2 citations · 5 across the 18 of their papers we have counts for
7 papers · 1 filter
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…