Alan L. Lewis

Finance · 2000–2008

A researcher in the Science corpus: 3 papers; trusts 6 researchers and is trusted by 90 researchers here, as inferred from the citation graph.

Subfields

Whom Alan L. Lewis trusts overall

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

  1. Søren Asmussen
  2. Andreas E. Kyprianou
  3. Ole E. Barndorff-Nielsen
  4. Ernesto Mordecki
  5. Florin Avram
  6. Tim Bollerslev
  7. Sebastian Raible
  8. Valentina Corradi
  9. John C. Hull
  10. Svetlana Boyarchenko

Who trusts Alan L. Lewis overall

  1. Roger Lee
  2. Martino Grasselli
  3. Alexey Kuznetsov
  4. Alessandro Ramponi
  5. Martin Keller‐Ressel
  6. Guang-Hua Lian
  7. Gabriel G. Drimus
  8. Song‐Ping Zhu
  9. Andreas E. Kyprianou
  10. Leif B. G. Andersen

Papers from Alan L. Lewis's perspective

Ordered by how strongly the researchers Alan L. Lewis 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. Non-Gaussian Merton-Black-Scholes theory
  4. Ruin probabilities (Advanced Series on Statistical Science & Applied Probability)
  5. Optimal stopping and perpetual options for Lévy processes
  6. Russian and American put options under exponential phase-type Lévy models
  7. Ruin probabilities and decompositions for general perturbed risk processes
  8. Real and complex analysis
  9. A multi-dimensional martingale for Markov additive processes and its applications (Advances in Applied Probability)
  10. The Generalized Hyperbolic Model: Financial Derivatives and Risk Measures

Their papers