The following pages link to Nikolaos E. Frangos (Q483624):
Displaying 35 items.
- Numerical methods for hyperbolic SPDEs: a Wiener chaos approach (Q483625) (← links)
- Optimal premium pricing for a heterogeneous portfolio of insurance risks (Q609676) (← links)
- (Q1064601) (redirect page) (← links)
- On regularity of Banach-valued processes (Q1064603) (← links)
- On multiparameter ergodic and martingale theorems in infinite measure spaces (Q1077067) (← links)
- Quadratic variation for a class of L lo\(g^ +\,L\)-bounded two-parameter martingales (Q1094751) (← links)
- Some inequalities for strong martingales (Q1106545) (← links)
- The continuity of the quadratic variation of two-parameter martingales (Q1112447) (← links)
- (Q1307073) (redirect page) (← links)
- The stochastic wave equation in two spatial dimensions (Q1307074) (← links)
- (Q1888892) (redirect page) (← links)
- Modelling losses using an exponential-inverse Gaussian distribution (Q1888893) (← links)
- Stochastic Burgers PDEs with random coefficients and a generalization of the Cole-Hopf transformation (Q2447712) (← links)
- Wiener-Poisson chaos expansion and numerical solutions of the Heath-Jarrow-Morton interest rate model (Q2629200) (← links)
- Sensitivity of the joint survival probability for reinsurance schemes (Q2870748) (← links)
- A Wiener Chaos Approach to Hyperbolic SPDEs (Q3168703) (← links)
- Wiener Chaos Solutions for Linear Backward Stochastic Evolution Equations (Q3174596) (← links)
- The Design of an Optimal Bonus-Malus System Based on the Sichel Distribution (Q3193133) (← links)
- Ruin probability at a given time for a model with liabilities of the fractional Brownian motion type: A partial differential equation approach (Q3440865) (← links)
- Reinsurance control in a model with liabilities of the fractional Brownian motion type (Q3505202) (← links)
- Modeling Earthquake Risk via Extreme Value Theory and Pricing the Respective Catastrophe Bonds (Q3632835) (← links)
- On Convergence of Vector valued Pramarts and Subpramarts (Q3687448) (← links)
- (Q3692558) (← links)
- (Q3973610) (← links)
- (Q4029018) (← links)
- (Q4427828) (← links)
- (Q4427852) (← links)
- Design of Optimal Bonus-Malus Systems With a Frequency and a Severity Component On an Individual Basis in Automobile Insurance (Q4461278) (← links)
- Bonus-Malus Systems with Two-Component Mixture Models Arising from Different Parametric Families (Q4567960) (← links)
- Confidence intervals of the premiums of optimal bonus malus systems (Q4583606) (← links)
- (Q4895977) (← links)
- (Q4945644) (← links)
- Contract pricing and utility sharing (Q5165559) (← links)
- Optimal investment and reinsurance policies in insurance markets under the effect of inside information (Q5414518) (← links)
- OPTIMAL BONUS-MALUS SYSTEMS USING FINITE MIXTURE MODELS (Q5419646) (← links)
