Edit Profile (opens in new tab) Avram, Florin Co-Author Distance Author ID: avram.florin Published as: Avram, Florin; Avram, F. External Links: MGP Documents Indexed: 93 Publications since 1985, including 9 Additional arXiv Preprints Co-Authors: 76 Co-Authors with 85 Joint Publications 2,111 Co-Co-Authors all top 5 Co-Authors 6 single-authored 12 Pistorius, Martijn R. 9 Leonenko, Nikolai N. 9 Taqqu, Murad S. 7 Adenane, Rim 7 Goreac, Dan 6 Palmowski, Zbigniew 6 Šuvak, Nenad 5 Usábel, Miguel A. 4 Bertsimas, Dimitris John 3 Chedom, Donatien Fotso 3 Freddi, Lorenzo 3 Horváth, András 3 Rabehasaina, Landy 2 Albrecher, Hansjörg 2 Asmussen, Søren 2 Badescu, Andrei L. 2 Banik, Abhijit Datta 2 Basnarkov, Lasko 2 Bianchin, Gianluca 2 Kelbert, Mark Ya. 2 Mogul’skii, Anatolii Alfredovich 2 Pérez Garmendia, Jose Luis 2 Sakhno, Lyudmyla Mykhaĭlivna 2 Sazonov, Igor A. 2 Vardar-Acar, Ceren 2 Zhou, Xiaowen 1 Avila-Vales, Eric Jose 1 Berger, Toby 1 Biard, Romain 1 Breuer, Lothar 1 Brown, Lawrence Gerald 1 Çağlar, Mine 1 Cariñena, José F. 1 Chaudhry, Mohan L. 1 Constantinescu, Corina D. 1 Cresson, Jacky 1 da Silva Soares, Ana 1 Dai, J. G. (Jim) 1 de Lucas, Javier 1 Deliu, Anca 1 Deng, Baiqiao 1 Dumitrescu, Bogdan Alexandru 1 Dutang, Christophe 1 El Fatini, Mohamed 1 Fotso, Laure Pauline 1 Fox, Robert W. 1 Grahovac, Danijel 1 Hasenbein, John J. 1 Ivanovs, Jevgeņijs 1 Janssen, Augustus Josephus Elizabeth Maria 1 Johnston, Matthew D. 1 Karaesmen, Fikri 1 Ketcheson, David I. 1 Kortschak, Dominik 1 Kyprianou, Andreas E. 1 Latouche, Guy 1 Li, Bin 1 Li, Juan 1 Li, Junsong 1 Li, Shu 1 Loisel, Stéphane 1 Matei, Daniel 1 Minca, Andreea 1 Patie, Pierre 1 Pérez, Ángel G. C. 1 Ricard, Michael 1 Şicleru, Bogdan C. 1 Solon, Ulyses 1 Stanford, David A. 1 van Leeuwaarden, Johan S. H. 1 Vidmar, Matija 1 Vu, Nhat Linh 1 Wang, Jian 1 Wein, Lawrence M. 1 Yamazaki, Kazutoshi 1 Zhao, Yiqiang Q. all top 5 Serials 6 The Annals of Applied Probability 5 Insurance Mathematics & Economics 4 Stochastic Processes and their Applications 4 ASTIN Bulletin 3 Advances in Applied Probability 3 The Annals of Probability 3 Journal of Computational and Applied Mathematics 3 Methodology and Computing in Applied Probability 2 Applied Mathematics and Computation 2 Transactions of the American Mathematical Society 2 Probability Theory and Related Fields 2 Top 2 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics 2 Markov Processes and Related Fields 1 IEEE Transactions on Information Theory 1 Journal of Applied Probability 1 Journal of Optimization Theory and Applications 1 Journal of Statistical Planning and Inference 1 Operations Research 1 Proceedings of the American Mathematical Society 1 Operations Research Letters 1 Stochastic Analysis and Applications 1 Statistics 1 IMA Journal of Mathematical Control and Information 1 Asia-Pacific Journal of Operational Research 1 Journal of Theoretical Probability 1 Queueing Systems 1 Annals of Operations Research 1 Siberian Advances in Mathematics 1 SIAM Journal on Mathematical Analysis 1 Theory of Probability and Mathematical Statistics 1 Analele Universității din Craiova. Seria Matematică Informatică 1 Boletín de la Sociedad Matemática Mexicana. Third Series 1 European Series in Applied and Industrial Mathematics (ESAIM): Proceedings 1 Matematicheskie Trudy 1 Statistical Inference for Stochastic Processes 1 Probability in the Engineering and Informational Sciences 1 Scandinavian Actuarial Journal 1 Stochastics 1 Annals of the University of Bucharest. Mathematical Series 1 European Actuarial Journal all top 5 Fields 67 Probability theory and stochastic processes (60-XX) 31 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 13 Statistics (62-XX) 13 Operations research, mathematical programming (90-XX) 9 Systems theory; control (93-XX) 5 Biology and other natural sciences (92-XX) 4 Special functions (33-XX) 4 Computer science (68-XX) 3 Calculus of variations and optimal control; optimization (49-XX) 2 Number theory (11-XX) 2 Real functions (26-XX) 2 Ordinary differential equations (34-XX) 2 Information and communication theory, circuits (94-XX) 1 Functions of a complex variable (30-XX) 1 Partial differential equations (35-XX) 1 Approximations and expansions (41-XX) 1 Harmonic analysis on Euclidean spaces (42-XX) 1 Numerical analysis (65-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 64 Publications have been cited 1,293 times in 941 Documents Cited by ▼ Year ▼ Russian and American put options under exponential phase-type Lévy models. Zbl 1075.60037 Asmussen, Søren; Avram, Florin; Pistorius, Martijn R. 175 2004 On the optimal dividend problem for a spectrally negative Lévy process. Zbl 1136.60032 Avram, Florin; Palmowski, Zbigniew; Pistorius, Martijn R. 153 2007 Exit problems for spectrally negative Lévy processes and applications to (Canadized) Russian options. Zbl 1042.60023 Avram, F.; Kyprianou, A. E.; Pistorius, M. R. 129 2004 On bilinear forms in Gaussian random variables and Toeplitz matrices. Zbl 0648.60043 Avram, F. 81 1988 Noncentral limit theorems and Appell polynomials. Zbl 0624.60049 Avram, Florin; Taqqu, Murad S. 74 1987 Erlangian approximations for finite-horizon ruin probabilities. Zbl 1081.60028 Asmussen, Soren; Avram, Florin; Usabel, Miguel 70 2002 Weak convergence of sums of moving averages in the \(\alpha\)-stable domain of attraction. Zbl 0747.60032 Avram, Florin; Taqqu, Murad S. 51 1992 On central limit theorems in geometrical probability. Zbl 0784.60015 Avram, Florin; Bertsimas, Dimitris 46 1993 A two-dimensional ruin problem on the positive quadrant. Zbl 1141.91482 Avram, Florin; Palmowski, Zbigniew; Pistorius, Martijn 43 2008 Exit problem of a two-dimensional risk process from the quadrant: Exact and asymptotic results. Zbl 1163.60010 Avram, Florin; Palmowski, Zbigniew; Pistorius, Martijn R. 34 2008 On Gerber-Shiu functions and optimal dividend distribution for a Lévy risk process in the presence of a penalty function. Zbl 1322.60055 Avram, F.; Palmowski, Z.; Pistorius, M. R. 31 2015 Phase-type approximations to finite-time ruin probabilities in the Sparre Andersen and stationary renewal risk models. Zbl 1123.62078 Stanford, D. A.; Avram, F.; Badescu, A. L.; Breuer, L.; da Silva Soares, A.; Latouche, G. 27 2005 On a Szegö type limit theorem, the Hölder-Young-Brascamp-Lieb inequality, and the asymptotic theory of integrals and quadratic forms of stationary fields. Zbl 1219.60018 Avram, Florin; Leonenko, Nikolai; Sakhno, Ludmila 23 2010 Explicit solutions for variational problems in the quadrant. Zbl 0970.60027 Avram, F.; Dai, J. G.; Hasenbein, J. J. 22 2001 On taxed spectrally negative Lévy processes with draw-down stopping. Zbl 1395.91245 Avram, Florin; Vu, Nhat Linh; Zhou, Xiaowen 21 2017 Fluid models of sequencing problems in open queueing networks; an optimal control approach. Zbl 0837.60083 Avram, Florin; Bertsimas, Dimitris; Ricard, Michael 20 1995 Spectrally negative Lévy processes with Parisian reflection below and classical reflection above. Zbl 1386.60168 Avram, Florin; Pérez, José-Luis; Yamazaki, Kazutoshi 20 2018 The minimum spanning tree constant in geometrical probability and under the independent model: A unified approach. Zbl 0755.60011 Avram, Florin; Bertsimas, Dimitris 19 1992 Ruin probabilities and deficit for the renewal risk model with phase-type interarrival times. Zbl 1274.91244 Avram, F.; Usábel, M. 17 2004 On spectral analysis of heavy-tailed Kolmogorov-Pearson diffusions. Zbl 1306.60110 Avram, F.; Leonenko, N. N.; Šuvak, N. 15 2013 Weak convergence of the variations, iterated integrals and Doléans-Dade exponentials of sequences of semimartingales. Zbl 0636.60029 Avram, Florin 13 1988 On the efficient evaluation of ruin probabilities