Logo Université Laval Logo Université Laval
Faculté des sciences et de génie
EN

Ilie Radu Mitric

Professeur agrégé, Directeur de département

Radu Mitric est professeur à l’École d’actuariat. Il poursuit des recherches en théorie de la ruine, théorie du risque et processus stochastiques, et se spécialise dans l’étude de fonctions Gerber-Shiu, mesures de risque et équations intégrales.

Champs d'intérêts

  • Théorie du risque
  • Théorie de la ruine
  • Mathématiques financières
  • Mathématiques actuarielles d'assurance vie
  • Probabilités
  • Mathématiques actuarielles IARD

ACT-1003 Compléments de mathématiques
ACT-2007  Mathématiques actuarielles vie II
ACT-7002 Modèles avancés de la théorie du risque
ACT-7010 Mathématiques actuarielles vie I

  • Théorie du risque
  • Théorie de la ruine
  • Processus stochastiques

  • Avram, F., Mitric, I-R. (2015). "On ruin probability and busy period densities for processes with phase-type jumps",
  • Mitric, I.R., Trufin, J. (2015). "On a risk measure inspired from the ruin probability and the expected deficit at ruine", Scandinavian Actuarial Journal,10, 932-951, ,
  • Mitric R., Badescu A. and Stanford D. (2012). "On the absolute ruin problem in a Sparre Andersen risk model with constant interest", Insurance : Mathematics and Economics, 50, 167 - 178,
  • Mitric, I.-R. and Sendova, K. (2011). "On a multi-threshold compound Poisson surplus process with interest", Scandinavian Actuarial Journal, 2, 75-95,
  • Mitric, I.-R., Sendova, K. and C. C.-L. Tsai (2010). "On a multi-threshold compound Poisson process perturbed by diffusion", Statistics and Probability Letters, 80, 366-375,
  • Mitric R. and Constanda C. (2006). "Boundary integral equation methods for a refined model of elastic plates", Mathematics and Mechanics of Solids 11, 642-654,
  • Mitric R. and Schiavone P. (2006). "Mixed Boundary Value Problems of the Fourth Kind in an Enhanced Theory of Bending of Elastic Plates", Mathematics and Mechanics of Solids, 11 : 513-526,
  • Mitric R., Constanda C. and Schiavone P. (2005). "Integral methods for mechanical sensor design and performance testing in plates with transverse shear deformation and transverse normal strain", Computational Advances in Multi-sensor Adaptive Processing, IEEE (Proceedings), 77 - 80,
  • Mitric R. and Constanda C. (2005). "Integration of an equilibrium system in an enhanced theory of bending of elastic plates", Journal of Elasticity 81, 63-74,
  • Mitric R. and Constanda C. (2004). "Analytic solution for an enhanced theory of bending of plates", Integral Methods in Science and Engineering : Analytic and Numerical Techniques, Birkhauser, Boston, (Proceedings) 151-156,
  • Mitric R. and Schiavone P. (2004). "Integral Solution of a Problem with Non-standard Boundary Conditions in an Enhanced Theory of Bending of Elastic Plates", Journal of Elasticity 75 : 57 - 68,
  • Mitric R. and Constanda C. (2002). "An enhanced theory of bending of plates", Integral Methods in Science and Engineering, Birkhauser, Boston, (Proceedings) 191 - 196

  • On the conditional moments of compound renewal sums with discounted claims taking into account the past information (Décembre 2016)
    Réunion d'hiver de la Société Mathématique du Canada (SMC), Niagara Falls, Ontario, Canada
  • Properties of a risk mesure inspired from the ruin probability and the deficit at ruine (Juillet 2014)
    Risk Analysis, Ruin and Extremes Workshop, Nankai University, Tianjin, China
  • On a risk measure inspired from the ruin probability and the expected deficit at ruin (Novembre 2013)
    Montréal Seminar of Actuariat and Financial Mathematics, Montréal, Canada
  • On a Risk Measure inspired from the Ruin Probability (Août 2013)
    48th Actuarial Research Conference, Temple University, Philadelphie, États-Unis

  • Ph. D. Statistique/Actuariat, University of Western Ontario (2010)
  • Ph. D. Mathématiques, University of Strathclyde (2002)
  • M. Sc. Actuariat, University of Western Ontario (2008)
  • M. Sc. Mathématiques, AI. I. Cuza University (1997)
  • B. Sc. Mathématiques, AI. I. Cuza University (1996)