Explicit ruin formulas for models with dependence among risks H Albrecher, C Constantinescu, S Loisel Insurance: Mathematics and Economics 48 (2), 265-270, 2011 | 130 | 2011 |
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 | 59 | 2010 |
An Application of Fractional Differential Equations to Risk Theory C Constantinescu, J Ramirez, W Zhu Finance and Stochastics, 2019 | 49 | 2019 |
A Machine Learning Approach for Micro-Credit Scoring A Ampountolas, NT Nde, P Date, C Constantinescu Risks 9 (3), 50, 2021 | 43 | 2021 |
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 | 41 | 2013 |
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 | 39 | 2011 |
Bonus–Malus systems with Weibull distributed claim severities W Ni, C Constantinescu, AA Pantelous Annals of Actuarial Science 8 (2), 217-233, 2014 | 33 | 2014 |
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 | 33 | 2012 |
Ruin probabilities in classical risk models with gamma claims C Constantinescu, G Samorodnitsky, W Zhu Scandinavian Actuarial Journal 2018 (7), 555-575, 2018 | 32 | 2018 |
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 | 21 | 2016 |
Risk models with premiums adjusted to claims number B Li, W Ni, C Constantinescu Insurance: Mathematics and Economics 65, 94-102, 2015 | 18 | 2015 |
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 | 15 | 2014 |
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 | 15 | 2013 |
Risk processes with dependence and premium adjusted to solvency targets C Constantinescu, V Maume-Deschamps, R Norberg European Actuarial Journal 2, 1-20, 2012 | 14 | 2012 |
Stochastic mortality modelling for dependent coupled lives K Henshaw, C Constantinescu, O Menoukeu Pamen Risks 8 (1), 17, 2020 | 12 | 2020 |
Bonus-Malus systems with hybrid claim severity distributions W Ni, B Li, C Constantinescu, AA Pantelous Vulnerability, uncertainty, and risk: Quantification, mitigation, and …, 2014 | 11 | 2014 |
A ruin model with a resampled environment C Constantinescu, G Delsing, M Mandjes, L Rojas Nandayapa Scandinavian Actuarial Journal 4, 323-341, 2020 | 10 | 2020 |
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 | 10* | 2019 |
First quarter chronicle of covid-19: An attempt to measure governments’ responses Ş Şahin, MC Boado-Penas, C Constantinescu, J Eisenberg, K Henshaw, ... Risks 8 (4), 115, 2020 | 7 | 2020 |
Dynamics of drainage under stochastic rainfall in river networks JM Ramirez, C Constantinescu Stochastics and Dynamics 20 (03), 2050042, 2020 | 7 | 2020 |