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# Type Année Titre doi Notice HAL accès HAL label OA
1 ART 2021 Equity Cost-Induced Dichotomy for Optimal Dividends in the Cramér-Lundberg Model 10.3390/math9090931 hal-02912757 fichier
2 ART 2020 Do Generalized Draw-down Times Lead to Better Dividends? A Pontryaghin Principle-Based Answer 10.1093/imamci/dnaa036 hal-03013802 fichier
3 ART 2019 First passage problems for upwards skip-free random walks via the scale functions paradigm 10.1017/apr.2019.17 hal-02369201 fichier
4 ART 2019 A PONTRYAGHIN MAXIMUM PRINCIPLE APPROACH FOR THE OPTIMIZATION OF DIVIDENDS/CONSUMPTION OF SPECTRALLY NEGATIVE MARKOV PROCESSES, UNTIL A GENERALIZED DRAW-DOWN TIME hal-01961105 fichier arxiv
5 ART 2019 The W,Z/ν,δ Paradigm for the First Passage of Strong Markov Processes without Positive Jumps 10.3390/risks7010018 hal-02369183 fichier openaccess
6 ART 2019 BEYOND WENTZELL-FREIDLIN: SEMI-DETERMINISTIC APPROXIMATIONS FOR DIFFUSIONS WITH SMALL NOISE AND A REPULSIVE CRITICAL BOUNDARY POINT hal-02390307 fichier arxiv
7 ART 2019 RBF approximation by partition of unity for valuation of options under exponential Lévy processes 10.1016/j.jocs.2019.02.008 hal-02369204 fichier openaccess
8 ART 2019 A Review of First-Passage Theory for the Segerdahl-Tichy Risk Process and Open Problems 10.3390/risksxx010005 hal-02369852 fichier
9 ART 2017 On fluctuation theory for spectrally negative lÉvy processes with parisian reflection below, and applications 10.1090/tpms/1020 hal-02136031

label OA

 arxiv
10 ART 2014 The Tax Identity For Markov Additive Risk Processes 10.1007/s11009-012-9310-y hal-00993717

label OA

 openaccess
11 ART 2014 A survey of some recent results on Risk Theory 10.1051/proc/201444020 hal-01616178 fichier openaccess
12 ART 2013 Loss systems with slow retrials in the halfin-whitt regime 10.1239/aap/1363354111 hal-00867035

label OA

 openaccess
13 ART 2011 On moments based Padé approximations of ruin probabilities 10.1016/j.cam.2011.01.008 hal-00865059

label OA

 openaccess
14 ART 2010 On a Szegö type limit theorem, the Hölder-Young-Brascamp-Lieb inequality, and the asymptotic theory of integrals and quadratic forms of stationary fields 10.1051/ps:2008031 hal-00612383 fichier openaccess
15 REPORT 2012 On matrix exponential approximations of the infimum of a spectrally negative Levy process hal-00739232 fichier arxiv
16 UNDEFINED 2013 On Dümbgen's exponentially modified Laplace continued fraction for Mill's ratio hal-00833533

label OA

 arxiv
17 UNDEFINED 2008 ON A SZEGO TYPE LIMIT THEOREM, THE HOLDER-YOUNG-BRASCAMP-LIEB INEQUALITY, AND THE ASYMPTOTIC THEORY OF INTEGRALS AND QUADRATIC FORMS OF STATIONARY FIELDS hal-00264472 fichier arxiv
18 UNDEFINED 2008 Exit problem of a two-dimensional risk process from the quadrant: exact and asymptotic results hal-00264360

label OA

 arxiv
19 UNDEFINED 2007 On the optimal dividend problem for a spectrally negative L\'{e}vy process hal-00264359

label OA

 arxiv
20 UNDEFINED 2007 A two-dimensional ruin problem on the positive quadrant hal-00264361

label OA

 arxiv
21 UNDEFINED 2006 Exit problem of a two-dimensional risk process from a cone: exact and asymptotic results hal-00220387 fichier
22 UNDEFINED 2006 A two-dimensional ruin problem on the positive quadrant: Laplace transform and inversion hal-00220380 fichier
23 UNDEFINED 2006 On the optimal dividend problem for a spectrally negative Lévy process hal-00220389 fichier

