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