2 citations · 5 across the 18 of their papers we have counts for
20 papers
Asymptotic estimations for a nonstandard bidimensional risk model with dependent claims and constant interest force
Dimitrios G. Konstantinides, Charalampos D. Passalidis
In this paper we extend the results from Yang and Li(2017), in a non-renewal driven bivariate risk model. Concretely, we are interested in the asymptotic behavior of the joint tail…
Local uniform asymptotics for a non-standard risk model and interplay of insurance and financial risks stemming by systemic factors
Dimitrios G. Konstantinides, Charalampos D. Passalidis, Meng Yuan
In this paper we study local uniform, with respect to time, asymptotic expressions for the asymptotic behavior of the entrance probability of discounted aggregate claims to some ra…
Interplay of insurance and financial risks in a non Levy-Renewal environment
Dimitrios G. Konstantinides, Charalampos D. Passalidis
In this paper we consider a multivariate risk model, with common counting process and common process of logarithmic returns for the investment portfolio. We assume that the claim-v…
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…
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…
Asymptotics of randomly weighted sums without moment conditions of random weights
Qingwu Gao, Dimitrios G. Konstantinides, Charalampos D. Passalidis +2
In the paper, we investigate the asymptotics of randomly weighted sums with upper tail asymptotically independent and quasi-upper tail asymptotically independent primary random var…
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…
Asymptotics for aggregated interdependent multivariate subexponential claims with general investment returns
Zhangting Chen, Dimitrios G. Konstantinides, Charalampos D. Passalidis
This paper investigates asymptotic estimates for the entrance probability of the discounted aggregate claim vector from a multivariate renewal risk model into some rare set. We pro…
The Bivariate regular variation of randomly weighted sums revisited in the presence of interdependence
Dimitrios G. Konstantinides, Charalampos D. Passalidis
We study the joint distribution of two randomly weighted sums. Inspired by the practical applications, we assume that the main random variables follow the non-standard bivariate re…
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…
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…
Multivariate strong subexponential distributions: properties and applications
Charalampos D. Passalidis
In this paper we introduce and study the class of multivariate strong and strongly subexponential distributions. Some first properties are verified, as for example a type of multiv…
Heavy-tailed random vectros: theory and applications
Dimitrios G. Konstantinides, Charalampos D. Passalidis
In this paper we introduce and study several multivariate, heavy-tailed distribution classes, and we explore their closure properties and their applications. We consider the class…
Uniform asymptotic estimates for ruin probabilities of a multidimensional risk model with cadlag returns and multivariate heavy tailed claims
Dimitrios G. Konstantinides, Charalampos D. Passalidis
We study a multidimensional renewal risk model, with common counting process and cadlag returns. Considering that the claim vectors have common distribution from some multivariate…
Random vectors in the presence of a single big jump
Dimitrios G. Konstantinides, Charalampos D. Passalidis
The multidimensional distributions with heavy tails attracted recently the attention of several papers on Applied Probability. However, the most of the works of the last decades ar…
Joint tail of randomly weighted sums under generalized quasi asymptotic independence
Dimitrios G. Konstantinides, Charalampos D. Passalidis
In this paper we revisited the classical problem of max-sum equivalence of randomly weighted sums in two dimensions. In opposite to the most papers in literature, we consider that…
Background risk model in presence of heavy tails under dependence
Dimitrios G. Konstantinides, Charalampos D. Passalidis
In this paper, we examine two problems on applied probability, which are directly connected with the dependence in presence of heavy tails. The first problem, is related to max-sum…
Closure properties in positively decreasing and related distributions under dependence
Dimitrios G. Konstantinides, Charalampos D. Passalidis, Nikolaos E. Porichis
We consider closure properties in the class of positively decreasing distributions. Our results stem from different types of dependence, but each type belongs in the family of asym…
Closure properties and heavy tails: random vectors in the presence of dependence
Dimitrios G. Konstantinides, Charalampos D. Passalidis
This paper is organized in three parts closely related to closure properties of heavy-tailed distributions and heavy-tailed random vectors. In the first part we consider two random…
A new approach in two-dimensional heavy-tailed distributions
Dimitrios G. Konstantinides, Charalampos D. Passalidis
We consider a new approach in the definition of two-dimensional heavy-tailed distributions. Namely, we introduce the classes of two-dimensional long-tailed, of twodimensional domin…