Ronnie Loeffen

Management Science and Operations Research · 2008–2012

A researcher in the Science corpus: 7 papers; trusts 33 researchers and is trusted by 21 researchers here, as inferred from the citation graph.

Subfields

• Management Science and Operations Research — 75 citations into it; #740 of 11,946 by trust here, #1,836 by citations
• Finance — 51 citations into it; #957 of 10,518 by trust here, #2,289 by citations
• Demography — 40 citations into it; #784 of 4,236 by trust here, #1,509 by citations
• Mathematical Physics — 24 citations into it; #787 of 8,562 by trust here, #1,895 by citations
• Statistics and Probability — 12 citations into it
• Economics and Econometrics — 9 citations into it
• Management Information Systems — 7 citations into it
• Applied Mathematics — 6 citations into it

Whom Ronnie Loeffen trusts overall

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

1. Andreas E. Kyprianou
2. Budhi Arta Surya
3. Stefan Thonhauser
4. Hansjörg Albrecher *
5. Hans U. Gerber
6. Martijn Pistorius
7. Florin Avram
8. Zbigniew Palmowski
9. Pablo Azcue
10. E. Shiu

Who trusts Ronnie Loeffen overall

1. Andreas E. Kyprianou
2. Florin Avram
3. Chuancun Yin
4. Alexey Kuznetsov
5. Zbigniew Palmowski
6. V. Rivero
7. Erhan Bayraktar
8. Jean-François Renaud
9. Yuzhen Wen
10. Martijn Pistorius

Papers from Ronnie Loeffen's perspective

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

1. Ruin probabilities and overshoots for general Lévy insurance risk processes
2. Some Optimal Dividends Problems (ASTIN Bulletin: The Journal of the International Actuarial Association)
3. Introductory Lectures on Fluctuations of Lévy Processes with Applications
4. An Introduction to Probability Theory and Its Applications
5. A Note on the Dividends-Penalty Identity and the Optimal Dividend Barrier (ASTIN Bulletin: The Journal of the International Actuarial Association)
6. Smoothness of scale functions for spectrally negative Lévy processes
7. An optimal dividends problem with transaction costs for spectrally negative Lévy processes
8. On the optimal dividend problem for a spectrally negative Lévy process
9. The compound Poisson risk model with a threshold dividend strategy
10. OPTIMAL REINSURANCE AND DIVIDEND DISTRIBUTION POLICIES IN THE CRAMÉR‐LUNDBERG MODEL

Their papers

• On optimality of the barrier strategy in de Finetti’s dividend problem for spectrally negative Lévy processes (2008) — 224 citations
• An optimal dividends problem with transaction costs for spectrally negative Lévy processes (2009) — 73 citations
• De Finetti's optimal dividends problem with an affine penalty function at ruin (2010) — 107 citations
• Refracted Lévy processes (2008) — 68 citations
• An Optimal Dividends Problem with a Terminal Value for Spectrally Negative Lévy Processes with a Completely Monotone Jump Density (2009) — 62 citations
• Occupation times of intervals until first passage times for spectrally negative Lévy processes (2012) — 140 citations
• Parisian ruin probability for spectrally negative Lévy processes (2011) — 111 citations