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researcher

Sebastian Baran

3 papers hereh-index 337 citations7 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • first author2
  • last author1

Across the 3 of 3 papers where every author was matched, so the position is known.

fields
  • math.OC1
  • q-fin.CP1
  • q-fin.ST1

identity via Semantic Scholar / OpenAlex

activity
20112023
most citedPrediction of motor insurance claims occurrence as an imbalanced machine learning problem

6 citations · 6 across the 3 of their papers we have counts for

collaborators
Showing math.OCShow all

1 paper · 1 filter

math.OC2023

Asymptototic Expected Utility of Dividend Payments in a Classical Collective Risk Process

Sebastian Baran, Corina Constantinescu, Zbigniew Palmowski

We find the asymptotics of the value function maximizing the expected utility of discounted dividend payments of an insurance company whose reserves are modeled as a classical Cram…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.