Jaap Geluk

1.0k total citations
39 papers, 746 citations indexed

About

Jaap Geluk is a scholar working on Finance, Mathematical Physics and Applied Mathematics. According to data from OpenAlex, Jaap Geluk has authored 39 papers receiving a total of 746 indexed citations (citations by other indexed papers that have themselves been cited), including 16 papers in Finance, 13 papers in Mathematical Physics and 11 papers in Applied Mathematics. Recurrent topics in Jaap Geluk's work include Probability and Risk Models (11 papers), Financial Risk and Volatility Modeling (11 papers) and Stochastic processes and financial applications (10 papers). Jaap Geluk is often cited by papers focused on Probability and Risk Models (11 papers), Financial Risk and Volatility Modeling (11 papers) and Stochastic processes and financial applications (10 papers). Jaap Geluk collaborates with scholars based in Netherlands, United States and Saudi Arabia. Jaap Geluk's co-authors include Laurens de Haan, Qihe Tang, Xun Wang, Jiusun Zeng, Uwe Krüger, Lei Xie, Casper G. de Vries, Cătălin Stărică, Sidney I. Resnick and Kai Wang Ng and has published in prestigious journals such as Automatica, Journal of Mathematical Analysis and Applications and Control Engineering Practice.

In The Last Decade

Jaap Geluk

38 papers receiving 684 citations

Peers

Jaap Geluk

FINAN

MSOR

CSE

Yu Miao China

Fabio Spizzichino Italy

Markus Reiß Germany

Balram S. Rajput United States

Manuel Úbeda-Flores Spain

Michael Kohlmann Germany

William P. McCormick United States

David M. Mason United States

Łukasz Stettner Poland

Gyula Pap Hungary

Yu Miao China

Jaap Geluk

229 ×0.6

FINAN

277 ×0.9

MSOR

216 ×1.0

103 ×0.8

39 ×0.3

CSE

Citations per year, relative to Jaap Geluk Jaap Geluk (= 1×) peers Yu Miao

Countries citing papers authored by Jaap Geluk

Since Specialization

Citations

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

Fields of papers citing papers by Jaap Geluk

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

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

Co-authorship network of co-authors of Jaap Geluk

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

All Works

Sort: Min cites: Since: Top N: Style:

20 of 20 papers shown

Xie, Lei, Jiusun Zeng, Uwe Krüger, Xun Wang, & Jaap Geluk. (2015). Fault detection in dynamic systems using the Kullback–Leibler divergence. Control Engineering Practice. 43. 39–48. 45 indexed citations

Amini, Mohammad, et al.. (2012). Asymptotic behavior of product of two heavy-tailed dependent random variables. Acta Mathematica Sinica English Series. 29(2). 355–364. 4 indexed citations

Geluk, Jaap & Qihe Tang. (2008). Asymptotic Tail Probabilities of Sums of Dependent Subexponential Random Variables. Journal of Theoretical Probability. 22(4). 871–882. 92 indexed citations

Geluk, Jaap & Kai Wang Ng. (2006). Tail behavior of negatively associated heavy-tailed sums. Journal of Applied Probability. 43(2). 587–593. 3 indexed citations

Geluk, Jaap & Kai Wang Ng. (2006). Tail behavior of negatively associated heavy-tailed sums. Journal of Applied Probability. 43(2). 587–593. 21 indexed citations

Geluk, Jaap & Casper G. de Vries. (2005). Weighted sums of subexponential random variables and asymptotic dependence between returns on reinsurance equities. Insurance Mathematics and Economics. 38(1). 39–56. 19 indexed citations

Geluk, Jaap, et al.. (2002). On bootstrap sample size in extreme value theory. Digital Object Identifier (DOI) Repository Serbia (National Library of Serbia). 6 indexed citations

Geluk, Jaap, et al.. (2000). SECOND-ORDER REGULAR VARIATION AND THE DOMAIN OF ATTRACTION OF STABLE DISTRIBUTIONS. Analysis. 20(4). 359–372. 3 indexed citations

Geluk, Jaap & Liang Peng. (2000). An adaptive optimal estimate of the tail index for MA(l) time series. Statistics & Probability Letters. 46(3). 217–227. 8 indexed citations

10.

Geluk, Jaap, Liang Peng, & Casper G. de Vries. (2000). Convolutions of heavy-tailed random variables and applications to portfolio diversification and MA(1) time series. Advances in Applied Probability. 32(4). 1011–1026. 13 indexed citations

11.

Geluk, Jaap. (1996). Tails of subordinated laws: The regularly varying case. Stochastic Processes and their Applications. 61(1). 147–161. 13 indexed citations

12.

Geluk, Jaap. (1991). Note on a theorem of Avakumović. Proceedings of the American Mathematical Society. 112(2). 429–431. 1 indexed citations

13.

Geluk, Jaap. (1989). An Abel-Tauber theorem for partitions, II. Journal of Number Theory. 33(2). 170–181. 1 indexed citations

14.

Geluk, Jaap & Laurens de Haan. (1987). Regular variation, extensions and Tauberian theorems. Centrum Wiskunde & Informatica (CWI), the national research institute for mathematics and computer science in the Netherlands. 40. 1–131. 236 indexed citations

15.

Geluk, Jaap. (1986). On a theorem in entire function theory and its application in probability theory. Journal of Mathematical Analysis and Applications. 118(1). 165–172. 1 indexed citations

16.

Geluk, Jaap. (1985). Abelian and Tauberian theorems for 0-regularly varying functions. Proceedings of the American Mathematical Society. 93(2). 235–241. 1 indexed citations

17.

Geluk, Jaap. (1985). On the convolution of functions which belong to a subclass ofL¹(0, ∞). Applicable Analysis. 20(1-2). 79–88. 1 indexed citations

18.

Geluk, Jaap. (1984). On the relation between the tail probability and the moments of a random variable. Indagationes Mathematicae (Proceedings). 87(4). 401–405. 5 indexed citations

19.

Geluk, Jaap & Laurens de Haan. (1981). On functions with small differences. Indagationes Mathematicae (Proceedings). 84(2). 187–194. 5 indexed citations

20.

Balkema, A. A., Jaap Geluk, & Laurens de Haan. (1979). AN EXTENSION OF KARAMATA'S TAUBERIAN THEOREM AND ITS CONNECTION WITH COMPLEMENTARY CONVEX FUNCTIONS. The Quarterly Journal of Mathematics. 30(4). 385–416. 33 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.

Explore authors with similar magnitude of impact