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Professor Corina Constantinescu

Contact

C.Constantinescu@liverpool.ac.uk

+44 (0)151 795 0140 Ext. 50140

Research

Mathematical risk theory

Actuarial mathematics

Risk Analysis, Ruin and Extremes (RARE)

https://www.liverpool.ac.uk/institute-for-financial-and-actuarial-mathematics/research/rare/

Research grants

RARE - Risk Analysis, Ruin and Extremes

EUROPEAN COMMISSION

December 2012 - November 2016

Reinsurance, Dividends and Capital Optimisation in General Insurance Companies

CASUALTY ACTUARIAL SOCIETY (USA)

June 2014 - September 2019

Impact Acceleration Account - University of Liverpool 2012

ENGINEERING & PHYSICAL SCIENCES RESEARCH COUNCIL

October 2012 - March 2017

    Research collaborations

    Prof. Marie Kratz

    Ecole des Hautes Etudes en Sciences Sociales-Paris, France

    RARE - IRSES FP7 project

    Prof. Enkelejd Hashorva

    University of Lausanne, Switzerland

    RARE - IRSES FP7 project

    Prof. Gennady Samorodnitsky

    Cornell University, USA

    Risk models with Gamma claims

    Prof. Jiro Akahori

    Ritsumeikan University, Japan

    Japanese double debt problem

    Prof. Kais Hamza

    Monash University, Australia

    Inverse problems in risk theory

    Prof. Florin Avram

    Pau University, France

    Asymptotic results in risk theory

    Prof. Jorge Ramirez

    Universidad National Colombia

    Fractional differential operators

    Dr. Apostolos Papaioannou

    Delayed risk models

    Dr. Olivier Menoukeu-Pamen

    Exchange rates influence in financial markets

    Dr. Jospeh Lo

    Aspen

    Knowledge exchange regarding use of risk theory for risk management purposes

    Dr. Kieran Sharkey

    Health related projects.

    Prof. Veronique Maume-Deschamps

    University of Lyon 1, France

    Risk models with premium adjusted to solvency targets

    Prof. Alfredo Egidios dor Reis

    University of Lisbon, Portugal

    Automobile insurance

    Prof. Zbigniew Palmowski

    University of Wroclaw, Poland

    Asymptotic expansions, premiums dependent on reserves

    Prof. Enrique Thomann

    Oregon State University, USA

    Renewal jump-diffusion processes

    Prof. Hansjoerg Albrecher

    University of Lausanne, Switzerland

    Mathematical analysis of insurance risk models

    Dr. Georg Regensburger

    Austrian Academy of Sciences, Austria

    Algebraic operators in insurance models

    Dr. Markus Rosenkranz

    University of Kent, UK

    Algebraic operators in insurance models.

    Prof. Didier Rulliere

    University of Lyon 1, France

    Ruin models with discrete inter-arrival times

    Prof. Stephane Loisel

    University of Lyon 1, France

    Dependence models in insurance portfolios

    Prof. Severine Gaille-Arnold

    University of Lausanne, Switzerland

    Organization of 2013 Winter School "Perspectives in Actuarial Risks in Talks of Young researchers" (PARTY) in Ticino, Switzerland Organization of 2015 Winter School "Perspectives in Actuarial Risks in Talks of Young researchers" (PARTY) in Liverpool, UK Organization of 2017 Winter School "Perspectives in Actuarial Risks in Talks of Young researchers" (PARTY) in Ticino, Switzerland Organization of 2019 School "Perspectives in Actuarial Risks in Talks of Young researchers" (PARTY) in Sibiu, Romania