Ole Hesselager

455 total citations
20 papers, 302 citations indexed

About

Ole Hesselager is a scholar working on Management Science and Operations Research, Statistics and Probability and Economics and Econometrics. According to data from OpenAlex, Ole Hesselager has authored 20 papers receiving a total of 302 indexed citations (citations by other indexed papers that have themselves been cited), including 14 papers in Management Science and Operations Research, 11 papers in Statistics and Probability and 5 papers in Economics and Econometrics. Recurrent topics in Ole Hesselager's work include Probability and Risk Models (13 papers), Statistical Distribution Estimation and Applications (8 papers) and Insurance and Financial Risk Management (5 papers). Ole Hesselager is often cited by papers focused on Probability and Risk Models (13 papers), Statistical Distribution Estimation and Applications (8 papers) and Insurance and Financial Risk Management (5 papers). Ole Hesselager collaborates with scholars based in Denmark. Ole Hesselager's co-authors include R. Kaas, Shaoyu Wang, Gordon E. Willmot and Ragnar Norberg and has published in prestigious journals such as Insurance Mathematics and Economics, Astin Bulletin and Scandinavian Actuarial Journal.

In The Last Decade

Ole Hesselager

20 papers receiving 253 citations

Peers

Ole Hesselager
François Dufresne Switzerland
Ole Hesselager
Citations per year, relative to Ole Hesselager Ole Hesselager (= 1×) peers François Dufresne

Countries citing papers authored by Ole Hesselager

Since Specialization
Citations

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

Fields of papers citing papers by Ole Hesselager

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

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

Co-authorship network of co-authors of Ole Hesselager

This figure shows the co-authorship network connecting the top 25 collaborators of Ole Hesselager. A scholar is included among the top collaborators of Ole Hesselager 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 Ole Hesselager. Ole Hesselager 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.
Hesselager, Ole, Shaoyu Wang, & Gordon E. Willmot. (1998). Exponential and scale mixtures and equilibrium distributions. Scandinavian Actuarial Journal. 1998(2). 125–142. 35 indexed citations
2.
Hesselager, Ole. (1998). Closure properties of some partial orderings under mixing. Insurance Mathematics and Economics. 22(2). 163–170. 5 indexed citations
3.
Hesselager, Ole. (1996). A recursive procedure for calculation of some mixed compound poisson distributions. Scandinavian Actuarial Journal. 1996(1). 54–63. 11 indexed citations
4.
Hesselager, Ole. (1996). A unification of some order relations. Insurance Mathematics and Economics. 17(3). 223–224. 3 indexed citations
5.
Hesselager, Ole & Ragnar Norberg. (1996). On probability distributions of present values in life insurance. Insurance Mathematics and Economics. 18(1). 35–42. 8 indexed citations
6.
Hesselager, Ole. (1996). Recursions for certain bivariate counting distributions and their compound distributions. Astin Bulletin. 26(1). 35–52. 36 indexed citations
7.
Kaas, R. & Ole Hesselager. (1995). Ordering claim size distributions and mixed Poisson probabilities. Insurance Mathematics and Economics. 17(2). 193–201. 38 indexed citations
8.
Hesselager, Ole. (1995). Modelling of Discretized Claim Numbers in Loss Reserving. Astin Bulletin. 25(2). 119–135. 6 indexed citations
9.
Hesselager, Ole. (1995). Order relations for some distributions. Insurance Mathematics and Economics. 16(2). 129–134. 11 indexed citations
10.
Hesselager, Ole. (1994). A Markov Model for Loss Reserving. Astin Bulletin. 24(2). 183–193. 16 indexed citations
11.
Hesselager, Ole. (1994). Ordering of risks. Theory and actuarial applications.. Insurance Mathematics and Economics. 15(1). 81–81. 13 indexed citations
12.
Hesselager, Ole. (1994). A Recursive Procedure for Calculation of some Compound Distributions. Astin Bulletin. 24(1). 19–32. 24 indexed citations
13.
Hesselager, Ole. (1993). A class of conjugate priors with applications to excess-of-loss reinsurance.. Insurance Mathematics and Economics. 13(2). 163–163. 1 indexed citations
14.
Hesselager, Ole. (1993). Extensions of Ohlin's lemma with applications to optimal reinsurance structures. Insurance Mathematics and Economics. 13(1). 83–97. 12 indexed citations
15.
Hesselager, Ole. (1993). A Class of Conjugate Priors with Applications to Excess-of-Loss Reinsurance. Astin Bulletin. 23(1). 77–93. 13 indexed citations
16.
Hesselager, Ole. (1992). Rates of risk convergence of empirical linear Bayes estimators. Scandinavian Actuarial Journal. 1992(1). 88–94. 3 indexed citations
17.
Hesselager, Ole. (1991). Prediction of Outstanding Claims: A Hierarchical Credibility Approach. Scandinavian Actuarial Journal. 1991(1). 25–47. 6 indexed citations
18.
Hesselager, Ole. (1990). Some Results on Optimal Reinsurance in Terms of the Adjustment Coefficient. Scandinavian Actuarial Journal. 1990(1). 80–95. 38 indexed citations
19.
Hesselager, Ole, et al.. (1988). A Credibility Model with Random Fluctuations in Delay Probabilities for the Prediction of IBNR Claims. Astin Bulletin. 18(1). 79–90. 21 indexed citations
20.
Hesselager, Ole. (1988). On the asymptotic distribution of weighted least squares estimators. Scandinavian Actuarial Journal. 1988(1-3). 69–76. 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.

Explore authors with similar magnitude of impact

Rankless by CCL
2026