Ian Iscoe

913 total citations
29 papers, 576 citations indexed

About

Ian Iscoe is a scholar working on Finance, Mathematical Physics and Management Science and Operations Research. According to data from OpenAlex, Ian Iscoe has authored 29 papers receiving a total of 576 indexed citations (citations by other indexed papers that have themselves been cited), including 15 papers in Finance, 12 papers in Mathematical Physics and 7 papers in Management Science and Operations Research. Recurrent topics in Ian Iscoe's work include Stochastic processes and financial applications (12 papers), Stochastic processes and statistical mechanics (9 papers) and Credit Risk and Financial Regulations (7 papers). Ian Iscoe is often cited by papers focused on Stochastic processes and financial applications (12 papers), Stochastic processes and statistical mechanics (9 papers) and Credit Risk and Financial Regulations (7 papers). Ian Iscoe collaborates with scholars based in Canada, United States and South Korea. Ian Iscoe's co-authors include Edwin Perkins, Donald A. Dawson, David McDonald, Esa Nummelin, Peter Ney, Laurent Schwartz, Dan Rosén, Michel Talagrand, Joel Zinn and Alexander Kreinin and has published in prestigious journals such as Journal of Banking & Finance, Journal of Statistical Physics and The Annals of Probability.

In The Last Decade

Ian Iscoe

27 papers receiving 499 citations

Peers — A (Enhanced Table)

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

Name	h						Papers	Cites
Ian Iscoe Canada	12	393	305	127	84	77	29	576
L. Chaumont France	13	277 0.7×	263 0.9×	90 0.7×	50 0.6×	158 2.1×	32	463
Uwe Rösler Germany	13	402 1.0×	149 0.5×	184 1.4×	57 0.7×	105 1.4×	39	656
Konstantin Borovkov Australia	15	338 0.9×	242 0.8×	245 1.9×	54 0.6×	243 3.2×	83	728
Frank B. Knight United States	13	394 1.0×	270 0.9×	138 1.1×	59 0.7×	42 0.5×	40	603
Thomas Mountford United States	13	437 1.1×	128 0.4×	225 1.8×	199 2.4×	39 0.5×	90	575
Itaru Mitoma Japan	11	263 0.7×	188 0.6×	123 1.0×	77 0.9×	28 0.4×	20	415
Tomasz Bojdecki Poland	14	292 0.7×	439 1.4×	103 0.8×	81 1.0×	54 0.7×	36	642
Pierre Picco France	15	337 0.9×	84 0.3×	175 1.4×	264 3.1×	47 0.6×	48	570
Gerold Alsmeyer Germany	14	346 0.9×	172 0.6×	162 1.3×	40 0.5×	196 2.5×	59	482
Makoto Yamazato Japan	10	229 0.6×	247 0.8×	154 1.2×	16 0.2×	90 1.2×	21	434

Countries citing papers authored by Ian Iscoe

Since Specialization

Citations

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

Fields of papers citing papers by Ian Iscoe

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

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

Co-authorship network of co-authors of Ian Iscoe

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

All Works

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20 of 20 papers shown

Iscoe, Ian, et al.. (2015). On the limit of conditional Spearman’s rho under the common factor model. Extremes. 19(1). 51–78.

Iscoe, Ian, et al.. (2014). Sum of Bernoulli Mixtures: Beyond Conditional Independence. Journal of Probability and Statistics. 2014. 1–14. 1 indexed citations

Iscoe, Ian, et al.. (2013). Pricing synthetic collateralized debt obligations based on exponential approximations to the payoff function. The Journal of Computational Finance. 16(3). 127–150. 2 indexed citations

Iscoe, Ian, et al.. (2012). Large-sample confidence intervals for risk measures of location–scale families. Journal of Statistical Planning and Inference. 142(7). 2032–2046. 4 indexed citations

Iscoe, Ian, et al.. (2008). Compound scenarios: an efficient framework for integrated market–credit risk. The Journal of Risk. 11(2). 3–38. 3 indexed citations

Iscoe, Ian & Alexander Kreinin. (2007). Valuation of synthetic CDOs. Journal of Banking & Finance. 31(11). 3357–3376. 3 indexed citations

Iscoe, Ian, et al.. (2006). Recursive valuation of Basket Default Swaps. The Journal of Computational Finance. 9(3). 95–116. 2 indexed citations

Iscoe, Ian, et al.. (1999). An Integrated Market and Credit Risk Portfolio Model. 24 indexed citations

Feng, Shui, Ian Iscoe, & Timo Seppäläinen. (1997). A microscopic mechanism for the porous medium equation. Stochastic Processes and their Applications. 66(2). 147–182. 5 indexed citations

10.

Feng, Shui, Ian Iscoe, & Timo Seppäläinen. (1996). A class of stochastic evolutions that scale to the porous medium equation. Journal of Statistical Physics. 85(3-4). 513–517. 1 indexed citations

11.

Iscoe, Ian, et al.. (1994). Asymptotics of the Exit Distribution for Markov Jump Processes; Application to Atm. Canadian Journal of Mathematics. 46(6). 1238–1262. 2 indexed citations

12.

Iscoe, Ian & David McDonald. (1994). Asymptotics of Exit Times for Markov Jump Processes. II: Applications to Jackson Networks. The Annals of Probability. 22(4). 6 indexed citations

13.

Iscoe, Ian & David McDonald. (1994). Asymptotics of Exit Times for Markov Jump Processes I. The Annals of Probability. 22(1). 11 indexed citations

14.

Iscoe, Ian, et al.. (1993). Large deviations for occupation times of measure-valued branching Brownian motions. Stochastics and stochastics reports. 45(3-4). 177–209. 23 indexed citations

15.

Iscoe, Ian, et al.. (1993). Capacity of ATM Switches. The Annals of Applied Probability. 3(2). 8 indexed citations

16.

Iscoe, Ian, Michael B. Marcus, David McDonald, Michel Talagrand, & Joel Zinn. (1990). Continuity of $l^2$-Valued Ornstein-Uhlenbeck Processes. The Annals of Probability. 18(1). 24 indexed citations

17.

Iscoe, Ian & David McDonald. (1989). Large Deviations for $l^2$-Valued Ornstein-Uhlenbeck Processes. The Annals of Probability. 17(1). 11 indexed citations

18.

Iscoe, Ian. (1986). A weighted occupation time for a class of measured-valued branching processes. Probability Theory and Related Fields. 71(1). 85–116. 140 indexed citations

19.

Iscoe, Ian, Peter Ney, & Esa Nummelin. (1985). Large deviations of uniformly recurrent Markov additive processes. Advances in Applied Mathematics. 6(4). 373–412. 72 indexed citations

20.

Schwartz, Laurent & Ian Iscoe. (1985). Semimartingales and Their Stochastic Calculus on Manifolds. Medical Entomology and Zoology. 16 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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