Authors: Sebastian Baran, Corina Constantinescu, Zbigniew Palmowski

Superior Title: Risks, Vol 11, Iss 4, p 64 (2023)

Subject Terms: utility function, risk process, asymptotics, Insurance, HG8011-9999

File Description: electronic resource

Relation: https://www.mdpi.com/2227-9091/11/4/64; https://doaj.org/toc/2227-9091

Access URL: https://doaj.org/article/1c4028e5d3d9421ebee9d252a6920635

Authors: Kira Henshaw, Waleed Hana, Corina Constantinescu, Dalia Khalil

Superior Title: Risks, Vol 11, Iss 1, p 18 (2023)

Subject Terms: joint life mortality, dependence modelling, copulas, Markov chain Monte Carlo, Egyptian social security, Insurance, HG8011-9999

File Description: electronic resource

Relation: https://www.mdpi.com/2227-9091/11/1/18; https://doaj.org/toc/2227-9091

Access URL: https://doaj.org/article/ab9429adb22841caa229ebffc6829c09

Authors: Corina Constantinescu, Montserrat Guillen, Mogens Steffensen

Superior Title: Risks, Vol 11, Iss 1, p 10 (2022)

Subject Terms: n/a, Insurance, HG8011-9999

File Description: electronic resource

Relation: https://www.mdpi.com/2227-9091/11/1/10; https://doaj.org/toc/2227-9091

Access URL: https://doaj.org/article/67d64e3260ef4fb0bcd664205183f10a

Authors: Corina Constantinescu, Alexandra Dias, Bo Li, David Šiška, Simon Wang

Superior Title: Risks, Vol 10, Iss 10, p 193 (2022)

Subject Terms: finite-difference method, reinsurance, ruin probability, stop-loss, Insurance, HG8011-9999

File Description: electronic resource

Relation: https://www.mdpi.com/2227-9091/10/10/193; https://doaj.org/toc/2227-9091

Access URL: https://doaj.org/article/8eb375019bf4476e83e99c6b81ad008a

Authors: Jing Wang, Zbigniew Palmowski, Corina Constantinescu

Superior Title: Risks, Vol 9, Iss 9, p 157 (2021)

Subject Terms: ruin probability, premiums dependent on reserves, risk process, Erlang distribution, Insurance, HG8011-9999

File Description: electronic resource

Relation: https://www.mdpi.com/2227-9091/9/9/157; https://doaj.org/toc/2227-9091

Access URL: https://doaj.org/article/55b66dbd3a3f4c428c0b8ac21d1c00e5

Authors: Corina Constantinescu, Julia Eisenberg

Superior Title: Risks, Vol 9, Iss 8, p 139 (2021)

Subject Terms: n/a, Insurance, HG8011-9999

File Description: electronic resource

Relation: https://www.mdpi.com/2227-9091/9/8/139; https://doaj.org/toc/2227-9091

Access URL: https://doaj.org/article/27e3d5ff4afb4db380ab704850592c76

Authors: Apostolos Ampountolas, Titus Nyarko Nde, Paresh Date, Corina Constantinescu

Superior Title: Risks, Vol 9, Iss 3, p 50 (2021)

Subject Terms: machine learning, micro-credit, micro-finance, credit risk, default probability, credit scoring, Insurance, HG8011-9999

File Description: electronic resource

Relation: https://www.mdpi.com/2227-9091/9/3/50; https://doaj.org/toc/2227-9091

Access URL: https://doaj.org/article/ebac228d563a43f8b74d852cf1453412

Authors: Şule Şahin, María del Carmen Boado-Penas, Corina Constantinescu, Julia Eisenberg, Kira Henshaw, Maoqi Hu, Jing Wang, Wei Zhu

Superior Title: Risks, Vol 8, Iss 4, p 115 (2020)

Subject Terms: epidemic, risk, distribution fitting, Insurance, HG8011-9999

File Description: electronic resource

Relation: https://www.mdpi.com/2227-9091/8/4/115; https://doaj.org/toc/2227-9091

Access URL: https://doaj.org/article/ca409f46f76d421d98cb28f50b5cc114

Authors: Kira Henshaw, Corina Constantinescu, Olivier Menoukeu Pamen

Superior Title: Risks, Vol 8, Iss 1, p 17 (2020)

