Dimitrios G. Konstantinides

Available identifiers

zbMath Open konstantinides.dimitrios-gMaRDI QIDQ343961

List of research outcomes

Publication	Date of Publication	Type
Multivariate regularly varying insurance and financial risks in multidimensional risk models	2024-11-15	Paper
On the non-closure under convolution for strong subexponential distributions	2023-01-11	Paper
A note on product-convolution for generalized subexponential distributions	2022-11-09	Paper
Uniform asymptotic estimates in a time-dependent risk model with general investment returns and multivariate regularly varying claims	2022-08-26	Paper
Exhibiting abnormal returns under a risk averse strategy	2019-12-19	Paper
Forecasting mortality rate by multivariate singular spectrum analysis	2019-02-08	Paper
Asymptotics for ruin probabilities in a discrete-time risk model with dependent financial and insurance risks	2018-07-11	Paper
Distributions with heavy tails in Orlicz spaces	2018-01-26	Paper
Risk Theory	2017-08-24	Paper
Asymptotic ruin probabilities for a multidimensional renewal risk model with multivariate regularly varying claims	2016-11-21	Paper
Coherent Risk Measures Under Dominated Variation	2015-10-15	Paper
The restricted convex risk measures in actuarial solvency	2015-05-04	Paper
Uniform Asymptotics for Discounted Aggregate Claims in Dependent Risk Models	2014-10-15	Paper
Precise large deviations for consistently varying-tailed distributions in the compound renewal risk model	2014-01-15	Paper
Risk models with extremal subexponentiality	2013-09-16	Paper
https://portal.mardi4nfdi.de/entity/Q2895134	2012-07-02	Paper
Precise Large Deviations for Sums of Negatively Dependent Random Variables with Common Long-Tailed Distributions	2012-06-08	Paper
Extremal Subexponentiality in Ruin Probabilities	2011-11-18	Paper
Characterization of tails through hazard rate and convolution closure properties	2011-10-25	Paper
Risk measures in ordered normed linear spaces with non-empty cone-interior	2011-08-01	Paper
The probabilities of absolute ruin in the renewal risk model with constant force of interest	2010-07-20	Paper
https://portal.mardi4nfdi.de/entity/Q3607215	2009-02-28	Paper
A two-fluid storage model with Lévy inputs and alternating outputs	2007-06-14	Paper
Large deviations and ruin probabilities for solutions to stochastic recurrence equations with heavy-tailed innovations	2005-11-14	Paper
Two-sided bounds for ruin probability under constant interest force	2005-06-28	Paper
Gnedenko-type limit theorems for cyclostationary \(c^2\)-processes	2004-10-15	Paper
Estimates for the ruin probability in the classical risk model with constant interest force in the presence of heavy tails.	2003-11-16	Paper
A local limit theorem for random walk maxima with heavy tails	2002-09-05	Paper
Ruin under interest force and subexponential claims: a simple treatment.	2000-01-01	Paper
Closure properties in positively decreasing and related distributions under dependence	N/A	Paper
A new approach in two-dimensional heavy-tailed distributions	N/A	Paper
Closure properties and heavy tails: random vectors in the presence of dependence	N/A	Paper
Background risk model in presence of heavy tails under dependence	N/A	Paper

Research outcomes over time

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