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researcher

Michel Mandjes

9 papers hereh-index 586 citations17 works total

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

author position
  • first author2
  • middle author3
  • last author3

Across the 8 of 9 papers where every author was matched, so the position is known.

fields
  • math.PR5
  • math.ST1
  • q-fin.MF1
  • q-fin.RM1
  • stat.ME1
same name
  • Michel Mandjes — 7 papers, h 3
  • Michel Mandjes — 2 papers

Either other researchers who publish under this name, or the same person where the external sources have not merged their records.

identity via Semantic Scholar / OpenAlex

activity
20092026
most citedAn optimization approach to adaptive multi-dimensional capital management

6 citations · 16 across the 6 of their papers we have counts for

collaborators
Showing q-fin.RMShow all

1 paper · 1 filter

q-fin.RM2018★ 6 cited

An optimization approach to adaptive multi-dimensional capital management

G. A. Delsing, M. R. H. Mandjes, P. J. C. Spreij +1

Firms should keep capital to offer sufficient protection against the risks they are facing. In the insurance context methods have been developed to determine the minimum capital le…

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