Florin Avram

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Zbigniew PalmowskiWroclaw University of Science and TechnologyDirección de correo verificada de pwr.edu.pl
Nikolai LeonenkoCardiff UniversityDirección de correo verificada de Cardiff.ac.uk
Dan GoreacÉcole d'Actuariat, Université Laval, Québec, Canada and University Shandong Weihai, ChinaDirección de correo verificada de act.ulaval.ca
Dimitris BertsimasBoeing Professor of Operations Research, MITDirección de correo verificada de mit.edu
Andrei Halanayprofessor of mathematics, University Politehnica of BucharestDirección de correo verificada de mathem.pub.ro
Søren AsmussenProfessor at Department of Mathematics, Aarhus UniversityDirección de correo verificada de imf.au.dk
Nenad ŠuvakAssociate Professor, Department of Mathematics, J.J. Strossmayer University of OsijekDirección de correo verificada de mathos.hr
Lyudmyla SakhnoTaras Shevchenko National University of KyivDirección de correo verificada de knu.ua
Lasko BasnarkovProfessor, Ss. Cyril and Methodius University and Macedonian Academy of Sciences and ArtsDirección de correo verificada de manu.edu.mk
Andrei BadescuUniversity of TorontoDirección de correo verificada de utstat.utoronto.ca
Landy RabehasainaUniversity Bourgogne Franche-ComtéDirección de correo verificada de univ-fcomte.fr
ceren vardar acarMiddle East Technical UniversityDirección de correo verificada de metu.edu.tr
Andras HorvathComputer Science Department, University of Turin, ItalyDirección de correo verificada de di.unito.it
Danijel GrahovacAssociate Professor, Department of Mathematics, University of OsijekDirección de correo verificada de mathos.hr
Yamazaki KazutoshiThe University of Queensland, School of Mathematics and PhysicsDirección de correo verificada de uq.edu.au
Albrecher HansjörgProfessor of Actuarial Science, Faculty of Business and Economics (HEC), University of LausanneDirección de correo verificada de unil.ch
ANTONIO GOMEZ CORRALComplutense University of MadridDirección de correo verificada de ucm.es
Lothar BreuerDirección de correo verificada de mail.de
Guy LatoucheProfesseur de l'université, Université libre de Bruxelles (ULB)Dirección de correo verificada de ulb.ac.be
Abhijit Datta BanikIndian Institute of Technology, BhubaneswarDirección de correo verificada de iitbbs.ac.in

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Florin Avram

Professor of Probability and Statistics, University of Pau

Dirección de correo verificada de univ-pau.fr - Página principal

Mathematics Probability Statistics Financial Mathematics


Título Ordenar por citas Ordenar por año Ordenar por título	Citado por Citado por	Año
Russian and American put options under exponential phase-type Lévy models S Asmussen, F Avram, MR Pistorius Stochastic Processes and their Applications 109 (1), 79-111, 2004	426	2004
On the optimal dividend problem for a spectrally negative Lévy process F Avram, Z Palmowski, MR Pistorius	324	2007
Exit problems for spectrally negative Lévy processes and applications to (Canadized) Russian options F Avram, AE Kyprianou, MR Pistorius The Annals of Applied Probability 14 (1), 215-238, 2004	313	2004
On bilinear forms in Gaussian random variables and Toeplitz matrices F Avram Probability Theory and Related Fields 79 (1), 37-45, 1988	241	1988
Noncentral limit theorems and Appell polynomials F Avram, MS Taqqu The Annals of Probability, 767-775, 1987	219	1987
Erlangian approximations for finite-horizon ruin probabilities S Asmussen, F Avram, M Usabel ASTIN Bulletin: The Journal of the IAA 32 (2), 267-281, 2002	159	2002
Weak Convergence of Sums of Moving Averages in the -Stable Domain of Attraction F Avram, MS Taqqu The Annals of Probability 20 (1), 483-503, 1992	153	1992
On central limit theorems in geometrical probability F Avram, D Bertsimas The Annals of Applied Probability 3 (4), 1033-1046, 1993	132	1993
Fluid models of sequencing problems in open queueing networks; an optimal control approach F Avram, D Bertsimas, M Ricard Institute for Mathematics and its Applications 71, 199, 1995	129	1995
A two-dimensional ruin problem on the positive quadrant F Avram, Z Palmowski, M Pistorius Insurance: Mathematics and Economics 42 (1), 227-234, 2008	114	2008
The minimum spanning tree constant in geometrical probability and under the independent model: a unified approach F Avram, D Bertsimas The Annals of Applied Probability, 113-130, 1992	93	1992
Exit problem of a two-dimensional risk process from the quadrant: exact and asymptotic results F Avram, Z Palmowski, MR Pistorius	91	2008
On Gerber–Shiu functions and optimal dividend distribution for a Lévy risk process in the presence of a penalty function F Avram, Z Palmowski, MR Pistorius	71	2015
Phase-type approximations to finite-time ruin probabilities in the Sparre-Andersen and stationary renewal risk models DA Stanford, F Avram, AL Badescu, L Breuer, ADS Soares, G Latouche ASTIN Bulletin: The Journal of the IAA 35 (1), 131-144, 2005	70	2005
On the valuation of constant barrier options under spectrally one-sided exponential Lévy models and Carr's approximation for American puts F Avram, T Chan, M Usabel Stochastic Processes and their applications 100 (1-2), 75-107, 2002	70	2002
Weak convergence of moving averages with infinite variance F Avram, MS Taqqu Dependence in Probability and Statistics: A Survey of Recent Results, 399-415, 1986	63	1986
On a Szegö type limit theorem, the Hölder-Young-Brascamp-Liebinequality, and the asymptotic theory ofintegrals and quadratic forms of stationary fields F Avram, N Leonenko, L Sakhno ESAIM: Probability and Statistics 14, 210-255, 2010	52	2010
Explicit solutions for variational problems in the quadrant F Avram, JG Dai, JJ Hasenbein Queueing Systems 37, 259-289, 2001	49	2001
Spectrally negative Lévy processes with Parisian reflection below and classical reflection above F Avram, JL Pérez, K Yamazaki Stochastic Processes and their Applications 128 (1), 255-290, 2018	38	2018
Ruin probabilities and deficit for the renewal risk model with phase-type interarrival times F Avram, M Usabel ASTIN Bulletin: The Journal of the IAA 34 (2), 315-332, 2004	37	2004

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