Edit Profile (opens in new tab) Constantinescu, Corina D. Co-Author Distance Author ID: constantinescu.corina-d Published as: Constantinescu, Corina; Constantinescu, C.; Constantinescu, Corina D. more...less Documents Indexed: 28 Publications since 2010, including 8 Additional arXiv Preprints 1 Contribution as Editor Co-Authors: 44 Co-Authors with 28 Joint Publications 1,235 Co-Co-Authors all top 5 Co-Authors 0 single-authored 6 Albrecher, Hansjörg 4 Palmowski, Zbigniew 3 Akahori, Jirô 3 Maume-Deschamps, Véronique 3 Ni, Weihong 3 Ramirez, Jorge M. 2 Flores-Contró, José Miguel 2 Henshaw, Kira 2 Imamura, Yuri 2 Loke, Sooie-Hoe 2 Regensburger, Georg 2 Rosenkranz, Markus 2 Thomann, Enrique A. 1 Arnold, Séverine 1 Asmussen, Søren 1 Assa, Hirbod 1 Avram, Florin 1 Baran, Sebastian 1 Dai, Suhang 1 Egídio dos Reis, Alfredo D. 1 Guo, Chang 1 Hashorva, Enkelejd 1 Hu, Kaihao 1 Ivanovs, Jevgeņijs 1 Ji, Lanpeng 1 Kortschak, Dominik 1 Kozubowski, Tomasz J. 1 Li, Bo 1 Ling, Chengxiu 1 Loeffen, Ronnie L. 1 Loisel, Stéphane 1 Mandjes, Michel Robertus Hendrikus 1 Menoukeu Pamen, Olivier 1 Miyagi, Kei 1 Norberg, Ragnar 1 Patie, Pierre 1 Pham, Hh. 1 Pirsic, Isabel 1 Qian, Haoyu H. 1 Rojas-Nandayapa, Leonardo 1 Samorodnitsky, Gennady Pinkhosovich 1 Thøgersen, Julie 1 Zhang, Zhengjun 1 Zhu, Wei R. 1 Zhu, Wei 1 Zhuo, Xiaoyang all top 5 Serials 5 Insurance Mathematics & Economics 5 Scandinavian Actuarial Journal 2 Methodology and Computing in Applied Probability 2 European Actuarial Journal 1 Transactions of the American Mathematical Society 1 SIAM Journal on Applied Mathematics 1 Stochastic Processes and their Applications 1 Finance and Stochastics 1 Stochastics and Dynamics 1 JSIAM Letters 1 Dependence Modeling all top 5 Fields 19 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 8 Probability theory and stochastic processes (60-XX) 5 Statistics (62-XX) 1 Real functions (26-XX) 1 Special functions (33-XX) 1 Ordinary differential equations (34-XX) 1 Dynamical systems and ergodic theory (37-XX) 1 Integral transforms, operational calculus (44-XX) 1 Integral equations (45-XX) 1 Calculus of variations and optimal control; optimization (49-XX) 1 Operations research, mathematical programming (90-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 17 Publications have been cited 192 times in 148 Documents Cited by ▼ Year ▼ Explicit ruin formulas for models with dependence among risks. Zbl 1218.91065 Albrecher, Hansjörg; Constantinescu, Corina; Loisel, Stephane 51 2011 An algebraic operator approach to the analysis of Gerber-Shiu functions. Zbl 1231.91135 Albrecher, Hansjörg; Constantinescu, Corina; Pirsic, Gottlieb; Regensburger, Georg; Rosenkranz, Markus 24 2010 An application of fractional differential equations to risk theory. Zbl 1432.91097 Constantinescu, Corina D.; Ramirez, Jorge M.; Zhu, Wei R. 22 2019 Exact and asymptotic results for insurance risk models with surplus-dependent premiums. Zbl 1264.91068 Albrecher, Hansjörg; Constantinescu, Corina; Palmowski, Zbigniew; Regensburger, Georg; Rosenkranz, Markus 22 2013 Archimedean copulas in finite and infinite dimensions – with application to ruin problems. Zbl 1284.62339 Constantinescu, Corina; Hashorva, Enkelejd; Ji, Lanpeng 