David Schrager

497 total citations
10 papers, 351 citations indexed

About

David Schrager is a scholar working on Finance, Demography and Economics and Econometrics. According to data from OpenAlex, David Schrager has authored 10 papers receiving a total of 351 indexed citations (citations by other indexed papers that have themselves been cited), including 10 papers in Finance, 6 papers in Demography and 5 papers in Economics and Econometrics. Recurrent topics in David Schrager's work include Stochastic processes and financial applications (8 papers), Insurance, Mortality, Demography, Risk Management (6 papers) and Credit Risk and Financial Regulations (3 papers). David Schrager is often cited by papers focused on Stochastic processes and financial applications (8 papers), Insurance, Mortality, Demography, Risk Management (6 papers) and Credit Risk and Financial Regulations (3 papers). David Schrager collaborates with scholars based in Netherlands. David Schrager's co-authors include Antoon Pelsser and Roger Lord and has published in prestigious journals such as Insurance Mathematics and Economics, Mathematical Finance and UvA-DARE (University of Amsterdam).

In The Last Decade

David Schrager

9 papers receiving 302 citations

Peers — A (Enhanced Table)

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

Name	h						Papers	Cites
David Schrager Netherlands	7	252	193	144	126	73	10	351
Jonathan Ziveyi Australia	12	256 1.0×	170 0.9×	98 0.7×	125 1.0×	76 1.0×	44	320
Marilena Sibillo Italy	10	145 0.6×	70 0.4×	141 1.0×	89 0.7×	55 0.8×	44	240
Thomas Møller Denmark	13	570 2.3×	293 1.5×	412 2.9×	248 2.0×	165 2.3×	15	641
Svein‐Arne Persson Norway	8	284 1.1×	262 1.4×	248 1.7×	42 0.3×	73 1.0×	26	369
Hal W. Pedersen United States	6	207 0.8×	272 1.4×	330 2.3×	25 0.2×	131 1.8×	8	440
Zongxia Liang China	11	337 1.3×	321 1.7×	160 1.1×	47 0.4×	115 1.6×	37	439
Hélène Cossette Canada	8	130 0.5×	99 0.5×	77 0.5×	38 0.3×	155 2.1×	19	231
Anna Rita Bacinello Italy	14	778 3.1×	587 3.0×	554 3.8×	126 1.0×	206 2.8×	33	891
Anders Grosen Denmark	7	498 2.0×	348 1.8×	457 3.2×	75 0.6×	144 2.0×	10	607
François de Varenne France	5	217 0.9×	327 1.7×	252 1.8×	41 0.3×	66 0.9×	6	460

Countries citing papers authored by David Schrager

Since Specialization

Citations

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

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

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-authorship network of co-authors of David Schrager

This figure shows the co-authorship network connecting the top 25 collaborators of David Schrager. A scholar is included among the top collaborators of David Schrager 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 David Schrager. David Schrager is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

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10 of 10 papers shown

1.

Lord, Roger, et al.. (2009). Pricing long-dated insurance contracts with stochastic interest rates and stochastic volatility. Insurance Mathematics and Economics. 45(3). 436–448. 63 indexed citations

2.

Schrager, David. (2008). Replicating Portfolios for Insurance Liabilities. 4 indexed citations

3.

Schrager, David. (2007). Essays on asset liability modeling. UvA-DARE (University of Amsterdam). 6 indexed citations

4.

Schrager, David & Antoon Pelsser. (2006). PRICING SWAPTIONS AND COUPON BOND OPTIONS IN AFFINE TERM STRUCTURE MODELS. Mathematical Finance. 16(4). 673–694. 43 indexed citations

5.

Lord, Roger, et al.. (2005). Pricing Long-Maturity Equity and FX Derivatives with Stochastic Interest Rates and Stochastic Volatility. 18 indexed citations

6.

Schrager, David. (2005). Affine stochastic mortality. Insurance Mathematics and Economics. 38(1). 81–97. 154 indexed citations

7.

Schrager, David & Antoon Pelsser. (2004). Pricing Rate of Return Guarantees in Regular Premium Unit Linked Insurance. SSRN Electronic Journal. 4 indexed citations

8.

Schrager, David & Antoon Pelsser. (2004). Pricing Rate of Return Guarantees in Regular Premium Unit Linked Insurance. Insurance Mathematics and Economics. 35(2). 369–398. 39 indexed citations

9.

Schrager, David & Antoon Pelsser. (2004). Pricing Swaptions and Coupon Bond Options in Affine Term Structure Models. SSRN Electronic Journal. 13 indexed citations

10.

Schrager, David. (2004). Affine Stochastic Mortality. SSRN Electronic Journal. 7 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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