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HALathon 2021 UPPA

Les articles que vous pouvez déposer

# Année Titre Revue Lien éditeur / doi Notice HAL
1 2018 Spectrally negative Lévy processes with Parisian reflection below and classical reflection above Stochastic Processes and their Applications hal-02132605
2 2018 Ruin probabilities by Padé’s method European Actuarial Journal hal-02132550
3 2018 Purely Excessive Functions and Hitting Times of Continuous-Time Branching Processes Methodology and Computing in Applied Probability hal-02132604
4 2018 On central branch/reinsurance risk networks: Exact results and heuristics Risks hal-02132602
5 2017 On taxed spectrally negative Lévy processes with draw-down stopping Insurance: Mathematics and Economics hal-01759859
6 2017 On the central management of risk networks Advances in Applied Probability hal-01759858
7 2016 Modeling probability densities with sums of exponentials via polynomial approximation Journal of Computational and Applied Mathematics hal-01581268
8 2016 On a class of dependent Sparre Andersen risk models and a bailout application Insurance: Mathematics and Economics 10.1016/j.insmatheco.2016.08.001 hal-01610708
9 2015 On Gerber-Shiu functions and optimal dividend distribution for a Lévy risk process in the presence of a penalty function Annals of Applied Probability hal-02136410
10 2015 Limit theorems for additive functionals of stationary fields, under integrability assumptions on the higher order spectral densities Stochastic Processes and their Applications hal-02136409
11 2013 Spectral representation of transition density of Fisher-Snedecor diffusion Stochastics: An International Journal of Probability and Stochastic Processes 10.1080/17442508.2013.775285 hal-00867030
12 2013 On spectral analysis of heavy-tailed kolmogorov - Pearson diffusions Markov Processes and Related Fields hal-00867038
13 2012 Uniform Asymptotics of Ruin Markov Processes And Related Fields hal-00868355
14 2012 Uniform Asymptotics of Ruin Probabilities for L 'evy Processes Markov Processes And Related Fields hal-01050948
15 2012 Hypothesis testing for Fisher-Snedecor diffusion Journal of Statistical Planning and Inference 10.1016/j.jspi.2012.02.055 hal-00865052
16 2011 Comments on: Light tail asymptotics in multidimensional reflecting processes for queueing networks TOP 10.1007/s11750-011-0181-0 hal-00865056
17 2011 On symbolic RG factorization of quasi-birth-and-death processes TOP 10.1007/s11750-011-0195-7 hal-00865054
18 2011 Parameter estimation for Fisher-Snedecor diffusion Statistics hal-00868081
19 2011 On moment based Pade approximations of ruin probabilities Journal of Computational and Applied Mathematics hal-00868080
20 2010 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 ESAIM: Probability and Statistics hal-00868092
21 2010 On the efficient evaluation of ruin probabilities for completely monotone claim distributions Journal of Computational and Applied Mathematics hal-00868090
22 2009 Series Expansions for the First Passage Distribution of Wong-Pearson Jump-Diffusions Stochastic Analysis and Applications 10.1080/07362990902976611 hal-00488316

