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researcher

T. Pennanen

32 papers hereh-index 241.8k citations101 works total

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

author position
  • sole author5
  • first author18
  • middle author2
  • last author4

Across the 29 of 32 papers where every author was matched, so the position is known.

fields
  • math.OC12
  • q-fin.PR6
  • math.PR4
  • q-fin.RM2
  • q-fin.ST2
  • q-fin.TR2

identity via Semantic Scholar / OpenAlex

activity
20082026
most citedStochastic modeling of assets and liabilities with mortality risk

94 citations · 145 across the 20 of their papers we have counts for

collaborators
Showing 2013 · math.OCShow all

1 paper · 2 filters

math.OC2013

Duality in convex problems of Bolza over functions of bounded variation

Teemu Pennanen, Ari-Pekka Perkkiö

This paper studies convex problems of Bolza in the conjugate duality framework of Rockafellar. We parameterize the problem by a general Borel measure which has direct economic inte…

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