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Shao, Jia, Pantelous, Athanasios ORCID: 0000-0001-5738-1471 and Papaioannou, Apostolos D
(2015)
Catastrophe risk bonds with applications to earthquakes.
EUROPEAN ACTUARIAL JOURNAL, 5 (1).
pp. 113-138.
Dibu, AS, Jacob, MJ, Papaioannou, Apostolos D and Ramsden, Lewis
(2020)
Delayed Capital Injections for a Risk Process with Markovian Arrivals.
Methodology and Computing in Applied Probability, 23 (3).
pp. 1057-1076.
Palmowski, Zbigniew ORCID: 0000-0001-9257-1115, Ramsden, Lewis ORCID: 0000-0002-6665-7596 and Papaioannou, Apostolos D
(2024)
Gerber-Shiu theory for discrete risk processes in a regime switching environment.
Applied Mathematics and Computation, 467.
p. 128491.
Palmowski, Zbigniew, Ramsden, Lewis and Papaioannou, Apostolos D
(2018)
Parisian ruin for the dual risk process in discrete-time.
European Actuarial Journal, 8 (1).
pp. 197-214.
Shao, Jia, Papaioannou, Apostolos D and Pantelous, Athanasios A ORCID: 0000-0001-5738-1471
(2017)
Pricing and simulating catastrophe risk bonds in a Markov-dependent environment.
Applied Mathematics and Computation, 309.
pp. 68-84.
Papaioannou, Apostolos D and Ramsden, Lewis ORCID: 0000-0002-6665-7596
(2023)
Recursive Approaches for Multi-Layer Dividend Strategies in a Phase-Type Renewal Risk Model.
Risks, 11 (1).
p. 1.