Ann De Schepper

558 total citations
44 papers, 397 citations indexed

About

Ann De Schepper is a scholar working on Finance, Economics and Econometrics and Management Science and Operations Research. According to data from OpenAlex, Ann De Schepper has authored 44 papers receiving a total of 397 indexed citations (citations by other indexed papers that have themselves been cited), including 40 papers in Finance, 13 papers in Economics and Econometrics and 12 papers in Management Science and Operations Research. Recurrent topics in Ann De Schepper's work include Stochastic processes and financial applications (34 papers), Financial Risk and Volatility Modeling (18 papers) and Insurance, Mortality, Demography, Risk Management (9 papers). Ann De Schepper is often cited by papers focused on Stochastic processes and financial applications (34 papers), Financial Risk and Volatility Modeling (18 papers) and Insurance, Mortality, Demography, Risk Management (9 papers). Ann De Schepper collaborates with scholars based in Belgium, Netherlands and United States. Ann De Schepper's co-authors include Marc Goovaerts, Freddy Delbaen, Jan Dhaene, R. Kaas, Inge Koch, J. Tempere, Ludo Cuyvers, Jan Annaert, Marc Deloof and Marc De Ceuster and has published in prestigious journals such as Physica A Statistical Mechanics and its Applications, Journal of Computational and Applied Mathematics and Journal of Economic Dynamics and Control.

In The Last Decade

Ann De Schepper

35 papers receiving 347 citations

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name h Career Trend Papers Cites
Ann De Schepper Belgium 14 279 121 116 102 38 44 397
Martin Larsson United States 9 362 1.3× 45 0.4× 171 1.5× 52 0.5× 56 1.5× 39 437
Christian Y. Robert France 12 251 0.9× 169 1.4× 225 1.9× 106 1.0× 83 2.2× 61 498
Tina Hviid Rydberg United Kingdom 8 399 1.4× 69 0.6× 209 1.8× 48 0.5× 68 1.8× 10 476
Thorsten Rheinländer United Kingdom 10 514 1.8× 186 1.5× 281 2.4× 115 1.1× 57 1.5× 28 629
Karsten Prause Germany 4 505 1.8× 90 0.7× 263 2.3× 55 0.5× 65 1.7× 5 573
Martino Grasselli Italy 14 570 2.0× 50 0.4× 139 1.2× 170 1.7× 36 0.9× 52 607
Huyên Pham France 14 622 2.2× 186 1.5× 323 2.8× 89 0.9× 21 0.6× 23 713
Donatien Hainaut Belgium 14 287 1.0× 119 1.0× 207 1.8× 276 2.7× 34 0.9× 82 611
Vladimir Piterbarg United Kingdom 12 754 2.7× 116 1.0× 168 1.4× 158 1.5× 66 1.7× 36 888
Jacques F. Carriére Canada 9 376 1.3× 118 1.0× 182 1.6× 199 2.0× 142 3.7× 24 607

Countries citing papers authored by Ann De Schepper

Since Specialization
Citations

This map shows the geographic impact of Ann De Schepper's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Ann De Schepper with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Ann De Schepper more than expected).

Fields of papers citing papers by Ann De Schepper

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Ann De Schepper. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Ann De Schepper. The network helps show where Ann De Schepper may publish in the future.

Co-authorship network of co-authors of Ann De Schepper

This figure shows the co-authorship network connecting the top 25 collaborators of Ann De Schepper. A scholar is included among the top collaborators of Ann De Schepper based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Ann De Schepper. Ann De Schepper is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

20 of 20 papers shown
1.
Koch, Inge, et al.. (2011). A New Method for the Construction of Bivariate Archimedean Copulas Based on the λ Function. Communication in Statistics- Theory and Methods. 40(15). 2670–2679. 6 indexed citations
2.
Koch, Inge & Ann De Schepper. (2011). Measuring Comonotonicity in M-Dimensional Vectors. Astin Bulletin. 41(1). 191–213. 10 indexed citations
3.
Annaert, Jan, Frans Buelens, Ludo Cuyvers, et al.. (2011). Are blue chip stock market indices good proxies for all-shares market indices? The case of the Brussels Stock Exchange 1833–2005. Financial History Review. 18(3). 277–308. 21 indexed citations
4.
Schepper, Ann De, et al.. (2010). Edgeworth expansions of stochastic trading time. Physica A Statistical Mechanics and its Applications. 389(16). 3179–3192. 1 indexed citations
5.
Tempere, J., et al.. (2010). Pricing bounds for discrete arithmetic Asian options under Lévy models. Physica A Statistical Mechanics and its Applications. 389(22). 5193–5207. 19 indexed citations
6.
Schepper, Ann De, et al.. (2009). Understanding copula transforms: A review of dependence properties. RePEc: Research Papers in Economics. 2 indexed citations
7.
Schepper, Ann De, et al.. (2009). How to estimate the Value at Risk under incomplete information. Journal of Computational and Applied Mathematics. 233(9). 2213–2226. 25 indexed citations
8.
Koch, Inge, et al.. (2008). Exploring the lambda copula construction method for Archimedean copulas: discussion of three lambda types. 1 indexed citations
9.
Schepper, Ann De, et al.. (2007). A COPULA TEST SPACE MODEL HOW TO AVOID THE WRONG COPULA CHOICE. Kybernetika. 44(6). 864–878. 23 indexed citations
10.
Schepper, Ann De, et al.. (2006). Distribution-free option pricing. Insurance Mathematics and Economics. 40(2). 179–199. 19 indexed citations
11.
Schepper, Ann De, et al.. (2005). A Path Integral Approach to Asset-Liability Management. RePEc: Research Papers in Economics. 1 indexed citations
12.
Goovaerts, Marc, et al.. (2003). A new approximation for the distribution of the general cash flows. Insurance Mathematics and Economics. 33(2). 419–419. 1 indexed citations
13.
Goovaerts, Marc, et al.. (2003). Closed-form approximations for diffusion densities: a path integral approach. Journal of Computational and Applied Mathematics. 164-165. 337–364. 16 indexed citations
14.
Goovaerts, Marc, Jan Dhaene, & Ann De Schepper. (2000). Stochastic Upper Bounds for Present Value Functions. Journal of Risk & Insurance. 67(1). 1–1. 10 indexed citations
15.
Schepper, Ann De, et al.. (1999). A Recursive Scheme for Perpetuities with Random Positive Interest Rates. II: The Impenetrable Wall. Scandinavian Actuarial Journal. 1999(1). 1–14. 1 indexed citations
16.
Schepper, Ann De, Marc Goovaerts, & R. Kaas. (1997). A recursive scheme for perpetuities with random positive interest rates. Part I. Analytical results. Scandinavian Actuarial Journal. 1997(1). 1–10. 6 indexed citations
17.
Schepper, Ann De, et al.. (1995). General restrictions on tail probabilities. Journal of Computational and Applied Mathematics. 64(1-2). 177–188. 7 indexed citations
18.
Schepper, Ann De, et al.. (1994). An analytical inversion of a Laplace transform related to annuities certain. Insurance Mathematics and Economics. 14(1). 33–37. 26 indexed citations
19.
Schepper, Ann De, Marc Goovaerts, & Freddy Delbaen. (1993). The Laplace transform of annuities certain with random interest. 193–203.
20.
Schepper, Ann De, et al.. (1991). Extreme values of tail probabilities. 1 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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