Eleni Vatamidou

Available identifiers

zbMath Open vatamidou.eleniMaRDI QIDQ2065462

List of research outcomes

Publication	Date of Publication	Type
Efficient simulation of ruin probabilities when claims are mixtures of heavy and light tails	2022-01-07	Paper
Finite-time ruin probabilities under large-claim reinsurance treaties for heavy-tailed claim sizes	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	2020-07-03	Paper
On the accuracy of phase-type approximations of heavy-tailed risk models	2018-07-11	Paper
Corrected phase-type approximations of heavy-tailed risk models using perturbation analysis	2015-01-28	Paper
Corrected Phase-Type Approximations of Heavy-Tailed Queueing Models in a Markovian Environment	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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