Alexandros A. Zimbidis

Available identifiers

zbMath Open zimbidis.alexandros-aWikidataQ102109423 ScholiaQ102109423MaRDI QIDQ609675

List of research outcomes

Publication	Date of Publication	Type
Stochastic assessment of seismic risk using faults to address the incomplete information in historical catalogues	2023-07-13	Paper
Insurance pricing using \(H_{\infty}\)-control	2018-06-22	Paper
The classical Samuelson's model in a multi-country context under a delayed framework with interaction	2014-11-04	Paper
https://portal.mardi4nfdi.de/entity/Q3000221	2011-05-18	Paper
Optimal Management of a Variable Annuity Invested in a Black–Scholes Market Driven by a Multidimensional Fractional Brownian Motion	2011-03-08	Paper
Linear generalized stochastic systems for insurance portfolios	2011-01-13	Paper
Optimal premium pricing for a heterogeneous portfolio of insurance risks	2010-12-01	Paper
https://portal.mardi4nfdi.de/entity/Q3566022	2010-06-07	Paper
Optimal Control for Non-Homogeneous Linear Systems Driven by Fractional Noises	2010-03-19	Paper
Dynamic hedging of the mortality risk via a continuous control strategy of the portfolio of investments of a pension fund	2009-09-29	Paper
Modeling Earthquake Risk via Extreme Value Theory and Pricing the Respective Catastrophe Bonds	2009-06-15	Paper
Stochastic Control System for Mortality Benefits	2009-03-03	Paper
Premium and reinsurance control of an ordinary insurance system with liabilities driven by a fractional Brownian motion	2009-02-28	Paper
https://portal.mardi4nfdi.de/entity/Q3606318	2009-02-26	Paper
Optimal management of the safety loading and the exposure to proportional reinsurance coverage of anordinary insurance system using a diffusion approximation	2009-01-20	Paper
Dynamic simultaneous management of pension annuity payments and asset allocation strategy (an asset-liability model within a stochastic framework)	2008-12-01	Paper
Dynamic reforming of a quasi pay-as-you-go social security system within a discrete stochastic multidimensional framework using optimal control methods	2008-09-03	Paper
An Investigation of the Pay-As-You-Go Financing Method Using a Contingency Fund and Optimal Control Techniques	2006-01-05	Paper
https://portal.mardi4nfdi.de/entity/Q4817776	2004-09-21	Paper
The combined effect of delay and feedback on the insurance pricing process: a control theory approach	2001-01-01	Paper
Delay, feedback and variability of pension contributions and fund levels	1994-08-29	Paper

Research outcomes over time

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