for completely monotone claim distributions. Zbl 1201.91088 Albrecher, Hansjörg; Avram, Florin; Kortschak, Dominik 13 2010 Finite time ruin probabilities with one Laplace inversion. Zbl 1074.91026 Avram, Florin; Usabel, Miguel 12 2003 Series expansions for the first passage distribution of Wong-Pearson jump-diffusions. Zbl 1175.91083 Avram, Florin; Leonenko, Nikolai; Rabehasaina, Landy 11 2009 The \(W, Z\) scale functions kit for first passage problems of spectrally negative Lévy processes, and applications to control problems. Zbl 1461.60028 Avram, Florin; Grahovac, Danijel; Vardar-Acar, Ceren 11 2020 On moments based Padé approximations of ruin probabilities. Zbl 1209.91076 Avram, F.; Chedom, D. F.; Horváth, A. 9 2011 Symmetric polynomials of random variables attracted to an infinitely divisible law. Zbl 0579.60021 Avram, Florin; Taqqu, Murad S. 9 1986 Parameter estimation for Fisher-Snedecor diffusion. Zbl 1283.60066 Avram, F.; Leonenko, N. N.; Šuvak, N. 9 2011 The two barriers ruin problem via a Wiener Hopf decomposition approach. Zbl 1073.60523 Avram, Florin; Pistorius, Martijn R.; Usabel, Miguel 8 2003 The tax identity for Markov additive risk processes. Zbl 1286.91062 Albrecher, Hansjörg; Avram, Florin; Constantinescu, Corina; Ivanovs, Jevgenijs 7 2014 On bulk-service MAP/PH\(^{L,N}\)/1/N G-queues with repeated attempts. Zbl 1098.60084 Avram, F.; Gómez-Corral, A. 6 2006 Weak convergence of moving averages with infinite variance. Zbl 0602.60028 Avram, Florin; Taqqu, Murad S. 6 1986 Probability bounds for M-Skorohod oscillations. Zbl 0693.60005 Avram, Florin; Taqqu, Murad S. 6 1989 Optimal control of fluid limits of queuing networks and stochasticity corrections. Zbl 0894.60095 Avram, Florin 6 1997 Hypothesis testing for Fisher-Snedecor diffusion. Zbl 1244.62118 Avram, F.; Leonenko, N. N.; Šuvak, N. 6 2012 Spectral representation of transition density of Fisher-Snedecor diffusion. Zbl 1291.60161 Avram, F.; Leonenko, N. N.; Šuvak, N. 6 2013 Limit theorems for additive functionals of stationary fields, under integrability assumptions on the higher order spectral densities. Zbl 1325.60038 Avram, Florin; Leonenko, Nikolai; Sakhno, Ludmila 5 2015 General drawdown of general tax model in a time-homogeneous Markov framework. Zbl 1475.60076 Avram, Florin; Li, Bin; Li, Shu 5 2021 The Gerber-Shiu expected discounted penalty-reward function under an affine jump-diffusion model. Zbl 1256.91025 Avram, Florin; Usábel, Miguel 4 2008 A method for computing double band policies for switching between two diffusions. Zbl 1093.93549 Avram, Florin; Karaesmen, Fikri 4 1996 A generalized Hölder inequality and a generalized Szego theorem. Zbl 0696.60035 Avram, Florin; Brown, Lawrence 4 1989 Generalized Szegö theorems and asymptotics of cumulants by graphical methods. Zbl 0752.60019 Avram, Florin 4 1992 Central limit theorems for sums of Wick products of stationary sequences. Zbl 0752.60020 Avram, Florin; Fox, Robert 4 1992 Modeling probability densities with sums of exponentials via polynomial approximation. Zbl 1332.90320 Dumitrescu, Bogdan; Şicleru, Bogdan C.; Avram, Florin 4 2016 First passage problems for upwards skip-free random walks via the scale functions paradigm. Zbl 1427.60077 Avram, Florin; Vidmar, Matija 4 2019 On the central management of risk networks. Zbl 1427.91076 Avram, Florin; Minca, Andreea 4 2017 On symbolic RG factorization of quasi-birth-and-death processes. Zbl 1264.60054 Avram, Florin; Chedom, Donatien Fotso 4 2011 Optimal control of a SIR epidemic with ICU constraints and target objectives. Zbl 1510.92197 Avram, Florin; Freddi, Lorenzo; Goreac, Dan 4 2022 On fluctuation theory for spectrally negative Lévy processes with Parisian reflection below, and applications. Zbl 1382.60071 Avram, Florin; Zhou, Xiaowen 3 2017 On the optimal control of a two-queue polling model. Zbl 1110.90016 