Vladimir Piterbarg
- Finance top 1%
- Economics and Econometrics top 5%
- Demography top 2%
- Mathematical Physics top 10%
- Management Science and Operations Research top 5%
- Co-authors
- Leif B. G. AndersenLeonid I. Piterbarg
- Topics
- Stochastic processes and financial applications (24 papers)Financial Risk and Volatility Modeling (13 papers)Insurance, Mortality, Demography, Risk Management (5 papers)
- Partner nations
- United KingdomUnited StatesSwitzerland
In The Last Decade
Vladimir Piterbarg
30 papers receiving 763 citations
Peers
Comparison fields: 5 of 52
- Finance 754
- Economics and Econometrics 168
- Demography 158
- Mathematical Physics 118
- Management Science and Operations Research 116
Countries citing papers authored by Vladimir Piterbarg
This map shows the geographic impact of Vladimir Piterbarg'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 Vladimir Piterbarg with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Vladimir Piterbarg more than expected).
Fields of papers citing papers by Vladimir Piterbarg
This network shows the impact of papers produced by Vladimir Piterbarg. 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 Vladimir Piterbarg. The network helps show where Vladimir Piterbarg may publish in the future.
Co-authorship network of co-authors of Vladimir Piterbarg
This figure shows the co-authorship network connecting the top 25 collaborators of Vladimir Piterbarg. A scholar is included among the top collaborators of Vladimir Piterbarg 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 Vladimir Piterbarg. Vladimir Piterbarg is excluded from the visualization to improve readability, since they are connected to all nodes in the network.
All Works
| # | Work | Indexed citations |
|---|---|---|
| 1 | 2 | |
| 2 | 4 | |
| 3 | 2 | |
| 4 | 4 | |
| 5 | 1 | |
| 6 | 0 | |
| 7 | 226 | |
| 8 | 10 | |
| 9 | A New Framework for Dynamic Credit Portfolio Loss Modelling | 0 |
| 10 | 41 | |
| 11 | 4 | |
| 12 | 239 | |
| 13 | 43 | |
| 14 | 51 | |
| 15 | 12 | |
| 16 | 7 | |
| 17 | 18 | |
| 18 | 1 | |
| 19 | 37 | |
| 20 | 8 |
About Vladimir Piterbarg
Vladimir Piterbarg is a scholar working on Finance, Mathematical Physics and Demography, having authored 36 papers that have together received 888 indexed citations. Recurring topics across this work include Stochastic processes and financial applications (24 papers), Financial Risk and Volatility Modeling (13 papers) and Insurance, Mortality, Demography, Risk Management (5 papers). The work is most often cited by research in Finance (754 citations), Demography (158 citations) and Mathematical Physics (118 citations). Vladimir Piterbarg has collaborated with scholars based in United Kingdom, United States and Switzerland. Frequent co-authors include Leif B. G. Andersen and Leonid I. Piterbarg. Their work appears in journals such as Communications in Mathematical Physics, The Annals of Probability and Mathematical Finance.
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.