Lothar Breuer

Management Science and Operations Research · 2005–2008

A researcher in the Science corpus: 3 papers; trusts 13 researchers and is trusted by 5 researchers here, as inferred from the citation graph.

Subfields

• Management Science and Operations Research — 10 citations into it; #4,766 of 11,946 by trust here, #6,888 by citations
• Finance — 8 citations into it
• Demography — 5 citations into it
• Statistics and Probability — 5 citations into it; #5,925 of 12,932 by trust here, #8,740 by citations

Whom Lothar Breuer trusts overall

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

1. Søren Asmussen
2. Andreas E. Kyprianou
3. Andrei L. Badescu
4. Offer Kella
5. Zbigniew Palmowski
6. Florin Avram
7. Tom L. Burr
8. Martijn Pistorius
9. Ana Caroline da Silva Soares
10. Steve Drekic

Who trusts Lothar Breuer overall

1. Bernardo D'Auria
2. Jevgenijs Ivanovs
3. Offer Kella
4. Andrei L. Badescu
5. Michel Mandjes

Papers from Lothar Breuer's perspective

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

1. A multi-dimensional martingale for Markov additive processes and its applications (Advances in Applied Probability)
2. On the Density and Moments of the Time of Ruin with Exponential Claims (ASTIN Bulletin: The Journal of the International Actuarial Association)
3. On the Distribution of the Deficit at Ruin when Claims are Phase-type
4. Russian and American put options under exponential phase-type Lévy models
5. Fluctuations of spectrally negative Markov additive processes
6. Erlangian Approximations for Finite-Horizon Ruin Probabilities (ASTIN Bulletin: The Journal of the International Actuarial Association)
7. ASSET PRICES ARE BROWNIAN MOTION: ONLY IN BUSINESS TIME
8. Introductory Lectures on Fluctuations of Lévy Processes with Applications
9. An optimal dividends problem with transaction costs for spectrally negative Lévy processes
10. A Practical Guide to Heavy Tails (Technometrics)

Their papers

• First Passage Times for Markov Additive Processes with Positive Jumps of Phase Type (2008) — 69 citations
• Risk processes analyzed as fluid queues (2005) — 101 citations
• Phase-type Approximations to Finite-time Ruin Probabilities in the Sparre-Andersen and Stationary Renewal Risk Models (2005) — 50 citations