Avram, F.; Gómez-Corral, A. 3 2006 On matrix exponential approximations of ruin probabilities for the classic and Brownian perturbed Cramér-Lundberg processes. Zbl 1306.91068 Avram, F.; Pistorius, M. 3 2014 Corrigendum to: “Optimal control of a SIR epidemic with ICU constraints and target objectives”. Zbl 1510.92198 Avram, Florin; Freddi, Lorenzo; Goreac, Dan 3 2022 On optimal dividend distribution for a Cramér-Lundberg process with exponential jumps in the presence of a linear Gerber-Shiu penalty function. Zbl 1236.91084 Avram, Florin; Palmowski, Zbigniew; Pistorius, Martijn 2 2010 Hölder’s inequality for functions of linearly dependent arguments. Zbl 0777.26017 Avram, Florin; Taqqu, Murad S. 2 1989 On multiserver retrial queues: history, Okubo-type hypergeometric systems and matrix continued-fractions. Zbl 1291.90061 Avram, F.; Matei, D.; Zhao, Y. Q. 2 2014 A survey of some recent results on risk theory. Zbl 1338.62186 Avram, Florin; Biard, Romain; Dutang, Christophe; Loisel, Stéphane; Rabehasaina, Landy 2 2014 On a class of dependent Sparre Andersen risk models and a bailout application. Zbl 1371.91078 Avram, F.; Badescu, A. L.; Pistorius, M. R.; Rabehasaina, L. 2 2016 On Dümbgen’s exponentially modified Laplace continued fraction for Mill’s ratio. Zbl 1324.62009 Avram, Florin 2 2013 Purely excessive functions and hitting times of continuous-time branching processes. Zbl 1427.60174 Avram, F.; Patie, P.; Wang, J. 2 2019 Optimizing dividends and capital injections limited by bankruptcy, and practical approximations for the Cramér-Lundberg process. Zbl 1506.91178 Avram, Florin; Goreac, Dan; Adenane, Rim; Solon, Ulyses 2 2022 Loss systems with slow retrials in the Halfin-Whitt regime. Zbl 1267.60102 Avram, F.; Janssen, A. J. E. M.; Van Leeuwaarden, J. S. H. 2 2013 Ruin probabilities by Padé’s method: simple moments based mixed exponential approximations (Renyi, De Vylder, Cramér-Lundberg), and high precision approximations with both light and heavy tails. Zbl 1422.91323 Avram, F.; Banik, A. D.; Horvath, A. 2 2019 On a Szegö type limit theorem and the asymptotic theory of random sums, integrals and quadratic forms. Zbl 1113.60024 Avram, Florin; Taqqu, Murad S. 1 2006 A Pontryaghin maximum principle approach for the optimization of dividends/consumption of spectrally negative Markov processes, until a generalized draw-down time. Zbl 1426.91292 Avram, Florin; Goreac, Dan 1 2019 Optimal control of a SIR epidemic with ICU constraints and target objectives. Zbl 1510.92197 Avram, Florin; Freddi, Lorenzo; Goreac, Dan 4 2022 Corrigendum to: “Optimal control of a SIR epidemic with ICU constraints and target objectives”. Zbl 1510.92198 Avram, Florin; Freddi, Lorenzo; Goreac, Dan 3 2022 Optimizing dividends and capital injections limited by bankruptcy, and practical approximations for the Cramér-Lundberg process. Zbl 1506.91178 Avram, Florin; Goreac, Dan; Adenane, Rim; Solon, Ulyses 2 2022 General drawdown of general tax model in a time-homogeneous Markov framework. Zbl 1475.60076 Avram, Florin; Li, Bin; Li, Shu 5 2021 The \(W, Z\) scale functions kit for first passage problems of spectrally negative Lévy processes, and applications to control problems. Zbl 1461.60028 Avram, Florin; Grahovac, Danijel; Vardar-Acar, Ceren 11 2020 First passage problems for upwards skip-free random walks via the scale functions paradigm. Zbl 1427.60077 Avram, Florin; Vidmar, Matija 4 2019 Purely excessive functions and hitting times of continuous-time branching processes. Zbl 1427.60174 Avram, F.; Patie, P.; Wang, J. 2 2019 Ruin probabilities by Padé’s method: simple moments based mixed exponential approximations (Renyi, De Vylder, Cramér-Lundberg), and high precision approximations with both light and heavy tails. Zbl 1422.91323 Avram, F.; Banik, A. D.; Horvath, A. 2 2019 A Pontryaghin maximum principle approach for