Irina Penner

562 total citations
7 papers, 194 citations indexed

About

Irina Penner is a scholar working on Management Science and Operations Research, Finance and Economics and Econometrics. According to data from OpenAlex, Irina Penner has authored 7 papers receiving a total of 194 indexed citations (citations by other indexed papers that have themselves been cited), including 7 papers in Management Science and Operations Research, 6 papers in Finance and 2 papers in Economics and Econometrics. Recurrent topics in Irina Penner's work include Stochastic processes and financial applications (6 papers), Risk and Portfolio Optimization (6 papers) and Credit Risk and Financial Regulations (2 papers). Irina Penner is often cited by papers focused on Stochastic processes and financial applications (6 papers), Risk and Portfolio Optimization (6 papers) and Credit Risk and Financial Regulations (2 papers). Irina Penner collaborates with scholars based in Germany, Italy and France. Irina Penner's co-authors include Hans Föllmer, Teemu Pennanen, Beatrice Acciaio, Anthony Réveillac, Stefan Weber and Gregor Svindland and has published in prestigious journals such as Finance and Stochastics, International Journal of Theoretical and Applied Finance and SIAM Journal on Financial Mathematics.

In The Last Decade

Irina Penner

7 papers receiving 182 citations

Peers

Irina Penner

MSOR

FINAN

EE

DEMOG

SP

Kai Detlefsen United States

Beatrice Acciaio Austria

Gregor Svindland Germany

Valeri Zakamouline Norway

Jocelyne Bion–Nadal France

Jörn Saß Germany

Marcos Escobar Canada

Gerhard Stahl Germany

Romain Deguest France

Zachary Feinstein United States

Kai Detlefsen United States

Irina Penner

178 ×1.2

MSOR

178 ×1.3

FINAN

76 ×1.1

EE

55 ×2.0

DEMOG

31 ×1.3

SP

Citations per year, relative to Irina Penner Irina Penner (= 1×) peers Kai Detlefsen

Countries citing papers authored by Irina Penner

Since Specialization

Citations

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

Fields of papers citing papers by Irina Penner

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

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

Co-authorship network of co-authors of Irina Penner

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

All Works

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7 of 7 papers shown

1.

Penner, Irina, et al.. (2023). Modeling and pricing cyber insurance. European Actuarial Journal. 13(1). 1–53. 16 indexed citations

2.

Penner, Irina & Anthony Réveillac. (2014). Risk measures for processes and BSDEs. Finance and Stochastics. 19(1). 23–66. 7 indexed citations

3.

Acciaio, Beatrice, Hans Föllmer, & Irina Penner. (2012). Risk assessment for uncertain cash flows: model ambiguity, discounting ambiguity, and the role of bubbles. Finance and Stochastics. 16(4). 669–709. 25 indexed citations

4.

Föllmer, Hans & Irina Penner. (2011). MONETARY VALUATION OF CASH FLOWS UNDER KNIGHTIAN UNCERTAINTY. International Journal of Theoretical and Applied Finance. 14(1). 1–15. 8 indexed citations

5.

Pennanen, Teemu & Irina Penner. (2010). Hedging of Claims with Physical Delivery under Convex Transaction Costs. SIAM Journal on Financial Mathematics. 1(1). 158–178. 20 indexed citations

6.

Penner, Irina. (2007). Dynamic convex risk measures: time consistency, prudence, and sustainability. 12 indexed citations

7.

Föllmer, Hans & Irina Penner. (2006). Convex risk measures and the dynamics of their penalty functions. Statistics & Risk Modeling. 24(1). 61–96. 106 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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