Uwe Schmock

4.2k total citations · 1 hit paper
26 papers, 2.3k citations indexed

About

Uwe Schmock is a scholar working on Finance, Mathematical Physics and Management Science and Operations Research. According to data from OpenAlex, Uwe Schmock has authored 26 papers receiving a total of 2.3k indexed citations (citations by other indexed papers that have themselves been cited), including 11 papers in Finance, 7 papers in Mathematical Physics and 7 papers in Management Science and Operations Research. Recurrent topics in Uwe Schmock's work include Stochastic processes and financial applications (8 papers), Insurance, Mortality, Demography, Risk Management (6 papers) and Global Health Care Issues (5 papers). Uwe Schmock is often cited by papers focused on Stochastic processes and financial applications (8 papers), Insurance, Mortality, Demography, Risk Management (6 papers) and Global Health Care Issues (5 papers). Uwe Schmock collaborates with scholars based in Austria, Switzerland and Germany. Uwe Schmock's co-authors include Amir Dembo, Ofer Zeitouni, Erwin Bolthausen, Peter Eichelsbacher, Steven E. Shreve, Uwe Wystup, Pavel V. Shevchenko, Stefan Gerhold, Mathias Beiglböck and Jean-Dominique Deuschel and has published in prestigious journals such as Journal of the American Statistical Association, The Annals of Probability and Probability Theory and Related Fields.

In The Last Decade

Uwe Schmock

24 papers receiving 2.2k citations

Hit Papers

align trajectories

What are hit papers?

Hit papers significantly outperform the citation benchmark for their cohort. A paper qualifies if it has ≥500 total citations, achieves ≥1.5× the top-1% citation threshold for papers in the same subfield and year (this is the minimum needed to enter the top 1%, not the average within it), or reaches the top citation threshold in at least one of its specific research topics.

Large Deviations Techniques and Applications

2000 2.2k citations Uwe Schmock, Amir Dembo et al. Journal of the American Statistical Association profile →

Peers — A (Enhanced Table)

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

Name	h						Papers	Cites
Uwe Schmock Austria	10	750	605	586	413	407	26	2.3k
Kathryn Prewitt United States	6	563 0.8×	502 0.8×	256 0.4×	309 0.7×	341 0.8×	10	2.0k
Pierre Brémaud France	22	444 0.6×	660 1.1×	902 1.5×	808 2.0×	758 1.9×	58	3.9k
А. А. Боровков Russia	27	1.2k 1.6×	825 1.4×	729 1.2×	1.2k 2.9×	280 0.7×	154	2.8k
Sergey Foss Russia	23	450 0.6×	504 0.8×	411 0.7×	827 2.0×	485 1.2×	108	1.9k
Б. В. Гнеденко Ukraine	13	834 1.1×	613 1.0×	628 1.1×	583 1.4×	333 0.8×	43	3.3k
R. Liptser Israel	19	596 0.8×	618 1.0×	1.8k 3.1×	522 1.3×	206 0.5×	81	3.5k
Richard C. Bradley United States	21	695 0.9×	803 1.3×	656 1.1×	583 1.4×	105 0.3×	84	2.4k
A. N. Shiryayev Russia	12	444 0.6×	565 0.9×	1.3k 2.3×	454 1.1×	196 0.5×	15	2.7k
Maury Bramson United States	33	1.4k 1.9×	537 0.9×	210 0.4×	322 0.8×	855 2.1×	78	3.3k
Anthony G. Pakes Australia	27	1.4k 1.8×	1.2k 1.9×	678 1.2×	969 2.3×	216 0.5×	184	2.8k

Countries citing papers authored by Uwe Schmock

Since Specialization

Citations

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

Fields of papers citing papers by Uwe Schmock

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

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

Co-authorship network of co-authors of Uwe Schmock

This figure shows the co-authorship network connecting the top 25 collaborators of Uwe Schmock. A scholar is included among the top collaborators of Uwe Schmock 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 Uwe Schmock. Uwe Schmock 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

1.

