Photo of Dr Corina Constantinescu-Loeffen

Dr Corina Constantinescu-Loeffen

Reader in Mathematics, Director of IFAM Mathematical Sciences

    Biography

    Personal Statement

    Dr. Corina Constantinescu is Reader in Mathematics and Director of the Institute for Financial and Actuarial Mathematics, in the Mathematical Sciences department of the University of Liverpool. She has recently coordinated a large European grant under the Marie Curie framework, on Risk Analysis, Ruin and Extremes (RARE), that connected 12 higher education institutions and over 60 researchers from all over the world working on extreme events and their applications to insurance modelling. Prior to being an academic, she worked as an actuary and led the life insurance department of one of the first private Romanian insurance companies. Her academic career spans the US, Austria, France, and Switzerland and she often travels to Europe, India, China, Australia and Japan on research visits or conference meetings. Given her practical perspective, many of her papers are published in actuarial journals, however she also publishes in applied probability journals. She serves as associate editor in a number of actuarial journals and is the eBriefs editor for Bernoulli Society for Mathematical Statistics and Probability. Her expertise is in analytical methods for deriving exact or asymptotic results for ruin probabilities, with light or heavy-tailed assumptions in complex insurance risk models. A more recent research interest is in correctly pricing car insurance in European countries in which the gender considerations have been removed from the underwriting process.

    Personal Distinctions

    • 21st International Congress on Insurance: Mathematics and Economics (Keynote Speech, TU Wien, Austria 2017)
    • Croatian Actuarial Conference on "Challenges of the future" (Keynote Speech, Croatian Actuarial Association, Zagreb, Croatia 2017)
    • 49èmes Journées de Statistique Avignon (Keynote Speech, French Society of Statistics, France 2017)
    • Invited speaker at the Probability of North-East (PiNE) conference (Invitation to Speak, University of Leeds, supported by London Mathematical Society 2017)
    • Learning and Teaching Award (Faculty of Science and Engineering, University of Liverpool 2017)
    • Invite speaker at the 6th Ritsumeikan-Monash Symposium on Probability and Related Fields (Invitation to Speak, Ritsumeikan University, Japan 2016)
    • Invited speaker at the Center for Actuarial Science, Risk and Investment (CASRI) (Invitation to Speak, University of Kent, Canterbury 2016)
    • Invited speaker at the Dependence Modelling conference (Invitation to Speak, University of Salzburg, Austria 2016)
    • Invited speaker at Stochastic Modelling workshop (Invitation to Speak, Stefan Banach Center, Polish Academy of Sciences 2016)
    • Invited speaker at the Faculty of Actuarial Science and Insurance seminar series (Invitation to Speak, Cass Business School, London 2015)
    • Chair of the Organising Committee of the 19th International Congress on Insurance: Mathematics and Economics (IME2015) (Insurance: Mathematics and Economics Journal's Editorial Board 2015)
    • Invited speaker at the 5th Monash-Ritsumeikan Symposium on Probability and Related Fields (Invitation to Speak, Monash University, Melbourne, Australia 2015)
    • Invited speaker at the Actuarial Teaching and Research Conference (Invitation to Speak, University of Edinburgh, Institute and Faculty of Actuaries 2014)
    • Invited speaker at IIMB seminar (Invitation to Speak, Indian Institute of Management Bangalore, Bangalore, India 2014)
    • Invited speaker at the Stochastic Processes and their Applications (SPA 2014) conference (Invitation to Speak, Buenos Aires, Argentina 2014)
    • Invited speaker at Risk Analysis, Ruin and Extremes workshop (Invitation to Speak, Nankai University, Tianjin, China 2014)
    • Invited speaker at the 4th Ritsumeikan-Monash Symposium on Probability and Related Fields (Invitation to Speak, Ritsumeikan University, Japan 2014)
    • Invited speaker at the Workshop on Stochastic Networks and Risk Analysis (Invitation to Speak, University of Wroclaw and Banach Center Conference, Poland 2014)
    • Inviter speaker at the Stochastic Group research seminar (Invitation to Speak, Siegen University, Germany 2014)
    • Invited speaker at the Scientific Day of DAV/DGVFM-Jahrestagung Conference (Keynote Speech, Bonn, Germany 2014)
    • Contributed session at the 37th Conference on Stochastic Processes and their Applications (SPA 2014) (Buenos Aries, Argentina 2014)
    • Invited speaker at the Seventh International Workshop on Applied Probability (IWAP 2014) (Invitation to Speak, Antalya, Turkey 2014)
    • Invited speaker at the Workshop on Heavy-tailed Distributions and Extreme Value Theory (Invitation to Speak, Indian Statistical Institute, Kolkata, India 2013)
    • Invited lecturer at the Summer School in "Applications of Probability Theory" and RARE seminar (Keynote Speech, Nankai University, Tianjin, China 2013)
    • Invited speaker at RARE seminar (Invitation to Speak, Indian Institute of Management Bangalore, Bangalore, India 2013)
    • Invited speaker at the Working Group on (quantitative) Risk Analysis / Uncertainty (Invitation to Speak, ESSEC Business with support of the group BFA (Banque Finance Assurance) of the SFdS (Societe Francaise de Statistique), Paris, France 2012)

    Administrative Roles

    • Director of the Institute for Financial and Actuarial Mathematics (IFAM) (2015-)
    • Senate Elected Member (2013-2014, 2016-)
    • Risk and Uncertainty Institute CDT Curriculum Management Board member (2016-)
    • Equality and Diversity team member (2012-)
    • Equality and Diversity Lead for School of Physical Sciences (2012-2015)