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Dimitrios G. Konstantinides
Dimitrios G. Konstantinides
Unknown affiliation
Verified email at aegean.gr
Title
Cited by
Year
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
22024
Closure properties and heavy tails: random vectors in the presence of dependence
DG Konstantinides, CD Passalidis
arXiv preprint arXiv:2402.09041, 2024
42024
A new approach in two-dimensional heavy-tailed distributions
DG Konstantinides, CD Passalidis
arXiv preprint arXiv:2402.09040, 2024
22024
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
22024
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
92023
Minimum of heavy-tailed random variables is not heavy tailed
R Leipus, J Šiaulys, D Konstantinides
AIMS mathematics 8 (6), 13066-13072, 2023
52023
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
42023
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
52022
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
142022
Exhibiting abnormal returns under a risk averse strategy
DG Konstantinides, GC Zachos
Methodology and Computing in Applied Probability 21, 551-566, 2019
52019
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
12018
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