Joint tail of randomly weighted sums under generalized quasi asymptotic independence DG Konstantinides, CD Passalidis arXiv preprint arXiv:2408.01010, 2024 | | 2024 |
Background risk model in presence of heavy tails under dependence DG Konstantinides, CD Passalidis arXiv preprint arXiv:2405.03014, 2024 | 2 | 2024 |
Closure properties and heavy tails: random vectors in the presence of dependence DG Konstantinides, CD Passalidis arXiv preprint arXiv:2402.09041, 2024 | 4 | 2024 |
A new approach in two-dimensional heavy-tailed distributions DG Konstantinides, CD Passalidis arXiv preprint arXiv:2402.09040, 2024 | 2 | 2024 |
Closure properties in positively decreasing and related distributions under dependence DG Konstantinides, CD Passalidis, NE Porichis arXiv preprint arXiv:2402.05936, 2024 | | 2024 |
Multivariate regularly varying insurance and financial risks in multidimensional risk models M Cheng, DG Konstantinides, D Wang Journal of Applied Probability, 1-24, 2024 | 2 | 2024 |
Heavy-Tailed and Related Classes of Distributions R Leipus, J Šiaulys, D Konstantinides Closure Properties for Heavy-Tailed and Related Distributions: An Overview, 7-30, 2023 | | 2023 |
Summary of Closure Properties R Leipus, J Šiaulys, D Konstantinides Closure Properties for Heavy-Tailed and Related Distributions: An Overview …, 2023 | | 2023 |
Convolution-Root Closure R Leipus, J Šiaulys, D Konstantinides Closure Properties for Heavy-Tailed and Related Distributions: An Overview …, 2023 | | 2023 |
Closure Properties Under Tail-Equivalence, Convolution, Finite Mixing, Maximum, and Minimum R Leipus, J Šiaulys, D Konstantinides Closure Properties for Heavy-Tailed and Related Distributions: An Overview …, 2023 | | 2023 |
Product-Convolution of Heavy-Tailed and Related Distributions R Leipus, J Šiaulys, D Konstantinides Closure Properties for Heavy-Tailed and Related Distributions: An Overview …, 2023 | | 2023 |
Closure Properties for Heavy-Tailed and Related Distributions R Leipus, J Šiaulys, D Konstantinides Springer, Cham, 2023 | 9 | 2023 |
Minimum of heavy-tailed random variables is not heavy tailed R Leipus, J Šiaulys, D Konstantinides AIMS mathematics 8 (6), 13066-13072, 2023 | 5 | 2023 |
On the non-closure under convolution for strong subexponential distributions D Konstantinides, R Leipus, J Šiaulys Nonlinear analysis: modelling and control 28, 1-19, 2023 | 4 | 2023 |
Uniform asymptotic estimates in a time-dependent risk model with general investment returns and multivariate regularly varying claims M Cheng, DG Konstantinides, D Wang Applied Mathematics and Computation 434, 127436, 2022 | 5 | 2022 |
A note on product-convolution for generalized subexponential distributions D Konstantinides, R Leipus, J Šiaulys Nonlinear Analysis: Modelling and Control 27 (6), 1054-1067, 2022 | 14 | 2022 |
Exhibiting abnormal returns under a risk averse strategy DG Konstantinides, GC Zachos Methodology and Computing in Applied Probability 21, 551-566, 2019 | 5 | 2019 |
ABNORMAL RETURNS UNDER A RISK AVERSE STRATEGY DG Konstantinides, GC Zachos Proceedings of the 32nd Panhellenic Statistics Conference, 00-00, 2019 | | 2019 |
Precise large deviations for subexponential distributions in a multi risk model DG Konstantinides Risks 6 (2), 27, 2018 | | 2018 |
Ruin probabilities for a double renewal risk model with frequent premium arrivals DG Konstantinides Quant. Financ. Econ 2, 717-732, 2018 | 1 | 2018 |