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Number of items: 5.


Ramsden, Lewis and Papaioannou, Apostolos D
(2017) Asymptotic results for a Markov-modulated risk process with stochastic investment. Journal of Computational and Applied Mathematics, 313. 38 - 53.


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). 113 - 138.


Palmowski, Zbigniew, Ramsden, Lewis and Papaioannou, Apostolos D
(2018) Parisian ruin for the dual risk process in discrete-time. European Actuarial Journal, 8 (1). 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. 68 - 84.


Ramsden, Lewis and Papaioannou, Apostolos D
(2019) Ruin probabilities under capital constraints. Insurance: Mathematics and Economics, 88. 273 - 282.

This list was generated on Tue Nov 19 03:17:20 2019 GMT.