Photo of Professor Corina Constantinescu

Professor Corina Constantinescu

Professor of Mathematics, Director of IFAM Mathematical Sciences

Research

Mathematical risk theory

Actuarial mathematics

Risk Analysis, Ruin and Extremes (RARE)

https://www.liverpool.ac.uk/institute-for-financial-and-actuarial-mathematics/research/rare/

Research Group Membership

Research Grants

RARE - Risk Analysis, Ruin and Extremes

EUROPEAN COMMISSION

December 2012 - November 2016

Reinsurance, Dividends and Capital Optimisation in General Insurance Companies

CASUALTY ACTUARIAL SOCIETY (USA)

June 2014 - September 2019

Impact Acceleration Account - University of Liverpool 2012

ENGINEERING & PHYSICAL SCIENCES RESEARCH COUNCIL (EPSRC)

October 2012 - March 2017

Research Collaborations

Prof. Marie Kratz

External: Ecole des Hautes Etudes en Sciences Sociales-Paris, France

RARE - IRSES FP7 project

Prof. Enkelejd Hashorva

External: University of Lausanne, Switzerland

RARE - IRSES FP7 project

Prof. Gennady Samorodnitsky

External: Cornell University, USA

Risk models with Gamma claims

Prof. Jiro Akahori

External: Ritsumeikan University, Japan

Japanese double debt problem

Prof. Kais Hamza

External: Monash University, Australia

Inverse problems in risk theory

Prof. Florin Avram

External: Pau University, France

Asymptotic results in risk theory

Prof. Jorge Ramirez

External: Universidad National Colombia

Fractional differential operators

Dr. Apostolos Papaioannou

Internal

Delayed risk models

Dr. Olivier Menoukeu-Pamen

Internal

Exchange rates influence in financial markets

Dr. Jospeh Lo

External: Aspen

Knowledge exchange regarding use of risk theory for risk management purposes

Dr. Kieran Sharkey

Internal

Health related projects.

Prof. Veronique Maume-Deschamps

External: University of Lyon 1, France

Risk models with premium adjusted to solvency targets

Prof. Alfredo Egidios dor Reis

External: University of Lisbon, Portugal

Automobile insurance

Prof. Zbigniew Palmowski

External: University of Wroclaw, Poland

Asymptotic expansions, premiums dependent on reserves

Prof. Enrique Thomann

External: Oregon State University, USA

Renewal jump-diffusion processes

Prof. Hansjoerg Albrecher

External: University of Lausanne, Switzerland

Mathematical analysis of insurance risk models

Dr. Georg Regensburger

External: Austrian Academy of Sciences, Austria

Algebraic operators in insurance models

Dr. Markus Rosenkranz

External: University of Kent, UK

Algebraic operators in insurance models.

Prof. Didier Rulliere

External: University of Lyon 1, France

Ruin models with discrete inter-arrival times

Prof. Stephane Loisel

External: University of Lyon 1, France

Dependence models in insurance portfolios

Prof. Severine Gaille-Arnold

External: University of Lausanne, Switzerland

Organization of 2013 Winter School "Perspectives in Actuarial Risks in Talks of Young researchers" (PARTY) in Ticino, Switzerland
Organization of 2015 Winter School "Perspectives in Actuarial Risks in Talks of Young researchers" (PARTY) in Liverpool, UK
Organization of 2017 Winter School "Perspectives in Actuarial Risks in Talks of Young researchers" (PARTY) in Ticino, Switzerland
Organization of 2019 School "Perspectives in Actuarial Risks in Talks of Young researchers" (PARTY) in Sibiu, Romania