20 citations · 59 across the 22 of their papers we have counts for
4 papers · 1 filter
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…
Probability of Default modelling with Lévy-driven Ornstein-Uhlenbeck processes and applications in credit risk under the IFRS 9
Kyriakos Georgiou, Athanasios N. Yannacopoulos
In this paper we develop a framework for estimating Probability of Default (PD) based on stochastic models governing an appropriate asset value processes. In particular, we build u…
On the impact of noise on quennching for a nonlocal diffusion model driven by a mixture of Brownian and fractional Brownian motions
Nikos I. Kavallaris, Çhristos V. Nikolopoulos, Athanasios N. Yannacopoulos
In this paper, we study a stochastic parabolic problem involving a nonlocal diffusion operator associated with nonlocal Robin-type boundary conditions. The stochastic dynamics unde…