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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 2019Show all

1 paper · 1 filter

math.PR2019

A ruin model with a resampled environment

Corina Constantinescu, Guusje Delsing, Michel Mandjes +1

This paper considers a Cramér-Lundberg risk setting, where the components of the underlying model change over time. These components could be thought of as the claim arrival rate,…

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