activity
20242026
collaborators
Showing math.PRShow all

8 papers · 1 filter

math.PR2026

Uniform asymptotics for a multidimensional renewal risk model with random number of delayed claims and multivariate subexponentiality

Dimitrios G. Konstantinides, Charalampos D. Passalidis, Meng Yuan

In this paper we examine a multivariate risk model, with common renewal counting process, constant interest rate, and each claim vector is accompanied by a random number of delayed…

math.PR2026

Asymptotics for a nonstandard risk model with multivariate subexponential claims and constant interest force

Dimitrios G. Konstantinides, Charalampos D. Passalidis, Hui Xu

In this paper, the asymptotic behavior of the entrance probability of discounted aggregate claims of a certain family of rare sets is studied, considering the finite and infinite t…

math.PR2025

Multivariate subexponentiality and interplay of insurance and financial risks in a renwal risk model

Dimitrios G. Konstantinides, Charalampos D. Passalidis

In this paper we consider a multivariate risk model with common renewal process, while the logarithmic returns of the insurers investment portfolio, are described by a Levy process…

math.PR2025

Infinite-time ruin probability of a multivariate renewal risk model with Brownian perturbations

Dimitrios G. Konstantinides

We consider the multivariate risk model with common renewal process among the lines of business, and Brownian perturbations. Assuming that the integrated tail distribution of claim…

math.PR2025

Uniform asymptotics for a multidimensional renewal risk model with multivariate subexponential claims

Dimitrios G. Konstantinides, Jiajun Liu, Charalampos D. Passalidis

In this paper, we study a multidimensional risk model with a common renewal process and in the presence of a constant interest force. The claim sizes are independent and identicall…

math.PR2025

Tail behavior of randomly weighted sums with interdependent summands

Dimitrios G. Konstantinides, Remigijus Leipus, Charalampos D. Passalidis +1

We reconsider a classical, well-studied problem from applied probability. This is the max-sum equivalence of randomly weighted sums, and the originality is because we manage to inc…