Professor Corina Constantinescu
Professor of Mathematics, Director of IFAM Mathematical Sciences
- +44 (0)151 795 0140 Ext. 50140
- Work email C.Constantinescu@liverpool.ac.uk
- ORCID0000-0002-5219-3022
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
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