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Albrecher, Hansjörg
21
Constantinescu, C.
3
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3
Kortschak, Dominik
3
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3
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2
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Insurance / Mathematics & economics
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IEEE transactions on reliability : R ; IEEE T R
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Scandinavian actuarial journal : Actuarial Society of Finland ; Norwegian Society of Actuaries ; Swedish Society of Actuaries
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Explicit ruin formulas for models with dependence among risks
Albrecher, Hansjörg
;
Constantinescu, Corina
;
Loisel, …
- In:
Insurance / Mathematics & economics
48
(
2011
)
2
,
pp. 265-271
Persistent link: https://www.econbiz.de/10008812728
Saved in:
2
Finite time ruin problems for the Erlang(2) risk model
Albrecher, Hansjörg
;
Constantinescu, Corina
;
Pirsic, …
- In:
Insurance / Mathematics & economics
46
(
2010
)
1
,
pp. 12-19
Persistent link: https://www.econbiz.de/10008378699
Saved in:
3
Electronics - Dependability Evaluation of a Fault-Tolerant Processor by GSPN Modeling
Constantinescu, C.
- In:
IEEE transactions on reliability : R ; IEEE T R
54
(
2005
)
3
,
pp. 468-474
Persistent link: https://www.econbiz.de/10006606183
Saved in:
4
Experimental Evaluation of Error-Detection Mechanisms
Constantinescu, C.
- In:
IEEE transactions on reliability : R ; IEEE T R
52
(
2003
)
1
,
pp. 53-57
Persistent link: https://www.econbiz.de/10006614201
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5
Using multi-stage & stratified sampling for inferring fault-coverage probabilities
Constantinescu, C.
- In:
IEEE transactions on reliability : R ; IEEE T R
44
(
1995
)
4
,
pp. 632-639
Persistent link: https://www.econbiz.de/10007774788
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6
Archimedean copulas in finite and infinite dimensions—with application to ruin problems
Constantinescu, Corina
;
Hashorva, Enkelejd
;
Ji, Lanpeng
- In:
Insurance / Mathematics & economics
49
(
2011
)
3
,
pp. 487-496
Persistent link: https://www.econbiz.de/10009807375
Saved in:
7
General Lower Bounds for Arithmetic Asian Option Prices
Albrecher, H.
;
Mayer, P.A.
;
Schoutens, W.
- In:
Applied mathematical finance
15
(
2008
)
1-2
,
pp. 123-150
Persistent link: https://www.econbiz.de/10008221134
Saved in:
8
General Lower Bounds for Arithmetic Asian Option Prices
Albrecher, H.
;
Mayer, P.A.
;
Schoutens, W.
- In:
Applied mathematical finance
15
(
2008
)
2
,
pp. 123-150
Persistent link: https://www.econbiz.de/10008221162
Saved in:
9
Properties of a Risk Measure Derived from Ruin Theory
Trufin, Julien
;
Albrecher, Hansjoerg
;
Denuit, Michel M
- In:
The Geneva risk and insurance review
36
(
2011
)
2
,
pp. 174-189
Persistent link: https://www.econbiz.de/10009804625
Saved in:
10
Implied liquidity: Model sensitivity
Albrecher, Hansjoerg
;
Guillaume, Florence
;
Schoutens, Wim
- In:
Journal of empirical finance
23
(
2013
),
pp. 48-67
Persistent link: https://www.econbiz.de/10010165910
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