Sponsor Profile

Corina Constantinescu - Applied Maths

Corina Constantinescu Reader in Mathematics, Director of the Institute for Financial and Actuarial Mathematics. She has expertise in stochastic modelling of processes with jumps and various dependence structures, mainly present in insurance models. One of her primary research interests is the first passage time of stochastic systems, the time taken for a state variable to reach a certain value, as for instance the probability of ruin of an insurance company. Additional expertise is in analytical methods for deriving exact or asymptotic results for ruin probabilities, with light or heavy-tailed assumptions in complex insurance risk models. A more recent research interest is in correctly pricing car insurance in European countries in which the gender considerations have been removed from the underwriting process.


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Open Days for Candidates

15th & 26th March 2018

Applications Close

21st May 2018


8th & 12th June 2018

Start the Fellowship

June 2018 - March 2019