2026 Tomasz R. Bielecki: Social Sciences and Humanities Researcher – H-Index, Publications & Awards

Discipline name	D-Index	World Ranking	Current World Ranking	National Ranking	Current National Ranking	Publications	Citations
Social Sciences and Humanities	38	5907	5486	2814	2568	150	6814

Tomasz R. Bielecki publication distribution in Social Sciences and Humanities in 2026

The chart shows the distribution of publications by all Research.com ranked scientists in the field of Social Sciences and Humanities in 2026. The highlighted bar marks where Tomasz R. Bielecki sits on this spectrum.

44 publications 570+

This scientist: 150 publications — 41st percentile

41% of scientists in this discipline score the same or lower.

The last bar groups every scientist with 570 publications or more.

Tomasz R. Bielecki D-index placement in Social Sciences and Humanities in 2026

The chart shows the D-index (discipline H-index) distribution of Social Sciences and Humanities scientists ranked by Research.com in 2026. The highlighted bar marks where Tomasz R. Bielecki sits on this spectrum.

30 D-Index 100+

This scientist: 38 D-Index — 26th percentile

26% of scientists in this discipline score the same or lower.

The last bar groups every scientist with 100 D-Index or more.

Overview

Tomasz R. Bielecki is affiliated with the Illinois Institute of Technology in the United States. Their research spans multiple fields, including Mathematics, Decision Sciences, and Economics, Econometrics and Finance. The scientist's work focuses on subfields such as Finance, Management Science and Operations Research, Statistics and Probability, Applied Mathematics, and Artificial Intelligence.

The main topics in their research include stochastic processes and financial applications, probability and risk models, point processes and geometric inequalities, risk and portfolio optimization, probabilistic and robust engineering design, diffusion and search dynamics, and statistical methods and inference.

Selected recent papers by Tomasz R. Bielecki are:

"Semimartingales and shrinkage of filtration," 2021, The Annals of Applied Probability
"Risk filtering and risk-averse control of Markovian systems subject to model uncertainty," 2023, Mathematical Methods of Operations Research
"Wiener-Hopf factorization technique for time-inhomogeneous finite Markov chains," 2020, Stochastics
"Construction and Simulation of Generalized Multivariate Hawkes Processes," 2022, Methodology And Computing In Applied Probability
"Multivariate Hawkes processes with simultaneous occurrence of excitation events coming from different sources," 2022, Stochastic Models

Frequent co-authors in their research include:

Jacek Jakubowski
Mariusz Niewęgłowski
Igor Cialenco
Ziteng Cheng
Ruoting Gong

The scientist has contributed regularly to several publication venues, notably:

arXiv (Cornell University), with 9 publications
Stochastics, with 2 publications
Stochastic Models, with 2 publications
International Journal of Theoretical and Applied Finance, with 2 publications
The Annals of Applied Probability, with 1 publication

In addition to articles, Tomasz R. Bielecki has authored a book published by Cambridge University Press titled Structured Dependence between Stochastic Processes (2020).

Best Publications

Credit Risk: Modeling, Valuation and Hedging

Tomasz R. Bielecki;Marek Rutkowski

1964
Citations
Optimality of zero-inventory policies for unreliable manufacturing systems

T. Bielecki;P. R. Kumar

576
Citations
CONTINUOUS-TIME MEAN-VARIANCE PORTFOLIO SELECTION WITH BANKRUPTCY PROHIBITION

Tomasz R. Bielecki;Hanqing Jin;Stanley R. Pliska;Xun Yu Zhou

440
Citations
Risk-Sensitive Dynamic Asset Management

T. R. Bielecki;S. R. Pliska

371
Citations
Hedging of Defaultable Claims

Tomasz R. Bielecki;Monique Jeanblanc;Marek Rutkowski

157
Citations
Risk sensitive asset management with transaction costs

Tomasz R. Bielecki;Stanley R. Pliska

134
Citations
Counterparty Risk and Funding: A Tale of Two Puzzles

Stéphane Crépey;Tomasz R. Bielecki;Damiano Brigo

119
Citations
Algorithms for singularly perturbed limiting average Markov control problems

M. Abbad;J.A. Filar;T.R. Bielecki

111
Citations
Multiple Ratings Model of Defaultable Term Structure

Tomasz R. Bielecki;Marek Rutkowski

105
Citations
Portfolio optimization with a defaultable security

Tomasz R. Bielecki;Inwon Jang

102
Citations
Pricing and trading credit default swaps in a hazard process model

Tomasz R. Bielecki;Monique Jeanblanc;Marek Rutkowski;Marek Rutkowski

98
Citations
Risk sensitive control of finite state Markov chains in discrete time, with applications to portfolio management

Tomasz R. Bielecki;Daniel Hernández-Hernández;Stanley R. Pliska

94
Citations
Risk sensitive asset allocation

Tomasz R. Bielecki;Stanley R. Pliska;Michael Sherris

89
Citations
Risk-sensitive ICAPM with application to fixed-income management

T.R. Bielecki;S.R. Pliska

87
Citations
Economic Properties of the Risk Sensitive Criterion for Portfolio Management

Tomasz R. Bielecki;Stanley R. Pliska

84
Citations
Up and down credit risk

Tomasz R. Bielecki;Stéphane Crépey;Monique Jeanblanc

83
Citations
Arbitrage pricing of defaultable game options with applications to convertible bonds

Tomasz R. Bielecki;Stéphane Crépey;Monique Jeanblanc;Marek Rutkowski

79
Citations
Valuation and Hedging of Contracts with Funding Costs and Collateralization

Tomasz R. Bielecki;Marek Rutkowski;Marek Rutkowski

77
Citations
CVA Computation for Counterparty Risk Assessment in Credit Portfolios

Samson Assefa;Tomasz R. Bielecki;Stéphane Crépey;Monique Jeanblanc

75
Citations
VALUATION AND HEDGING OF CDS COUNTERPARTY EXPOSURE IN A MARKOV COPULA MODEL

T. R. Bielecki;S. Crépey;M. Jeanblanc;B. Zargari

73
Citations
Credit risk modeling

Tomasz R. Bielecki;Monique Jeanblanc;Marek Rutkowski

57
Citations

Frequent Co-Authors

P. R. Kumar Texas A&M University

Walter Schachermayer University of Vienna

External Links

Personal website of Tomasz R. Bielecki Google Scholar page

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