Subject Terms: joint mortality, stochastic mortality, broken-heart syndrome, non-mean-reverting cox–ingersoll–ross process, ornstein–uhleneck process, bereavement effect, socioeconomic effect, developing societies, Insurance, HG8011-9999

File Description: electronic resource

Relation: https://www.mdpi.com/2227-9091/8/1/17; https://doaj.org/toc/2227-9091

Access URL: https://doaj.org/article/58017e8a4a114f3e9cf579bebab0e6f9

Authors: Corina Constantinescu, Suhang Dai, Weihong Ni, Zbigniew Palmowski

Superior Title: Risks, Vol 4, Iss 2, p 17 (2016)

Subject Terms: regenerative risk process, ruin probability, subexponential distribution, Cramér asymptotics, importance sampling, crude Monte Carlo, Markov additive process, Insurance, HG8011-9999

File Description: electronic resource

Relation: http://www.mdpi.com/2227-9091/4/2/17; https://doaj.org/toc/2227-9091

Access URL: https://doaj.org/article/951e3afcdc7f43e1ba590e3d1ae0a067

Authors: Hansjörg Albrecher A, Corina Constantinescu A, Stephane Loisel B

Contributors: The Pennsylvania State University CiteSeerX Archives

Superior Title: http://halshs.archives-ouvertes.fr/docs/00/54/06/21/PDF/ACL_Mixing.pdf.

Subject Terms: Ruin probability, frailty models, mixing, Archimedean copulas, completely monotone distributions

File Description: application/pdf

Relation: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.395.4639; http://halshs.archives-ouvertes.fr/docs/00/54/06/21/PDF/ACL_Mixing.pdf

Availability: http://halshs.archives-ouvertes.fr/docs/00/54/06/21/PDF/ACL_Mixing.pdf

Authors: Karamata Tauberian Theorems, Corina Constantinescu, Enrique Thomann

Contributors: The Pennsylvania State University CiteSeerX Archives

Superior Title: http://library.soa.org/library/proceedings/arch/2005/arch05v39n1_10.pdf.

File Description: application/pdf

Relation: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.539.7860; http://library.soa.org/library/proceedings/arch/2005/arch05v39n1_10.pdf

Availability: http://library.soa.org/library/proceedings/arch/2005/arch05v39n1_10.pdf

Authors: Hansjörg Albrecher A, Corina Constantinescu B, Gottlieb Pirsic B, Georg Regensburger B, Markus Rosenkranz B

Contributors: The Pennsylvania State University CiteSeerX Archives

Superior Title: http://my.unil.ch/serval/document/bib_2a9d0367bb82.pdf.

File Description: application/pdf

Relation: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.507.8377; http://my.unil.ch/serval/document/bib_2a9d0367bb82.pdf

Availability: http://my.unil.ch/serval/document/bib_2a9d0367bb82.pdf

Authors: Hansjörg Albrecher, Corina Constantinescu, Zbigniew Palmowski, Georg Regensburger, Markus Rosenkranz

Contributors: The Pennsylvania State University CiteSeerX Archives

Superior Title: http://gregensburger.com/papers/varcoeff.pdf.

Subject Terms: Key words. renewal risk models

File Description: application/pdf

Relation: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.403.5374; http://gregensburger.com/papers/varcoeff.pdf

Availability: http://gregensburger.com/papers/varcoeff.pdf

Authors: Hansjörg Albrecher, Corina Constantinescu, Gottlieb Pirsic, Georg Regensburger, Markus Rosenkranz

Contributors: The Pennsylvania State University CiteSeerX Archives

Superior Title: http://www.ricam.oeaw.ac.at/publications/reports/08/rep08-33.pdf.

File Description: application/pdf

Relation: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.210.2323; http://www.ricam.oeaw.ac.at/publications/reports/08/rep08-33.pdf

Availability: http://www.ricam.oeaw.ac.at/publications/reports/08/rep08-33.pdf

Authors: Corina, Constantinescu, Enkelejd, Hashorva, Marie, Kratz

Superior Title: Annals of Actuarial Science; Sep2018, Vol. 12 Issue 2, p209-210, 2p