3 papers
math.PR2019
An Application of Fractional Differential Equations to Risk Theory
Corina D. Constantinescu, Jorge M. Ramirez, Wei R. Zhu
This paper defines a new class of fractional differential operators alongside a family of random variables whose density functions solve fractional differential equations equipped…
math.ST2019
Estimation of foreseeable and unforeseeable risks in motor insurance
Weihong Ni, Corina Constantinescu, Alfredo Egídio dos Reis +1
This project works with the risk model developed by Li et al. (2015) and quests modelling, estimating and pricing insurance for risks brought in by innovative technologies, or othe…
math.PR2016
Ruin probabilities with dependence on the number of claims within a fixed time window
Corina Constantinescu, Suhang Dai, Weihong Ni +1
We analyse the ruin probabilities for a renewal insurance risk process with inter-arrival time distributions depending on the claims that arrived within a fixed (past) time window.…