florin avram

66

Documents

Présentation

Publications

Publications

The Similarity Between Epidemiologic Strains, Minimal Self-Replicable Siphons, and Autocatalytic Cores in (Chemical) Reaction Networks: Towards a Unifying Framework

Florin Avram , Rim Adenane , Lasko Basnarkov , Andras Horvath

Mathematics , 2026, 14 (1), ⟨10.3390/math14010023⟩

Article dans une revue hal-05604147v1

Calculation of the effective reproduction number

Lasko Basnarkov , Florin Avram

International Journal of Modern Physics C, 2026, ⟨10.1142/S0129183127500331⟩

Article dans une revue hal-05604145v1

A Mathematical Model for Allergic Reactions Induced by the Therapy of HIV

Rawan Abdullah , Florin Avram , Andrei Halanay , Rodica Radulescu

Mathematical Methods in the Applied Sciences, 2025, 48 (14), pp.13816-13838. ⟨10.1002/mma.11145⟩

Article dans une revue hal-05596684v1

On a Model of Rumors Spreading Through Social Media

Laurance Fakih , Andrei Halanay , Florin Avram

Entropy, 2025, 27 (9), pp.903. ⟨10.3390/e27090903⟩

Article dans une revue hal-05597853v1

Finding bifurcations in mathematical epidemiology via reaction network methods

N. Vassena , Florin Avram , R. Adenane

Chaos: An Interdisciplinary Journal of Nonlinear Science, 2024, 34 (12), ⟨10.1063/5.0221082⟩

Article dans une revue hal-05597998v1

Vignette du dépôt

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.

Mathematics , 2023, 11 (6), pp.1307. ⟨10.3390/math11061307⟩

Article dans une revue hal-04263236v1

Vignette du dépôt

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

Vignette du dépôt

Do Generalized Draw-down Times Lead to Better Dividends? A Pontryaghin Principle-Based Answer

Florin Avram , Dan Goreac

IMA Journal of Mathematical Control and Information, 2021, 38 (1), pp.361-377. ⟨10.1093/imamci/dnaa036⟩

Article dans une revue hal-03013802v1

The Løkka–Zervos Alternative for a Cramér–Lundberg Process with Exponential Jumps

Florin Avram , Dan Goreac , Jean-François Renaud

Risks, 2019, 7 (4), pp.120. ⟨10.3390/risks7040120⟩

Article dans une revue hal-04263241v1

Vignette du dépôt

RBF approximation by partition of unity for valuation of options under exponential Lévy processes

Ali Fereshtian , Reza Mollapourasl , Florin Avram

Journal of computational science, 2019, 32, pp.44-55. ⟨10.1016/j.jocs.2019.02.008⟩

Article dans une revue hal-02369204v1

Vignette du dépôt

The W,Z/ν,δ Paradigm for the First Passage of Strong Markov Processes without Positive Jumps

Florin Avram , Danijel Grahovac , Ceren Vardar-Acar

Risks, 2019, 7 (1), pp.18. ⟨10.3390/risks7010018⟩

Article dans une revue hal-02369183v1

Vignette du dépôt

A Review of First-Passage Theory for the Segerdahl-Tichy Risk Process and Open Problems

Florin Avram , Jose-Luis Perez

Risks, 2019, ⟨10.3390/risksxx010005⟩

Article dans une revue hal-02369852v1

Vignette du dépôt

First passage problems for upwards skip-free random walks via the scale functions paradigm

Florin Avram , Matija Vidmar

Advances in Applied Probability, 2019, 51 (2), pp.408-424. ⟨10.1017/apr.2019.17⟩

Article dans une revue hal-02369201v1

Vignette du dépôt

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

Vignette du dépôt

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

Ruin probabilities by Padé’s method

Florin Avram , A Banik

European Actuarial Journal, 2018, pp.1--27

Article dans une revue hal-02132550v1

Spectrally negative Lévy processes with Parisian reflection below and classical reflection above

Florin Avram , J.-L. Pérez , K. Yamazaki

Stochastic Processes and their Applications, 2018, 128 (1), pp.255-290. ⟨10.1016/j.spa.2017.04.013⟩

Article dans une revue hal-02132605v1

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

On central branch/reinsurance risk networks: Exact results and heuristics

Florin Avram , S.-H. Loke

Risks, 2018, 6 (2), ⟨10.3390/risks6020035⟩

Article dans une revue hal-02132602v1

On the central management of risk networks

Florin Avram , A. Minca

Advances in Applied Probability, 2017, 49 (1), pp.221-237. ⟨10.1017/apr.2016.85⟩

Article dans une revue hal-01759858v1

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

On fluctuation theory for spectrally negative lÉvy processes with parisian reflection below, and applications

Florin Avram , X. Zhou

Theory of Probability and Mathematical Statistics, 2017, 95, pp.17-40. ⟨10.1090/tpms/1020⟩

Article dans une revue hal-02136031v1

On a class of dependent Sparre Andersen risk models and a bailout application

Florin Avram , L. Badescu , M.R. Pistorius , L. Rabehasaina

Insurance: Mathematics and Economics, 2016, 71, pp.27 - 39. ⟨10.1016/j.insmatheco.2016.08.001⟩

