Research output per year
Research output per year
Research output
- 5 Article
Search results
-
2025
Ruin probabilities in an Erlang risk model with dependence structure based on an independent gamma-distributed time window
Zhu, R., 4-Jun-2025, (E-pub ahead of print) In: European Actuarial Journal.Research output: Contribution to journal › Article › Academic › peer-review
Open AccessFile -
2020
First Quarter Chronicle of COVID-19: An Attempt to Measure Governments’ Responses
Şahin, Ş., Boado-Penas, M. D. C., Constantinescu, C., Eisenberg, J., Henshaw, K., Hu, M., Wang, J. & Zhu, W., Dec-2020, In: Risks. 8, 4, p. 1-26 26 p., 115.Research output: Contribution to journal › Article › Academic › peer-review
Open Access6 Citations (Scopus) -
On flood risk management across socio-economic environments
Ni, W., Henshaw, K., Zhu, W., Wang, J., Hu, M. & Constantinescu, C., 24-Oct-2020, (Accepted/In press) In: Anales del Instituto de Actuarios Españoles. 26, p. 71-102 32 p.Research output: Contribution to journal › Article › Academic › peer-review
Open Access -
2019
A first application of fractional differential equations in risk theory
Constantinescu, C., Ramirez, J. & Zhu, W., Oct-2019, In: Finance and Stochastics. 23, p. 1001-1024 24 p.Research output: Contribution to journal › Article › Academic › peer-review
Open Access47 Citations (Scopus) -
2018
Ruin probabilities in classical risk models with gamma claims
Constantinescu, C., Samorodnitsky, G. & Zhu, W., 2018, In: Scandinavian actuarial journal. 2018, 7, p. 555-575 21 p.Research output: Contribution to journal › Article › Academic › peer-review
13 Citations (Scopus)