Ivar Massabó

600 total citations
42 papers, 392 citations indexed

About

Ivar Massabó is a scholar working on Finance, Economics and Econometrics and Mathematical Physics. According to data from OpenAlex, Ivar Massabó has authored 42 papers receiving a total of 392 indexed citations (citations by other indexed papers that have themselves been cited), including 23 papers in Finance, 11 papers in Economics and Econometrics and 10 papers in Mathematical Physics. Recurrent topics in Ivar Massabó's work include Stochastic processes and financial applications (19 papers), Financial Risk and Volatility Modeling (13 papers) and Capital Investment and Risk Analysis (7 papers). Ivar Massabó is often cited by papers focused on Stochastic processes and financial applications (19 papers), Financial Risk and Volatility Modeling (13 papers) and Capital Investment and Risk Analysis (7 papers). Ivar Massabó collaborates with scholars based in Italy, United States and Puerto Rico. Ivar Massabó's co-authors include Alfonso Vignoli, Jorge Ize, Jacobo Pejsachowicz, C. A. Stuart, Arturo Leccadito, Djairo G. de Figueiredo, Patrick Fitzpatrick, Patricia M. Fitzpatrick, Paolo Nistri and Antonino Zanette and has published in prestigious journals such as International Journal of Production Economics, Journal of Mathematical Analysis and Applications and Transactions of the American Mathematical Society.

In The Last Decade

Ivar Massabó

40 papers receiving 332 citations

Author Peers

Peers are selected by citation overlap in the author's most active subfields. citations · hero ref

Author Last Decade Papers Cites
Ivar Massabó 150 109 81 69 64 42 392
Johan Tysk 252 1.7× 97 0.9× 43 0.5× 62 0.9× 80 1.3× 32 396
Marc Henrard 341 2.3× 84 0.8× 55 0.7× 37 0.5× 75 1.2× 53 471
Xing Huang 316 2.1× 147 1.3× 103 1.3× 89 1.3× 42 0.7× 43 421
Baojun Bian 136 0.9× 99 0.9× 39 0.5× 35 0.5× 59 0.9× 34 261
Marco Dozzi 240 1.6× 84 0.8× 53 0.7× 121 1.8× 75 1.2× 36 394
Jean Michel Lasry 92 0.6× 141 1.3× 94 1.2× 54 0.8× 75 1.2× 8 285
Jiagang Ren 360 2.4× 244 2.2× 181 2.2× 182 2.6× 21 0.3× 45 534
Jean -Michel Bismut 183 1.2× 67 0.6× 55 0.7× 139 2.0× 72 1.1× 9 327
Guillaume Carlier 37 0.2× 128 1.2× 66 0.8× 47 0.7× 69 1.1× 36 315
Lucia Caramellino 190 1.3× 41 0.4× 28 0.3× 97 1.4× 28 0.4× 40 293

Countries citing papers authored by Ivar Massabó

Since Specialization
Citations

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

Fields of papers citing papers by Ivar Massabó

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

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

Co-authorship network of co-authors of Ivar Massabó

This figure shows the co-authorship network connecting the top 25 collaborators of Ivar Massabó. A scholar is included among the top collaborators of Ivar Massabó 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 Ivar Massabó. Ivar Massabó 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.
Massabó, Ivar, et al.. (2025). A lattice-based approach for life insurance pricing in a stochastic correlation framework. Mathematics and Computers in Simulation. 235. 145–159.
2.
Baiardi, L. Cerboni, et al.. (2020). The Dynamics of the S&P 500 under a Crisis Context: Insights from a Three-Regime Switching Model. Risks. 8(3). 71–71. 8 indexed citations
3.
Ho, Johnny C., Ivar Massabó, Giuseppe Paletta, & Alex J. Ruiz‐Torres. (2018). A note on posterior tight worst-case bounds for longest processing time schedules. 4OR. 17(1). 97–107. 1 indexed citations
4.
Massabó, Ivar, et al.. (2016). A shifted tree model for the efficient evaluation of options with fixed dividends. IMA Journal of Management Mathematics. dpw002–dpw002. 3 indexed citations
5.
Leccadito, Arturo, et al.. (2013). Option pricing under regime-switching jump–diffusion models. Journal of Computational and Applied Mathematics. 256. 152–167. 35 indexed citations
6.
Massabó, Ivar, et al.. (2013). Computing finite-time survival probabilities using multinomial approximations of risk models. Scandinavian Actuarial Journal. 2015(5). 406–422. 4 indexed citations
7.
Massabó, Ivar, et al.. (2012). ON PRICING CONTINGENT CLAIMS UNDER THE DOUBLE HESTON MODEL. International Journal of Theoretical and Applied Finance. 15(5). 1250033–1250033. 4 indexed citations
8.
Massabó, Ivar, et al.. (2011). On pricing arithmetic average reset options with multiple reset dates in a lattice framework. Journal of Computational and Applied Mathematics. 235(17). 5307–5325. 2 indexed citations
9.
Massabó, Ivar, et al.. (2009). Evaluating fair premiums of equity-linked policies with surrender option in a bivariate model. Insurance Mathematics and Economics. 45(2). 286–295. 10 indexed citations
10.
Lozza, Sergio Ortobelli, et al.. (2007). A Comparison among Portfolio Selection Strategies with Subordinated Lévy Processes. Nova Science Publishers (Nova Science Publishers, Inc.). 7(7). 224–233. 1 indexed citations
11.
Massabó, Ivar, et al.. (2007). A binomial model for valuing equity-linked policies embedding surrender options. Insurance Mathematics and Economics. 42(3). 873–886. 19 indexed citations
12.
Figueiredo, Djairo G. de & Ivar Massabó. (1991). Semilinear elliptic equations with the primitive of the nonlinearity interacting with the first eigenvalue. Journal of Mathematical Analysis and Applications. 156(2). 381–394. 19 indexed citations
13.
Ize, Jorge, Ivar Massabó, & Alfonso Vignoli. (1989). Degree theory for equivariant maps. I. Transactions of the American Mathematical Society. 315(2). 433–510. 33 indexed citations
14.
Massabó, Ivar, et al.. (1988). Lipschitz and darbo conditions for the superposition operator in ideal spaces. Annali di Matematica Pura ed Applicata (1923 -). 152(1). 123–137. 5 indexed citations
15.
Fitzpatrick, Patrick, Ivar Massabó, & Jacobo Pejsachowicz. (1986). On the covering dimension of the set of solutions of some nonlinear equations. Transactions of the American Mathematical Society. 296(2). 777–798. 12 indexed citations
16.
Ize, Jorge, et al.. (1985). Structure and Dimension of Global Branches of Solutions to Multiparameter Nonlinear Equations. Transactions of the American Mathematical Society. 291(2). 383–383. 9 indexed citations
17.
Massabó, Ivar & Jacobo Pejsachowicz. (1984). On the connectivity properties of the solution set of parametrized families of compact vector fields. Journal of Functional Analysis. 59(2). 151–166. 20 indexed citations
18.
Fitzpatrick, Patricia M., Ivar Massabó, & Jacobo Pejsachowicz. (1983). Complementing maps, continuation and global bifurcation. Bulletin of the American Mathematical Society. 9(1). 79–81. 11 indexed citations
19.
Massabó, Ivar & C. A. Stuart. (1978). Elliptic eigenvalue problems with discontinuous nonlinearities. Journal of Mathematical Analysis and Applications. 66(2). 261–281. 20 indexed citations
20.
Massabó, Ivar & Paolo Nistri. (1976). A topological degree for multivalued A-proper maps in Banach spaces. 13. 672–685. 2 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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