Florin Avram

Management Science and Operations Research · 2002–2011

A researcher in the Science corpus: 9 papers; trusts 18 researchers and is trusted by 32 researchers here, as inferred from the citation graph.

Subfields

• Management Science and Operations Research — 46 citations into it; #1,393 of 11,946 by trust here, #1,243 by citations
• Finance — 36 citations into it; #941 of 10,518 by trust here, #1,136 by citations
• Demography — 21 citations into it; #140 of 4,236 by trust here, #247 by citations
• Mathematical Physics — 17 citations into it
• Economics and Econometrics — 14 citations into it; #4,385 of 23,481 by trust here, #10,609 by citations
• Statistics and Probability — 11 citations into it; #11,272 of 12,932 by trust here, #6,853 by citations
• Management Information Systems — 7 citations into it

Whom Florin Avram trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Ronnie Loeffen
2. Søren Asmussen
3. Andreas E. Kyprianou
4. Pablo Azcue
5. Michael I. Taksar
6. Martijn Pistorius
7. Hansjörg Albrecher *
8. Amaury Lambert
9. Nora Muler
10. Stefan Thonhauser

Who trusts Florin Avram overall

1. Andreas E. Kyprianou
2. Martijn Pistorius
3. Pavel V. Gapeev
4. Chuancun Yin
5. Jevgenijs Ivanovs
6. Ronnie Loeffen
7. Alexey Kuznetsov
8. Zbigniew Palmowski
9. Steven Kou
10. V. Rivero

Papers from Florin Avram's perspective

Ordered by how strongly the researchers Florin Avram trusts endorse each paper. Same corpus, a different order for every researcher.

1. Introductory Lectures on Fluctuations of Lévy Processes with Applications
2. Some Optimal Dividends Problems (ASTIN Bulletin: The Journal of the International Actuarial Association)
3. On the optimal dividend problem for a spectrally negative Lévy process
4. An optimal dividends problem with transaction costs for spectrally negative Lévy processes
5. OPTIMAL REINSURANCE AND DIVIDEND DISTRIBUTION POLICIES IN THE CRAMÉR‐LUNDBERG MODEL
6. A multi-dimensional martingale for Markov additive processes and its applications (Advances in Applied Probability)
7. A Note on the Dividends-Penalty Identity and the Optimal Dividend Barrier (ASTIN Bulletin: The Journal of the International Actuarial Association)
8. Optimal dividend strategies in a Cramér–Lundberg model with capital injections
9. Lévy processes and infinitely divisible distributions
10. Convexity and Smoothness of Scale Functions and de Finetti’s Control Problem

Their papers

• On the optimal dividend problem for a spectrally negative Lévy process (2007) — 309 citations
• Exit problems for spectrally negative Levy processes and applications to (Canadized) Russian options (2004) — 279 citations
• Erlangian Approximations for Finite-Horizon Ruin Probabilities (2002) — 130 citations
• Russian and American put options under exponential phase-type Lévy models (2004) — 366 citations
• On Gerber–Shiu functions and optimal dividend distribution for a Lévy risk process in the presence of a penalty function (2011) — 61 citations
• Exit problem of a two-dimensional risk process from the quadrant: Exact and asymptotic results. (2008) — 72 citations
• A two-dimensional ruin problem on the positive quadrant, with exponential claims: Feynman- Kac formula, Laplace transform and its inversion (2007) — 109 citations
• Phase-type Approximations to Finite-time Ruin Probabilities in the Sparre-Andersen and Stationary Renewal Risk Models (2005) — 50 citations
• On the valuation of constant barrier options under spectrally one-sided exponential Lévy models and Carr's approximation for American puts (2002) — 57 citations