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.

https://www.liverpool.ac.uk/mathematical-sciences/staff/dana-constantinescu/