Peter Grandits

697 total citations
36 papers, 375 citations indexed

About

Peter Grandits is a scholar working on Finance, Management Science and Operations Research and Demography. According to data from OpenAlex, Peter Grandits has authored 36 papers receiving a total of 375 indexed citations (citations by other indexed papers that have themselves been cited), including 29 papers in Finance, 22 papers in Management Science and Operations Research and 13 papers in Demography. Recurrent topics in Peter Grandits's work include Stochastic processes and financial applications (25 papers), Probability and Risk Models (16 papers) and Insurance, Mortality, Demography, Risk Management (13 papers). Peter Grandits is often cited by papers focused on Stochastic processes and financial applications (25 papers), Probability and Risk Models (16 papers) and Insurance, Mortality, Demography, Risk Management (13 papers). Peter Grandits collaborates with scholars based in Austria, Switzerland and United States. Peter Grandits's co-authors include Thorsten Rheinländer, Walter Schachermayer, Werner Schachinger, Vladimir M. Veliov, Friedrich Hubalek, Freddy Delbaen, Martin Schweizer and Stefan Thonhauser and has published in prestigious journals such as Journal of Mathematical Analysis and Applications, Journal of Differential Equations and SIAM Journal on Applied Mathematics.

In The Last Decade

Peter Grandits

31 papers receiving 348 citations

Peers — A (Enhanced Table)

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

Name h Career Trend Papers Cites
Peter Grandits Austria 10 281 240 178 130 29 36 375
Stefan Ankirchner Germany 10 297 1.1× 94 0.4× 75 0.4× 134 1.0× 32 1.1× 48 327
H. Windcliff Canada 10 336 1.2× 81 0.3× 70 0.4× 142 1.1× 13 0.4× 12 396
Weidong Tian United States 9 253 0.9× 152 0.6× 151 0.8× 193 1.5× 6 0.2× 32 391
Ulrich G. Haussmann Canada 9 246 0.9× 85 0.4× 54 0.3× 111 0.9× 22 0.8× 16 292
Johannes Muhle‐Karbe United Kingdom 15 611 2.2× 110 0.5× 72 0.4× 360 2.8× 36 1.2× 69 658
Arnon Levy United States 4 338 1.2× 112 0.5× 66 0.4× 118 0.9× 9 0.3× 7 396
Yongsheng Song China 12 418 1.5× 239 1.0× 138 0.8× 105 0.8× 74 2.6× 21 487
Claude Martini France 8 308 1.1× 129 0.5× 61 0.3× 84 0.6× 24 0.8× 29 354
Friedrich Hubalek Austria 11 245 0.9× 77 0.3× 87 0.5× 121 0.9× 30 1.0× 19 301
Constantinos Kardaras United Kingdom 12 521 1.9× 170 0.7× 54 0.3× 330 2.5× 43 1.5× 50 564

Countries citing papers authored by Peter Grandits

Since Specialization
Citations

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

Fields of papers citing papers by Peter Grandits

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

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

Co-authorship network of co-authors of Peter Grandits

This figure shows the co-authorship network connecting the top 25 collaborators of Peter Grandits. A scholar is included among the top collaborators of Peter Grandits 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 Peter Grandits. Peter Grandits 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.
Grandits, Peter. (2024). A singularly perturbed ruin problem for a two-dimensional Brownian motion in the positive quadrant. Journal of Applied Probability. 62(1). 269–283.
2.
Grandits, Peter. (2023). Some global topological properties of a free boundary problem appearing in a two dimensional controlled ruin problem. Mathematics of Control Signals and Systems. 35(4). 927–949. 1 indexed citations
3.
4.
Grandits, Peter. (2020). A Ruin Problem for a Two-Dimensional Brownian Motion with Controllable Drift in the Positive Quadrant. Theory of Probability and Its Applications. 64(4). 646–655. 2 indexed citations
5.
Grandits, Peter. (2019). On the gain of collaboration in a two dimensional ruin problem. European Actuarial Journal. 9(2). 635–644. 2 indexed citations
6.
Grandits, Peter. (2019). A ruin problem for a two-dimensional Brownian motion with controllable drift in the positive quadrant. Теория вероятностей и ее применения. 64(4). 811–823. 3 indexed citations
7.
Grandits, Peter, et al.. (2019). Optimal control and the value of information for a stochastic epidemiological SIS-model. Journal of Mathematical Analysis and Applications. 476(2). 665–695. 16 indexed citations
8.
Grandits, Peter. (2018). A two-dimensional dividend problem for collaborating companies and an optimal stopping problem. Scandinavian Actuarial Journal. 2019(1). 80–96. 6 indexed citations
9.
Grandits, Peter. (2015). An optimal consumption problem in finite time with a constraint on the ruin probability. Finance and Stochastics. 19(4). 791–847. 6 indexed citations
10.
Grandits, Peter. (2013). Existence and Asymptotic Behavior of an Optimal Barrier for an Optimal Consumption Problem in a Brownian Model with Absorption and Finite Time Horizon. Applied Mathematics & Optimization. 69(2). 233–271. 4 indexed citations
11.
Grandits, Peter. (2012). Optimal Consumption in a Brownian Model with Absorption and Finite Time Horizon. Applied Mathematics & Optimization. 67(2). 197–241. 6 indexed citations
12.
Grandits, Peter & Stefan Thonhauser. (2011). Risk averse asymptotics in a Black–Scholes market on a finite time horizon. Mathematical Methods of Operations Research. 74(1). 21–40. 1 indexed citations
13.
Grandits, Peter, et al.. (2010). ON THE IMPACT OF HIDDEN TRENDS FOR A COMPOUND POISSON MODEL WITH PARETO-TYPE CLAIMS. International Journal of Theoretical and Applied Finance. 13(6). 959–978.
14.
Grandits, Peter, et al.. (2007). Optimal expected exponential utility of dividend payments in a Brownian risk model. Scandinavian Actuarial Journal. 2007(2). 73–107. 17 indexed citations
15.
Grandits, Peter, et al.. (2007). Risk Averse Asymptotics and the Optional Decomposition. Theory of Probability and Its Applications. 51(2). 325–334. 2 indexed citations
16.
Grandits, Peter, et al.. (2006). Risk averse asymptotics and the optional decomposition. Теория вероятностей и ее применения. 51(2). 409–418. 1 indexed citations
17.
Grandits, Peter. (2005). Minimal ruin probabilities and investment under interest force for a class of subexponential distributions. Scandinavian Actuarial Journal. 2005(6). 401–416. 3 indexed citations
18.
Grandits, Peter, et al.. (2000). Embedding in Brownian motion with drift and the Azéma–Yor construction. Stochastic Processes and their Applications. 85(2). 249–254. 10 indexed citations
19.
Grandits, Peter. (1999). On martingale measures for stochastic processes with independent increments. Теория вероятностей и ее применения. 44(1). 87–100. 5 indexed citations
20.
Grandits, Peter. (1994). NO-GO THEOREMS FOR NONSUPERSYMMETRIC FINITE QUANTUM FIELD THEORIES. Modern Physics Letters A. 9(12). 1093–1103.

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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