| A class of heavy tailed distributions DG Konstantinides J. Numer. Appl. Math 96, 127-138, 2008 | 11 | 2008 |
| A local limit theorem for random walk maxima with heavy tails S Asmussen, V Kalashnikov, D Konstantinides, C Klüppelberg, ... Statistics & probability letters 56 (4), 399-404, 2002 | 109 | 2002 |
| A new approach in two-dimensional heavy-tailed distributions DG Konstantinides, CD Passalidis arXiv preprint arXiv:2402.09040, 2024 | 2 | 2024 |
| 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 |
| A simple proof of a result of Asmussen V Kalashnikov, D Konstantinides University of Copenhagen, laboratory of Actuarial Mathematics, 1999 | 1 | 1999 |
| A test of fit for the generalized Pareto distribution based on transforms D Konstantinides, SG Meintanis Proc. 3rd Conf. in Actuarial Science and Finance in Samos, 2004 | 2 | 2004 |
| A two-fluid actuarial model with an alternating payoff policy DG Konstantinides, NU Prabhu Cornell University Operations Research and Industrial Engineering, 2005 | | 2005 |
| A two-fluid model with an alternating release policy. DG Konstantinides, NU Prabhu INSURANCE MATHEMATICS & ECONOMICS 37 (2), 374-374, 2005 | | 2005 |
| A two-fluid storage model with Lévy inputs and alternating outputs DG Konstantinides, NU Prabhu Queueing Systems 55, 139-146, 2007 | 2 | 2007 |
| ABNORMAL RETURNS UNDER A RISK AVERSE STRATEGY DG Konstantinides, GC Zachos Proceedings of the 32nd Panhellenic Statistics Conference, 00-00, 2019 | | 2019 |
| ACCURACY OF BETAS BY USING A COMPARATIVE METHODOLOGY DG Konstantinides, GC Zachos Proceedings of the 28th Panhellenic Statistics Conference, 400-413, 2015 | | 2015 |
| Acknowledgement to Reviewers of Risks in 2017 J Abaluck, M Herdegen, MR Powers, A Abdymomunov, M Hertrich, ... | | 2018 |
| An analytical approach to the two-fluid theory of Prigogine and German for Town Traffic DG Konstantinides, NU Prabhu Cornell University Operations Research and Industrial Engineering, 2005 | | 2005 |
| Asymptotic ruin probabilities for a multidimensional renewal risk model with multivariate regularly varying claims DG Konstantinides, J Li Insurance: Mathematics and Economics 69, 38-44, 2016 | 31 | 2016 |
| Asymptotics for ruin probabilities in a discrete-time risk model with dependent financial and insurance risks Y Yang, DG Konstantinides Scandinavian Actuarial Journal 2015 (8), 641-659, 2015 | 40 | 2015 |
| Background risk model in presence of heavy tails under dependence DG Konstantinides, CD Passalidis arXiv preprint arXiv:2405.03014, 2024 | 2 | 2024 |
| Canonical modelling for coherent risk measures in dominated variation of tails DG Konstantinides, CE Kountzakis | | |
| Characterization of tails through hazard rate and convolution closure properties AG Bardoutsos, DG Konstantinides Journal of Applied Probability 48 (A), 123-132, 2011 | 12 | 2011 |
| Characterization through hazard rate of heavy tailed distributions and some convolution closure A Bardoutsos, D Konstantinides Conference in Actuarial Science and Finance, Date: 2010/06/03-2010/06/06 …, 2010 | | 2010 |
| Closure properties and heavy tails: random vectors in the presence of dependence DG Konstantinides, CD Passalidis arXiv preprint arXiv:2402.09041, 2024 | 4 | 2024 |
