Jan-Frederik Mai

891 citations
48 papers · 517 indexed · h-index 12
Topics
Financial Risk and Volatility Modeling (30 papers)Stochastic processes and financial applications (20 papers)Credit Risk and Financial Regulations (15 papers)
Journals
SHILAP Revista de lepidopterologíaInformation SciencesJournal of Multivariate Analysis

In The Last Decade

Jan-Frederik Mai

43 papers receiving 486 citations

Peers

Jan-Frederik Mai
Comparison fields: 5 of 65
  • Finance 364
  • Statistics and Probability 190
  • Management Science and Operations Research 142
  • Economics and Econometrics 93
  • Artificial Intelligence 73
Replace José Juan Quesada-Molina with:
José Juan Quesada-Molina Spain
Eckhard Liebscher Germany
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Matthias Scherer Germany
René Ferland Canada
Reg Kulperger Canada
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Citations per year

Countries citing papers authored by Jan-Frederik Mai

Since Specialization
Citations

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

Fields of papers citing papers by Jan-Frederik Mai

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Jan-Frederik Mai. 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 Jan-Frederik Mai. The network helps show where Jan-Frederik Mai may publish in the future.

Co-authorship network of co-authors of Jan-Frederik Mai

This figure shows the co-authorship network connecting the top 25 collaborators of Jan-Frederik Mai. A scholar is included among the top collaborators of Jan-Frederik Mai 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 Jan-Frederik Mai. Jan-Frederik Mai 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
#WorkIndexed citations
1 3
2 3
3 0
4 8
5 26
6 0
7 6
8 24
9 4
10 3
11 1
12 10
13 17
14 53
15
Extendibility of Marshall-Olkin distributions via Lévy subordinators and an application to portfolio credit risk
10
16
A Tractable Multivariate Default Model Based on a Stochastic Time-Change
1
17 45
18 44
19 5
20 7

About Jan-Frederik Mai

Jan-Frederik Mai is a scholar working on Finance, Statistics and Probability and Management Science and Operations Research, having authored 48 papers that have together received 517 indexed citations. Recurring topics across this work include Financial Risk and Volatility Modeling (30 papers), Stochastic processes and financial applications (20 papers) and Credit Risk and Financial Regulations (15 papers). The work is most often cited by research in Finance (364 citations), Statistics and Probability (190 citations) and Management Science and Operations Research (142 citations). Jan-Frederik Mai has collaborated with scholars based in Germany, Canada and United Kingdom. Frequent co-authors include Matthias Scherer, Marius Hofert, S. Mineo, Damiano Brigo, Thorsten Schulz and Ruodu Wang. Their work appears in journals such as SHILAP Revista de lepidopterología, Information Sciences and Journal of Multivariate Analysis.

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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