Michèle Vanmaele

945 citations
55 papers · 561 indexed · h-index 14
Topics
Stochastic processes and financial applications (34 papers)Insurance, Mortality, Demography, Risk Management (14 papers)Financial Risk and Volatility Modeling (14 papers)

In The Last Decade

Michèle Vanmaele

53 papers receiving 524 citations

Peers

Michèle Vanmaele
Comparison fields: 5 of 44
  • Finance 347
  • Computational Mechanics 132
  • Economics and Econometrics 121
  • Demography 112
  • Mechanics of Materials 106
Replace Lishang Jiang with:
Lishang Jiang China
Andrea Pascucci Italy
R. Zvan Canada
Lixin Wu Hong Kong
Liming Feng United States
Ekaterina Voltchkova France
Stanley Kogelman United States
Domingo Tavella United States
Samuli Ikonen Finland
Désiré Yannick Tangman Mauritius
Michèle Vanmaele relative to Lishang Jiang China Lishang Jiang's profile →
Citations per field
00.5×6.6×
Lishang Jiang · 1×
Citations per year

Countries citing papers authored by Michèle Vanmaele

Since Specialization
Citations

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

Fields of papers citing papers by Michèle Vanmaele

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

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

Co-authorship network of co-authors of Michèle Vanmaele

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

All Works

20 of 20 papers shown
#WorkIndexed citations
1 1
2 2
3 7
4 11
5 15
6 16
7 11
8
Overview: (locally) risk-minimizing hedging strategies
2
9 3
10
A Full Multi-Grid Method For The Solution Of The Cell Vertex Finite Volume Cauchy-Riemann Equations
0
11
Minimization of the (conditional) Value-at-Risk for a coupon bearing bond using a bond put option
1
12
Static super-replicating strategies for exotic options
2
13 28
14
A sensitivity analysis for the pricing of call options in a binary tree model
1
15
Pricing of arithmetic basket and Asian basket options by conditioning
1
16
Bounds for the price of discretely sampled arithmetic Asian options
8
17 13
18 13
19
A numerical quadrature finite element method for the 2nd-order eigenvalue problems with Dirichlet-Robin boundary conditions
2
20 17

About Michèle Vanmaele

Michèle Vanmaele is a scholar working on Finance, Demography and Management Science and Operations Research, having authored 55 papers that have together received 561 indexed citations. Recurring topics across this work include Stochastic processes and financial applications (34 papers), Insurance, Mortality, Demography, Risk Management (14 papers) and Financial Risk and Volatility Modeling (14 papers). The work is most often cited by research in Finance (347 citations), Numerical Analysis (62 citations) and Demography (112 citations). Michèle Vanmaele has collaborated with scholars based in Belgium, United States and United Kingdom. Frequent co-authors include Griselda Deelstra, Alexander Ženíšek, Jan Dhaene, Reza Mollapourasl, Xianmei Chen, Ibrahima Diallo, Marc Goovaerts, Roger Van Keer, Daniël Linders and Jan Annaert. Their work appears in journals such as European Journal of Operational Research, Mathematics of Computation and SIAM Journal on Numerical Analysis.

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

Rankless by CCL
2026