Ludger Overbeck

1.7k total citations
48 papers, 805 citations indexed

About

Ludger Overbeck is a scholar working on Finance, Management Science and Operations Research and Mathematical Physics. According to data from OpenAlex, Ludger Overbeck has authored 48 papers receiving a total of 805 indexed citations (citations by other indexed papers that have themselves been cited), including 35 papers in Finance, 12 papers in Management Science and Operations Research and 10 papers in Mathematical Physics. Recurrent topics in Ludger Overbeck's work include Stochastic processes and financial applications (31 papers), Financial Risk and Volatility Modeling (15 papers) and Credit Risk and Financial Regulations (13 papers). Ludger Overbeck is often cited by papers focused on Stochastic processes and financial applications (31 papers), Financial Risk and Volatility Modeling (15 papers) and Credit Risk and Financial Regulations (13 papers). Ludger Overbeck collaborates with scholars based in Germany, United States and Australia. Ludger Overbeck's co-authors include Christian Bluhm, Christoph Wagner, Tobias Rydèn, Michael Röckner, Wolfgang Karl Härdle, Michael Kalkbrener, K. Zilch, Cathy Yi‐Hsuan Chen, Wolfgang M. Schmidt and Byron Schmuland and has published in prestigious journals such as SHILAP Revista de lepidopterología, The Annals of Probability and Probability Theory and Related Fields.

In The Last Decade

Ludger Overbeck

43 papers receiving 722 citations

Peers

Ludger Overbeck

FINAN

EE

MSOR

ACCOU

MP

Rüdiger Kiesel Germany

J. Michael Harrison Hong Kong

Stéphane Crépey France

Zengjing Chen China

Daniel Dufresne Australia

Emilio Barucci Italy

Christian Y. Robert France

Gianluca Fusai Italy

Donatien Hainaut Belgium

Shaolin Ji China

Rüdiger Kiesel Germany

Ludger Overbeck

747 ×1.2

FINAN

518 ×2.5

EE

193 ×1.2

MSOR

79 ×0.6

ACCOU

47 ×0.5

MP

Citations per year, relative to Ludger Overbeck Ludger Overbeck (= 1×) peers Rüdiger Kiesel

Countries citing papers authored by Ludger Overbeck

Since Specialization

Citations

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

Fields of papers citing papers by Ludger Overbeck

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

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

Co-authorship network of co-authors of Ludger Overbeck

This figure shows the co-authorship network connecting the top 25 collaborators of Ludger Overbeck. A scholar is included among the top collaborators of Ludger Overbeck 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 Ludger Overbeck. Ludger Overbeck 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

1.

Overbeck, Ludger, et al.. (2025). Using Bell violations as an indicator for financial market crisis. City Research Online (City University London). 11. 100164–100164.

2.

Nikitopoulos, Christina Sklibosios, et al.. (2025). Stochastic modelling and forecasting of wind capacity utilization with applications to risk management: The Australian case. Pacific-Basin Finance Journal. 91. 102769–102769.

3.

Kruse, Thomas, et al.. (2022). Inhomogeneous affine Volterra processes. Stochastic Processes and their Applications. 150. 250–279. 2 indexed citations

4.

Overbeck, Ludger, et al.. (2019). Dynamic systemic risk measures for bounded discrete time processes. Mathematical Methods of Operations Research. 90(1). 77–108. 3 indexed citations

5.

Overbeck, Ludger, et al.. (2018). Path-dependent backward stochastic Volterra integral equations with jumps, differentiability and duality principle. SHILAP Revista de lepidopterología. 3(1). 11 indexed citations

6.

Overbeck, Ludger, et al.. (2017). Effects of Regime Switching on Pricing Credit Options in a Shifted CIR Model. SSRN Electronic Journal. 1 indexed citations

7.

Overbeck, Ludger, et al.. (2016). Path-dependent BSDEs with jumps and their connection to PPIDEs. Stochastics and Dynamics. 17(5). 1750036–1750036. 4 indexed citations

8.

Overbeck, Ludger, et al.. (2016). A note on optimal risk sharing onLpspaces. Operations Research Letters. 44(2). 202–207. 1 indexed citations

9.

Kalkbrener, Michael, et al.. (2014). Default Probabilities and Default Correlations Under Stress. SSRN Electronic Journal. 1 indexed citations

10.

Overbeck, Ludger, et al.. (2013). Systemic Risk Measures on General Probability Spaces. SSRN Electronic Journal. 8 indexed citations

11.

Kalkbrener, Michael & Ludger Overbeck. (2013). Stressed Testing in Credit Portfolio Models. SSRN Electronic Journal.

12.

Härdle, Wolfgang Karl, Nikolaus Hautsch, & Ludger Overbeck. (2008). Applied Quantitative Finance. CERN Document Server (European Organization for Nuclear Research). 19 indexed citations

13.

Bluhm, Christian & Ludger Overbeck. (2006). Structured Credit Portfolio Analysis, Baskets and CDOs. 29 indexed citations

14.

Overbeck, Ludger & Wolfgang M. Schmidt. (2005). Modeling Default Dependence with Threshold Models. The Journal of Derivatives. 12(4). 10–19. 17 indexed citations

15.

Bluhm, Christian & Ludger Overbeck. (2004). Semi‐analytic Approaches to Collateralized Debt Obligation Modelling. Economic Notes. 33(2). 233–255. 1 indexed citations

16.

Bluhm, Christian, Ludger Overbeck, & Christoph Wagner. (2002). An Introduction to Credit Risk Modeling. 186 indexed citations

17.

Overbeck, Ludger & Tobias Rydèn. (1997). Estimation in the Cox-Ingersoll-Ross Model. Econometric Theory. 13(3). 430–461. 52 indexed citations

18.

Overbeck, Ludger, et al.. (1995). Markov processes associated with semi-Dirichlet forms. Osaka Journal of Mathematics. 32(1). 97–119. 33 indexed citations

19.

Overbeck, Ludger. (1995). Superprocesses and McKean-Vlasov equations with creation of mass. UC Berkeley. 2 indexed citations

20.

Overbeck, Ludger. (1994). Martin boundaries of some branching processes. French digital mathematics library (Numdam). 30(2). 181–195. 2 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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