Georgios Psarrakos

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
Comparisons of variances through the probabilistic mean value theorem and applications
Advances in Applied Probability
2026-04-13Paper
On defective renewal equations and compound geometric distributions, with applications in ruin theory
Methodology and Computing in Applied Probability
2025-07-30Paper
On the flexibility and loading maximization for weighted premiums
Applied Mathematics and Computation
2025-04-24Paper
Bivariate dependence, stochastic orders and conditional tails of the recurrence times in a renewal process
Modern Stochastics. Theory and Applications
2025-04-22Paper
Calculating premium principles from the mode of a unimodal weighted distribution
ASTIN Bulletin
2025-01-22Paper
Probabilistic mean value theorems for conditioned random variables with applications
Applied Stochastic Models in Business and Industry
2024-07-18Paper
On probabilistic mean value theorem and covariance identities
Journal of Computational and Applied Mathematics
2024-07-15Paper
A family of variability measures based on the cumulative residual entropy and distortion functions
Insurance Mathematics & Economics
2024-02-13Paper
Relations between integrated tails and moments based on the deficit at ruin in the renewal risk model
Communications in Statistics: Theory and Methods
2022-10-04Paper
How a probabilistic analogue of the mean value theorem yields stein-type covariance identities
Journal of Applied Probability
2022-07-08Paper
On the elasticity of expected interepoch intervals in a non-homogeneous Poisson process under small variations of hazard rate
Probability in the Engineering and Informational Sciences
2022-04-14Paper
Exact results and bounds for the joint tail and moments of the recurrence times in a renewal process
Methodology and Computing in Applied Probability
2022-01-07Paper
A family of weighted distributions based on the mean inactivity time and cumulative past entropies
Ricerche di Matematica
2021-12-03Paper
Sensitivity analysis and tail variability for the Wang's actuarial index
Insurance Mathematics & Economics
2021-06-21Paper
Recruitment and survival time under mean residual lifetime bias sampling
Statistics
2020-09-03Paper
Increasing concave orderings of linear combinations of order statistics with applications to social welfare
Metrika
2020-06-16Paper
On a family of risk measures based on proportional hazards models and tail probabilities
Insurance Mathematics & Economics
2019-05-23Paper
Stochastic comparisons of interfailure times under a relevation replacement policy
Journal of Applied Probability
2018-09-26Paper
A residual inaccuracy measure based on the relevation transform
Metrika
2018-02-09Paper
On the generalized cumulative residual entropy weighted distributions
Communications in Statistics: Theory and Methods
2017-12-06Paper
An operator property of the distribution of a nonhomogeneous Poisson process with applications
Methodology and Computing in Applied Probability
2017-09-18Paper
Characterizations based on generalized cumulative residual entropy functions
Communications in Statistics: Theory and Methods
2017-04-25Paper
On the generalized cumulative residual entropy with applications in actuarial science
Journal of Computational and Applied Mathematics
2016-09-12Paper
On asymptotic equivalence among the solutions of some defective renewal equations
Lithuanian Mathematical Journal
2015-11-06Paper
On the integrated tail of the deficit in the renewal risk model
Methodology and Computing in Applied Probability
2015-07-31Paper
The covariance between the surplus prior to and ruin in the classical risk model
ASTIN Bulletin
2013-12-12Paper
Generalized cumulative residual entropy and record values
Metrika
2013-08-02Paper
Some extensions of the residual lifetime and its connection to the cumulative residual entropy
Probability in the Engineering and Informational Sciences
2012-06-27Paper
On the DFR property of the compound geometric distribution with applications in risk theory
Insurance Mathematics & Economics
2012-02-10Paper
Some results on the joint distribution prior to and at the time of ruin in the classical model
Scandinavian Actuarial Journal
2011-11-26Paper
Ratio monotonicity for tail probabilities in the renewal risk model
Probability in the Engineering and Informational Sciences
2011-05-18Paper
Monotonicity properties and the deficit at ruin in the Sparre Andersen model
Scandinavian Actuarial Journal
2011-02-22Paper
Tail bounds for the distribution of the deficit in the renewal risk model
Insurance Mathematics & Economics
2010-06-08Paper
A note on convolutions of compound geometric distributions
Statistics & Probability Letters
2009-05-12Paper
A Generalization of the Lundberg Condition in the Sparre Andersen Model and Some Applications
Stochastic Models
2009-04-08Paper
Asymptotic results for heavy-tailed distributions using defective renewal equations
Statistics & Probability Letters
2009-04-03Paper
Tail bounds for the joint distribution of the surplus prior to and at ruin
Insurance Mathematics & Economics
2008-08-22Paper


Research outcomes over time


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