20 2011 Ruin probabilities in classical risk models with gamma claims. Zbl 1416.91166 Constantinescu, Corina; Samorodnitsky, Gennady; Zhu, Wei 11 2018 Asymptotic results for renewal risk models with risky investments. Zbl 1250.91055 Albrecher, Hansjoerg; Constantinescu, Corina; Thomann, Enrique 11 2012 The tax identity for Markov additive risk processes. Zbl 1286.91062 Albrecher, Hansjörg; Avram, Florin; Constantinescu, Corina; Ivanovs, Jevgenijs 7 2014 Ruin probabilities in models with a Markov chain dependence structure. Zbl 1286.91065 Constantinescu, C.; Kortschak, D.; Maume-Deschamps, V. 7 2013 A ruin model with a resampled environment. Zbl 1447.91131 Constantinescu, C.; Delsing, G.; Mandjes, M.; Rojas Nandayapa, L. 5 2020 Risk models with premiums adjusted to claims number. Zbl 1348.91160 Li, Bo; Ni, Weihong; Constantinescu, Corina 4 2015 Risk processes with dependence and premium adjusted to solvency targets. Zbl 1269.91042 Constantinescu, Corina; Maume-Deschamps, Véronique; Norberg, Ragnar 4 2012 Editorial: Special issue on Gerber-Shiu functions. Zbl 1231.91001 1 2010 First passage times over stochastic boundaries for subdiffusive processes. Zbl 1490.60286 Constantinescu, C.; Loeffen, R.; Patie, P. 1 2022 Probability of ruin in discrete insurance risk model with dependent Pareto claims. Zbl 1439.62214 Constantinescu, Corina D.; Kozubowski, Tomasz J.; Qian, Haoyu H. 1 2019 Dynamics of drainage under stochastic rainfall in river networks. Zbl 1443.60046 Ramirez, Jorge M.; Constantinescu, Corina 1 2020 Itô calculus for Cramér-Lundberg model. Zbl 1448.91251 Akahori, Jirô; Constantinescu, Corina; Miyagi, Kei 1 2020 First passage times over stochastic boundaries for subdiffusive processes. Zbl 1490.60286 Constantinescu, C.; Loeffen, R.; Patie, P. 1 2022 A ruin model with a resampled environment. Zbl 1447.91131 Constantinescu, C.; Delsing, G.; Mandjes, M.; Rojas Nandayapa, L. 5 2020 Dynamics of drainage under stochastic rainfall in river networks. Zbl 1443.60046 Ramirez, Jorge M.; Constantinescu, Corina 1 2020 Itô calculus for Cramér-Lundberg model. Zbl 1448.91251 Akahori, Jirô; Constantinescu, Corina; Miyagi, Kei 1 2020 An application of fractional differential equations to risk theory. Zbl 1432.91097 Constantinescu, Corina D.; Ramirez, Jorge M.; Zhu, Wei R. 22 2019 Probability of ruin in discrete insurance risk model with dependent Pareto claims. Zbl 1439.62214 Constantinescu, Corina D.; Kozubowski, Tomasz J.; Qian, Haoyu H. 1 2019 Ruin probabilities in classical risk models with gamma claims. Zbl 1416.91166 Constantinescu, Corina; Samorodnitsky, Gennady; Zhu, Wei 11 2018 Risk models with premiums adjusted to claims number. Zbl 1348.91160 Li, Bo; Ni, Weihong; Constantinescu, Corina 4 2015 The tax identity for Markov additive risk processes. Zbl 1286.91062 Albrecher, Hansjörg; Avram, Florin; Constantinescu, Corina; Ivanovs, Jevgenijs 7 2014 Exact and asymptotic results for insurance risk models with surplus-dependent premiums. Zbl 1264.91068 Albrecher, Hansjörg; Constantinescu, Corina; Palmowski, Zbigniew; Regensburger, Georg; Rosenkranz, Markus 22 2013 Ruin probabilities in models with a Markov chain dependence