| The theory of scale functions for spectrally negative Lévy processes A Kuznetsov, AE Kyprianou, V Rivero Lévy Matters II, 97-186, 2013 | 303* | 2013 |
| Wiener–Hopf factorization and distribution of extrema for a family of Lévy processes A Kuznetsov Annals of Applied Probability 20 (5), 1801-1830, 2010 | 130 | 2010 |
| Meromorphic Lévy processes and their fluctuation identities A Kuznetsov, AE Kyprianou, JC Pardo Annals of Applied Probability 22 (3), 1101-1135, 2012 | 124 | 2012 |
| Explicit formulas for Laplace transforms of stochastic integrals TR Hurd, A Kuznetsov Markov Processes and Related Fields 14 (2), 277-290, 2008 | 117 | 2008 |
| A Wiener–Hopf Monte Carlo simulation technique for Lévy processes A Kuznetsov, AE Kyprianou, JC Pardo, K van Schaik Annals of Applied Probability 21 (6), 2171-2190, 2011 | 109 | 2011 |
| On the Convergence of the Gaver--Stehfest Algorithm A Kuznetsov SIAM Journal on Numerical Analysis 51 (6), 2984-2998, 2013 | 105 | 2013 |
| Fluctuations of stable processes and exponential functionals of hypergeometric Lévy processes A Kuznetsov, JC Pardo Acta Applicandae Mathematicae 123, 113-139, 2013 | 93 | 2013 |
| On extrema of stable processes A Kuznetsov Annals of Probability 39 (3), 1027-1060, 2011 | 77 | 2011 |
| Fractional Laplace operator and Meijer G-function B Dyda, A Kuznetsov, M Kwaśnicki Constructive Approximation 45, 427-448, 2017 | 75 | 2017 |
| Eigenvalues of the fractional Laplace operator in the unit ball B Dyda, A Kuznetsov, M Kwaśnicki Journal of the London Mathematical Society 95 (2), 500-518, 2017 | 57 | 2017 |
| The hitting time of zero for a stable process A Kuznetsov, AE Kyprianou, JC Pardo, AR Watson Electron. J. Probab. 19 (Paper 30), 1-35, 2014 | 54 | 2014 |
| Affine Markov chain models of multifirm credit migration T Hurd, A Kuznetsov Journal of Credit Risk 3 (1), 3-29, 2007 | 53 | 2007 |
| Wiener-Hopf factorization for a family of Lévy processes related to theta functions A Kuznetsov Journal of Applied Probability 47 (4), 1023-1033, 2010 | 43 | 2010 |
| Transformations of Markov processes and classification scheme for solvable driftless diffusions C Albanese, A Kuznetsov Markov Process. Relat. Fields 15, 563-574, 2007 | 41 | 2007 |
| On the first passage time for Brownian motion subordinated by a Lévy process TR Hurd, A Kuznetsov Journal of applied probability 46 (1), 181-198, 2009 | 37 | 2009 |
| Distributional properties of exponential functionals of Lévy processes A Kuznetsov, JC Pardo, M Savov Electronic Journal of Probability 17, 1-35, 2012 | 36 | 2012 |
| On the distribution of exponential functionals for Lévy processes with jumps of rational transform A Kuznetsov Stochastic Processes and their Applications 122 (2), 654-663, 2012 | 34 | 2012 |
| Tail dependence of the Gaussian copula revisited E Furman, A Kuznetsov, J Su, R Zitikis Insurance: Mathematics and Economics 69, 97-103, 2016 | 33 | 2016 |
| Computing the finite-time expected discounted penalty function for a family of Lévy risk processes A Kuznetsov, M Morales Scandinavian Actuarial Journal 2014 (1), 1-31, 2014 | 33 | 2014 |
| Fast CDO computations in the affine Markov chain model TR Hurd, A Kuznetsov Preprint available at http://www. defaultrisk. com/pp_crdrv_65. htm, 2006 | 33 | 2006 |
Andreas KyprianouProfessor of Probability Theory, University of Warwick在 warwick.ac.uk 的电子邮件经过验证
