Corina Constantinescu

Available identifiers

zbMath Open constantinescu.corina-dMaRDI QIDQ454866

List of research outcomes

Publication	Date of Publication	Type
A stochastic model of group wealth responses to insurance mechanisms in low-income communities	2024-04-10	Paper
On the impact of insurance on households susceptible to random proportional losses: An analysis of poverty trapping	2023-09-22	Paper
Extreme Limit Theory of Competing Risks under Power Normalization	2023-05-04	Paper
Asymptototic Expected Utility of Dividend Payments in a Classical Collective Risk Process	2023-03-21	Paper
On the risk of credibility premium rules	2022-03-02	Paper
On the risk consistency and monotonicity of ruin theory	2022-01-14	Paper
How much we gain by surplus-dependent premiums -- asymptotic analysis of ruin probability	2021-01-09	Paper
On distributional and asymptotic results for exponential functional of renewal -- reward processes describing risk models	2020-09-23	Paper
Itô calculus for Cramér-Lundberg model	2020-09-14	Paper
Dynamics of drainage under stochastic rainfall in river networks	2020-06-26	Paper
Probability of ruin in discrete insurance risk model with dependent Pareto claims	2020-05-12	Paper
An application of fractional differential equations to risk theory	2019-09-19	Paper
Estimation of foreseeable and unforeseeable risks in motor insurance	2019-05-17	Paper
Optimal reinsurance-investment strategy under risks of interest rate, exchange rate and inflation	2019-04-26	Paper
Ruin probabilities in classical risk models with gamma claims	2018-08-31	Paper
Ruin probabilities with dependence on the number of claims within a fixed time window	2016-04-21	Paper
Risk models with premiums adjusted to claims number	2015-12-14	Paper
The tax identity for Markov additive risk processes	2014-04-14	Paper
Ruin probabilities in models with a Markov chain dependence structure	2013-12-17	Paper
Risk processes with dependence and premium adjusted to solvency targets	2013-08-05	Paper
Exact and Asymptotic Results for Insurance Risk Models with Surplus-dependent Premiums	2013-06-06	Paper
Asymptotic results for renewal risk models with risky investments	2012-10-10	Paper
An algebraic operator approach to the analysis of Gerber-Shiu functions	2012-02-10	Paper
Archimedean copulas in finite and infinite dimensions -- with application to ruin problems	2011-12-21	Paper
Explicit ruin formulas for models with dependence among risks	2011-08-01	Paper

Research outcomes over time

Doctoral students

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Known relations from the MaRDI Knowledge Graph

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This page was built for person: Corina Constantinescu