33 citations · 41 across the 10 of their papers we have counts for
13 papers
Optimal Cash Transfers and Microinsurance to Reduce Social Protection Costs
Pablo Azcue, Corina Constantinescu, José Miguel Flores-Contró +1
Design and implementation of appropriate social protection strategies is one of the main targets of the United Nation's Sustainable Development Goal (SDG) 1: No Poverty. Cash trans…
Extreme Limit Theory of Competing Risks under Power Normalization
Kaihao Hu, Kai Wang, Corina Constantinescu +2
Advanced science and technology provide a wealth of big data from different sources for extreme value analysis. Classical extreme value theory was extended to obtain an accelerated…
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…
Subsidising Inclusive Insurance to Reduce Poverty
José Miguel Flores-Contró, Kira Henshaw, Sooie-Hoe Loke +2
In this article, we assess the benefits of coordination and partnerships between governments and private insurers, and provide further evidence for microinsurance products as power…
How much we gain by surplus-dependent premiums -- asymptotic analysis of ruin probability
Corina Constantinescu, Zbigniew Palmowski, Jing Wang
In this paper, we build on the techniques developed in Albrecher et al. (2013), to generate initial-boundary value problems for ruin probabilities of surplus-dependent premium risk…
On distributional and asymptotic results for exponential functional of renewal -- reward processes describing risk models
J. Akahori, C. Constantinescu, Y. Imamura +1
Inspired by the double-debt problem in Japan where the mortgagor has to pay the remaining loan even if their house was destroyed by a catastrophic event, we model the lender's cash…