Concepedia

Andreas E. Kyprianou

AE

76

Publications

3.6K

Citations

36

H-Index

1997

Active since

Affiliations

University of Bath(Current)

Utrecht University

Mathematics Research Center

London School of Economics and Political Science

Goethe University Frankfurt

Andreas E. Kyprianou is an author at University of Bath specializing in probability theory, engineering, and stochastic calculus.

Top concepts

ProbabilityEngineeringStochastic CalculusStochastic ProcessesFinanceBusinessOption PricingEntropyEconomicsInsurance

Publications per year

1997–2022

76

Publications

76

Exit problems for spectrally negative Lévy processes and applications to (Canadized) Russian options

Florin Avram, Andreas E. Kyprianou, Martijn Pistorius · The Annals of Applied Probability · 2004 · 284 citations · Full text

Spectral Theory, Option Pricing, Engineering +12

Measure change in multitype branching

J. D. Biggins, Andreas E. Kyprianou · Advances in Applied Probability · 2004 · 214 citations

Measure Theory, Linkage Disequilibrium, Engineering +13

Smoothness of scale functions for spectrally negative Lévy processes

Terence Chan, Andreas E. Kyprianou, Mladen Savov · Probability Theory and Related Fields · 2010 · 175 citations · Full text

Spectral Theory, Scale Functions, Levy Process +1

Seneta-Heyde norming in the branching random walk

J. D. Biggins, Andreas E. Kyprianou · The Annals of Probability · 1997 · 142 citations · Full text

Engineering, Entropy, Integrable Probability +11

Fixed Points of the Smoothing Transform: the Boundary Case

J. D. Biggins, Andreas E. Kyprianou · Electronic Journal of Probability · 2005 · 107 citations · Full text

Associated Smoothing Transform, Engineering, Interpolation Space +9

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