Dimitrios Konstantinides

Prof. Dimitrios Konstantinides

Statistics and Actuarial – Financial Mathematics, University of the Aegean, 83200 Mytilene, Greece
orcid

Research Focus & Metrics

Academic Career Length

25Years (2002-Present)

(Calculated once Scilit publication data is synced: current year − year of first publication + 1)

Representative Publications

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1 December 2002 in Insurance: Mathematics and Economics
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Journal Article
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Dimitrios KonstantinidesDimitrios Konstantinides
Dimitrios Konstantinides
Qihe TangQihe Tang
Qihe Tang
Gurami Shalvovich TsitsiashviliGurami Shalvovich Tsitsiashvili
Gurami Shalvovich Tsitsiashvili

1 February 2002 in Statistics & Probability Letters
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Journal Article
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SASøren Asmussen
Søren Asmussen
VKVladimir Kalashnikov
Vladimir Kalashnikov
Dimitrios KonstantinidesDimitrios Konstantinides
Dimitrios Konstantinides
CKClaudia Klüppelberg
Claudia Klüppelberg
Gurami Shalvovich TsitsiashviliGurami Shalvovich Tsitsiashvili
Gurami Shalvovich Tsitsiashvili

1 January 2023
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Book
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RLRemigijus Leipus
Remigijus Leipus
JŠJonas Šiaulys
Jonas Šiaulys
Dimitrios KonstantinidesDimitrios Konstantinides
Dimitrios Konstantinides

15 January 2014 in Scandinavian Actuarial Journal
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Journal Article
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YYYang Yang
Yang Yang
Dimitrios KonstantinidesDimitrios Konstantinides
Dimitrios Konstantinides
Let us consider a discrete-time insurance risk model with insurance and financial risks, where the insurance net loss within period and the stochastic discount factor over the interval follow a certain dependence structure for each fixed . Under the assumption that the distribution of net insurance loss within one time period is consistently varying-tailed, precise estimates for finite and infinite time ruin probabilities are derived. Furthermore, these estimates are uniform on the time horizon.

25 August 2017 in Applied Stochastic Models in Business and Industry
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RMRahim Mahmoudvand
Rahim Mahmoudvand
Dimitrios KonstantinidesDimitrios Konstantinides
Dimitrios Konstantinides
Paulo Canas RodriguesPaulo Canas Rodrigues
Paulo Canas Rodrigues

30 October 2010 in Lithuanian Mathematical Journal
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Journal Article
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Dimitrios KonstantinidesDimitrios Konstantinides
Dimitrios Konstantinides
FLF. Loukissas
F. Loukissas