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An Age of Infection Kernel, an R Formula, and Further Results for Arino–Brauer A, B Matrix Epidemic Models with Varying Populations, Waning Immunity, and Disease and Vaccination Fatalities
Florin Avram
,
Rim Adenane
,
Lasko Basnarkov
,
Gianluca Bianchin
,
Dan Goreac
et al.
Article dans une revue
hal-04263236v1
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Equity Cost-Induced Dichotomy for Optimal Dividends in the Cramér-Lundberg Model
Florin Avram
,
Dan Goreac
,
Juan Li
,
Xiaochi Wu
Mathematics , 2021, Special Issue Frontiers of Stochastic Processes Applied to Modelling in Finance, 9 (9), pp.931. ⟨10.3390/math9090931⟩
Article dans une revue
hal-02912757v1
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Do Generalized Draw-down Times Lead to Better Dividends? A Pontryaghin Principle-Based Answer
Florin Avram
,
Dan Goreac
Article dans une revue
hal-03013802v1
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The Løkka–Zervos Alternative for a Cramér–Lundberg Process with Exponential Jumps
Florin Avram
,
Dan Goreac
,
Jean-François Renaud
Article dans une revue
hal-04263241v1
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First passage problems for upwards skip-free random walks via the scale functions paradigm
Florin Avram
,
Matija Vidmar
Article dans une revue
hal-02369201v1
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A PONTRYAGHIN MAXIMUM PRINCIPLE APPROACH FOR THE OPTIMIZATION OF DIVIDENDS/CONSUMPTION OF SPECTRALLY NEGATIVE MARKOV PROCESSES, UNTIL A GENERALIZED DRAW-DOWN TIME
Florin Avram
,
Dan Goreac
Scandinavian Actuarial Journal, 2019, 9 (799-823)
Article dans une revue
hal-01961105v1
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A Review of First-Passage Theory for the Segerdahl-Tichy Risk Process and Open Problems
Florin Avram
,
Jose-Luis Perez
Article dans une revue
hal-02369852v1
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The W,Z/ν,δ Paradigm for the First Passage of Strong Markov Processes without Positive Jumps
Florin Avram
,
Danijel Grahovac
,
Ceren Vardar-Acar
Article dans une revue
hal-02369183v1
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RBF approximation by partition of unity for valuation of options under exponential Lévy processes
Ali Fereshtian
,
Reza Mollapourasl
,
Florin Avram
Article dans une revue
hal-02369204v1
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Beyond Wentzell-Freidlin: semi-deterministic approximations for diffusions with small noise and a repulsive critical boundary point
Florin Avram
,
Jacky Cresson
Publicaciones del Seminario Matemático García Galdeano, 2019, 42, pp.13-24
Article dans une revue
hal-02390307v1
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On central branch/reinsurance risk networks: Exact results and heuristics
Florin Avram
,
S.-H. Loke
Article dans une revue
hal-02132602v1
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Purely Excessive Functions and Hitting Times of Continuous-Time Branching Processes
Florin Avram
,
P. Patie
,
J. Wang
Methodology and Computing in Applied Probability, 2018, pp.1--9
Article dans une revue
hal-02132604v1
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Spectrally negative Lévy processes with Parisian reflection below and classical reflection above
Florin Avram
,
J.-L. Pérez
,
K. Yamazaki
Article dans une revue
hal-02132605v1
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Ruin probabilities by Padé’s method
Florin Avram
,
A Banik
European Actuarial Journal, 2018, pp.1--27
Article dans une revue
hal-02132550v1
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On taxed spectrally negative Lévy processes with draw-down stopping
Florin Avram
,
N.L. Vu
,
X. Zhou
Insurance: Mathematics and Economics, 2017, 76, pp.69--74
Article dans une revue
hal-01759859v1
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On the central management of risk networks
Florin Avram
,
A. Minca
Article dans une revue
hal-01759858v1
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On fluctuation theory for spectrally negative lÉvy processes with parisian reflection below, and applications
Florin Avram
,
X. Zhou
Article dans une revue
hal-02136031v1
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Modeling probability densities with sums of exponentials via polynomial approximation
B. Dumitrescu
,
B.C. Şicleru
,
Florin Avram
Journal of Computational and Applied Mathematics, 2016, 292, pp.513-525