structure. Zbl 1286.91065 Constantinescu, C.; Kortschak, D.; Maume-Deschamps, V. 7 2013 Asymptotic results for renewal risk models with risky investments. Zbl 1250.91055 Albrecher, Hansjoerg; Constantinescu, Corina; Thomann, Enrique 11 2012 Risk processes with dependence and premium adjusted to solvency targets. Zbl 1269.91042 Constantinescu, Corina; Maume-Deschamps, Véronique; Norberg, Ragnar 4 2012 Explicit ruin formulas for models with dependence among risks. Zbl 1218.91065 Albrecher, Hansjörg; Constantinescu, Corina; Loisel, Stephane 51 2011 Archimedean copulas in finite and infinite dimensions – with application to ruin problems. Zbl 1284.62339 Constantinescu, Corina; Hashorva, Enkelejd; Ji, Lanpeng 20 2011 An algebraic operator approach to the analysis of Gerber-Shiu functions. Zbl 1231.91135 Albrecher, Hansjörg; Constantinescu, Corina; Pirsic, Gottlieb; Regensburger, Georg; Rosenkranz, Markus 24 2010 Editorial: Special issue on Gerber-Shiu functions. Zbl 1231.91001 1 2010 all cited Publications top 5 cited Publications all top 5 Cited by 260 Authors 11 Constantinescu, Corina D. 8 Loisel, Stéphane 7 Lefèvre, Claude 6 Furman, Edward 6 Mandjes, Michel Robertus Hendrikus 6 Yang, Hailiang 5 Boxma, Onno Johan 5 Hashorva, Enkelejd 5 Zhang, Zhimin 4 Avram, Florin 4 Feng, Runhuan 4 Maume-Deschamps, Véronique 4 Rosenkranz, Markus 4 Saadati, Reza 4 Su, Jianxi 3 Albrecher, Hansjörg 3 Chaharpashlou, Reza 3 Guo, Li 3 Ji, Lanpeng 3 Kozubowski, Tomasz J. 3 Shimizu, Yasutaka 3 Wang, Wenyuan 3 Xie, Jiehua 3 Yang, Jingping 2 Atangana, Abdon 2 Castañer, Anna 2 Cheung, Eric C. K. 2 Claramunt, M. Mercè 2 Dutang, Christophe 2 Gao, Xing 2 Gerber, Hans U. 2 Hu, Yijun 2 Jordanova, Pavlina Kalcheva 2 Kabanov, Yuriĭ Mikhaĭlovich 2 Kortschak, Dominik 2 Kye, Yisub 2 Landriault, David 2 Li, Shuanming 2 Loeffen, Ronnie L. 2 Marciniak, Ewa 2 Marri, Fouad 2 Martire, Antonio Luciano 2 Mihálykó, Csaba 2 Orbán-Mihálykó, Éva 2 Palmowski, Zbigniew 2 Panorska, Anna K. 2 Rincón, Luis A. 2 Santana, David J. 2 Shiu, Elias S. W. 2 Simon, Matthieu 2 Stehlík, Milan 2 Villafuerte, Laura 2 Willmot, Gordon E. 2 Wu, Xueyuan 2 Yam, Sheung Chi Phillip 2 Yamazaki, Kazutoshi 2 Yuan, Haili 1 Abbas, Karim 1 Abdelhakem, Mohamed 1 Abdeljawad, Thabet 1 Adékambi, Franck 1 Aderyani, Safoura Rezaei 1 Afonso, Lourdes B. 1 Akahori, Jirô 1 Al Ghanim, Dalal 1 Alodhaibi, Sultan S. 1 Alpay, Daniel Aron 1 Annapoorani, Natarajan 1 Arendarczyk, Marek 1 Asmussen, Søren 1 Badila, E. S. 1 Bai, Manying 1 Balachandran, Krishnan 1 Băleanu, Dumitru I. 1 Basu, Rakhee 1 Bazyari, Abouzar 1 Ben Amar, Eya 1 Ben Rached, Nadhir 1 Biard, Romain 1 Bladt, Martin 1 Bladt, Mogens 1 Braunsteins, Peter 1 Bu, Lan 1 Buchberger, Bruno 1 Burgos, Clara 1 Cardoso, Rui M. R. 1 Chadjiconstantinidis, Stathis 1 Chen, Gemai 1 Cheurfa, Fatah 1 Chi, Cheng 1 Coelho, Carlos Agra 1 Cortés López, Juan Carlos 1 Cossette, Hélène 1 Cuberos, A. 1 Czarna, Irmina 1 De Angelis, Paolo 1 de Carvalho, Miguel 1 De Marchis, Roberto 1 Delsing, Guusje 1 Dimitrova, Dimitrina S. ...and 160 more Authors all top 5 Cited in 60 Serials 28 Insurance Mathematics & Economics 12 Scandinavian Actuarial Journal 7 Journal of Computational and Applied Mathematics 6 Methodology