Thomas A. McWalter

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Alex WelteStellenbosch UniversityVerified email at sun.ac.za
Till Winfried BärnighausenHeidelberg Institute of Global Health, Faculty of Medicine and University Hospital, HeidelbergVerified email at uni-heidelberg.de
Reshma KassanjeeCentre for Infectious Disease Epidemiology and Research (CIDER), University of Cape TownVerified email at uct.ac.za
Joerg KienitzAdj. Assoc. Prof. University of Cape Town, Ass. Prof. University of WuppertalVerified email at math.uni-wuppertal.de
Marie-Louise NewellUniversity of Southampton; University College London; University of KwaZulu-NatalVerified email at soton.ac.uk
Ralph RuddAssistant Professor, Reykjavik UniversityVerified email at ru.is
Eckhard PlatenEmeritus Professor of Quantitative FinanceVerified email at uts.edu.au
Hardy HulleyUniversity of Technology, SydneyVerified email at uts.edu.au
Frank TanserSchool for Data Science, Stellenbosch University & Senior Faculty, AHRI, South AfricaVerified email at sun.ac.za
Adrian PurenProfessor, HoD National Institute for Communicable DiseasesVerified email at nicd.ac.za
Natalie GrahamScionVerified email at scionresearch.com
Peter RitchkenProfessorVerified email at case.edu
Jacques van AppelUniversity of JohannesburgVerified email at uj.ac.za
Oliver LaeyendeckerStaff Scientist, NIAIDVerified email at jhmi.edu
Tim HallettImperial College LondonVerified email at imperial.ac.uk
Marion VermeulenThe South African National Blood ServiceVerified email at sanbs.org.za
Nikolai NowaczykIndependent ResearcherVerified email at nikno.de
Alex BackwellAIFMRM, UCTVerified email at uct.ac.za
Erik SchlöglProfessor, School of Mathematical and Physical Sciences, University of Technology SydneyVerified email at uts.edu.au

Thomas A. McWalter

University of Cape Town, University of Johannesburg

Verified email at analytical.co.za

Stochastic processes Mathematical Finance Numerical Methods


Title Sort by citations Sort by year Sort by title	Cited by Cited by	Year
A new general biomarker-based incidence estimator R Kassanjee, TA McWalter, T Bärnighausen, A Welte Epidemiology 23 (5), 721-728, 2012	118	2012
HIV incidence in rural South Africa: comparison of estimates from longitudinal surveillance and cross-sectional cBED assay testing T Bärnighausen, C Wallrauch, A Welte, TA McWalter, N Mbizana, ... PLoS One 3 (11), e3640, 2008	116	2008
More and better information to tackle HIV epidemics: towards improved HIV incidence assays Incidence Assay Critical Path Working Group PLoS medicine 8 (6), e1001045, 2011	78	2011
HIV incidence estimation using the BED capture enzyme immunoassay: systematic review and sensitivity analysis T Bärnighausen, TA McWalter, Z Rosner, ML Newell, A Welte Epidemiology 21 (5), 685-697, 2010	67	2010
Relating recent infection prevalence to incidence with a sub-population of assay non-progressors TA McWalter, A Welte Journal of mathematical biology 60, 687-710, 2010	62	2010
Using tests for recent infection to estimate incidence: problems and prospects for HIV A Welte, TA McWalter, O Laeyendecker, TB Hallett Eurosurveillance 15 (24), 2010	48	2010
A simplified formula for inferring HIV incidence from cross-sectional surveys using a test for recent infection A Welte, TA McWalter, T Bärnighausen AIDS research and human retroviruses 25 (1), 125-126, 2009	45	2009
A comparison of biomarker based incidence estimators TA McWalter, A Welte PloS one 4 (10), e7368, 2009	42	2009
Defining optimality of a test for recent infection for HIV incidence surveillance R Kassanjee, TA McWalter, A Welte AIDS research and human retroviruses 30 (1), 45-49, 2014	39	2014
When and how to use assays for recent infection to estimate HIV incidence at a population level J Micallef, E Gouws, G Vercauteren, B Parekh, A Sands, M Busch, ... World Health Organization, 2011	33	2011
Recursive Marginal Quantization of Higher-Order Schemes TA McWalter, R Rudd, J Kienitz, E Platen Quantitative Finance 18 (04), 693-706, 2018	27	2018
Reply to ‘Should biomarker estimates of HIV incidence be adjusted?’ A Welte, TA McWalter, T Bärnighausen AIDS (London, England) 23 (15), 2062, 2009	24	2009
Quadratic hedging of basis risk H Hulley, TA McWalter Journal of Risk and Financial Management 8 (1), 83-102, 2015	21*	2015
Seroconverting blood donors as a resource for characterising and optimising recent infection testing algorithms for incidence estimation R Kassanjee, A Welte, TA McWalter, SM Keating, M Vermeulen, ... PLoS One 6 (6), e20027, 2011	13	2011
Dynamic initial margin estimation based on quantiles of Johnson distributions TA McWalter, J Kienitz, N Nowaczyk, R Rudd, SK Acar Journal of Credit Risk 18 (4), 93-116, 2022	8*	2022
Fast quantization of stochastic volatility models R Rudd, TA McWalter, J Kienitz, E Platen arXiv preprint arXiv:1704.06388, 2017	8	2017
Quadratic criteria for optimal martingale measures in incomplete markets TA McWalter University of the Witwatersrand, 2006	8	2006
On stock-based loans TA McWalter, PH Ritchken Journal of Financial Intermediation 52, 100991, 2022	6	2022
Effective stochastic volatility: applications to ZABR-type models M Felpel, J Kienitz, TA McWalter Quantitative Finance 21 (5), 837-852, 2021	6	2021
Methodological progress in estimating incidence with a test for recent infection T Welte, T McWalter 2nd Global HIV/AIDS Surveillance Meeting, 2009	6	2009

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