Konstantinides, Dimitrios; Leipus, Remigijus; Šiaulys, Jonas On the non-closure under convolution for strong subexponential distributions. (English) Zbl 1505.60024 Nonlinear Anal., Model. Control 28, No. 1, 97-115 (2023). MSC: 60E05 PDFBibTeX XMLCite \textit{D. Konstantinides} et al., Nonlinear Anal., Model. Control 28, No. 1, 97--115 (2023; Zbl 1505.60024) Full Text: DOI
Cheng, Ming; Konstantinides, Dimitrios G.; Wang, Dingcheng Uniform asymptotic estimates in a time-dependent risk model with general investment returns and multivariate regularly varying claims. (English) Zbl 1510.91142 Appl. Math. Comput. 434, Article ID 127436, 18 p. (2022). MSC: 91G05 60K10 62P05 PDFBibTeX XMLCite \textit{M. Cheng} et al., Appl. Math. Comput. 434, Article ID 127436, 18 p. (2022; Zbl 1510.91142) Full Text: DOI
Yang, Yang; Konstantinides, Dimitrios G. Asymptotics for ruin probabilities in a discrete-time risk model with dependent financial and insurance risks. (English) Zbl 1401.91205 Scand. Actuar. J. 2015, No. 8, 641-659 (2015). MSC: 91B30 62P05 62E10 PDFBibTeX XMLCite \textit{Y. Yang} and \textit{D. G. Konstantinides}, Scand. Actuar. J. 2015, No. 8, 641--659 (2015; Zbl 1401.91205) Full Text: DOI
Yang, Yang; Wang, Kaiyong; Konstantinides, Dimitrios G. Uniform asymptotics for discounted aggregate claims in dependent risk models. (English) Zbl 1303.91097 J. Appl. Probab. 51, No. 3, 669-684 (2014). Reviewer: Emilia Di Lorenzo (Napoli) MSC: 91B30 60G51 60K05 60G70 PDFBibTeX XMLCite \textit{Y. Yang} et al., J. Appl. Probab. 51, No. 3, 669--684 (2014; Zbl 1303.91097) Full Text: DOI Euclid