Article dans une revue hal-01610708v1

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

Limit theorems for additive functionals of stationary fields, under integrability assumptions on the higher order spectral densities

Florin Avram , N. Leonenko , L. Sakhno

Stochastic Processes and their Applications, 2015, 125 (4), pp.1629-1652. ⟨10.1016/j.spa.2014.11.010⟩

Article dans une revue hal-02136409v1

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

The Annals of Applied Probability, 2015, 25 (4), pp.1868-1935. ⟨10.1214/14-AAP1038⟩

Article dans une revue hal-02136410v1

Vignette du dépôt

A survey of some recent results on Risk Theory

Florin Avram , Romain Biard , Christophe Dutang , Stéphane Loisel , Landy Rabehasaina

ESAIM: Proceedings, 2014, 44, pp.322 - 337. ⟨10.1051/proc/201444020⟩

Article dans une revue hal-01616178v1

The Tax Identity For Markov Additive Risk Processes

H. Albrecher , Florin Avram , C Constantinescu , J. Ivanovs

Methodology and Computing in Applied Probability, 2014, 16 (1), pp.245-258. ⟨10.1007/s11009-012-9310-y⟩

Article dans une revue hal-00993717v1

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

Loss systems with slow retrials in the halfin-whitt regime

Florin Avram , A.J.E.M. Janssen , J.S.H. van Leeuwaarden

Advances in Applied Probability, 2013, 45 (1), pp.274-294. ⟨10.1239/aap/1363354111⟩

Article dans une revue hal-00867035v1

Spectral representation of transition density of Fisher-Snedecor diffusion

Florin Avram , N.N. Leonenko , N. Šuvak

Stochastics: An International Journal of Probability and Stochastic Processes, 2013, 85 (2), pp.346-369. ⟨10.1080/17442508.2013.775285⟩

Article dans une revue hal-00867030v1

Hypothesis testing for Fisher-Snedecor diffusion

Florin Avram , N.N. Leonenko , N. Šuvak

Journal of Statistical Planning and Inference, 2012, 142 (8), pp.2308-2321. ⟨10.1016/j.jspi.2012.02.055⟩

Article dans une revue istex hal-00865052v1

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

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

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

On moments based Padé approximations of ruin probabilities

Florin Avram , D.F. Chedom , A. Horváth

Journal of Computational and Applied Mathematics, 2011, 235 (10), pp.3215-3228. ⟨10.1016/j.cam.2011.01.008⟩

Article dans une revue hal-00865059v1

On symbolic RG factorization of quasi-birth-and-death processes

Florin Avram , D. Fotso Chedom

TOP, 2011, 19 (2), pp.317-335. ⟨10.1007/s11750-011-0195-7⟩

Article dans une revue istex hal-00865054v1

Comments on: Light tail asymptotics in multidimensional reflecting processes for queueing networks

Florin Avram

TOP, 2011, 19 (2), pp.300-301. ⟨10.1007/s11750-011-0181-0⟩

Article dans une revue istex hal-00865056v1

On the efficient evaluation of ruin probabilities for completely monotone claim distributions

H. Albrecher , Florin Avram , D. Kortschak

Journal of Computational and Applied Mathematics, 2010, 233 (10), pp.2724-2736. ⟨10.1016/j.cam.2009.11.021⟩

Article dans une revue hal-00868090v1

Vignette du dépôt

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

ESAIM: Probability and Statistics, 2010, 14, pp.210-255. ⟨10.1051/ps:2008031⟩

Article dans une revue hal-00612383v1

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

Series Expansions for the First Passage Distribution of Wong-Pearson Jump-Diffusions

Florin Avram , Nikolai Leonenko , Landy Rabehasaina

Stochastic Analysis and Applications, 2009, 27 (4), p. 770 - 796. ⟨10.1080/07362990902976611⟩

Article dans une revue hal-00488316v1

Weiss Johnson-Taaffe type matrix exponential approximations

Florin Avram

Workshop on Optimization, Scheduling and Queues,, 2012, Unknown

Communication dans un congrès hal-00868434v1

On matrix exponential approximations of the infimum of a spectrally negative Levy process

Florin Avram , A. Horvath , M.F Pistorius

Journees MAS, 2012, Clermont Ferrand, 29-31 aout 2012, 2012, Unknown

Communication dans un congrès hal-00868435v1

Loss systems with slow retrials in the Halfin-Whitt

Florin Avram , A.J.M Jansen , J.S.H Van Leeuwaarden

9th International Workshop on Retrial Queues, June 28-30, 2012, Seville, Spain, 2012, Unknown

Communication dans un congrès hal-00868436v1

On moments based matrix-exponential approximations of the Pollaczek-Khinchine formula

Florin Avram

XI eme Colloque Franco-Roumain de Mathematiques Appliquees, 24-28 aout 2012, 2012, Unknown

