10 citations · 23 across the 11 of their papers we have counts for
11 papers
A tail-shape actuarial index based on equal level relationships between Value at Risk and Expected Shortfall
Georgios I. Papayiannis, Georgios Psarrakos
We introduce a new actuarial tail-shape index, the -index, based on a probability equal level relationship between Value at Risk and Expected Shortfall. The index is defined at…
Barycentric model aggregation in the Wasserstein space of distributions and a variational approach to consistency
Emmanouil Androulakis, Georgios I. Papayiannis, Athanasios N. Yannacopoulos
We study the problem of model aggregation within the Wasserstein space for probability measures on the real line. Given a fixed finite collection of candidate probability models, w…
Probabilistic Scenario-Based Assessment of National Food Security Risks with Application to Egypt and Ethiopia
Phoebe Koundouri, Georgios I. Papayiannis, Achilleas Vassilopoulos +1
This study presents a novel approach to assessing food security risks at the national level, employing a probabilistic scenario-based framework that integrates both Shared Socioeco…
Consensus group decision making under model uncertainty with a view towards environmental policy making
Phoebe Koundouri, Georgios I. Papayiannis, Electra V. Petracou +1
In this paper we propose a consensus group decision making scheme under model uncertainty consisting of an iterative two-stage procedure and based on the concept of Fréchet barycen…
A Framework for Treating Model Uncertainty in the Asset Liability Management Problem
Georgios I. Papayiannis
The problem of asset liability management (ALM) is a classic problem of the financial mathematics and of great interest for the banking institutions and insurance companies. Severa…
An optimal control problem with state constraints in a spatio-temporal economic growth model on networks
Alessandro Calvia, Fausto Gozzi, Marta Leocata +3
We introduce a spatial economic growth model where space is described as a network of interconnected geographic locations and we study a corresponding finite-dimensional optimal co…
Convex Risk Measures for the Aggregation of Multiple Information Sources and Applications in Insurance
Georgios I. Papayiannis, Athanasios N. Yannacopoulos
We propose a novel class of convex risk measures, based on the concept of the Fréchet mean, designed in order to handle uncertainty which arises from multiple information sources r…
A Robust Decision Making Framework for Optimal Strategy Selection in Warfare under Model Uncertainty
Georgios I. Papayiannis
In this paper is presented a framework for treating uncertainty in optimal decision problems occuring in combat situations, in order to robustly select the optimal strategy. A stoc…
Static Hedging of Freight Rate Risk in the Shipping Market under Model Uncertainty
Georgios I. Papayiannis
Freight rate derivatives constitute a very popular financial tool in shipping industry, that allows to the market participants and the individuals operating in the field, to reassu…
Robust Policy Selection and Harvest Risk Quantification for Natural Resources Management under Model Uncertainty
Georgios I. Papayiannis
In this work the problem of optimal harvesting policy selection for natural resources management under model uncertainty is investigated. Under the framework of the neoclassical gr…
Modelling of functional profiles and explainable shape shifts detection: An approach combining the notion of the Fréchet mean with the shape invariant model
Georgios I. Papayiannis, Stelios Psarakis, Athanasios N. Yannacopoulos
A modelling framework suitable for detecting shape shifts in functional profiles combining the notion of Fréchet mean and the concept of deformation models is developed and propose…