Florin Avram's Home Page

Florin Avram
Prof. Florin Avram
Department de Mathematiques,Universite de Pau, France 64000
office: IPRA 232
e-mail: Florin.Avram@univ-Pau.fr

A short professional biography:

Before coming to the Department of Mathematics, University of Pau, I have worked in reverse chronological order in the Department of Actuarial Mathematics and Statistics at Heriot-Watt University, 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.

News: :

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


My principal research interests are probability and optimization, especially as applied to ruin theory, stochastic networks, mathematical finance and statistics. Here are some older lecture notes in English: Note: These notes are not (and will never be) in their definitive form.
If however, you think that the .tex source might still be useful to you, just drop me an email. You may use them, in the "Linux spirit".

Profesional links in Probability/OR

Mathematical Finance