Psarrakos, Georgios; Sordo, Miguel A. On a family of risk measures based on proportional hazards models and tail probabilities. (English) Zbl 1411.91309 Insur. Math. Econ. 86, 232-240 (2019). MSC: 91B30 PDFBibTeX XMLCite \textit{G. Psarrakos} and \textit{M. A. Sordo}, Insur. Math. Econ. 86, 232--240 (2019; Zbl 1411.91309) Full Text: DOI
Psarrakos, Georgios On the integrated tail of the deficit in the renewal risk model. (English) Zbl 1319.60171 Methodol. Comput. Appl. Probab. 17, No. 2, 497-513 (2015). MSC: 60K05 91B30 PDFBibTeX XMLCite \textit{G. Psarrakos}, Methodol. Comput. Appl. Probab. 17, No. 2, 497--513 (2015; Zbl 1319.60171) Full Text: DOI
Psarrakos, Georgios Some results on the joint distribution prior to and at the time of ruin in the classical model. (English) Zbl 1226.91029 Scand. Actuar. J. 2010, No. 4, 268-283 (2010). MSC: 91B30 60K10 60E05 PDFBibTeX XMLCite \textit{G. Psarrakos}, Scand. Actuar. J. 2010, No. 4, 268--283 (2010; Zbl 1226.91029) Full Text: DOI
Psarrakos, Georgios; Politis, Konstadinos A generalization of the Lundberg condition in the Sparre Andersen model and some applications. (English) Zbl 1159.91412 Stoch. Models 25, No. 1, 90-109 (2009). MSC: 91B30 60K05 62P05 PDFBibTeX XMLCite \textit{G. Psarrakos} and \textit{K. Politis}, Stoch. Models 25, No. 1, 90--109 (2009; Zbl 1159.91412) Full Text: DOI
Psarrakos, Georgios Tail bounds for the distribution of the deficit in the renewal risk model. (English) Zbl 1189.91080 Insur. Math. Econ. 43, No. 2, 197-202 (2008). MSC: 91B30 60K10 62P05 PDFBibTeX XMLCite \textit{G. Psarrakos}, Insur. Math. Econ. 43, No. 2, 197--202 (2008; Zbl 1189.91080) Full Text: DOI
Psarrakos, Georgios; Politis, Konstadinos Tail bounds for the joint distribution of the surplus prior to and at ruin. (English) Zbl 1141.91544 Insur. Math. Econ. 42, No. 1, 163-176 (2008). MSC: 91B30 60G40 PDFBibTeX XMLCite \textit{G. Psarrakos} and \textit{K. Politis}, Insur. Math. Econ. 42, No. 1, 163--176 (2008; Zbl 1141.91544) Full Text: DOI