Hanspeter Schmidli

3.5k total citations · 1 hit paper
52 papers, 2.3k citations indexed

About

Hanspeter Schmidli is a scholar working on Management Science and Operations Research, Demography and Finance. According to data from OpenAlex, Hanspeter Schmidli has authored 52 papers receiving a total of 2.3k indexed citations (citations by other indexed papers that have themselves been cited), including 44 papers in Management Science and Operations Research, 30 papers in Demography and 26 papers in Finance. Recurrent topics in Hanspeter Schmidli's work include Probability and Risk Models (44 papers), Insurance, Mortality, Demography, Risk Management (30 papers) and Stochastic processes and financial applications (22 papers). Hanspeter Schmidli is often cited by papers focused on Probability and Risk Models (44 papers), Insurance, Mortality, Demography, Risk Management (30 papers) and Stochastic processes and financial applications (22 papers). Hanspeter Schmidli collaborates with scholars based in Germany, Denmark and Sweden. Hanspeter Schmidli's co-authors include Volker Schmidt, Tomasz Rolski, Larry Y. Tzeng, Paul Embrechts, Hans Bühlmann, Jozef L. Teugels, Søren Asmussen, Hansjörg Furrer, Jan Grandell and Ole E. Barndorff–Nielsen and has published in prestigious journals such as Journal of the American Statistical Association, Journal of Chemometrics and Journal of Applied Probability.

In The Last Decade

Hanspeter Schmidli

50 papers receiving 2.2k citations

Hit Papers

Stochastic Processes for Insurance and Finance 2001 2026 2009 2017 2001 100 200 300 400 500
What are hit papers?

Hit papers significantly outperform the citation benchmark for their cohort. A paper qualifies if it has ≥500 total citations, achieves ≥1.5× the top-1% citation threshold for papers in the same subfield and year (this is the minimum needed to enter the top 1%, not the average within it), or reaches the top citation threshold in at least one of its specific research topics.

  1. Stochastic Processes for Insurance and Finance
    2001 592 citations Larry Y. Tzeng, Volker Schmidt et al. Journal of Risk & Insurance profile →

Peers — A (Enhanced Table)

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

Name h Career Trend Papers Cites
Hanspeter Schmidli Germany 20 1.9k 1.4k 1.2k 851 376 52 2.3k
Hailiang Yang Hong Kong 32 2.0k 1.1× 1.8k 1.2× 1.8k 1.5× 1.0k 1.2× 343 0.9× 159 3.1k
Hansjörg Albrecher Switzerland 31 2.3k 1.2× 1.5k 1.1× 1.5k 1.2× 809 1.0× 685 1.8× 140 3.0k
Elias S. W. Shiu United States 27 2.1k 1.1× 1.7k 1.2× 1.5k 1.3× 823 1.0× 633 1.7× 82 2.9k
Alexander Schied Germany 27 2.7k 1.5× 476 0.3× 2.8k 2.4× 2.0k 2.3× 496 1.3× 71 4.3k
Steven Kou United States 28 784 0.4× 670 0.5× 3.5k 2.9× 1.3k 1.5× 172 0.5× 73 4.0k
Andreas E. Kyprianou United Kingdom 30 1.6k 0.9× 652 0.5× 1.9k 1.6× 487 0.6× 550 1.5× 130 3.0k
Rob Kaas Netherlands 19 1.3k 0.7× 633 0.4× 797 0.7× 704 0.8× 423 1.1× 35 1.8k
Christian Hipp Germany 22 949 0.5× 719 0.5× 655 0.5× 477 0.6× 391 1.0× 57 1.5k
Stanley R. Pliska United States 23 890 0.5× 690 0.5× 3.2k 2.7× 1.9k 2.3× 96 0.3× 60 3.9k
Hans Bühlmann Switzerland 17 899 0.5× 643 0.5× 718 0.6× 803 0.9× 351 0.9× 59 1.7k

Countries citing papers authored by Hanspeter Schmidli

Since Specialization
Citations

This map shows the geographic impact of Hanspeter Schmidli'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 Hanspeter Schmidli with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Hanspeter Schmidli more than expected).

Fields of papers citing papers by Hanspeter Schmidli

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Hanspeter Schmidli. 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 Hanspeter Schmidli. The network helps show where Hanspeter Schmidli may publish in the future.