the optimization of dividends/consumption of spectrally negative Markov processes, until a generalized draw-down time. Zbl 1426.91292 Avram, Florin; Goreac, Dan 1 2019 Spectrally negative Lévy processes with Parisian reflection below and classical reflection above. Zbl 1386.60168 Avram, Florin; Pérez, José-Luis; Yamazaki, Kazutoshi 20 2018 On taxed spectrally negative Lévy processes with draw-down stopping. Zbl 1395.91245 Avram, Florin; Vu, Nhat Linh; Zhou, Xiaowen 21 2017 On the central management of risk networks. Zbl 1427.91076 Avram, Florin; Minca, Andreea 4 2017 On fluctuation theory for spectrally negative Lévy processes with Parisian reflection below, and applications. Zbl 1382.60071 Avram, Florin; Zhou, Xiaowen 3 2017 Modeling probability densities with sums of exponentials via polynomial approximation. Zbl 1332.90320 Dumitrescu, Bogdan; Şicleru, Bogdan C.; Avram, Florin 4 2016 On a class of dependent Sparre Andersen risk models and a bailout application. Zbl 1371.91078 Avram, F.; Badescu, A. L.; Pistorius, M. R.; Rabehasaina, L. 2 2016 On Gerber-Shiu functions and optimal dividend distribution for a Lévy risk process in the presence of a penalty function. Zbl 1322.60055 Avram, F.; Palmowski, Z.; Pistorius, M. R. 31 2015 Limit theorems for additive functionals of stationary fields, under integrability assumptions on the higher order spectral densities. Zbl 1325.60038 Avram, Florin; Leonenko, Nikolai; Sakhno, Ludmila 5 2015 The tax identity for Markov additive risk processes. Zbl 1286.91062 Albrecher, Hansjörg; Avram, Florin; Constantinescu, Corina; Ivanovs, Jevgenijs 7 2014 On matrix exponential approximations of ruin probabilities for the classic and Brownian perturbed Cramér-Lundberg processes. Zbl 1306.91068 Avram, F.; Pistorius, M. 3 2014 On multiserver retrial queues: history, Okubo-type hypergeometric systems and matrix continued-fractions. Zbl 1291.90061 Avram, F.; Matei, D.; Zhao, Y. Q. 2 2014 A survey of some recent results on risk theory. Zbl 1338.62186 Avram, Florin; Biard, Romain; Dutang, Christophe; Loisel, Stéphane; Rabehasaina, Landy 2 2014 On spectral analysis of heavy-tailed Kolmogorov-Pearson diffusions. Zbl 1306.60110 Avram, F.; Leonenko, N. N.; Šuvak, N. 15 2013 Spectral representation of transition density of Fisher-Snedecor diffusion. Zbl 1291.60161 Avram, F.; Leonenko, N. N.; Šuvak, N. 6 2013 On Dümbgen’s exponentially modified Laplace continued fraction for Mill’s ratio. Zbl 1324.62009 Avram, Florin 2 2013 Loss systems with slow retrials in the Halfin-Whitt regime. Zbl 1267.60102 Avram, F.; Janssen, A. J. E. M.; Van Leeuwaarden, J. S. H. 2 2013 Hypothesis testing for Fisher-Snedecor diffusion. Zbl 1244.62118 Avram, F.; Leonenko, N. N.; Šuvak, N. 6 2012 On moments based Padé approximations of ruin probabilities. Zbl 1209.91076 Avram, F.; Chedom, D. F.; Horváth, A. 9 2011 Parameter estimation for Fisher-Snedecor diffusion. Zbl 1283.60066 Avram, F.; Leonenko, N. N.; Šuvak, N. 9 2011 On symbolic RG factorization of quasi-birth-and-death processes. Zbl 1264.60054 Avram, Florin; Chedom, Donatien Fotso 4 2011 On a Szegö type limit theorem, the Hölder-Young-Brascamp-Lieb inequality, and the asymptotic theory of integrals and quadratic forms of stationary fields. Zbl 1219.60018 Avram, Florin; Leonenko, Nikolai; Sakhno, Ludmila 23 2010 On the efficient evaluation of ruin probabilities for completely monotone claim distributions. Zbl 1201.91088 Albrecher, Hansjörg; Avram, Florin; Kortschak, Dominik 13 2010 On optimal dividend distribution for a Cramér-Lundberg process with exponential jumps in the presence of a linear Gerber-Shiu penalty function. Zbl 1236.91084 Avram, Florin; Palmowski, Zbigniew; Pistorius, Martijn 2 2010 Series expansions for the first passage distribution of Wong-Pearson jump-diffusions. Zbl 1175.91083 Avram, Florin; Leonenko, Nikolai; Rabehasaina, Landy 