Article dans une revue
hal-01581268v1
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On a class of dependent Sparre Andersen risk models and a bailout application
Florin Avram
,
L. Badescu
,
M.R. Pistorius
,
L. Rabehasaina
Article dans une revue
hal-01610708v1
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Limit theorems for additive functionals of stationary fields, under integrability assumptions on the higher order spectral densities
Florin Avram
,
N. Leonenko
,
L. Sakhno
Article dans une revue
hal-02136409v1
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On Gerber-Shiu functions and optimal dividend distribution for a Lévy risk process in the presence of a penalty function
Florin Avram
,
Z. Palmowski
,
M.R. Pistorius
Article dans une revue
hal-02136410v1
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A survey of some recent results on Risk Theory
Florin Avram
,
Romain Biard
,
Christophe Dutang
,
Stéphane Loisel
,
Landy Rabehasaina
Article dans une revue
hal-01616178v1
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The Tax Identity For Markov Additive Risk Processes
H. Albrecher
,
Florin Avram
,
C Constantinescu
,
J. Ivanovs
Article dans une revue
hal-00993717v1
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On spectral analysis of heavy-tailed kolmogorov - Pearson diffusions
Florin Avram
,
N.N. Leonenko
,
N. Šuvak
Markov Processes And Related Fields, 2013, 19 (2), pp.249-298
Article dans une revue
hal-00867038v1
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Loss systems with slow retrials in the halfin-whitt regime
Florin Avram
,
A.J.E.M. Janssen
,
J.S.H. van Leeuwaarden
Article dans une revue
hal-00867035v1
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Spectral representation of transition density of Fisher-Snedecor diffusion
Florin Avram
,
N.N. Leonenko
,
N. Šuvak
Article dans une revue
hal-00867030v1
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Uniform Asymptotics of Ruin
I. Sazonov M. Kelbert
,
Florin Avram
Markov Processes And Related Fields, 2012, 18, pp.681--692
Article dans une revue
hal-00868355v1
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Uniform Asymptotics of Ruin Probabilities for L 'evy Processes
I. Sazonov M. Kelbert
,
Florin Avram
Markov Processes And Related Fields, 2012, 18, pp.681--692
Article dans une revue
hal-01050948v1
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Hypothesis testing for Fisher-Snedecor diffusion
Florin Avram
,
N.N. Leonenko
,
N. Šuvak
Article dans une revue
istex
hal-00865052v1
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Parameter estimation for Fisher-Snedecor diffusion
Florin Avram
,
N. Leonenko
,
N. Suvak
Statistics, 2011, 45 (1), pp.1--16
Article dans une revue
hal-00868081v1
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On moments based Padé approximations of ruin probabilities
Florin Avram
,
D.F. Chedom
,
A. Horváth
Article dans une revue
hal-00865059v1
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On symbolic RG factorization of quasi-birth-and-death processes
Florin Avram
,
D. Fotso Chedom
Article dans une revue
istex
hal-00865054v1
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Comments on: Light tail asymptotics in multidimensional reflecting processes for queueing networks
Florin Avram
Article dans une revue
istex
hal-00865056v1
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On a Szegó type limit theorem, the Hólder-Young-Brascamp-Lieb inequality and applications to the asymptotic theory of integrals and quadratic forms of stationary fields
Florin Avram
,
N. Leonenko
,
L. Sakhno
ESAIM: Probability and Statistics, 2010, 14, pp.210--255
Article dans une revue
hal-00868092v1
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On a Szegö type limit theorem, the Hölder-Young-Brascamp-Lieb inequality, and the asymptotic theory of integrals and quadratic forms of stationary fields
Florin Avram
,
Nikolai Leonenko
,
Ludmila Sakhno
Article dans une revue
hal-00612383v1
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On the efficient evaluation of ruin probabilities for completely monotone claim distributions
H. Albrecher
,
Florin Avram
,
D. Kortschak
Article dans une revue
hal-00868090v1
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Series Expansions for the First Passage Distribution of Wong-Pearson Jump-Diffusions
Florin Avram
,
Nikolai Leonenko
,
Landy Rabehasaina
Article dans une revue
hal-00488316v1
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