Nikolaos E. Frangos

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Person:483624

Available identifiers

zbMath Open frangos.nikos-eWikidataQ102109418 ScholiaQ102109418MaRDI QIDQ483624

List of research outcomes

PublicationDate of PublicationType
Confidence intervals of the premiums of optimal bonus malus systems2018-08-31Paper
Bonus-Malus Systems with Two-Component Mixture Models Arising from Different Parametric Families2018-06-20Paper
Wiener-Poisson chaos expansion and numerical solutions of the Heath-Jarrow-Morton interest rate model2016-07-05Paper
The Design of an Optimal Bonus-Malus System Based on the Sichel Distribution2015-10-15Paper
Numerical methods for hyperbolic SPDEs: a Wiener chaos approach2014-12-17Paper
Contract pricing and utility sharing2014-06-30Paper
OPTIMAL BONUS-MALUS SYSTEMS USING FINITE MIXTURE MODELS2014-06-11Paper
Optimal investment and reinsurance policies in insurance markets under the effect of inside information2014-05-06Paper
Stochastic Burgers PDEs with random coefficients and a generalization of the Cole-Hopf transformation2014-04-28Paper
Sensitivity of the joint survival probability for reinsurance schemes2014-01-21Paper
Wiener Chaos Solutions for Linear Backward Stochastic Evolution Equations2011-10-11Paper
A Wiener Chaos Approach to Hyperbolic SPDEs2011-04-19Paper
Optimal premium pricing for a heterogeneous portfolio of insurance risks2010-12-01Paper
Modeling Earthquake Risk via Extreme Value Theory and Pricing the Respective Catastrophe Bonds2009-06-15Paper
Reinsurance control in a model with liabilities of the fractional Brownian motion type2008-06-18Paper
Ruin probability at a given time for a model with liabilities of the fractional Brownian motion type: A partial differential equation approach2007-05-29Paper
Modelling losses using an exponential-inverse Gaussian distribution2004-11-29Paper
Design of Optimal Bonus-Malus Systems With a Frequency and a Severity Component On an Individual Basis in Automobile Insurance2004-03-30Paper
https://portal.mardi4nfdi.de/entity/Q44278282003-09-22Paper
https://portal.mardi4nfdi.de/entity/Q44278522003-09-22Paper
The stochastic wave equation in two spatial dimensions2000-06-21Paper
https://portal.mardi4nfdi.de/entity/Q49456441998-01-01Paper
https://portal.mardi4nfdi.de/entity/Q48959771996-10-16Paper
https://portal.mardi4nfdi.de/entity/Q40290181993-03-28Paper
https://portal.mardi4nfdi.de/entity/Q39736101992-06-26Paper
Some inequalities for strong martingales1988-01-01Paper
The continuity of the quadratic variation of two-parameter martingales1988-01-01Paper
Quadratic variation for a class of L lo\(g^ +\,L\)-bounded two-parameter martingales1987-01-01Paper
On multiparameter ergodic and martingale theorems in infinite measure spaces1986-01-01Paper
On regularity of Banach-valued processes1985-01-01Paper
On Convergence of Vector valued Pramarts and Subpramarts1985-01-01Paper
https://portal.mardi4nfdi.de/entity/Q36925581985-01-01Paper

Research outcomes over time


Doctoral students

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