David Schrager
Impact in
- Demography top 2%
- Insurance, Mortality, Demography, Risk Management
- Finance top 5%
- Stochastic processes and financial applications
- Financial Risk and Volatility Modeling
- Credit Risk and Financial Regulations
Papers in
- Finance 10
- Stochastic processes and financial applications 8
- Credit Risk and Financial Regulations 3
- Financial Markets and Investment Strategies 2
- Financial Risk and Volatility Modeling 2
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- Insurance, Mortality, Demography, Risk Management 6
- Journals
- Insurance Mathematics and Economics (3 papers)Mathematical Finance (1 paper)UvA-DARE (University of Amsterdam) (1 paper)SSRN Electronic Journal (3 papers)
- Partner nations
- Netherlands
In The Last Decade
David Schrager
9 papers receiving 302 citations
Peers
Comparison fields: 5 of 29
- Demography 252
- Finance 193
- Management Science and Operations Research 73
- Economics and Econometrics 144
- General Health Professions 126
Countries citing papers authored by David Schrager
This map shows the geographic impact of David Schrager'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 David Schrager with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites David Schrager more than expected).
Fields of papers citing papers by David Schrager
This network shows the impact of papers produced by David Schrager. 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 David Schrager. The network helps show where David Schrager may publish in the future.
Co-authors
The 2 scholars most cited alongside David Schrager, linked wherever they have co-authored with each other. Click a name or a connecting line to browse the papers they share.
All Works
| # | Work | ||
|---|---|---|---|
| 1 | 2005 | 154 | |
| 2 | 2009 | 63 | |
| 3 | 2006 | 43 | |
| 4 | 2004 | 39 | |
| 5 | Pricing Long-Maturity Equity and FX Derivatives with Stochastic Interest Rates and Stochastic Volatility | 2005 | 18 |
| 6 | 2004 | 13 | |
| 7 | 2004 | 7 | |
| 8 | Essays on asset liability modeling | 2007 | 6 |
| 9 | Pricing Rate of Return Guarantees in Regular Premium Unit Linked Insurance | 2004 | 4 |
| 10 | Replicating Portfolios for Insurance Liabilities | 2008 | 4 |
About David Schrager
David Schrager is a scholar working on Finance, Demography, Economics and Econometrics, General Health Professions and Infectious Diseases, having authored 10 papers that have together received 351 indexed citations. Recurring topics across this work include Stochastic processes and financial applications (8 papers), Insurance, Mortality, Demography, Risk Management (6 papers), Credit Risk and Financial Regulations (3 papers), Insurance and Financial Risk Management (3 papers), Economic theories and models (2 papers), Financial Markets and Investment Strategies (2 papers), Financial Risk and Volatility Modeling (2 papers) and Global Health Care Issues (2 papers). The work is most often cited by research in Demography (252 citations), Finance (193 citations), Management Science and Operations Research (73 citations), Economics and Econometrics (144 citations) and General Health Professions (126 citations). David Schrager has collaborated with scholars based in Netherlands. Frequent co-authors include Antoon Pelsser and Roger Lord. Their work appears in journals such as Insurance Mathematics and Economics, Mathematical Finance, UvA-DARE (University of Amsterdam) and SSRN Electronic Journal.
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.