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researcher

Paul Kruhner

11 papers hereh-index 455 citations16 works total

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

author position
  • first author3
  • middle author1
  • last author6

Across the 10 of 11 papers where every author was matched, so the position is known.

fields
  • math.PR6
  • q-fin.MF3
  • q-fin.RM2

identity via Semantic Scholar / OpenAlex

activity
20122025
most citedMaximising with-profit pensions without guarantees

10 citations · 19 across the 10 of their papers we have counts for

collaborators
Showing 2012 · math.PRShow all

1 paper · 2 filters

math.PR2012★ 8 cited

Subordination of Hilbert space valued Lévy processes

Fred E. Benth, Paul Krühner

We generalise multivariate subordination of Lévy processes as introduced by Barndorff-Nielsen, Pedersen, and Sato to Hilbert space valued Lévy processes. The processes are explicit…

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