Apostolos D. Papaioannou

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
Fluctuations of Omega-killed level-dependent spectrally negative L\'evy processes (available as arXiv preprint)	N/A	Paper
Finite-time ruin probabilities via multivariate Lagrangian inversion Insurance Mathematics & Economics	2026-08-14	Paper
Lévy processes under level-dependent Poissonian switching (available as arXiv preprint)	2026-01-01	Paper
Lévy processes with partially stochastic resetting (available as arXiv preprint)	2026-01-01	Paper
Poissonian potential measures for refracted-reflected Lévy processes (available as arXiv preprint)	2026-01-01	Paper
Fluctuations of omega-killed level-dependent spectrally negative Lévy processes Stochastic Processes and their Applications	2025-05-06	Paper
Finite-Time Ruin for the Compound Markov Binomial Risk Model (available as arXiv preprint)	2025-01-01	Paper
Fluctuations of an omega-type killed process in discrete time Modern Stochastics. Theory and Applications	2024-10-24	Paper
Exit times for a discrete Markov additive process Journal of Theoretical Probability	2024-06-17	Paper
Gerber-Shiu theory for discrete risk processes in a regime switching environment Applied Mathematics and Computation	2024-04-18	Paper
Delayed capital injections for a risk process with Markovian arrivals Methodology and Computing in Applied Probability	2021-11-09	Paper
Exit Times for a Discrete Markov Additive Process	2020-08-15	Paper
On the time to ruin for a dependent delayed capital injection risk model Applied Mathematics and Computation	2019-11-27	Paper
Ruin probabilities under capital constraints Insurance Mathematics & Economics	2019-09-19	Paper
Pricing and simulating catastrophe risk bonds in a Markov-dependent environment Applied Mathematics and Computation	2019-03-29	Paper
Parisian ruin for the dual risk process in discrete-time European Actuarial Journal	2018-10-31	Paper
Asymptotic results for a Markov-modulated risk process with stochastic investment Journal of Computational and Applied Mathematics	2016-11-22	Paper
Catastrophe risk bonds with applications to earthquakes European Actuarial Journal	2015-07-29	Paper
On a perturbed by diffusion compound Poisson risk model with delayed claims and multi-layer dividend strategy Journal of Computational and Applied Mathematics	2014-06-06	Paper
Analysis of the Gerber-Shiu function and dividend barrier problems for a risk process with two classes of claims Insurance Mathematics & Economics	2012-02-10	Paper

Research outcomes over time

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