance and Finance
6. Ruin probabilities (Advanced Series on Statistical Science & Applied Probability)
7. Power tailed ruin probabilities in the presence of risky investments
8. Optimal Dynamic XL Reinsurance (ASTIN Bulletin: The Journal of the International Actuarial Association)
9. Optimal dividend strategies in a Cramér–Lundberg model with capital injections
10. Controlled Markov processes and viscosity solutions

Their papers

• Minimizing the Probability of Ruin When Claims Follow Brownian Motion with Drift (2005) — 326 citations
• Valuation of Mortality Risk via the Instantaneous Sharpe Ratio: Applications to Life Annuities (2008) — 60 citations