Kai Detlefsen

484 total citations
8 papers, 245 citations indexed

About

Kai Detlefsen is a scholar working on Finance, Demography and Management Science and Operations Research. According to data from OpenAlex, Kai Detlefsen has authored 8 papers receiving a total of 245 indexed citations (citations by other indexed papers that have themselves been cited), including 7 papers in Finance, 3 papers in Demography and 1 paper in Management Science and Operations Research. Recurrent topics in Kai Detlefsen's work include Stochastic processes and financial applications (7 papers), Insurance, Mortality, Demography, Risk Management (3 papers) and Financial Risk and Volatility Modeling (3 papers). Kai Detlefsen is often cited by papers focused on Stochastic processes and financial applications (7 papers), Insurance, Mortality, Demography, Risk Management (3 papers) and Financial Risk and Volatility Modeling (3 papers). Kai Detlefsen collaborates with scholars based in United States, Germany and China. Kai Detlefsen's co-authors include Giacomo Scandolo and Wolfgang Karl Härdle and has published in prestigious journals such as Quantitative Finance, Finance and Stochastics and The Journal of Derivatives.

In The Last Decade

Kai Detlefsen

7 papers receiving 218 citations

Peers

Kai Detlefsen

FINAN

MSOR

EE

DEMOG

SP

Irina Penner Germany

Beatrice Acciaio Austria

Jocelyne Bion–Nadal France

Valeri Zakamouline Norway

Gregor Svindland Germany

Arnon Levy United States

Yonggan Zhao Canada

Romain Deguest France

Jörn Saß Germany

Stefan R. Jaschke Germany

Irina Penner Germany

Kai Detlefsen

138 ×0.8

FINAN

149 ×0.8

MSOR

68 ×0.9

EE

28 ×0.5

DEMOG

24 ×0.8

SP

Citations per year, relative to Kai Detlefsen Kai Detlefsen (= 1×) peers Irina Penner

Countries citing papers authored by Kai Detlefsen

Since Specialization

Citations

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

Fields of papers citing papers by Kai Detlefsen

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

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

Co-authorship network of co-authors of Kai Detlefsen

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

All Works

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8 of 8 papers shown

1.

Detlefsen, Kai & Wolfgang Karl Härdle. (2013). Variance swap dynamics. Quantitative Finance. 13(5). 675–685. 2 indexed citations

2.

Detlefsen, Kai & Wolfgang Karl Härdle. (2007). Calibration Risk for Exotic Options. The Journal of Derivatives. 14(4). 47–63. 30 indexed citations

3.

Detlefsen, Kai, et al.. (2007). Empirical Pricing Kernels and Investor Preferences. SSRN Electronic Journal. 3 indexed citations

4.

Härdle, Wolfgang Karl, et al.. (2006). Empirical Pricing Kernels and Investor Preferences. SSRN Electronic Journal. 5 indexed citations

5.

Härdle, Wolfgang Karl & Kai Detlefsen. (2006). Forecasting the Term Structure of Variance Swaps. SSRN Electronic Journal. 1 indexed citations

6.

Detlefsen, Kai & Wolfgang Karl Härdle. (2006). Calibration Design of Implied Volatility Surfaces. SSRN Electronic Journal. 1 indexed citations

7.

Detlefsen, Kai & Wolfgang Karl Härdle. (2006). Calibration Risk for Exotic Options. SSRN Electronic Journal. 1 indexed citations

8.

Detlefsen, Kai & Giacomo Scandolo. (2005). Conditional and dynamic convex risk measures. Finance and Stochastics. 9(4). 539–561. 202 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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