Ann De Schepper

561 citations
45 papers · 412 · h-index 14

Impact in

  • Finance top 2%
    • Stochastic processes and financial applications
    • Financial Risk and Volatility Modeling
    • Financial Markets and Investment Strategies
    • Risk and Portfolio Optimization
    • Probability and Risk Models

Papers in

    • Stochastic processes and financial applications 34
    • Financial Risk and Volatility Modeling 18
    • Financial Markets and Investment Strategies 3
    • Complex Systems and Time Series Analysis 6
    • Economic theories and models 4

Ann De Schepper

38 papers receiving 362 citations

Peers

Ann De Schepper
Comparison fields: 5 of 59
  • Finance 290
  • Management Science and Operations Research 126
  • Demography 108
  • Statistics and Probability 40
  • Mathematical Physics 40
Replace Klaus Sandmann with:
Klaus Sandmann Germany
Xuewei Yang China
Craig A. Friedman United States
Martin Larsson Switzerland
Idris Kharroubi France
Tina Hviid Rydberg United Kingdom
Jan Obłój United Kingdom
Karsten Prause Germany
Arnon Levy United States
Martino Grasselli Italy
Ann De Schepper relative to Klaus Sandmann Germany Klaus Sandmann's profile →
Citations per field
00.5×1.5×
Klaus Sandmann · 1×
Citations per year

Countries citing papers authored by Ann De Schepper

Since Specialization
Citations

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

Fields of papers citing papers by Ann De Schepper

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Ann De Schepper. 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 Ann De Schepper. The network helps show where Ann De Schepper may publish in the future.

Co-authors

The 16 scholars most cited alongside Ann De Schepper, linked wherever they have co-authored with each other. Click a name or a connecting line to browse the papers they share.

Border = papers with Ann De Schepper Line = papers co-authored together Ann De Schepper links everyone, so they are left out of the graph.

All Works

20 of 20 papers shown

Showing the 20 most-cited of 45 papers — load more, or switch the sort, to bring in the rest.

#Work
1 199239
2 199426
3
A COPULA TEST SPACE MODEL HOW TO AVOID THE WRONG COPULA CHOICE
200725
4 200925
5 200424
6 199222
7 201121
8 201020
9 199219
10 200619
11 200317
12 200516
13 201015
14 199713
15 200011
16 201110
17
Stochastic interest rates and the probabilistic behaviour of actuarial functions
199610
18 20039
19
Actuarial and Financial Mathematics Conference: Interplay between Finance and Insurance
20088
20 19957

About Ann De Schepper

Ann De Schepper is a scholar working on Finance, Economics and Econometrics, Management Science and Operations Research, Demography and Mathematical Physics, having authored 45 papers that have together received 412 indexed citations. Recurring topics across this work include Stochastic processes and financial applications (34 papers), Financial Risk and Volatility Modeling (18 papers), Insurance, Mortality, Demography, Risk Management (9 papers), Probability and Risk Models (6 papers), Complex Systems and Time Series Analysis (6 papers), Risk and Portfolio Optimization (5 papers), Economic theories and models (4 papers) and Financial Markets and Investment Strategies (3 papers). The work is most often cited by research in Finance (290 citations), Management Science and Operations Research (126 citations), Demography (108 citations), Statistics and Probability (40 citations) and Mathematical Physics (40 citations). Ann De Schepper has collaborated with scholars based in Belgium, Netherlands and United States. Frequent co-authors include Marc Goovaerts, Freddy Delbaen, Jan Dhaene, R. Kaas, Inge Koch, J. Tempere, Ludo Cuyvers, Marc Deloof, Frans Buelens and Jan Annaert. Their work appears in journals such as Insurance Mathematics and Economics, Physica A Statistical Mechanics and its Applications, Scandinavian Actuarial Journal, Journal of Computational and Applied Mathematics and Journal of Risk & Insurance.

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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