Pavel V. Gapeev

549 total citations
60 papers, 316 citations indexed

About

Pavel V. Gapeev is a scholar working on Finance, Demography and Economics and Econometrics. According to data from OpenAlex, Pavel V. Gapeev has authored 60 papers receiving a total of 316 indexed citations (citations by other indexed papers that have themselves been cited), including 51 papers in Finance, 21 papers in Demography and 19 papers in Economics and Econometrics. Recurrent topics in Pavel V. Gapeev's work include Stochastic processes and financial applications (51 papers), Insurance, Mortality, Demography, Risk Management (21 papers) and Economic theories and models (15 papers). Pavel V. Gapeev is often cited by papers focused on Stochastic processes and financial applications (51 papers), Insurance, Mortality, Demography, Risk Management (21 papers) and Economic theories and models (15 papers). Pavel V. Gapeev collaborates with scholars based in United Kingdom, Russia and Germany. Pavel V. Gapeev's co-authors include Albert N. Shiryaev, Goran Peškir, Christoph Kühn, Libo Li, Monique Jeanblanc, Hans Rudolf Lerche, Uwe Küchler, Peter M. Kort, Markus Reiß and Esko Valkeila and has published in prestigious journals such as Journal of Mathematical Analysis and Applications, Mathematics of Operations Research and Journal of Applied Probability.

In The Last Decade

Pavel V. Gapeev

53 papers receiving 307 citations

Peers — A (Enhanced Table)

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

Name	h						Papers	Cites
Pavel V. Gapeev United Kingdom	11	265	97	84	69	57	60	316
Erik Ekström Sweden	13	384 1.4×	176 1.8×	50 0.6×	92 1.3×	8 0.1×	54	441
Xuewei Yang China	11	314 1.2×	94 1.0×	52 0.6×	106 1.5×	14 0.2×	43	354
Jan Obłój United Kingdom	13	444 1.7×	218 2.2×	55 0.7×	221 3.2×	11 0.2×	45	589
Tai‐Ho Wang United States	10	340 1.3×	113 1.2×	56 0.7×	99 1.4×	12 0.2×	33	444
Adrien Richou France	10	252 1.0×	41 0.4×	58 0.7×	58 0.8×	10 0.2×	18	269
Sören Christensen Germany	7	150 0.6×	65 0.7×	18 0.2×	80 1.2×	10 0.2×	46	207
Chenxu Li China	10	244 0.9×	47 0.5×	54 0.6×	23 0.3×	17 0.3×	21	274
Mikhail Urusov Germany	9	195 0.7×	80 0.8×	20 0.2×	47 0.7×	8 0.1×	35	221
Martin Larsson United States	9	362 1.4×	171 1.8×	52 0.6×	45 0.7×	7 0.1×	39	437
Rafael Mendoza‐Arriaga United States	10	237 0.9×	71 0.7×	91 1.1×	51 0.7×	4 0.1×	24	335

Countries citing papers authored by Pavel V. Gapeev

Since Specialization

Citations

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

Fields of papers citing papers by Pavel V. Gapeev

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Pavel V. Gapeev. 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 Pavel V. Gapeev. The network helps show where Pavel V. Gapeev may publish in the future.

Co-authorship network of co-authors of Pavel V. Gapeev

This figure shows the co-authorship network connecting the top 25 collaborators of Pavel V. Gapeev. A scholar is included among the top collaborators of Pavel V. Gapeev 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 Pavel V. Gapeev. Pavel V. Gapeev 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

Gapeev, Pavel V.. (2024). Discounted optimal stopping zero-sum games in diffusion type models with maxima and minima. Advances in Applied Probability. 57(1). 241–270.

Gapeev, Pavel V., et al.. (2022). Discounted optimal stopping problems in first-passage time models with random thresholds. Journal of Applied Probability. 59(3). 714–733. 2 indexed citations

Gapeev, Pavel V. & Libo Li. (2021). Optimal stopping problems for maxima and minima in models with asymmetric information. Stochastics. 94(4). 602–628. 9 indexed citations

Gapeev, Pavel V., et al.. (2021). Discounted optimal stopping problems in first-passage time models with random threshold. 1 indexed citations

Gapeev, Pavel V., et al.. (2021). Projections of martingales in enlargements of Brownian filtrations under Jacod’s equivalence hypothesis. Electronic Journal of Probability. 26(none). 2 indexed citations

Gapeev, Pavel V.. (2020). On the problems of sequential statistical inference for Wiener processes with delayed observations. Statistical Papers. 61(4). 1529–1544. 2 indexed citations

Gapeev, Pavel V. & Monique Jeanblanc. (2020). CREDIT DEFAULT SWAPS IN TWO-DIMENSIONAL MODELS WITH VARIOUS INFORMATIONS FLOWS. International Journal of Theoretical and Applied Finance. 23(2). 2050010–2050010.

Gapeev, Pavel V., et al.. (2020). Perpetual American Cancellable Standard Options in Models with Last Passage Times. Algorithms. 14(1). 3–3. 8 indexed citations

Gapeev, Pavel V., et al.. (2019). On the Laplace Transforms of the First Hitting Times for Drawdowns and Drawups of Diffusion-Type Processes. Risks. 7(3). 87–87. 1 indexed citations

10.

Gapeev, Pavel V., et al.. (2019). On some functionals of the first passage times in jump models of stochastic volatility. Stochastic Analysis and Applications. 38(1). 149–170. 1 indexed citations

11.

Gapeev, Pavel V., et al.. (2018). ON SOME FUNCTIONALS OF THE FIRST PASSAGE TIMES IN MODELS WITH SWITCHING STOCHASTIC VOLATILITY. International Journal of Theoretical and Applied Finance. 21(1). 1850001–1850001. 1 indexed citations

12.

Gapeev, Pavel V., et al.. (2016). Perpetual American options in diffusion-type models with running maxima and drawdowns. Stochastic Processes and their Applications. 126(7). 2038–2061. 12 indexed citations

13.

Gapeev, Pavel V., et al.. (2016). On the Laplace transforms of the first exit times in one-dimensional non-affine jump–diffusion models. Statistics & Probability Letters. 121. 152–162. 3 indexed citations

14.

Gapeev, Pavel V., et al.. (2015). On the drawdowns and drawups in diffusion-type models with running maxima and minima. Journal of Mathematical Analysis and Applications. 434(1). 413–431. 12 indexed citations

15.

Gapeev, Pavel V. & Hans Rudolf Lerche. (2011). On the structure of discounted optimal stopping problems for one-dimensional diffusions. Stochastics. 83(4-6). 537–554. 11 indexed citations

16.

Gapeev, Pavel V. & Albert N. Shiryaev. (2011). On the sequential testing problem for some diffusion processes. Stochastics. 83(4-6). 519–535. 18 indexed citations

17.

Gapeev, Pavel V.. (2007). Perpetual barrier options in jump-diffusion models. Stochastics. 79(1-2). 139–154. 2 indexed citations

18.

Gapeev, Pavel V. & Uwe Küchler. (2006). On Markovian short rates in term structure models driven by jump-diffusion processes. London School of Economics and Political Science Research Online (London School of Economics and Political Science). 24(2). 255–271. 1 indexed citations

19.

Gapeev, Pavel V.. (2005). The disorder problem for compound Poisson processes with exponential jumps. 12 indexed citations

20.

Gapeev, Pavel V. & Goran Peškir. (2004). The Wiener Sequential Testing Problem with Finite Horizon. Stochastics and stochastics reports. 76(1). 59–75. 25 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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