Eleni Vatamidou

MaRDI QIDQ2065462zbMATH OpenFDO

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!

Publication	Date of Publication	Type
Efficient simulation of ruin probabilities when claims are mixtures of heavy and light tails Methodology and Computing in Applied Probability	2022-01-07	Paper
Finite-time ruin probabilities under large-claim reinsurance treaties for heavy-tailed claim sizes Journal of Applied Probability	2020-07-22	Paper
Phase-type approximations perturbed by a heavy-tailed component for the Gerber-shiu function of risk processes with two-sided jumps Stochastic Models	2020-07-03	Paper
On the accuracy of phase-type approximations of heavy-tailed risk models Scandinavian Actuarial Journal	2018-07-11	Paper
On the accuracy of phase-type approximations of heavy-tailed risk models Scandinavian Actuarial Journal	2018-07-11	Paper
Corrected phase-type approximations of heavy-tailed risk models using perturbation analysis Insurance Mathematics & Economics	2015-01-28	Paper
Corrected phase-type approximations of heavy-tailed queueing models in a Markovian environment Stochastic Models	2015-01-09	Paper
Corrected phase-type approximations of heavy-tailed queueing models in a Markovian environment Stochastic Models	2015-01-09	Paper
Corrected phase-type approximations of heavy-tailed queueing models in a Markovian environment	2014-05-01	Paper
Corrected phase-type approximations for the workload of the MAP/G/1 queue with heavy-tailed service times	2014-05-01	Paper

Research outcomes over time

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