and Computing in Applied Probability 5 Applied Mathematics and Computation 5 Journal of Applied Probability 5 Communications in Statistics. Theory and Methods 4 Advances in Difference Equations 4 Modern Stochastics. Theory and Applications 3 Journal of Multivariate Analysis 3 Stochastic Processes and their Applications 3 ASTIN Bulletin 3 European Actuarial Journal 3 Dependence Modeling 2 Journal of Optimization Theory and Applications 2 Statistics & Probability Letters 2 Mathematical Problems in Engineering 2 Finance and Stochastics 2 Stochastic Models 2 North American Actuarial Journal 2 Statistics and Computing 1 Advances in Applied Probability 1 Journal of Mathematical Analysis and Applications 1 Lithuanian Mathematical Journal 1 Rocky Mountain Journal of Mathematics 1 Fuzzy Sets and Systems 1 Journal of Pure and Applied Algebra 1 Mathematics and Computers in Simulation 1 Mathematics of Operations Research 1 Results in Mathematics 1 Transactions of the American Mathematical Society 1 Applied Numerical Mathematics 1 Statistics 1 Journal of Symbolic Computation 1 Journal of Theoretical Probability 1 Queueing Systems 1 Numerical Algorithms 1 Applied Mathematical Modelling 1 European Journal of Operational Research 1 SIAM Journal on Scientific Computing 1 Fractals 1 Random Operators and Stochastic Equations 1 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics 1 European Series in Applied and Industrial Mathematics (ESAIM): Proceedings 1 Extremes 1 Communications in Nonlinear Science and Numerical Simulation 1 Nonlinear Functional Analysis and Applications 1 Applied Mathematics E-Notes 1 Iranian Journal of Science and Technology. Transaction A: Science 1 Journal of Algebra and its Applications 1 Boundary Value Problems 1 Journal of Industrial and Management Optimization 1 Mathematics in Computer Science 1 Discrete and Continuous Dynamical Systems. Series S 1 Risk and Decision Analysis 1 Fractional Differential Calculus 1 Journal of Statistical Distributions and Applications 1 AIMS Mathematics 1 Probability, Uncertainty and Quantitative Risk 1 Results in Applied Mathematics all top 5 Cited in 27 Fields 103 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 83 Probability theory and stochastic processes (60-XX) 49 Statistics (62-XX) 13 Ordinary differential equations (34-XX) 11 Integral equations (45-XX) 11 Systems theory; control (93-XX) 10 Real functions (26-XX) 9 Numerical analysis (65-XX) 5 Integral transforms, operational calculus (44-XX) 5 Operator theory (47-XX) 4 Commutative algebra (13-XX) 4 Operations research, mathematical programming (90-XX) 3 Field theory and polynomials (12-XX) 3 Associative rings and algebras (16-XX) 2 Special functions (33-XX) 2 Partial differential equations (35-XX) 2 Computer science (68-XX) 1 Combinatorics (05-XX) 1 Number theory (11-XX) 1 Measure and integration (28-XX) 1 Difference and functional equations (39-XX) 1 Harmonic analysis on Euclidean spaces (42-XX) 1 Functional analysis (46-XX) 1 Calculus of variations and optimal control; optimization (49-XX) 1 Differential geometry (53-XX) 1 Information and communication theory, circuits (94-XX) 1 Mathematics education (97-XX) Citations by Year