Co-authorship network of co-authors of Hanspeter Schmidli

This figure shows the co-authorship network connecting the top 25 collaborators of Hanspeter Schmidli. A scholar is included among the top collaborators of Hanspeter Schmidli 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 Hanspeter Schmidli. Hanspeter Schmidli 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.
Schmidli, Hanspeter, et al.. (2022). Optimal discounted drawdowns in a diffusion approximation under proportional reinsurance. Journal of Applied Probability. 59(2). 527–540. 2 indexed citations
2.
Schmidli, Hanspeter, et al.. (2020). Optimal reinsurance and investment in a diffusion model. CINECA IRIS Institutial Research Information System (University of Genoa). 8 indexed citations
3.
Schmidli, Hanspeter, et al.. (2020). Optimal capital injections and dividends with tax in a risk model in discrete time. European Actuarial Journal. 10(1). 235–259. 3 indexed citations
4.
Schmidli, Hanspeter. (2016). On capital injections and dividends with tax in a classical risk model. Insurance Mathematics and Economics. 71. 138–144. 4 indexed citations
5.
Schmidli, Hanspeter, et al.. (2016). On optimal dividends with exponential and linear penalty payments. Insurance Mathematics and Economics. 72. 265–270. 14 indexed citations
6.
Mishura, Yuliya & Hanspeter Schmidli. (2012). Dividend Barrier Strategies in A Renewal Risk Model with Generalized Erlang Interarrival Times. North American Actuarial Journal. 16(4). 493–512. 1 indexed citations
7.
Grandell, Jan & Hanspeter Schmidli. (2011). Ruin probabilities in a diffusion environment. Journal of Applied Probability. 48(A). 39–50. 1 indexed citations
8.
Schmidli, Hanspeter, et al.. (2011). Optimal Control of Capital Injections by Reinsurance with a Constant Rate of Interest. Journal of Applied Probability. 48(3). 733–748. 14 indexed citations
9.
Schmidli, Hanspeter, et al.. (2011). Optimal Control of Capital Injections by Reinsurance with a Constant Rate of Interest. Journal of Applied Probability. 48(3). 733–748.
10.
Schmidli, Hanspeter. (2007). Stochastic Control in Insurance. CERN Document Server (European Organization for Nuclear Research). 171 indexed citations
11.
Schmidli, Hanspeter. (2006). Insurance Risk and Ruin. Journal of the American Statistical Association. 101(475). 1316–1316. 19 indexed citations
12.
Schmidli, Hanspeter. (2005). “The Time Value of Ruin in a Sparre Andersen Model,” Hans U. Gerber and Elias S. W. Shiu, July 2005. North American Actuarial Journal. 9(2). 69–70. 7 indexed citations
13.
Schmidli, Hanspeter. (2004). Asymptotics of Ruin Probabilities for Risk Processes under Optimal Reinsurance and Investment Policies: The Large Claim Case. Queueing Systems. 46(1-2). 149–157. 17 indexed citations
14.
Schmidli, Hanspeter. (2002). On minimizing the ruin probability by investment and reinsurance. The Annals of Applied Probability. 12(3). 246 indexed citations
15.
Schmidli, Hanspeter. (2001). Distribution of the first ladder height of a stationary risk process perturbed by α-stable Lévy motion. Insurance Mathematics and Economics. 28(1). 13–20. 16 indexed citations
16.
Tzeng, Larry Y., et al.. (2001). Stochastic Processes for Insurance and Finance. Journal of Risk & Insurance. 68(1). 212–212. 592 indexed citations breakdown →
17.
Schmidli, Hanspeter, et al.. (2000). Pricing catastrophe insurance products based on actually reported claims. Insurance Mathematics and Economics. 27(2). 189–200. 41 indexed citations
18.
Schmidli, Hanspeter. (1996). Lundberg inequalities for a Cox model with a piecewise constant intensity. Journal of Applied Probability. 33(1). 196–210. 21 indexed citations
19.
Schmidli, Hanspeter. (1996). Lundberg inequalities for a Cox model with a piecewise constant intensity. Journal of Applied Probability. 33(1). 196–210. 5 indexed citations
20.
Schmidli, Hanspeter. (1995). Cramér-Lundberg approximations for ruin probabilities of risk processes perturbed by diffusion. Insurance Mathematics and Economics. 16(2). 135–149. 53 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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