Corina D. Constantinescu, Ph.D.
Affiliations: | 2006 | Oregon State University, Corvallis, OR |
Area:
Mathematics, FinanceGoogle:
"Corina Constantinescu"Parents
Sign in to add mentor| Enrique Thomann | grad student | 2006 | Oregon State | |
| (Renewal risk processes with stochastic returns on investments: A unified approach and analysis of the ruin probabilities.) | ||||
BETA: Related publications
See more...
Publications
|
You can help our author matching system! If you notice any publications incorrectly attributed to this author, please sign in and mark matches as correct or incorrect. |
| Akahori J, Constantinescu C, Miyagi K. (2020) Itô calculus for Cramér-Lundberg model Jsiam Letters. 12: 25-28 |
| Ramirez JM, Constantinescu C. (2020) Dynamics of drainage under stochastic rainfall in river networks Stochastics and Dynamics. 20: 2050042 |
| Constantinescu C, Delsing G, Mandjes M, et al. (2020) A ruin model with a resampled environment Scandinavian Actuarial Journal. 2020: 323-341 |
| Constantinescu CD, Kozubowski TJ, Qian HH. (2019) Probability of ruin in discrete insurance risk model with dependent Pareto claims Dependence Modeling. 7: 215-233 |
| Constantinescu C, Samorodnitsky G, Zhu W. (2018) Ruin probabilities in classical risk models with gamma claims Scandinavian Actuarial Journal. 2018: 555-575 |
| Guo C, Zhuo X, Constantinescu C, et al. (2018) Optimal Reinsurance-Investment Strategy Under Risks of Interest Rate, Exchange Rate and Inflation Methodology and Computing in Applied Probability. 20: 1477-1502 |
| Li B, Ni W, Constantinescu C. (2015) Risk models with premiums adjusted to claims number Insurance: Mathematics and Economics. 65: 94-102 |
| Ni W, Constantinescu C, Pantelous AA. (2014) Bonus–Malus systems with Weibull distributed claim severities Annals of Actuarial Science. 8: 217-233 |
| Albrecher H, Avram F, Constantinescu C, et al. (2014) The Tax Identity For Markov Additive Risk Processes Methodology and Computing in Applied Probability. 16: 245-258 |
| Albrecher H, Constantinescu C, Palmowski Z, et al. (2013) Exact and asymptotic results for insurance risk models with surplus-dependent premiums Siam Journal On Applied Mathematics. 73: 47-66 |