Jan-Frederik Mai

891 total citations
48 papers, 517 citations indexed

About

Jan-Frederik Mai is a scholar working on Finance, Management Science and Operations Research and Statistics and Probability. According to data from OpenAlex, Jan-Frederik Mai has authored 48 papers receiving a total of 517 indexed citations (citations by other indexed papers that have themselves been cited), including 41 papers in Finance, 19 papers in Management Science and Operations Research and 17 papers in Statistics and Probability. Recurrent topics in Jan-Frederik Mai's work include Financial Risk and Volatility Modeling (30 papers), Stochastic processes and financial applications (20 papers) and Credit Risk and Financial Regulations (15 papers). Jan-Frederik Mai is often cited by papers focused on Financial Risk and Volatility Modeling (30 papers), Stochastic processes and financial applications (20 papers) and Credit Risk and Financial Regulations (15 papers). Jan-Frederik Mai collaborates with scholars based in Germany, Canada and United Kingdom. Jan-Frederik Mai's co-authors include Matthias Scherer, Marius Hofert, S. Mineo, Damiano Brigo, Thorsten Schulz and Ruodu Wang and has published in prestigious journals such as SHILAP Revista de lepidopterología, Information Sciences and Journal of Multivariate Analysis.

In The Last Decade

Jan-Frederik Mai

43 papers receiving 486 citations

Peers — A (Enhanced Table)

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

Name	h						Papers	Cites
Jan-Frederik Mai Germany	12	364	190	142	93	73	48	517
José Juan Quesada-Molina Spain	15	360 1.0×	252 1.3×	215 1.5×	45 0.5×	70 1.0×	33	592
Anne‐Laure Fougères France	11	222 0.6×	141 0.7×	80 0.6×	54 0.6×	43 0.6×	20	326
Eckhard Liebscher Germany	10	229 0.6×	309 1.6×	97 0.7×	52 0.6×	125 1.7×	37	518
Éléna Di Bernardino France	10	261 0.7×	143 0.8×	181 1.3×	107 1.2×	22 0.3×	27	384
Carles M. Cuadras Spain	12	244 0.7×	260 1.4×	119 0.8×	33 0.4×	92 1.3×	22	500
Matthias Scherer Germany	17	592 1.6×	213 1.1×	207 1.5×	218 2.3×	90 1.2×	93	856
Deyuan Li China	13	339 0.9×	249 1.3×	54 0.4×	143 1.5×	66 0.9×	40	571
René Ferland Canada	6	278 0.8×	221 1.2×	50 0.4×	95 1.0×	67 0.9×	19	427
Reg Kulperger Canada	12	225 0.6×	116 0.6×	58 0.4×	102 1.1×	43 0.6×	45	479
Robert Stelzer Germany	14	453 1.2×	131 0.7×	86 0.6×	193 2.1×	39 0.5×	33	557

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

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

20 of 20 papers shown

Mai, Jan-Frederik & Matthias Scherer. (2020). On the structure of exchangeable extreme-value copulas. Journal of Multivariate Analysis. 180. 104670–104670. 3 indexed citations

Mai, Jan-Frederik. (2019). Simulation algorithms for hierarchical Archimedean copulas beyond the completely monotone case. SHILAP Revista de lepidopterología. 7(1). 202–214. 3 indexed citations

Mai, Jan-Frederik. (2019). Portfolio Optimization for Credit-Risky Assets under Marshall–Olkin Dependence. Applied Mathematical Finance. 26(6). 598–618.

Mai, Jan-Frederik, et al.. (2018). Simulating realistic correlation matrices for financial applications: correlation matrices with the Perron–Frobenius property. Journal of Statistical Computation and Simulation. 89(2). 315–336. 8 indexed citations

Mai, Jan-Frederik & Matthias Scherer. (2016). Simulating Copulas. 26 indexed citations

Mai, Jan-Frederik, et al.. (2015). The density of distributions from the Bondesson class. The Journal of Computational Finance. 18(3). 99–128.

Mai, Jan-Frederik, et al.. (2015). Analyzing model robustness via a distortion of the stochastic root: A Dirichlet prior approach. Statistics & Risk Modeling. 32(3-4). 177–195. 6 indexed citations

Mai, Jan-Frederik, et al.. (2015). Two Novel Characterizations of Self-Decomposability on the Half-Line. Journal of Theoretical Probability. 30(1). 365–383. 6 indexed citations

Mai, Jan-Frederik, Matthias Scherer, & Thorsten Schulz. (2014). Sequential Modeling of Dependent Jump Processes. Wilmott. 2014(70). 54–63. 4 indexed citations

10.

Mai, Jan-Frederik & Matthias Scherer. (2014). Financial Engineering with Copulas Explained. Palgrave Macmillan UK eBooks. 24 indexed citations

11.

Mai, Jan-Frederik & Matthias Scherer. (2013). Extendibility of Marshall–Olkin distributions and inverse Pascal triangles. Brazilian Journal of Probability and Statistics. 27(3). 3 indexed citations

12.

Mai, Jan-Frederik, et al.. (2012). Multivariate geometric distributions, (logarithmically) monotone sequences, and infinitely divisible laws. Journal of Multivariate Analysis. 115. 457–480. 10 indexed citations

13.

Mai, Jan-Frederik & Matthias Scherer. (2012). -extendible copulas. Journal of Multivariate Analysis. 110. 151–160. 17 indexed citations

14.

Mai, Jan-Frederik & Matthias Scherer. (2011). Simulating Copulas. 53 indexed citations

15.

Mai, Jan-Frederik. (2010). Extendibility of Marshall-Olkin distributions via Lévy subordinators and an application to portfolio credit risk. mediaTUM – the media and publications repository of the Technical University Munich (Technical University Munich). 10 indexed citations

16.

Scherer, Matthias & Jan-Frederik Mai. (2009). A Tractable Multivariate Default Model Based on a Stochastic Time-Change. SSRN Electronic Journal. 1 indexed citations

17.

Mai, Jan-Frederik & Matthias Scherer. (2009). Lévy-frailty copulas. Journal of Multivariate Analysis. 100(7). 1567–1585. 45 indexed citations

18.

Hofert, Marius, et al.. (2009). Constructing hierarchical Archimedean copulas with Lévy subordinators. Journal of Multivariate Analysis. 101(6). 1428–1433. 44 indexed citations

19.

Mai, Jan-Frederik & Matthias Scherer. (2009). The Pickands representation of survival Marshall–Olkin copulas. Statistics & Probability Letters. 80(5-6). 357–360. 5 indexed citations

20.

Mai, Jan-Frederik & Matthias Scherer. (2008). Efficiently sampling exchangeable Cuadras–Augé copulas in high dimensions. Information Sciences. 179(17). 2872–2877. 7 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