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researcher

Hasanjan Sayit

18 papers hereh-index 7157 citations28 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • sole author2
  • middle author6
  • last author10

Across the 18 of 18 papers where every author was matched, so the position is known.

fields
  • q-fin.PR6
  • math.PR4
  • q-fin.MF4
  • q-fin.PM3
  • q-fin.GN1

identity via Semantic Scholar / OpenAlex

activity
20082026
most citedNo arbitrage without semimartingales

34 citations · 46 across the 17 of their papers we have counts for

collaborators
Showing 2026 · math.PRShow all

1 paper · 2 filters

math.PR2026

Ruin theory incorporating MIPP-type jumps

Dongdong Hu, Hasanjan Sayit

The paper studies the ruin probability for an insurer's surplus process when claim arrivals are governed by a Multiply Iterated Poisson Process (MIPP). This framework generalizes t…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.