Peter Spreij

An analytic approach to credit risk of large corporate bond and loan portfolios

André Lucas, Pieter Klaassen, Peter Spreij et al. · Journal of Banking & Finance · 2001 · 142 citations

Business, Finance, Risk Management +17

Nonnegative matrix factorization and I-divergence alternating minimization

Lorenzo Finesso, Peter Spreij · Linear Algebra and its Applications · 2006 · 70 citations · Full text

Computing, Computer Science, Mathematics +10

A kernel type nonparametric density estimator for decompounding

Bert van Es, Shota Gugushvili, Peter Spreij · Bernoulli · 2007 · 70 citations · Full text

Natural Sciences, Mathematics, Probability Theory +16

Evolution in games with a continuous action space

Matthijs van Veelen, Peter Spreij · Economic Theory · 2008 · 33 citations · Full text

Life Sciences, Evolutionary Biology, Dynamical Systems +15

Markov-modulated Ornstein–Uhlenbeck processes

Gang Huang, H. M. Jansen, M. Mandjes et al. · Advances in Applied Probability · 2016 · 33 citations · Full text

Engineering, Mathematics, Probability Theory +16