팔로우
Corina D. Constantinescu
Corina D. Constantinescu
Professor of Actuarial Mathematics, University of Liverpool
liv.ac.uk의 이메일 확인됨 - 홈페이지
제목
인용
인용
연도
Explicit ruin formulas for models with dependence among risks
H Albrecher, C Constantinescu, S Loisel
Insurance: Mathematics and Economics 48 (2), 265-270, 2011
1382011
A Machine Learning Approach for Micro-Credit Scoring
A Ampountolas, NT Nde, P Date, C Constantinescu
Risks 9 (3), 50, 2021
632021
An algebraic operator approach to the analysis of Gerber–Shiu functions
H Albrecher, C Constantinescu, G Pirsic, G Regensburger, M Rosenkranz
Insurance: Mathematics and Economics 46 (1), 42-51, 2010
612010
An Application of Fractional Differential Equations to Risk Theory
C Constantinescu, J Ramirez, W Zhu
Finance and Stochastics, 2019
602019
Exact and asymptotic results for insurance risk models with surplus-dependent premiums
H Albrecher, C Constantinescu, Z Palmowski, G Regensburger, ...
SIAM Journal on Applied Mathematics 73 (1), 47-66, 2013
432013
Archimedean copulas in finite and infinite dimensions—with application to ruin problems
C Constantinescu, E Hashorva, L Ji
Insurance: Mathematics and Economics 49 (3), 487-495, 2011
422011
Asymptotic results for renewal risk models with risky investments
H Albrecher, C Constantinescu, E Thomann
Stochastic Processes and their Applications 122 (11), 3767-3789, 2012
362012
Ruin probabilities in classical risk models with gamma claims
C Constantinescu, G Samorodnitsky, W Zhu
Scandinavian Actuarial Journal 2018 (7), 555-575, 2018
332018
Bonus–Malus systems with Weibull distributed claim severities
W Ni, C Constantinescu, AA Pantelous
Annals of Actuarial Science 8 (2), 217-233, 2014
332014
Ruin probabilities with dependence on the number of claims within a fixed time window
C Constantinescu, S Dai, W Ni, Z Palmowski
Risks 4 (2), 2016
242016
Risk models with premiums adjusted to claims number
B Li, W Ni, C Constantinescu
Insurance: Mathematics and Economics 65, 94-102, 2015
222015
Stochastic mortality modelling for dependent coupled lives
K Henshaw, C Constantinescu, O Menoukeu Pamen
Risks 8 (1), 17, 2020
152020
The tax identity for Markov additive risk processes
H Albrecher, F Avram, C Constantinescu, J Ivanovs
Methodology and Computing in Applied Probability 14 (1), 245-258, 2014
152014
Ruin probabilities in models with a Markov chain dependence structure
C Constantinescu, D Kortschak, V Maume-Deschamps
Scandinavian Actuarial Journal 2013 (6), 453-476, 2013
152013
Risk processes with dependence and premium adjusted to solvency targets
C Constantinescu, V Maume-Deschamps, R Norberg
European Actuarial Journal 2, 1-20, 2012
142012
Bonus-Malus systems with hybrid claim severity distributions
W Ni, B Li, C Constantinescu, AA Pantelous
Vulnerability, uncertainty, and risk: Quantification, mitigation, and …, 2014
112014
A ruin model with a resampled environment
C Constantinescu, G Delsing, M Mandjes, L Rojas Nandayapa
Scandinavian Actuarial Journal 4, 323-341, 2020
102020
Probability of ruin in discrete insurance risk model with dependent Pareto claims
CD Constantinescu, TJ Kozubowski, HH Qian
Dependence Modeling 7 (1), 215-233, 2019
102019
Subsidising inclusive insurance to reduce poverty
JM Flores-Contró, K Henshaw, SH Loke, S Arnold, C Constantinescu
North American Actuarial Journal 29 (1), 44-73, 2025
72025
A Machine Learning Approach for Micro-Credit Scoring. Risks, 9 (3), 50
A Ampountolas, TN Nde, P Date, C Constantinescu
s Note: MDPI stays neutral with regard to jurisdictional claims in published …, 2021
72021
현재 시스템이 작동되지 않습니다. 나중에 다시 시도해 주세요.
학술자료 1–20