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2024

Bounds for the Ruin Probability in the Sparre–Andersen Model

Losidis, S., & Dermitzakis, V. (n.d.). Bounds for the Ruin Probability in the Sparre–Andersen Model. Risks, 12(2), 28. doi:10.3390/risks12020028

DOI: 10.3390/risks12020028
: Journal article

2022

Monotonicity properties for solutions of renewal equations

Dermitzakis, V., & Politis, K. (2022). Monotonicity properties for solutions of renewal equations. STATISTICS & PROBABILITY LETTERS, 180. doi:10.1016/j.spl.2021.109226

DOI: 10.1016/j.spl.2021.109226
: Journal article

2011

Asymptotics for the Moments of the Time to Ruin for the Compound Poisson Model Perturbed by Diffusion

Dermitzakis, V., & Politis, K. (2011). Asymptotics for the Moments of the Time to Ruin for the Compound Poisson Model Perturbed by Diffusion. METHODOLOGY AND COMPUTING IN APPLIED PROBABILITY, 13(4), 749-761. doi:10.1007/s11009-010-9185-8

DOI: 10.1007/s11009-010-9185-8
: Journal article

2010

Lundberg-type Bounds and Asymptotics for the Moments of the Time to Ruin

Dermitzakis, V., Pitts, S. M., & Politis, K. (2010). Lundberg-type Bounds and Asymptotics for the Moments of the Time to Ruin. METHODOLOGY AND COMPUTING IN APPLIED PROBABILITY, 12(1), 155-175. doi:10.1007/s11009-008-9102-6

DOI: 10.1007/s11009-008-9102-6
: Journal article