Daniel Dufresne
Impact in
- Finance top 1%
- Stochastic processes and financial applications
- Financial Risk and Volatility Modeling
- Demography top 1%
- Insurance, Mortality, Demography, Risk Management
Papers in
- Finance 21
- Stochastic processes and financial applications 19
- Financial Risk and Volatility Modeling 11
- Capital Investment and Risk Analysis 4
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- Complex Systems and Time Series Analysis 6
- Co-authors
- Felisa J. Vázquez-Abad (4 shared papers)José Garrido (1 shared paper)Manuel Morales (1 shared paper)Samuel H. Cox (1 shared paper)Hal W. Pedersen (1 shared paper)Michael Sherris (1 shared paper)Elias S. W. Shiu (1 shared paper)Hans U. Gerber (1 shared paper)
In The Last Decade
Daniel Dufresne
35 papers receiving 1.1k citations
Peers
Comparison fields: 5 of 70
- Finance 794
- Demography 389
- Management Science and Operations Research 348
- Mathematical Physics 205
- Statistics and Probability 184
Countries citing papers authored by Daniel Dufresne
This map shows the geographic impact of Daniel Dufresne'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 Daniel Dufresne with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Daniel Dufresne more than expected).
Fields of papers citing papers by Daniel Dufresne
This network shows the impact of papers produced by Daniel Dufresne. 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 Daniel Dufresne. The network helps show where Daniel Dufresne may publish in the future.
Co-authors
The 11 scholars most cited alongside Daniel Dufresne, linked wherever they have co-authored with each other. Click a name or a connecting line to browse the papers they share.
All Works
Showing the 20 most-cited of 37 papers — load more, or switch the sort, to bring in the rest.
| # | Work | ||
|---|---|---|---|
| 1 | 1990 | 234 | |
| 2 | 2000 | 94 | |
| 3 | Financial Economics: With Applications to Investments, Insurance and Pensions | 1999 | 92 |
| 4 | The integrated square-root process | 2001 | 77 |
| 5 | 2001 | 76 | |
| 6 | 2006 | 75 | |
| 7 | 2004 | 66 | |
| 8 | 1988 | 54 | |
| 9 | 2001 | 50 | |
| 10 | 1989 | 44 | |
| 11 | 1998 | 37 | |
| 12 | 1998 | 34 | |
| 13 | 2007 | 29 | |
| 14 | 2007 | 29 | |
| 15 | 1989 | 26 | |
| 16 | 2004 | 22 | |
| 17 | 2010 | 21 | |
| 18 | 1996 | 20 | |
| 19 | 1996 | 18 | |
| 20 | 2002 | 16 |
About Daniel Dufresne
Daniel Dufresne is a scholar working on Finance, Economics and Econometrics, Demography, Management Science and Operations Research and Statistics and Probability, having authored 37 papers that have together received 1.2k indexed citations. Recurring topics across this work include Stochastic processes and financial applications (19 papers), Financial Risk and Volatility Modeling (11 papers), Insurance, Mortality, Demography, Risk Management (10 papers), Complex Systems and Time Series Analysis (6 papers), Statistical Distribution Estimation and Applications (5 papers), Capital Investment and Risk Analysis (4 papers), Financial Literacy, Pension, Retirement Analysis (4 papers) and Probability and Risk Models (3 papers). The work is most often cited by research in Finance (794 citations), Demography (389 citations), Management Science and Operations Research (348 citations), Mathematical Physics (205 citations) and Statistics and Probability (184 citations). Daniel Dufresne has collaborated with scholars based in Australia, Canada and Macao. Frequent co-authors include Felisa J. Vázquez-Abad, José Garrido, Manuel Morales, Samuel H. Cox, Hal W. Pedersen, Michael Sherris, Elias S. W. Shiu, Hans U. Gerber, Stephen Chin and Marc Yor. Their work appears in journals such as Advances in Applied Probability, Bernoulli, Insurance Mathematics and Economics, Scandinavian Actuarial Journal and North American Actuarial Journal.
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.