11 2009 A two-dimensional ruin problem on the positive quadrant. Zbl 1141.91482 Avram, Florin; Palmowski, Zbigniew; Pistorius, Martijn 43 2008 Exit problem of a two-dimensional risk process from the quadrant: Exact and asymptotic results. Zbl 1163.60010 Avram, Florin; Palmowski, Zbigniew; Pistorius, Martijn R. 34 2008 The Gerber-Shiu expected discounted penalty-reward function under an affine jump-diffusion model. Zbl 1256.91025 Avram, Florin; Usábel, Miguel 4 2008 On the optimal dividend problem for a spectrally negative Lévy process. Zbl 1136.60032 Avram, Florin; Palmowski, Zbigniew; Pistorius, Martijn R. 153 2007 On bulk-service MAP/PH\(^{L,N}\)/1/N G-queues with repeated attempts. Zbl 1098.60084 Avram, F.; Gómez-Corral, A. 6 2006 On the optimal control of a two-queue polling model. Zbl 1110.90016 Avram, F.; Gómez-Corral, A. 3 2006 On a Szegö type limit theorem and the asymptotic theory of random sums, integrals and quadratic forms. Zbl 1113.60024 Avram, Florin; Taqqu, Murad S. 1 2006 Phase-type approximations to finite-time ruin probabilities in the Sparre Andersen and stationary renewal risk models. Zbl 1123.62078 Stanford, D. A.; Avram, F.; Badescu, A. L.; Breuer, L.; da Silva Soares, A.; Latouche, G. 27 2005 Russian and American put options under exponential phase-type Lévy models. Zbl 1075.60037 Asmussen, Søren; Avram, Florin; Pistorius, Martijn R. 175 2004 Exit problems for spectrally negative Lévy processes and applications to (Canadized) Russian options. Zbl 1042.60023 Avram, F.; Kyprianou, A. E.; Pistorius, M. R. 129 2004 Ruin probabilities and deficit for the renewal risk model with phase-type interarrival times. Zbl 1274.91244 Avram, F.; Usábel, M. 17 2004 Finite time ruin probabilities with one Laplace inversion. Zbl 1074.91026 Avram, Florin; Usabel, Miguel 12 2003 The two barriers ruin problem via a Wiener Hopf decomposition approach. Zbl 1073.60523 Avram, Florin; Pistorius, Martijn R.; Usabel, Miguel 8 2003 Erlangian approximations for finite-horizon ruin probabilities. Zbl 1081.60028 Asmussen, Soren; Avram, Florin; Usabel, Miguel 70 2002 Explicit solutions for variational problems in the quadrant. Zbl 0970.60027 Avram, F.; Dai, J. G.; Hasenbein, J. J. 22 2001 Optimal control of fluid limits of queuing networks and stochasticity corrections. Zbl 0894.60095 Avram, Florin 6 1997 A method for computing double band policies for switching between two diffusions. Zbl 1093.93549 Avram, Florin; Karaesmen, Fikri 4 1996 Fluid models of sequencing problems in open queueing networks; an optimal control approach. Zbl 0837.60083 Avram, Florin; Bertsimas, Dimitris; Ricard, Michael 20 1995 On central limit theorems in geometrical probability. Zbl 0784.60015 Avram, Florin; Bertsimas, Dimitris 46 1993 Weak convergence of sums of moving averages in the \(\alpha\)-stable domain of attraction. Zbl 0747.60032 Avram, Florin; Taqqu, Murad S. 51 1992 The minimum spanning tree constant in geometrical probability and under the independent model: A unified approach. Zbl 0755.60011 Avram, Florin; Bertsimas, Dimitris 19 1992 Generalized Szegö theorems and asymptotics of cumulants by graphical methods. Zbl 0752.60019 Avram, Florin 4 1992 Central limit theorems for sums of Wick products of stationary sequences. Zbl 0752.60020 Avram, Florin; Fox, Robert 4 1992 Probability bounds for M-Skorohod oscillations. Zbl 0693.60005 Avram, Florin; Taqqu, Murad S. 6 1989 A generalized Hölder inequality and a generalized Szego theorem. Zbl 0696.60035 Avram, Florin; Brown, Lawrence 4 1989 Hölder’s inequality for functions of linearly dependent arguments. Zbl 0777.26017 Avram, Florin; Taqqu, Murad S. 2 1989 On bilinear forms in Gaussian random variables and Toeplitz matrices. Zbl 0648.60043 Avram, F. 81 1988 Weak convergence of the variations, iterated integrals and Doléans-Dade exponentials of sequences of