Nikolaos E. Frangos

Available identifiers

zbMath Open frangos.nikos-eWikidataQ102109418 ScholiaQ102109418MaRDI QIDQ483624

List of research outcomes

Publication	Date of Publication	Type
Confidence intervals of the premiums of optimal bonus malus systems	2018-08-31	Paper
Bonus-Malus Systems with Two-Component Mixture Models Arising from Different Parametric Families	2018-06-20	Paper
Wiener-Poisson chaos expansion and numerical solutions of the Heath-Jarrow-Morton interest rate model	2016-07-05	Paper
The Design of an Optimal Bonus-Malus System Based on the Sichel Distribution	2015-10-15	Paper
Numerical methods for hyperbolic SPDEs: a Wiener chaos approach	2014-12-17	Paper
Contract pricing and utility sharing	2014-06-30	Paper
OPTIMAL BONUS-MALUS SYSTEMS USING FINITE MIXTURE MODELS	2014-06-11	Paper
Optimal investment and reinsurance policies in insurance markets under the effect of inside information	2014-05-06	Paper
Stochastic Burgers PDEs with random coefficients and a generalization of the Cole-Hopf transformation	2014-04-28	Paper
Sensitivity of the joint survival probability for reinsurance schemes	2014-01-21	Paper
Wiener Chaos Solutions for Linear Backward Stochastic Evolution Equations	2011-10-11	Paper
A Wiener Chaos Approach to Hyperbolic SPDEs	2011-04-19	Paper
Optimal premium pricing for a heterogeneous portfolio of insurance risks	2010-12-01	Paper
Modeling Earthquake Risk via Extreme Value Theory and Pricing the Respective Catastrophe Bonds	2009-06-15	Paper
Reinsurance control in a model with liabilities of the fractional Brownian motion type	2008-06-18	Paper
Ruin probability at a given time for a model with liabilities of the fractional Brownian motion type: A partial differential equation approach	2007-05-29	Paper
Modelling losses using an exponential-inverse Gaussian distribution	2004-11-29	Paper
Design of Optimal Bonus-Malus Systems With a Frequency and a Severity Component On an Individual Basis in Automobile Insurance	2004-03-30	Paper
https://portal.mardi4nfdi.de/entity/Q4427828	2003-09-22	Paper
https://portal.mardi4nfdi.de/entity/Q4427852	2003-09-22	Paper
The stochastic wave equation in two spatial dimensions	2000-06-21	Paper
https://portal.mardi4nfdi.de/entity/Q4945644	1998-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q4895977	1996-10-16	Paper
https://portal.mardi4nfdi.de/entity/Q4029018	1993-03-28	Paper
https://portal.mardi4nfdi.de/entity/Q3973610	1992-06-26	Paper
Some inequalities for strong martingales	1988-01-01	Paper
The continuity of the quadratic variation of two-parameter martingales	1988-01-01	Paper
Quadratic variation for a class of L lo\(g^ +\,L\)-bounded two-parameter martingales	1987-01-01	Paper
On multiparameter ergodic and martingale theorems in infinite measure spaces	1986-01-01	Paper
On regularity of Banach-valued processes	1985-01-01	Paper
On Convergence of Vector valued Pramarts and Subpramarts	1985-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3692558	1985-01-01	Paper

Research outcomes over time

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