Publications
2024
Fluctuations of an omega-type killed process in discrete time
Şimşek, M., Ramsden, L., & Papaioannou, A. D. (2024). Fluctuations of an omega-type killed process in discrete time. Modern Stochastics: Theory and Applications, 459-478. doi:10.15559/24-vmsta257
Gerber-Shiu theory for discrete risk processes in a regime switching environment
Palmowski, Z., Ramsden, L., & Papaioannou, A. D. (2024). Gerber-Shiu theory for discrete risk processes in a regime switching environment. Applied Mathematics and Computation, 467, 128491. doi:10.1016/j.amc.2023.128491
Exit Times for a Discrete Markov Additive Process
Palmowski, Z., Ramsden, L., & Papaioannou, A. D. (2024). Exit Times for a Discrete Markov Additive Process. Journal of Theoretical Probability. doi:10.1007/s10959-024-01322-8
2022
Recursive Approaches for Multi-Layer Dividend Strategies in a Phase-Type Renewal Risk Model
Papaioannou, A. D., & Ramsden, L. (n.d.). Recursive Approaches for Multi-Layer Dividend Strategies in a Phase-Type Renewal Risk Model. Risks, 11(1), 1. doi:10.3390/risks11010001
2020
Delayed Capital Injections for a Risk Process with Markovian Arrivals
Dibu, A. S., Jacob, M. J., Papaioannou, A. D., & Ramsden, L. (2020). Delayed Capital Injections for a Risk Process with Markovian Arrivals. Methodology and Computing in Applied Probability. doi:10.1007/s11009-020-09796-9
2019
Ruin probabilities under capital constraints
Ramsden, L., & Papaioannou, A. (2019). Ruin probabilities under capital constraints. Insurance: Mathematics and Economics, 88, 273-282. doi:10.1016/j.insmatheco.2018.11.002
On the time to ruin for a dependent delayed capital injection risk model
Ramsden, L., & Papaioannou, A. (2019). On the time to ruin for a dependent delayed capital injection risk model. Applied Mathematics and Computation, 352(1), 119-135. doi:10.1016/j.amc.2019.01.028
2018
Parisian ruin for the dual risk process in discrete-time
Palmowski, Z., Ramsden, L., & Papaioannou, A. D. (2018). Parisian ruin for the dual risk process in discrete-time. European Actuarial Journal, 8(1), 197-214. doi:10.1007/s13385-018-0172-8
2017
Pricing and simulating catastrophe risk bonds in a Markov-dependent environment
Shao, J., Papaioannou, A. D., & Pantelous, A. A. (2017). Pricing and simulating catastrophe risk bonds in a Markov-dependent environment. Applied Mathematics and Computation, 309, 68-84. doi:10.1016/j.amc.2017.03.041
Asymptotic Results for a Markov-Modulated Risk Process with Stochastic Investment
Ramsden, L., & Papaioannou, A. (n.d.). Asymptotic Results for a Markov-Modulated Risk Process with Stochastic Investment. Journal of Computational and Applied Mathematics, 313, 38-53. doi:10.1016/j.cam.2016.09.010
2015
Catastrophe risk bonds with applications to earthquakes
Shao, J., Pantelous, A., & Papaioannou, A. D. (2015). Catastrophe risk bonds with applications to earthquakes. EUROPEAN ACTUARIAL JOURNAL, 5(1), 113-138. doi:10.1007/s13385-015-0104-9
2013
On a perturbed by diffusion compound Poisson risk model with delayed claims and multi-layer dividend strategy
Chadjiconstantinidis, S., & Papaioannou, A. D. (2013). On a perturbed by diffusion compound Poisson risk model with delayed claims and multi-layer dividend strategy. Journal of Computational and Applied Mathematics, 253, 26-50. doi:10.1016/j.cam.2013.02.014
2010
The Gerber-Shiu Penalty Function for a Risk Process with Two Classes of Claims under a Multi-layer Dividend Strategy
Papaioannou, A., & Chadjiconstantinidis, S. (2010). The Gerber-Shiu Penalty Function for a Risk Process with Two Classes of Claims under a Multi-layer Dividend Strategy. In 6th Conference in Actuarial Science & Finance on Samos Vol. 1 (pp. 21). Samos: University of Aegean. Retrieved from http://www.actuar.aegean.gr/samos2010/files/proceedings/Papaioannou-paper.pdf
2009
Analysis of the Gerber–Shiu function and dividend barrier problems for a risk process with two classes of claims
Chadjiconstantinidis, S., & Papaioannou, A. D. (2009). Analysis of the Gerber–Shiu function and dividend barrier problems for a risk process with two classes of claims. Insurance: Mathematics and Economics, 45(3), 470-484. doi:10.1016/j.insmatheco.2009.10.003