Communication dans un congrès hal-00868433v1

Sur les probabilites stationnaires des files d'attente avec reessaies

Florin Avram

ALEA, 7-11 mars 2011, 2011, Unknown

Communication dans un congrès hal-00868142v1

On exact and asymptotic formulas for multiserver retrial queues

Florin Avram

Diaspora în Cercetarea Știinţifică Românească și Învățământul Superior" 21-24 septembre 2010, Bucharest, Roumanie, 2010, Unknown

Communication dans un congrès hal-00868172v1

A Lie Systems Approach for the First Passage-Time of Piecewise Deterministic Processes

Florin Avram

Modern Trends in Controlled Stochastic Processes, 13-16 Juillet 2010, Liverpool, Royaume Uni, 2010, Unknown

Communication dans un congrès hal-00868170v1

On Lie systems and first time passage problems for stochastic processes

Florin Avram

MCQT'10, 28 juin-01juillet 2010, Toledo, Espagne, 2010, Unknown

Communication dans un congrès hal-00868173v1

On two symbolic-numeric approaches for retrial queues

Florin Avram

Workshop on Queuing Networks, 5 octobre 2010, EURANDOM, Eindhoven, Pays Bas, 2010, Unknown

Communication dans un congrès hal-00868174v1

Méthodes Lie dans l'étude des processus de Markov

Florin Avram

Projet LEA MATH MODE, Méthodes algébriques en probabilités et statistique, 2-3 aout 2010, Bucarest, Roumanie, 2010, Unknown

Communication dans un congrès hal-00868171v1

Some examples of large deviations approximations for the stationary distribution of queueing networks

Florin Avram

The Pyrenees International Workshop on Statistics, Probability and Operations Research, 15-18 septembre 2009, Jaca, Espagne, 2009, Unknown, pp.1

Communication dans un congrès hal-00866301v1

Some Examples of Asymptotic Approximations for the Stationary Distribution of Queueing Networks

Florin Avram

Summer School in Applied Probability, 11-21 mai 2009,Fields Institute, Carleton University, Ottawa,Canada, 2009, Unknown

Communication dans un congrès hal-00866911v1

Vignette du dépôt

Matematică și epidemii

Nicolas Bacaër , Daniel Maxin , Florian Munteanu , Florin Avram , Paul Georgescu et al.

, 333 p., 2022, 979-10-343-0320-5

Ouvrages hal-03640965v1

Harmonic analysis tools for statistical inference in spectral domain.

Florin Avram , N. Leonenko , L. Sakhno

xx. Dependence in Probability and Statistics. Lecture Notes in Statistics. Ed.:P. Doukhan, G. Lang, D. Surgailis, and G. Teyssière., Springer, pp.59--71, 2010

Chapitre d'ouvrage hal-00868496v1

A Lie Systems Approach for the First Passage-Time of Piecewise Deterministic Processes

Florin Avram , J.F Carinena , X. de Lucas

MODERN TRENDS IN CONTROLLED STOCHASTIC PROCESSES : theory and applications., 4, pp.144--160, 2010

Chapitre d'ouvrage hal-00868091v1

On Dümbgen's exponentially modified Laplace continued fraction for Mill's ratio

Florin Avram

2013

Pré-publication, Document de travail hal-00833533v1

Exit problem of a two-dimensional risk process from the quadrant: exact and asymptotic results

Florin Avram , Zbigniew Palmowski , Martijn Pistorius

2008

Pré-publication, Document de travail hal-00264360v1

Vignette du dépôt

ON A SZEGO TYPE LIMIT THEOREM, THE HOLDER-YOUNG-BRASCAMP-LIEB INEQUALITY, AND THE ASYMPTOTIC THEORY OF INTEGRALS AND QUADRATIC FORMS OF STATIONARY FIELDS

Florin Avram , Nikolai Leonenko , Ludmila Sakhno

2008

Pré-publication, Document de travail hal-00264472v1

On the optimal dividend problem for a spectrally negative L\'{e}vy process

Florin Avram , Zbigniew Palmowski , Martijn R. Pistorius

2007

Pré-publication, Document de travail hal-00264359v1

A two-dimensional ruin problem on the positive quadrant

Florin Avram , Zbigniew Palmowski , Martijn Pistorius

2007

Pré-publication, Document de travail hal-00264361v1

Vignette du dépôt

On the optimal dividend problem for a spectrally negative Lévy process

Florin Avram , Zbigniew Palmowski , Martijn Pistorius

2006

Pré-publication, Document de travail hal-00220389v1

Vignette du dépôt

Exit problem of a two-dimensional risk process from a cone: exact and asymptotic results

Florin Avram , Zbigniew Palmowski , Martijn Pistorius

2006

Pré-publication, Document de travail hal-00220387v1

Vignette du dépôt

A two-dimensional ruin problem on the positive quadrant: Laplace transform and inversion

Florin Avram , Martijn Pistorius , Zbigniew Palmowski

2006

Pré-publication, Document de travail hal-00220380v1

Vignette du dépôt

On matrix exponential approximations of the infimum of a spectrally negative Levy process

Florin Avram , Andras Horvath , M.R. Pistorius

2012

Rapport hal-00739232v1

Chargement...