All Stories

  1. First quarter chronicle of COVID-19: an attempt to measure governments response

    Article • September 2020, Cold Spring Harbor Laboratory Press

    Corina Constantinescu

  2. Dynamics of drainage under stochastic rainfall in river networks

    Article • Stochastics and Dynamics, March 2020, World Scientific Pub Co Pte Lt

    Corina Constantinescu

  3. Stochastic Mortality Modelling for Dependent Coupled Lives

    Article • Risks, February 2020, MDPI AG

    Corina Constantinescu

  4. Itô calculus for Cramér-Lundberg model

    Article • JSIAM Letters, January 2020, The Japan Society for Industrial and Applied Mathematics

    Corina Constantinescu

  5. A ruin model with a resampled environment

    Article • Scandinavian Actuarial Journal, September 2019, Taylor & Francis

    Corina Constantinescu

  6. An application of fractional differential equations to risk theory

    Article • Finance and Stochastics, July 2019, Springer Science + Business Media

    Corina Constantinescu

  7. Probability of ruin in discrete insurance risk model with dependent Pareto claims

    Article • Dependence Modeling, July 2019, De Gruyter

    Corina Constantinescu

  8. Foreword by the Guest Editors of the RARE special issue

    Article • Annals of Actuarial Science, August 2018, Cambridge University Press

    Corina Constantinescu

  9. Optimal Reinsurance-Investment Strategy Under Risks of Interest Rate, Exchange Rate and Inflation

    Article • Methodology And Computing In Applied Probability, April 2018, Springer Science + Business Media

    Corina Constantinescu

  10. Ruin probabilities in classical risk models with gamma claims

    Article • Scandinavian Actuarial Journal, November 2017, Taylor & Francis

    Corina Constantinescu

  11. Ruin Probabilities with Dependence on the Number of Claims within a Fixed Time Window

    Article • Risks, June 2016, MDPI AG

    Corina Constantinescu

  12. Risk models with premiums adjusted to claims number

    Article • Insurance Mathematics and Economics, November 2015, Elsevier

    Corina Constantinescu

  13. Bonus-Malus Systems with Hybrid Claim Severity Distributions

    Article • June 2014, American Society of Civil Engineers (ASCE)

    Corina Constantinescu

  14. Bonus–Malus systems with Weibull distributed claim severities

    Article • Annals of Actuarial Science, May 2014, Cambridge University Press

    Dr Athanasios Pantelous, Corina Constantinescu

  15. Ruin probabilities in models with a Markov chain dependence structure

    Article • Scandinavian Actuarial Journal, November 2013, Taylor & Francis

    Corina Constantinescu

  16. Exact and Asymptotic Results for Insurance Risk Models with Surplus-dependent Premiums

    Article • SIAM Journal on Applied Mathematics, January 2013, Society for Industrial & Applied Mathematics (SIAM)

    Corina Constantinescu

  17. The Tax Identity For Markov Additive Risk Processes

    Article • Methodology And Computing In Applied Probability, November 2012, Springer Science + Business Media

    Corina Constantinescu

  18. Asymptotic results for renewal risk models with risky investments

    Article • Stochastic Processes and their Applications, November 2012, Elsevier

    Corina Constantinescu

  19. Risk processes with dependence and premium adjusted to solvency targets

    Article • European Actuarial Journal, March 2012, Springer Science + Business Media

    Corina Constantinescu

  20. Archimedean copulas in finite and infinite dimensions—with application to ruin problems

    Article • Insurance Mathematics and Economics, November 2011, Elsevier

    Corina Constantinescu

  21. Explicit ruin formulas for models with dependence among risks

    Article • Insurance Mathematics and Economics, March 2011, Elsevier

    Corina Constantinescu

  22. Editorial for the special issue on Gerber–Shiu functions

    Article • Insurance Mathematics and Economics, February 2010, Elsevier

    Distinguished Professor Emeritus Jose Garrido, Corina Constantinescu

  23. An algebraic operator approach to the analysis of Gerber–Shiu functions

    Article • Insurance Mathematics and Economics, February 2010, Elsevier

    Corina Constantinescu