florin avram
61
Documents
Présentation
Before coming to the [Department of Mathematics, University of Pau](http://lma.univ-pau.fr/accueil/index.php), I have worked in reverse chronological order in the [Department of Actuarial Mathematics and Statistics](http://www.ma.hw.ac.uk/ams.html) at [Heriot-Watt University](http://www.hw.ac.uk/), in the Operations Research Center at MIT, in Departmento de Estatistica, Universidade de Campinas, Brazil, the departments of mathematics at Utah State in Logan, and at Northeastern University, Boston (eight years), Cornell, Purdue and Chapel Hill.
My principal research interests are probability and optimization, especially as applied to ruin theory, stochastic networks, mathematical finance and statistics.
News:
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Guest Editor of Special Issue "Exit Problems for Levy and Markov Processes with One-Sided Jumps and Related Topics" in Risks Journal, 30 April 2019 http://www.mdpi.com/journal/risks/special\_issues/Exit\_Problems\_Levy\_Markov
Publications
On matrix exponential approximations of the infimum of a spectrally negative Levy processJournees MAS, 2012, Clermont Ferrand, 29-31 aout 2012, 2012, Unknown
Communication dans un congrès
hal-00868435v1
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Weiss Johnson-Taaffe type matrix exponential approximationsWorkshop on Optimization, Scheduling and Queues,, 2012, Unknown
Communication dans un congrès
hal-00868434v1
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On moments based matrix-exponential approximations of the Pollaczek-Khinchine formulaXI eme Colloque Franco-Roumain de Mathematiques Appliquees, 24-28 aout 2012, 2012, Unknown
Communication dans un congrès
hal-00868433v1
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Loss systems with slow retrials in the Halfin-Whitt9th International Workshop on Retrial Queues, June 28-30, 2012, Seville, Spain, 2012, Unknown
Communication dans un congrès
hal-00868436v1
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Sur les probabilites stationnaires des files d'attente avec reessaiesALEA, 7-11 mars 2011, 2011, Unknown
Communication dans un congrès
hal-00868142v1
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A Lie Systems Approach for the First Passage-Time of Piecewise Deterministic ProcessesModern Trends in Controlled Stochastic Processes, 13-16 Juillet 2010, Liverpool, Royaume Uni, 2010, Unknown
Communication dans un congrès
hal-00868170v1
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On Lie systems and first time passage problems for stochastic processesMCQT'10, 28 juin-01juillet 2010, Toledo, Espagne, 2010, Unknown
Communication dans un congrès
hal-00868173v1
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On two symbolic-numeric approaches for retrial queuesWorkshop on Queuing Networks, 5 octobre 2010, EURANDOM, Eindhoven, Pays Bas, 2010, Unknown
Communication dans un congrès
hal-00868174v1
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On exact and asymptotic formulas for multiserver retrial queuesDiaspora în Cercetarea Știinţifică Românească și Învățământul Superior" 21-24 septembre 2010, Bucharest, Roumanie, 2010, Unknown
Communication dans un congrès
hal-00868172v1
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Méthodes Lie dans l'étude des processus de MarkovProjet LEA MATH MODE, Méthodes algébriques en probabilités et statistique, 2-3 aout 2010, Bucarest, Roumanie, 2010, Unknown
Communication dans un congrès
hal-00868171v1
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Some examples of large deviations approximations for the stationary distribution of queueing networksThe Pyrenees International Workshop on Statistics, Probability and Operations Research, 15-18 septembre 2009, Jaca, Espagne, 2009, Unknown, pp.1
Communication dans un congrès
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Some Examples of Asymptotic Approximations for the Stationary Distribution of Queueing NetworksSummer School in Applied Probability, 11-21 mai 2009,Fields Institute, Carleton University, Ottawa,Canada, 2009, Unknown
Communication dans un congrès
hal-00866911v1
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Matematică și epidemiiOuvrages hal-03640965v1 |
Harmonic analysis tools for statistical inference in spectral domain.xx. Dependence in Probability and Statistics. Lecture Notes in Statistics. Ed.:P. Doukhan, G. Lang, D. Surgailis, and G. Teyssière., Springer, pp.59--71, 2010
Chapitre d'ouvrage
hal-00868496v1
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A Lie Systems Approach for the First Passage-Time of Piecewise Deterministic ProcessesMODERN TRENDS IN CONTROLLED STOCHASTIC PROCESSES : theory and applications., 4, pp.144--160, 2010
Chapitre d'ouvrage
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