Tomasz R. Bielecki publications per year

The chart shows the history of publications by Tomasz R. Bielecki between 1986 and 2026, highlighting the no. of papers published in each year and offering an overview of the publication velocity of this scholar. Tomasz R. Bielecki published across 41 years, from 1986 to 2026, averaging 4.7 papers a year. Output peaked at 23 publications in 2004. 4 of the 193 publications appeared in the last two years.

No. of publications

5 10 15 20

1986 2026

193 publications in total across all disciplines

View publications per year as a table

Tomasz R. Bielecki: publications per year, 1986 to 2026
Year	Publications
1986	2
1987	1
1988	2
1989	3
1990	0
1991	2
1992	1
1993	4
1994	1
1995	1
1996	2
1997	2
1998	1
1999	4
2000	6
2001	7
2002	0
2003	3
2004	23
2005	6
2006	6
2007	3
2008	7
2009	4
2010	2
2011	5
2012	20
2013	4
2014	13
2015	7
2016	0
2017	7
2018	5
2019	3
2020	16
2021	4
2022	8
2023	2
2024	2
2025	3
2026	1
Total	193

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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.

No. of scientists

100 200 300 400

44–53 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.

View publications distribution as a table

Number of Social Sciences and Humanities scientists by publication count, Research.com 2026 ranking edition. Based on 7,777 ranked scientists.
Publications	Scientists	This scientist
44–53	28
54–63	61
64–73	161
74–83	225
84–93	301
94–103	390
104–113	406
114–123	474
124–133	453
134–143	434
144–153	407	150
154–163	411
164–173	391
174–183	313
184–193	319
194–203	304
204–213	285
214–223	246
224–233	213
234–243	170
244–253	167
254–263	162
264–273	138
274–283	138
284–293	113
294–303	106
304–313	95
314–323	101
324–333	81
334–343	69
344–353	56
354–363	36
364–373	42
374–383	41
384–393	44
394–403	27
404–413	30
414–423	20
424–433	29
434–443	29
444–453	25
454–463	19
464–473	21
474–483	11
484–493	17
494–503	7
504–513	6
514–523	12
524–533	10
534–543	7
544–553	6
554–563	12
564–569	8
570+	100

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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.

No. of scientists

100 200 300

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.

View D-Index distribution as a table

Number of Social Sciences and Humanities scientists by D-index, Research.com 2026 ranking edition. Based on 7,777 ranked scientists.
D-Index	Scientists	This scientist
30	177
31	210
32	222
33	188
34	181
35	243
36	261
37	272
38	278	38
39	300
40	297
41	308
42	313
43	300
44	269
45	260
46	228
47	251
48	203
49	186
50	187
51	166
52	138
53	141
54	131
55	137
56	109
57	129
58	95
59	105
60	106
61	86
62	94
63	77
64	79
65	59
66	68
67	51
68	49
69	40
70	43
71	40
72	50
73	46
74	43
75	45
76	45
77	30
78	25
79	31
80	29
81	18
82	21
83	26
84	15
85	15
86	19
87	19
88	12
89	7
90	19
91	20
92	13
93	9
94	13
95	8
96	7
97	6
98	6
99	6
100+	97

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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

Monique Jeanblanc University of Évry Val d'Essonne

Damiano Brigo Imperial College London

Stephen S.-T. Yau Tsinghua University

Xun Yu Zhou Columbia University

Shige Peng Shandong University

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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