Beiglböck, Mathias, et al.. (2018). Geometry of distribution-constrained optimal stopping problems. Probability Theory and Related Fields. 172(1-2). 71–101. 10 indexed citations

2.

Schmock, Uwe, et al.. (2016). Crunching Mortality and Annuity Portfolios with Extended Creditrisk. SSRN Electronic Journal. 1 indexed citations

3.

Shevchenko, Pavel V., et al.. (2015). Forecasting leading death causes in Australia using extended CreditRisk+. 2 indexed citations

4.

Schmock, Uwe, et al.. (2015). Modelling Annuity Portfolios and Longevity Risk with Extended CreditRiskPlus. SSRN Electronic Journal. 6 indexed citations

5.

Shevchenko, Pavel V., et al.. (2015). Forecasting Leading Death Causes in Australia Using Extended CreditRisk+. SSRN Electronic Journal. 4 indexed citations

6.

Bolthausen, Erwin, Jürgen Gärtner, Jean-Dominique Deuschel, et al.. (2012). Probability in complex physical systems : in honour of Erwin Bolthausen and Jürgen Gärtner. Springer eBooks. 2 indexed citations

7.

Schmock, Uwe, et al.. (2010). GENERALIZATION OF THE. 2 indexed citations

8.

Schmock, Uwe, et al.. (2010). GENERALIZATION OF THE DYBVIG–INGERSOLL–ROSS THEOREM AND ASYMPTOTIC MINIMALITY. Mathematical Finance. 22(1). 185–213. 8 indexed citations

9.

Schmock, Uwe. (2010). On the Asymptotic Behaviour of the Estimator of Kendall's Tau. 3 indexed citations

10.

Schmock, Uwe, et al.. (2006). The new Austrian annuity life table AVÖ 2005R. 13. 55–135. 1 indexed citations

11.

Eichelsbacher, Peter & Uwe Schmock. (2003). Rank-dependent moderate deviations of U-empirical measures in strong topologies. Probability Theory and Related Fields. 126(1). 61–90. 9 indexed citations

12.

Eichelsbacher, Peter & Uwe Schmock. (2002). Large deviations of U-empirical measures in strong topologies and applications☆. Annales De L Institut Henri Poincare-probabilites Et Statistiques. 38(5). 779–797. 11 indexed citations

13.

Schmock, Uwe, Steven E. Shreve, & Uwe Wystup. (2002). Valuation of exotic options under shortselling constraints. Finance and Stochastics. 6(2). 143–172. 12 indexed citations

14.

Eichelsbacher, Peter & Uwe Schmock. (2001). Large deviations for products of empirical measures of dependent sequences. 3 indexed citations

15.

Schmock, Uwe, Amir Dembo, & Ofer Zeitouni. (2000). Large Deviations Techniques and Applications. Journal of the American Statistical Association. 95(452). 1380–1380. 2161 indexed citations breakdown →

16.

Schmock, Uwe. (1999). Estimating the Value of the Wincat Coupons of the Winterthur Insurance Convertible Bond: A Study of the Model Risk. Astin Bulletin. 29(1). 101–163. 20 indexed citations

17.

Eichelsbacher, Peter & Uwe Schmock. (1998). Exponential approximations in completely regular topological spaces and extensions of Sanov’s theorem. Stochastic Processes and their Applications. 77(2). 233–251. 9 indexed citations

18.

Schmock, Uwe, et al.. (1998). Measures and Probabilities. Journal of the American Statistical Association. 93(442). 840–840. 15 indexed citations

19.

Bolthausen, Erwin & Uwe Schmock. (1997). On self-attracting $d$-dimensional random walks. The Annals of Probability. 25(2). 15 indexed citations

20.

Schmock, Uwe. (1990). Convergence of the normalized one-dimensional wiener sausage path measures to a mixture of brownian taboo processes. Stochastics and stochastics reports. 29(2). 171–183. 12 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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