The following pages link to Dimitrios G. Konstantinides (Q343961):
Displaying 38 items.
- Asymptotic ruin probabilities for a multidimensional renewal risk model with multivariate regularly varying claims (Q343963) (← links)
- Risk models with extremal subexponentiality (Q367563) (← links)
- Precise large deviations for consistently varying-tailed distributions in the compound renewal risk model (Q392706) (← links)
- (Q885546) (redirect page) (← links)
- A two-fluid storage model with Lévy inputs and alternating outputs (Q885547) (← links)
- (Q1413374) (redirect page) (← links)
- Estimates for the ruin probability in the classical risk model with constant interest force in the presence of heavy tails. (Q1413376) (← links)
- Ruin under interest force and subexponential claims: a simple treatment. (Q1584593) (← links)
- A local limit theorem for random walk maxima with heavy tails (Q1613018) (← links)
- Distributions with heavy tails in Orlicz spaces (Q1692254) (← links)
- Two-sided bounds for ruin probability under constant interest force (Q1781720) (← links)
- Gnedenko-type limit theorems for cyclostationary \(c^2\)-processes (Q1881776) (← links)
- Uniform asymptotic estimates in a time-dependent risk model with general investment returns and multivariate regularly varying claims (Q2168589) (← links)
- Risk measures in ordered normed linear spaces with non-empty cone-interior (Q2276210) (← links)
- Exhibiting abnormal returns under a risk averse strategy (Q2282734) (← links)
- The restricted convex risk measures in actuarial solvency (Q2343100) (← links)
- Large deviations and ruin probabilities for solutions to stochastic recurrence equations with heavy-tailed innovations (Q2571701) (← links)
- Precise Large Deviations for Sums of Negatively Dependent Random Variables with Common Long-Tailed Distributions (Q2890096) (← links)
- (Q2895134) (← links)
- Uniform Asymptotics for Discounted Aggregate Claims in Dependent Risk Models (Q2923428) (← links)
- Characterization of tails through hazard rate and convolution closure properties (Q3094479) (← links)
- Extremal Subexponentiality in Ruin Probabilities (Q3098927) (← links)
- Coherent Risk Measures Under Dominated Variation (Q3193129) (← links)
- The probabilities of absolute ruin in the renewal risk model with constant force of interest (Q3578667) (← links)
- (Q3607215) (← links)
- Asymptotics for ruin probabilities in a discrete-time risk model with dependent financial and insurance risks (Q4576918) (← links)
- Forecasting mortality rate by multivariate singular spectrum analysis (Q4620231) (← links)
- A note on product-convolution for generalized subexponential distributions (Q5046694) (← links)
- On the non-closure under convolution for strong subexponential distributions (Q5060723) (← links)
- Risk Theory (Q5349337) (← links)
- Closure properties in positively decreasing and related distributions under dependence (Q6520998) (← links)
- A new approach in two-dimensional heavy-tailed distributions (Q6521753) (← links)
- Closure properties and heavy tails: random vectors in the presence of dependence (Q6521754) (← links)
- Background risk model in presence of heavy tails under dependence (Q6533352) (← links)
- Multivariate regularly varying insurance and financial risks in multidimensional risk models (Q6639533) (← links)
- Joint tail of randomly weighted sums under generalized quasi asymptotic independence (Q6739031) (← links)
- Random vectors in the presence of a single big jump (Q6748702) (← links)
- Uniform asymptotic estimates for ruin probabilities of a multidimensional risk model with cadlag returns and multivariate heavy tailed claims (Q6758580) (← links)
