Nicole Bäuerle

2.7k total citations
83 papers, 1.7k citations indexed

About

Nicole Bäuerle is a scholar working on Finance, Management Science and Operations Research and Demography. According to data from OpenAlex, Nicole Bäuerle has authored 83 papers receiving a total of 1.7k indexed citations (citations by other indexed papers that have themselves been cited), including 47 papers in Finance, 47 papers in Management Science and Operations Research and 26 papers in Demography. Recurrent topics in Nicole Bäuerle's work include Stochastic processes and financial applications (41 papers), Insurance, Mortality, Demography, Risk Management (26 papers) and Probability and Risk Models (23 papers). Nicole Bäuerle is often cited by papers focused on Stochastic processes and financial applications (41 papers), Insurance, Mortality, Demography, Risk Management (26 papers) and Probability and Risk Models (23 papers). Nicole Bäuerle collaborates with scholars based in Germany, Poland and Switzerland. Nicole Bäuerle's co-authors include Ulrich Rieder, Alfred Müller, Rudolf Grübel, Anna Jaśkiewicz, Tomasz Rolski, Michael Kolonko, Hansjörg Albrecher, Erhan Bayraktar, Stefan Thonhauser and Luitgard Anna Maria Veraart and has published in prestigious journals such as Journal of the American Statistical Association, IEEE Transactions on Automatic Control and Automatica.

In The Last Decade

Nicole Bäuerle

79 papers receiving 1.6k citations

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name h Career Trend Papers Cites
Nicole Bäuerle Germany 21 899 799 539 418 249 83 1.7k
Andrew E. B. Lim United States 20 791 0.9× 949 1.2× 361 0.7× 338 0.8× 60 0.2× 53 1.7k
Ulrich Rieder Germany 14 418 0.5× 403 0.5× 302 0.6× 127 0.3× 124 0.5× 43 996
José Blanchet United States 18 828 0.9× 350 0.4× 121 0.2× 178 0.4× 373 1.5× 158 1.5k
Xin Guo United States 18 234 0.3× 771 1.0× 371 0.7× 163 0.4× 79 0.3× 82 1.2k
William S. Jewell United States 17 497 0.6× 141 0.2× 253 0.5× 206 0.5× 282 1.1× 45 1.2k
Damir Filipović Switzerland 31 581 0.6× 2.4k 3.0× 838 1.6× 443 1.1× 187 0.8× 115 3.1k
Alexei A. Gaivoronski Norway 14 535 0.6× 292 0.4× 170 0.3× 47 0.1× 46 0.2× 59 895
Alois Pichler Norway 17 553 0.6× 251 0.3× 213 0.4× 55 0.1× 155 0.6× 53 1.1k
D. L. McLeish Canada 17 324 0.4× 554 0.7× 290 0.5× 47 0.1× 576 2.3× 51 1.4k
Ed McKenzie United Kingdom 16 643 0.7× 655 0.8× 254 0.5× 35 0.1× 797 3.2× 31 1.7k

Countries citing papers authored by Nicole Bäuerle

Since Specialization
Citations

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

Fields of papers citing papers by Nicole Bäuerle

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

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

Co-authorship network of co-authors of Nicole Bäuerle

This figure shows the co-authorship network connecting the top 25 collaborators of Nicole Bäuerle. A scholar is included among the top collaborators of Nicole Bäuerle 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 Nicole Bäuerle. Nicole Bäuerle 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
1.
Bäuerle, Nicole, et al.. (2025). Relative portfolio optimization via a value at risk based constraint. Decisions in Economics and Finance. 1 indexed citations
2.
Bäuerle, Nicole, Anna Jaśkiewicz, & Andrzej S. Nowak. (2025). Mean–Variance optimization in discrete-time decision processes with general utility function. Automatica. 174. 112142–112142.
3.
Loritz, Ralf, et al.. (2024). To bucket or not to bucket? Analyzing the performance and interpretability of hybrid hydrological models with dynamic parameterization. Hydrology and earth system sciences. 28(12). 2705–2719. 15 indexed citations
4.
Bäuerle, Nicole & Anna Jaśkiewicz. (2024). Time-Consistency in the Mean–Variance Problem: A New Perspective. IEEE Transactions on Automatic Control. 70(1). 251–262. 2 indexed citations
5.
Bäuerle, Nicole, et al.. (2024). Nash equilibria for relative investors with (non)linear price impact. Mathematics and Financial Economics. 18(1). 27–48. 3 indexed citations
6.
Bäuerle, Nicole & Anna Jaśkiewicz. (2024). Markov decision processes with risk-sensitive criteria: an overview. Mathematical Methods of Operations Research. 99(1-2). 141–178. 8 indexed citations
7.
Bäuerle, Nicole, et al.. (2024). Blackwell Optimality and Policy Stability for Long-Run Risk-Sensitive Stochastic Control. SIAM Journal on Control and Optimization. 62(6). 3172–3194.
8.
Bäuerle, Nicole. (2023). Mean Field Markov Decision Processes. Applied Mathematics & Optimization. 88(1). 7 indexed citations
9.
Bäuerle, Nicole, et al.. (2022). Bayesian optimal investment and reinsurance with dependent financial and insurance risks. Statistics & Risk Modeling. 39(1-2). 23–47. 1 indexed citations
10.
Bäuerle, Nicole, et al.. (2022). Nash equilibria for relative investors via no-arbitrage arguments. Mathematical Methods of Operations Research. 97(1). 1–23. 4 indexed citations
11.
Bäuerle, Nicole, Anna Jaśkiewicz, & Andrzej S. Nowak. (2020). Stochastic dynamic programming with non-linear discounting. arXiv (Cornell University). 3 indexed citations
12.
Bäuerle, Nicole & Tomer Shushi. (2019). Risk Management with Tail Conditional Certainty Equivalents. arXiv (Cornell University). 1 indexed citations
13.
Bäuerle, Nicole, et al.. (2018). Optimal risk allocation in reinsurance networks. Insurance Mathematics and Economics. 82. 37–47. 5 indexed citations
14.
Bäuerle, Nicole & Ulrich Rieder. (2016). Zero-sum risk-sensitive stochastic games. Stochastic Processes and their Applications. 127(2). 622–642. 30 indexed citations
15.
Asmussen, Søren, Nicole Bäuerle, & Ralf Korn. (2007). Recent Developments in Financial and Insurance Mathematics and the Interplay with the Industry. Oberwolfach Reports. 4(1). 549–590. 1 indexed citations
16.
Bäuerle, Nicole, et al.. (2007). Dependence properties and comparison results for Lévy processes. Mathematical Methods of Operations Research. 67(1). 161–186. 18 indexed citations
17.
Bäuerle, Nicole. (2002). Optimal control of queueing networks: an approach via fluid models. Advances in Applied Probability. 34(2). 313–328. 21 indexed citations
18.
Bäuerle, Nicole. (2001). Convex Stochastic Fluid Programs with Average Cost. Journal of Mathematical Analysis and Applications. 259(1). 137–156. 1 indexed citations
19.
Bäuerle, Nicole. (2001). Discounted Stochastic Fluid Programs. Mathematics of Operations Research. 26(2). 401–420. 6 indexed citations
20.
Bäuerle, Nicole, et al.. (1998). Optimal scheduling in heterogeneous two-station queueing networks. Mathematical Methods of Operations Research. 48(3). 337–347.

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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