semimartingales. Zbl 0636.60029 Avram, Florin 13 1988 Noncentral limit theorems and Appell polynomials. Zbl 0624.60049 Avram, Florin; Taqqu, Murad S. 74 1987 Symmetric polynomials of random variables attracted to an infinitely divisible law. Zbl 0579.60021 Avram, Florin; Taqqu, Murad S. 9 1986 Weak convergence of moving averages with infinite variance. Zbl 0602.60028 Avram, Florin; Taqqu, Murad S. 6 1986 all cited Publications top 5 cited Publications all top 5 Cited by 1,031 Authors 33 Yamazaki, Kazutoshi 30 Avram, Florin 27 Palmowski, Zbigniew 23 Leonenko, Nikolai N. 20 Pérez Garmendia, Jose Luis 18 Serra-Capizzano, Stefano 17 Wang, Wenyuan 16 Yin, Chuancun 15 Ginovyan, Mamikon S. 15 Kyprianou, Andreas E. 15 Landriault, David 15 Pistorius, Martijn R. 15 Zhang, Zhimin 15 Zhou, Xiaowen 13 Cheung, Eric C. K. 13 Ivanovs, Jevgeņijs 13 Mandjes, Michel Robertus Hendrikus 13 Taqqu, Murad S. 12 Albrecher, Hansjörg 12 Gapeev, Pavel V. 11 Krizmanić, Danijel 11 Miyazawa, Masakiyo 11 Surgailis, Donatas 10 Penrose, Mathew D. 10 Sahakyan, Artur A. 10 Šuvak, Nenad 9 Boxma, Onno Johan 9 Surya, Budhi Arta 8 Giraitis, Liudas 8 Latouche, Guy 8 Li, Bin 8 Stanford, David A. 8 Vidmar, Matija 8 Zhang, Rongmao 7 Asmussen, Søren 7 Badescu, Andrei L. 7 Breuer, Lothar 7 Czarna, Irmina 7 Egami, Masahiko 7 Garoni, Carlo 7 Levendorskiĭ, Sergeĭ Zakharovich 7 Tyrtyshnikov, Evgeniĭ Evgen’evich 7 Yang, Hailiang 7 Yang, Xuewei 6 Avanzi, Benjamin 6 Bladt, Mogens 6 Frostig, Esther 6 Goreac, Dan 6 Li, Shu 6 Loeffen, Ronnie L. 6 Masjed-Jamei, Mohammad 6 Noba, Kei 6 Rabehasaina, Landy 6 Ren, Jiandong 6 Sakhno, Lyudmyla Mykhaĭlivna 6 Sheu, Yuan-Chung 6 Wu, Wei Biao 6 Yuen, Kam Chuen 6 Yukich, Joseph Elliott 5 Azcue, Pablo 5 Bai, Shuyang 5 Behme, Anita Diana 5 Bo, Lijun 5 Böttcher, Albrecht 5 Cai, Ning 5 Chan, Ngai Hang 5 Dębicki, Krzysztof 5 Dong, Hua 5 Grudsky, Sergei Mikhailovich 5 Kulik, Rafał 5 Kuznetsov, Alexey 5 Li, Shuanming 5 Moreno-Franco, Harold A. 5 Muler, Nora E. 5 Ruiz-Medina, María Dolores 5 Sikorskii, Alla 5 Wang, Lihong 5 Wang, Yongjin 5 Wong, Bernard 5 Yao, Dingjun 4 Bardina, Xavier 4 Basrak, Bojan 4 Baurdoux, Erik Jan 4 Boyarchenko, Mitya 4 Chen, Ping 4 Chenavier, Nicolas 4 Dai, J. G. (Jim) 4 Hon, Sean Y. 4 Jakubowski, Adam 4 Kella, Offer 4 Koul, Hira Lal 4 Li, Juan 4 Loisel, Stéphane 4 Maller, Ross Arthur 4 Mijatović, Aleksandar 4 Ott, Curdin 4 Papić, Ivan 4 Polunchenko, Aleksey S. 4 Renaud, Jean-François 4 Tilli, Paolo ...and 931 more Authors all top 5 Cited in 189 Serials 64 Insurance Mathematics & Economics 60 Stochastic Processes and their Applications 47 Journal of Applied Probability 33 The Annals of Applied Probability 30 Advances in Applied Probability 28 Statistics & Probability Letters 28 Methodology and Computing in Applied Probability 26 Scandinavian Actuarial Journal 25 Queueing Systems 24 Journal of Computational and Applied Mathematics 21 Linear Algebra and its Applications 19 The Annals of Probability 18 Journal of Theoretical Probability 18 Stochastic Models 15 Probability Theory and Related Fields 15 Journal of Industrial and Management Optimization 13 Bernoulli 12 Applied Mathematics and Optimization 10 Applied Mathematics and Computation 9 Journal of Mathematical Analysis and Applications 9 Lithuanian Mathematical Journal 9 Journal of Time Series Analysis 9 Finance and Stochastics 9 Quantitative Finance 8 Annals of Operations Research 8 Communications in Statistics. Theory and Methods 8 European Journal of Operational Research 8 International Journal of Theoretical and Applied Finance 8 ASTIN Bulletin 8 Stochastics 7 Journal of Multivariate Analysis 7 Journal of Optimization Theory and Applications 7 Journal of Statistical Planning and Inference 7 Stochastic Analysis and Applications 7 Mathematical Methods of Operations Research 7 Econometric Theory 7 North American Actuarial Journal 7 Stochastic