References

• 2005Stochastic Integration and Differential Equations4,594 cited
• 1993Dynamic Asset Pricing Theory.2,891 cited
• 1992Modeling and Forecasting U. S. Mortality2,311 cited
• 1999Stochastic controls : Hamiltonian systems and HJB equations1,780 cited
• 1981Point Processes and Queues1,652 cited
• 1999Stochastic Controls1,243 cited
• 1998On cox processes and credit risky securities1,213 cited
• 1983Point Processes and Queues: Martingale Dynamics.1,065 cited
• 2004Credit Risk: Modeling, Valuation and Hedging1,064 cited
• 2003Affine processes and applications in finance1,044 cited
• 2006A Two‐Factor Model for Stochastic Mortality with Parameter Uncertainty: Theory and Calibration891 cited
• 1963Risk and uncertainty: a fallacy of large numbers615 cited
• 2001Statistics of Random Processes514 cited
• 2000The Lee-Carter Method for Forecasting Mortality, with Various Extensions and Applications411 cited
• 2005Affine processes for dynamic mortality and actuarial valuations354 cited
• 2004Stochastic mortality in life insurance: market reserves and mortality-linked insurance contracts