Références complètes

  1. Florin Avram, J.-L. Pérez, K. Yamazaki. Spectrally negative Lévy processes with Parisian reflection below and classical reflection above. Stochastic Processes and their Applications, Elsevier, 2018, 128 (1), pp.255--290. ⟨hal-02132605⟩
  2. Florin Avram, A Banik. Ruin probabilities by Padé’s method. European Actuarial Journal, Springer, 2018, pp.1--27. ⟨hal-02132550⟩
  3. Florin Avram, P. Patie, J. Wang. Purely Excessive Functions and Hitting Times of Continuous-Time Branching Processes. Methodology and Computing in Applied Probability, Springer Verlag, 2018, pp.1--9. ⟨hal-02132604⟩
  4. Florin Avram, S.-H. Loke. On central branch/reinsurance risk networks: Exact results and heuristics. Risks, 2018, 6 (2). ⟨hal-02132602⟩
  5. Florin Avram, N.L. Vu, X. Zhou. On taxed spectrally negative Lévy processes with draw-down stopping. Insurance: Mathematics and Economics, Elsevier, 2017, 76, pp.69--74. ⟨hal-01759859⟩
  6. Florin Avram, A. Minca. On the central management of risk networks. Advances in Applied Probability, Applied Probability Trust, 2017, 49 (1), pp.221--237. ⟨hal-01759858⟩
  7. B. Dumitrescu, B.C. Şicleru, Florin Avram. Modeling probability densities with sums of exponentials via polynomial approximation. Journal of Computational and Applied Mathematics, Elsevier, 2016, 292, pp.513-525. ⟨hal-01581268⟩
  8. Florin Avram, L. Badescu, M.R. Pistorius, L. Rabehasaina. On a class of dependent Sparre Andersen risk models and a bailout application. Insurance: Mathematics and Economics, Elsevier, 2016, 71, pp.27 - 39. ⟨10.1016/j.insmatheco.2016.08.001⟩. ⟨hal-01610708⟩
  9. Florin Avram, Z. Palmowski, M.R. Pistorius. On Gerber-Shiu functions and optimal dividend distribution for a Lévy risk process in the presence of a penalty function. Annals of Applied Probability, Institute of Mathematical Statistics (IMS), 2015, 25 (4), pp.1868--1935. ⟨hal-02136410⟩
  10. Florin Avram, N. Leonenko, L. Sakhno. Limit theorems for additive functionals of stationary fields, under integrability assumptions on the higher order spectral densities. Stochastic Processes and their Applications, Elsevier, 2015, 125 (4), pp.1629--1652. ⟨hal-02136409⟩
  11. Florin Avram, N.N. Leonenko, N. Šuvak. Spectral representation of transition density of Fisher-Snedecor diffusion. Stochastics: An International Journal of Probability and Stochastic Processes, Taylor & Francis: STM, Behavioural Science and Public Health Titles, 2013, 85 (2), pp.346-369. ⟨10.1080/17442508.2013.775285⟩. ⟨hal-00867030⟩
  12. Florin Avram, N.N. Leonenko, N. Šuvak. On spectral analysis of heavy-tailed kolmogorov - Pearson diffusions. Markov Processes and Related Fields, Polymath, 2013, 19 (2), pp.249-298. ⟨hal-00867038⟩
  13. I. Sazonov M. Kelbert, Florin Avram. Uniform Asymptotics of Ruin. Markov Processes And Related Fields, Polymat Publishing Company, 2012, 18, pp.681--692. ⟨hal-00868355⟩
  14. I. Sazonov M. Kelbert, Florin Avram. Uniform Asymptotics of Ruin Probabilities for L 'evy Processes. Markov Processes And Related Fields, Polymat Publishing Company, 2012, 18, pp.681--692. ⟨hal-01050948⟩
  15. Florin Avram, N.N. Leonenko, N. Šuvak. Hypothesis testing for Fisher-Snedecor diffusion. Journal of Statistical Planning and Inference, Elsevier, 2012, 142 (8), pp.2308-2321. ⟨10.1016/j.jspi.2012.02.055⟩. ⟨hal-00865052⟩
  16. Florin Avram. Comments on: Light tail asymptotics in multidimensional reflecting processes for queueing networks. TOP, Springer Verlag, 2011, 19 (2), pp.300-301. ⟨10.1007/s11750-011-0181-0⟩. ⟨hal-00865056⟩
  17. Florin Avram, D. Fotso Chedom. On symbolic RG factorization of quasi-birth-and-death processes. TOP, Springer Verlag, 2011, 19 (2), pp.317-335. ⟨10.1007/s11750-011-0195-7⟩. ⟨hal-00865054⟩
  18. Florin Avram, N. Leonenko, N. Suvak. Parameter estimation for Fisher-Snedecor diffusion. Statistics, Taylor & Francis: STM, Behavioural Science and Public Health Titles, 2011, 45 (1), pp.1--16. ⟨hal-00868081⟩
  19. Florin Avram, D. Fotso Chedom, A. Horvath. On moment based Pade approximations of ruin probabilities. Journal of Computational and Applied Mathematics, Elsevier, 2011, 235 (10), pp.3215--3228. ⟨hal-00868080⟩
  20. Florin Avram, N. Leonenko, L. Sakhno. 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. ESAIM: Probability and Statistics, EDP Sciences, 2010, 14, pp.210--255. ⟨hal-00868092⟩
  21. H. Albrecher, Florin Avram, D. Kortschak. On the efficient evaluation of ruin probabilities for completely monotone claim distributions. Journal of Computational and Applied Mathematics, Elsevier, 2010, 233 (10), pp.2724--2736. ⟨hal-00868090⟩
  22. Florin Avram, Nikolai Leonenko, Landy Rabehasaina. Series Expansions for the First Passage Distribution of Wong-Pearson Jump-Diffusions. Stochastic Analysis and Applications, Taylor & Francis: STM, Behavioural Science and Public Health Titles, 2009, 27 (4), p. 770 - 796. ⟨10.1080/07362990902976611⟩. ⟨hal-00488316⟩