John van der Hoek

1.6k total citations
36 papers, 1.1k citations indexed

About

John van der Hoek is a scholar working on Finance, Economics and Econometrics and Management Science and Operations Research. According to data from OpenAlex, John van der Hoek has authored 36 papers receiving a total of 1.1k indexed citations (citations by other indexed papers that have themselves been cited), including 14 papers in Finance, 11 papers in Economics and Econometrics and 8 papers in Management Science and Operations Research. Recurrent topics in John van der Hoek's work include Stochastic processes and financial applications (12 papers), Financial Risk and Volatility Modeling (7 papers) and Insurance, Mortality, Demography, Risk Management (6 papers). John van der Hoek is often cited by papers focused on Stochastic processes and financial applications (12 papers), Financial Risk and Volatility Modeling (7 papers) and Insurance, Mortality, Demography, Risk Management (6 papers). John van der Hoek collaborates with scholars based in Australia, Canada and United States. John van der Hoek's co-authors include Robert J. Elliott, John R. Cannon, W.P. Malcolm, Michael Sherris, Hanumanth Srikanth Cheruvu, Jeffrey E. Grice, Michael S. Roberts, Yousuf Mohammed, Heather A. E. Benson and Michael Pastore and has published in prestigious journals such as Advanced Drug Delivery Reviews, Automatica and IEEE Transactions on Signal Processing.

In The Last Decade

John van der Hoek

33 papers receiving 1.1k citations

Peers

John van der Hoek

FINAN

Naresh C. Jain United States

Diogo A. Gomes Saudi Arabia

Frédéric Abergel France

Espen R. Jakobsen Norway

Zhimin Zhang China

Xunjing Li China

Jan Ubøe Norway

Maria C. Mariani United States

Jeff Dewynne United Kingdom

Fabio Camilli Italy

Naresh C. Jain United States

John van der Hoek

256 ×0.5

FINAN

27 ×0.1

129 ×0.5

57 ×0.3

442 ×2.6

Citations per year, relative to John van der Hoek John van der Hoek (= 1×) peers Naresh C. Jain

Countries citing papers authored by John van der Hoek

Since Specialization

Citations

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

Fields of papers citing papers by John van der Hoek

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by John van der Hoek. 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 John van der Hoek. The network helps show where John van der Hoek may publish in the future.

Co-authorship network of co-authors of John van der Hoek

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

All Works

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20 of 20 papers shown

Liu, Xin, Hanumanth Srikanth Cheruvu, Yuri G. Anissimov, et al.. (2022). Percutaneous absorption of steroids from finite doses: Predicting urinary excretion from in vitro skin permeation testing. International Journal of Pharmaceutics. 625. 122095–122095. 2 indexed citations

Roberts, Michael S., Hanumanth Srikanth Cheruvu, Azadeh Alinaghi, et al.. (2021). Topical drug delivery: History, percutaneous absorption, and product development. Advanced Drug Delivery Reviews. 177. 113929–113929. 144 indexed citations

Liu, Xin, Sara H. Yousef, Yuri G. Anissimov, et al.. (2020). Diffusion modelling of percutaneous absorption kinetics. Predicting urinary excretion from in vitro skin permeation tests (IVPT) for an infinite dose. European Journal of Pharmaceutics and Biopharmaceutics. 149. 30–44. 5 indexed citations

Arulampalam, Sanjeev, et al.. (2019). Bayesian WIV Estimators for 3-D Bearings-Only TMA With Speed Constraints. IEEE Transactions on Signal Processing. 67(13). 3576–3591. 15 indexed citations

Hoek, John van der & Robert J. Elliott. (2018). Introduction to Hidden Semi-Markov Models. Cambridge University Press eBooks. 10 indexed citations

Elliott, Robert J. & John van der Hoek. (2013). Default Times in a Continuous Time Markov Chain Economy. Applied Mathematical Finance. 20(5). 450–460. 1 indexed citations

Elliott, Robert J., John van der Hoek, & David D. Sworder. (2012). Markov Chain Hitting Times. Stochastic Analysis and Applications. 30(5). 827–830. 2 indexed citations

Sherris, Michael, et al.. (2006). Dynamic Portfolio Allocation, the Dual Theory of Choice and Probability Distortion Functions. Astin Bulletin. 36(1). 187–217. 6 indexed citations

Sherris, Michael, et al.. (2006). Dynamic Portfolio Allocation, the Dual Theory of Choice and Probability Distortion Functions. Astin Bulletin. 36(1). 187–217. 4 indexed citations

10.

Sherris, Michael & John van der Hoek. (2006). Capital Allocation In Insurance. North American Actuarial Journal. 10(2). 39–61. 12 indexed citations

11.

Bonnet, Frédéric, John van der Hoek, Andrew Allison, & Derek Abbott. (2005). Path integrals in fluctuating markets with a non-Gaussian option pricing model. Proceedings of SPIE, the International Society for Optical Engineering/Proceedings of SPIE. 5848. 66–66.

12.

Elliott, Robert J. & John van der Hoek. (2003). A General Fractional White Noise Theory And Applications To Finance. Mathematical Finance. 13(2). 301–330. 194 indexed citations

13.

Elliott, Robert J. & John van der Hoek. (2001). Stochastic flows and the forward measure. Finance and Stochastics. 5(4). 511–525. 23 indexed citations

14.

Elliott, Robert J. & John van der Hoek. (1996). An Application of Hidden Markov Models to Asset Allocation Problems. SSRN Electronic Journal. 1 indexed citations

15.

Hoek, John van der, et al.. (1987). SUBJECT TO THE SPECIFICATION OF MASS. 1 indexed citations

16.

Cannon, John R. & John van der Hoek. (1986). Diffusion subject to the specification of mass. Journal of Mathematical Analysis and Applications. 115(2). 517–529. 107 indexed citations

17.

Hoek, John van der, C.J. Barnes, & J. H. Knight. (1984). A free surface problem arising in the drainage of a uniformly irrigated field: Existence and uniqueness results. Journal of the Australian Mathematical Society Series A Pure Mathematics and Statistics. 36(3). 389–403. 1 indexed citations

18.

Hoek, John van der & M. A. Lohe. (1984). Vortex properties in first- and second-order formulations of abelian gauge theories. Journal of Mathematical Physics. 25(1). 154–160.

19.

Cannon, John R. & John van der Hoek. (1982). The one phase Stefan problem subject to the specification of energy. Journal of Mathematical Analysis and Applications. 86(1). 281–291. 35 indexed citations

20.

Cannon, John R. & John van der Hoek. (1982). The classical solution of the one-dimensional two-phase stefan problem with energy specification. Annali di Matematica Pura ed Applicata (1923 -). 130(1). 385–398. 24 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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