Systems 6 The Annals of Statistics 6 SIAM Journal on Control and Optimization 6 Probability and Mathematical Statistics 6 Journal of Contemporary Mathematical Analysis. Armenian Academy of Sciences 6 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics 6 European Actuarial Journal 5 Theory of Probability and Mathematical Statistics 5 Statistical Papers 5 Top 4 Computers & Mathematics with Applications 4 Operations Research 4 Electronic Journal of Probability 4 Mathematical Finance 4 Extremes 4 Probability in the Engineering and Informational Sciences 4 ALEA. Latin American Journal of Probability and Mathematical Statistics 3 Communications in Mathematical Physics 3 Journal of Statistical Physics 3 Mathematics of Operations Research 3 Transactions of the American Mathematical Society 3 Acta Applicandae Mathematicae 3 Acta Mathematicae Applicatae Sinica. English Series 3 Statistics 3 SIAM Journal on Matrix Analysis and Applications 3 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 3 Bulletin des Sciences Mathématiques 3 Probability Surveys 3 Science China. Mathematics 3 Modern Stochastics. Theory and Applications 2 BIT 2 Journal of Econometrics 2 Operations Research Letters 2 Bulletin of the Iranian Mathematical Society 2 Sequential Analysis 2 Statistical Science 2 Econometric Reviews 2 Journal of Economic Dynamics & Control 2 Random Structures & Algorithms 2 Discrete Event Dynamic Systems 2 Communications in Statistics. Simulation and Computation 2 Combinatorics, Probability and Computing 2 Applied Mathematical Finance 2 Sbornik: Mathematics 2 ELA. The Electronic Journal of Linear Algebra 2 Journal of Nonparametric Statistics 2 European Series in Applied and Industrial Mathematics (ESAIM): Control, Optimization and Calculus of Variations 2 Abstract and Applied Analysis 2 Australian & New Zealand Journal of Statistics 2 Acta Mathematica Sinica. English Series 2 Brazilian Journal of Probability and Statistics 2 Journal of Systems Science and Complexity 2 Acta Mathematica Scientia. Series B. (English Edition) 2 Comptes Rendus. Mathématique. Académie des Sciences, Paris 2 Stochastics and Dynamics 2 Frontiers of Mathematics in China 2 Journal of Statistical Theory and Practice 2 Electronic Journal of Statistics 2 Tbilisi Mathematical Journal 2 SIAM Journal on Financial Mathematics 2 International Journal of Stochastic Analysis 1 Journal of Mathematical Biology 1 Journal of Mathematical Physics ...and 89 more Serials all top 5 Cited in 35 Fields 722 Probability theory and stochastic processes (60-XX) 376 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 193 Statistics (62-XX) 90 Operations research, mathematical programming (90-XX) 88 Systems theory; control (93-XX) 68 Numerical analysis (65-XX) 44 Linear and multilinear algebra; matrix theory (15-XX) 30 Calculus of variations and optimal control; optimization (49-XX) 26 Combinatorics (05-XX) 24 Operator theory (47-XX) 21 Partial differential equations (35-XX) 17 Computer science (68-XX) 12 Number theory (11-XX) 12 Integral transforms, operational calculus (44-XX) 11 Integral equations (45-XX) 10 Biology and other natural sciences (92-XX) 9 Ordinary differential equations (34-XX) 9 Dynamical systems and ergodic theory (37-XX) 9 Statistical mechanics, structure of matter (82-XX) 8 Real functions (26-XX) 8 Special functions (33-XX) 7 Measure and integration (28-XX) 7 Harmonic analysis on Euclidean spaces (42-XX) 4 Functions of a complex variable (30-XX) 4 Approximations and expansions (41-XX) 2 Functional analysis (46-XX) 2 Convex and discrete geometry (52-XX) 2 Geophysics (86-XX) 1 General and overarching topics; collections (00-XX) 1 History and biography (01-XX) 1 Potential theory (31-XX) 1 Abstract harmonic analysis (43-XX) 1 General topology (54-XX) 1 Fluid mechanics (76-XX) 1 Mathematics education (97-XX) Citations by Year