Esther Frostig received D.Sc degree in Operations Research from the Technion-Israel Institute of technology in 1984 and joined the department of statistics at the University of Haifa in 1986. She had visiting positions in the College of Management at Georgia Tech, State University of Iowa  and the University of Lausanne. She is a member of the editorial board of Methodology and Computing in Applied Probability. Her research interests are queueing systems, ruin theory in actuarial sciences, dependence  and stochastic ordering with applications to actuarial sciences.  

 Queueing systems, actuarial science, applied probability. 

• Frostig, E. (1988). Stochastic scheduling problems with intree precedence constraints, Operations Research 36, 937-944. 
• Frostig, E.  (2001). A Comparison between homogeneous and heterogeneous Portfolios. Insurance: Mathematics and Economics 29,  59-71.
• Frostig, E.  (2001). Comparison of portfolios which depend on multivariate Bernoulli random variables with Fixed Marginals. Insurance: Mathematics and Economics 29,  319-332.
• Frostig, E.  (2002). Comparison between future lifetime distribution and its approximation .  North American Actuarial Journal  6,  11-17.
• Frostig, E.  (2003). Ordering ruin probabilities for dependent claim streams.  Insurance: Mathematics and Economics 32,  93-114. 
• Frostig, E.  (2004). Upper bounds on the expected time to ruin and on the expected recovery time.  Advances in Applied  Probability 36, 377-397.
• Frostig, E.  (2005). The expected time to ruin in a risk process with constant barrier via martingales .  Insurance: Mathematics and Economics  37, 216-28.
• Frostig, E., and Denuit, M.  (2006). Monotonicity results for portfolios with heterogeneous arrival process. Insurance: Mathematics and Economics 38, 484-494.
• Denuit, M., Frostig, E. and Levikson,B. (2007).  Supermodular comparison of time –to-ruin random vectors.  Methodology and Computing in Applied Probability  9, 41-54.
• Frostig, E. (2015). The moments of the discounted loss and the discounted dividends for a spectrally negative Lévy risk process. Journal of Applied Probability  52, 665-687.