Références complètes

  1. Florin Avram, Dan Goreac, Juan Li, Xiaochi Wu. Equity Cost-Induced Dichotomy for Optimal Dividends in the Cramér-Lundberg Model. MDPI Mathematics, MDPI, 2021, Special Issue Frontiers of Stochastic Processes Applied to Modelling in Finance, 9 (9), pp.931. ⟨10.3390/math9090931⟩. ⟨hal-02912757⟩
  2. Florin Avram, Dan Goreac. Do Generalized Draw-down Times Lead to Better Dividends? A Pontryaghin Principle-Based Answer. IMA Journal of Mathematical Control and Information, Oxford University Press (OUP), In press, ⟨10.1093/imamci/dnaa036⟩. ⟨hal-03013802⟩
  3. Florin Avram, Matija Vidmar. First passage problems for upwards skip-free random walks via the scale functions paradigm. Advances in Applied Probability, Applied Probability Trust, 2019, 51 (2), pp.408-424. ⟨10.1017/apr.2019.17⟩. ⟨hal-02369201⟩
  4. Florin Avram, Dan Goreac. A PONTRYAGHIN MAXIMUM PRINCIPLE APPROACH FOR THE OPTIMIZATION OF DIVIDENDS/CONSUMPTION OF SPECTRALLY NEGATIVE MARKOV PROCESSES, UNTIL A GENERALIZED DRAW-DOWN TIME. Scandinavian Actuarial Journal, Taylor & Francis (Routledge), 2019, 9 (799-823). ⟨hal-01961105v1⟩
  5. Florin Avram, Danijel Grahovac, Ceren Vardar-Acar. The W,Z/ν,δ Paradigm for the First Passage of Strong Markov Processes without Positive Jumps. Risks, MDPI, 2019, 7 (1), pp.18. ⟨10.3390/risks7010018⟩. ⟨hal-02369183⟩
  6. Florin Avram, Jacky Cresson. BEYOND WENTZELL-FREIDLIN: SEMI-DETERMINISTIC APPROXIMATIONS FOR DIFFUSIONS WITH SMALL NOISE AND A REPULSIVE CRITICAL BOUNDARY POINT. Monografías del Seminario Matemático García de Galdeano, PUZ Prensas de la Universidad de Zaragoza, In press. ⟨hal-02390307⟩
  7. Ali Fereshtian, Reza Mollapourasl, Florin Avram. RBF approximation by partition of unity for valuation of options under exponential Lévy processes. Journal of computational science, Elsevier, 2019, 32, pp.44-55. ⟨10.1016/j.jocs.2019.02.008⟩. ⟨hal-02369204⟩
  8. Florin Avram, Jose-Luis Perez. A Review of First-Passage Theory for the Segerdahl-Tichy Risk Process and Open Problems. Risks, MDPI, 2019, ⟨10.3390/risksxx010005⟩. ⟨hal-02369852⟩
  9. Florin Avram, X. Zhou. On fluctuation theory for spectrally negative lÉvy processes with parisian reflection below, and applications. Theory of Probability and Mathematical Statistics, American Mathematical Society, 2017, 95, pp.17-40. ⟨10.1090/tpms/1020⟩. ⟨hal-02136031⟩
  10. H. Albrecher, Florin Avram, C Constantinescu, J. Ivanovs. The Tax Identity For Markov Additive Risk Processes. Methodology and Computing in Applied Probability, Springer Verlag, 2014, 16 (1), pp.245-258. ⟨10.1007/s11009-012-9310-y⟩. ⟨hal-00993717⟩
  11. Florin Avram, Romain Biard, Christophe Dutang, Stéphane Loisel, Landy Rabehasaina. A survey of some recent results on Risk Theory. ESAIM: Proceedings, EDP Sciences, 2014, 44, pp.322 - 337. ⟨10.1051/proc/201444020⟩. ⟨hal-01616178⟩
  12. Florin Avram, A.J.E.M. Janssen, J.S.H. van Leeuwaarden. Loss systems with slow retrials in the halfin-whitt regime. Advances in Applied Probability, Applied Probability Trust, 2013, 45 (1), pp.274-294. ⟨10.1239/aap/1363354111⟩. ⟨hal-00867035⟩
  13. Florin Avram, D.F. Chedom, A. Horváth. On moments based Padé approximations of ruin probabilities. Journal of Computational and Applied Mathematics, Elsevier, 2011, 235 (10), pp.3215-3228. ⟨10.1016/j.cam.2011.01.008⟩. ⟨hal-00865059⟩
  14. Florin Avram, Nikolai Leonenko, Ludmila Sakhno. On a Szegö type limit theorem, the Hölder-Young-Brascamp-Lieb inequality, and the asymptotic theory of integrals and quadratic forms of stationary fields. ESAIM: Probability and Statistics, EDP Sciences, 2010, 14, pp.210-255. ⟨10.1051/ps:2008031⟩. ⟨hal-00612383⟩
  15. Florin Avram, Andras Horvath, M.R. Pistorius. On matrix exponential approximations of the infimum of a spectrally negative Levy process. 2012. ⟨hal-00739232⟩
  16. Florin Avram. On Dümbgen's exponentially modified Laplace continued fraction for Mill's ratio. 2013. ⟨hal-00833533⟩
  17. Florin Avram, Nikolai Leonenko, Ludmila Sakhno. ON A SZEGO TYPE LIMIT THEOREM, THE HOLDER-YOUNG-BRASCAMP-LIEB INEQUALITY, AND THE ASYMPTOTIC THEORY OF INTEGRALS AND QUADRATIC FORMS OF STATIONARY FIELDS. 2008. ⟨hal-00264472⟩
  18. Florin Avram, Zbigniew Palmowski, Martijn Pistorius. Exit problem of a two-dimensional risk process from the quadrant: exact and asymptotic results. 2008. ⟨hal-00264360⟩
  19. Florin Avram, Zbigniew Palmowski, Martijn R. Pistorius. On the optimal dividend problem for a spectrally negative L\'{e}vy process. 2007. ⟨hal-00264359⟩
  20. Florin Avram, Zbigniew Palmowski, Martijn Pistorius. A two-dimensional ruin problem on the positive quadrant. 2007. ⟨hal-00264361⟩
  21. Florin Avram, Zbigniew Palmowski, Martijn Pistorius. Exit problem of a two-dimensional risk process from a cone: exact and asymptotic results. 2006. ⟨hal-00220387⟩
  22. Florin Avram, Martijn Pistorius, Zbigniew Palmowski. A two-dimensional ruin problem on the positive quadrant: Laplace transform and inversion. 2006. ⟨hal-00220380⟩
  23. Florin Avram, Zbigniew Palmowski, Martijn Pistorius. On the optimal dividend problem for a spectrally negative Lévy process. 2006. ⟨hal-00220389⟩