Martijn Pistorius
Impact in
- Finance top 0.5%
- Stochastic processes and financial applications
- Financial Risk and Volatility Modeling
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- Probability and Risk Models
Papers in
- Finance 52
- Stochastic processes and financial applications 50
- Financial Risk and Volatility Modeling 18
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- Probability and Risk Models 24
- Risk and Portfolio Optimization 13
- Co-authors
- Florin Avram (10 shared papers)Zbigniew Palmowski (7 shared papers)Andreas E. Kyprianou (3 shared papers)Søren Asmussen (1 shared paper)Dilip B. Madan (17 shared papers)Aleksandar Mijatović (7 shared papers)Zhengjun Jiang (2 shared papers)Ernst Eberlein (6 shared papers)
- Journals
- Stochastic Processes and their Applications (6 papers)The Annals of Applied Probability (6 papers)Journal of Applied Probability (5 papers)International Journal of Theoretical and Applied Finance (4 papers)Insurance Mathematics and Economics (3 papers)
- Partner nations
- United KingdomFranceGermany
In The Last Decade
Martijn Pistorius
54 papers receiving 1.3k citations
Peers
Comparison fields: 5 of 42
- Finance 1.1k
- Management Science and Operations Research 859
- Demography 438
- Mathematical Physics 249
- Management Information Systems 212
Countries citing papers authored by Martijn Pistorius
This map shows the geographic impact of Martijn Pistorius'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 Martijn Pistorius with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Martijn Pistorius more than expected).
Fields of papers citing papers by Martijn Pistorius
This network shows the impact of papers produced by Martijn Pistorius. 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 Martijn Pistorius. The network helps show where Martijn Pistorius may publish in the future.
Co-authors
The 22 scholars most cited alongside Martijn Pistorius, linked wherever they have co-authored with each other. Click a name or a connecting line to browse the papers they share.
All Works
Showing the 20 most-cited of 58 papers — load more, or switch the sort, to bring in the rest.
| # | Work | ||
|---|---|---|---|
| 1 | 2003 | 248 | |
| 2 | 2007 | 188 | |
| 3 | 2004 | 174 | |
| 4 | 2004 | 93 | |
| 5 | 2003 | 70 | |
| 6 | 2008 | 56 | |
| 7 | 2007 | 53 | |
| 8 | 2012 | 47 | |
| 9 | 2008 | 42 | |
| 10 | 2009 | 41 | |
| 11 | 2006 | 31 | |
| 12 | 2014 | 30 | |
| 13 | 2013 | 27 | |
| 14 | 2003 | 26 | |
| 15 | 2004 | 24 | |
| 16 | 2015 | 18 | |
| 17 | 2017 | 17 | |
| 18 | 2009 | 15 | |
| 19 | 2011 | 14 | |
| 20 | 2015 | 14 |
About Martijn Pistorius
Martijn Pistorius is a scholar working on Finance, Management Science and Operations Research, Economics and Econometrics, Demography and Mathematical Physics, having authored 58 papers that have together received 1.4k indexed citations. Recurring topics across this work include Stochastic processes and financial applications (50 papers), Probability and Risk Models (24 papers), Financial Risk and Volatility Modeling (18 papers), Risk and Portfolio Optimization (13 papers), Insurance, Mortality, Demography, Risk Management (11 papers), Stochastic processes and statistical mechanics (10 papers), Economic theories and models (10 papers) and Advanced Queuing Theory Analysis (8 papers). The work is most often cited by research in Finance (1.1k citations), Management Science and Operations Research (859 citations), Demography (438 citations), Mathematical Physics (249 citations) and Management Information Systems (212 citations). Martijn Pistorius has collaborated with scholars based in United Kingdom, France and Germany. Frequent co-authors include Florin Avram, Zbigniew Palmowski, Andreas E. Kyprianou, Søren Asmussen, Dilip B. Madan, Aleksandar Mijatović, Zhengjun Jiang, Ernst Eberlein, Wim Schoutens and Marc Yor. Their work appears in journals such as Stochastic Processes and their Applications, The Annals of Applied Probability, Journal of Applied Probability, International Journal of Theoretical and Applied Finance and Insurance Mathematics and Economics.
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.