Peter Spreij
Impact in
- Finance top 5%
- Stochastic processes and financial applications
- Financial Risk and Volatility Modeling
- Credit Risk and Financial Regulations
- Banking stability, regulation, efficiency
- Statistics and Probability top 2%
- Statistical Methods and Inference
Papers in
- Finance 34
- Stochastic processes and financial applications 26
- Financial Risk and Volatility Modeling 11
- Credit Risk and Financial Regulations 9
-
- Statistical Methods and Inference 19
- Markov Chains and Monte Carlo Methods 7
- Co-authors
- André Klein (11 shared papers)Lorenzo Finesso (7 shared papers)Bert van Es (6 shared papers)Stefan Straetmans (3 shared papers)André Lucas (3 shared papers)Pieter Klaassen (2 shared papers)Michel Mandjes (10 shared papers)Matthijs van Veelen (1 shared paper)
- Journals
- Linear Algebra and its Applications (10 papers)Stochastic Processes and their Applications (4 papers)Bernoulli (3 papers)Finance and Stochastics (2 papers)Journal of Multivariate Analysis (2 papers)
- Partner nations
- NetherlandsUnited StatesItaly
In The Last Decade
Peter Spreij
69 papers receiving 535 citations
Peers
Comparison fields: 5 of 73
- Finance 257
- Statistics and Probability 147
- Computational Mathematics 10
- Management Science and Operations Research 97
- Software 21
Countries citing papers authored by Peter Spreij
This map shows the geographic impact of Peter Spreij'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 Spreij with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Peter Spreij more than expected).
Fields of papers citing papers by Peter Spreij
This network shows the impact of papers produced by Peter Spreij. 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 Spreij. The network helps show where Peter Spreij may publish in the future.
Co-authors
The 23 scholars most cited alongside Peter Spreij, 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 80 papers — load more, or switch the sort, to bring in the rest.
| # | Work | ||
|---|---|---|---|
| 1 | 2001 | 83 | |
| 2 | 2007 | 46 | |
| 3 | 2006 | 46 | |
| 4 | 1996 | 25 | |
| 5 | 2008 | 22 | |
| 6 | 2003 | 19 | |
| 7 | 2016 | 17 | |
| 8 | 2005 | 17 | |
| 9 | 2003 | 16 | |
| 10 | 1991 | 14 | |
| 11 | 2001 | 14 | |
| 12 | 2005 | 13 | |
| 13 | 2015 | 12 | |
| 14 | 2008 | 12 | |
| 15 | 1983 | 12 | |
| 16 | 2010 | 11 | |
| 17 | 1994 | 11 | |
| 18 | 2008 | 11 | |
| 19 | 2012 | 9 | |
| 20 | Extreme Tails for Linear Portfolio Credit Risk Models | 2002 | 8 |
About Peter Spreij
Peter Spreij is a scholar working on Finance, Statistics and Probability, Artificial Intelligence, Management Science and Operations Research and Mathematical Physics, having authored 80 papers that have together received 588 indexed citations. Recurring topics across this work include Stochastic processes and financial applications (26 papers), Statistical Methods and Inference (19 papers), Bayesian Methods and Mixture Models (15 papers), Probability and Risk Models (13 papers), Financial Risk and Volatility Modeling (11 papers), Blind Source Separation Techniques (9 papers), Credit Risk and Financial Regulations (9 papers) and Markov Chains and Monte Carlo Methods (7 papers). The work is most often cited by research in Finance (257 citations), Statistics and Probability (147 citations), Computational Mathematics (10 citations), Management Science and Operations Research (97 citations) and Software (21 citations). Peter Spreij has collaborated with scholars based in Netherlands, United States and Italy. Frequent co-authors include André Klein, Lorenzo Finesso, Bert van Es, Stefan Straetmans, André Lucas, Pieter Klaassen, Michel Mandjes, Matthijs van Veelen, Gang Huang and Harry van Zanten. Their work appears in journals such as Linear Algebra and its Applications, Stochastic Processes and their Applications, Bernoulli, Finance and Stochastics and Journal of Multivariate Analysis.
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.