papers
Publications (16)
math.PR2012
Limit theorems for additive functionals of stationary fields, under integrability assumptions on the higher order spectral densities
Florin Avram, Nikolai Leonenko, Ludmila Sakhno
math.PR2008
On a Szego Type Limit Theorem, the Holder-Young-Brascamp-Lieb Inequality, and the Asymptotic Theory of Integrals and Quadratic Forms of Stationary Fields
Florin Avram, Nikolai Leonenko, Ludmila Sakhno
math.OC2014
Semi-infinite optimization with sums of exponentials via polynomial approximation
Bogdan Dumitrescu, Bogdan C. Sicleru, Florin Avram
math.PR2007
On the optimal dividend problem for a spectrally negative Lévy process
Florin Avram, Zbigniew Palmowski, Martijn R. Pistorius
math.PR2018
First passage problems for upwards skip-free random walks via the $Φ,W,Z$ paradigm
Florin Avram, Matija Vidmar
math.PR2017
Spectrally negative Lévy processes with Parisian reflection below and classical reflection above
Florin Avram, José Luis Pérez, Kazutoshi Yamazaki
math.PR2018
General drawdown of general tax model in a time-homogeneous Markov framework
Florin Avram, Bin Li, Shu Li
math.PR2019
Beyond Wentzell-Freidlin: semi-deterministic approximations for diffusions with small noise and a repulsive critical boundary point
Florin Avram, Jacky Cresson
math.PR2017
Steady-state analysis of single exponential vacation in a $PH/MSP/1/\infty$ queue using roots
Abhijit Datta Banik, Mohan L. Chaudhry, Florin Avram
math.PR2007
A two-dimensional ruin problem on the positive quadrant
Florin Avram, Zbigniew Palmowski, Martijn Pistorius
math.PR2013
On Dümbgen's exponentially modified Laplace continued fraction for Mill's ratio
Florin Avram
math.PR2009
Exit problem of a two-dimensional risk process from the quadrant: Exact and asymptotic results
Florin Avram, Zbigniew Palmowski, Martijn R. Pistorius
math.PR2012
On matrix exponential approximations of the infimum of a spectrally negative Levy process
Florin Avram, Andras Horvath, M. R. Pistorius
math.PR2016
On fluctuation theory for spectrally negative Levy processes with Parisian reflection below, and applications
Florin Avram, Xiaowen Zhou
math.PR2010
A Lie systems approach for the first passage-time of piecewise deterministic processes
Florin Avram, José F. Cariñena, Javier de Lucas
math.PR2015
On the central management of risk networks
Florin Avram, Andreea Minca