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researcher

F. Avram

31 papers hereh-index 243.1k citations113 works total

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

author position
  • sole author1
  • first author25
  • middle author1
  • last author3

Across the 30 of 31 papers where every author was matched, so the position is known.

fields
  • math.PR19
  • math.OC5
  • q-bio.PE4
  • math.DS1
  • math.QA1
  • math.ST1

identity via Semantic Scholar / OpenAlex

activity
20072023
most citedOn the optimal dividend problem for a spectrally negative Lévy process

319 citations · 484 across the 28 of their papers we have counts for

collaborators
Showing 2021 · math.PRShow all

1 paper · 2 filters

math.PR2021

A Review of First-Passage Theory for the Segerdahl Risk Process and Extensions

Florin Avram, Jose-Luis Perez-Garmendia

The Segerdahl process (Segerdahl (1955)), characterized by exponential claims and affine drift, has drawn a considerable amount of interest -- see, for example, (Tichy (1984); Avra…

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