Albrecher, Hansjörg; Bladt, Martin; Vatamidou, Eleni Efficient simulation of ruin probabilities when claims are mixtures of heavy and light tails. (English) Zbl 1477.91013 Methodol. Comput. Appl. Probab. 23, No. 4, 1237-1255 (2021). MSC: 91B05 60K10 91-10 91G05 PDFBibTeX XMLCite \textit{H. Albrecher} et al., Methodol. Comput. Appl. Probab. 23, No. 4, 1237--1255 (2021; Zbl 1477.91013) Full Text: DOI arXiv
Albrecher, Hansjörg; Chen, Bohan; Vatamidou, Eleni; Zwart, Bert Finite-time ruin probabilities under large-claim reinsurance treaties for heavy-tailed claim sizes. (English) Zbl 1444.91188 J. Appl. Probab. 57, No. 2, 513-530 (2020). MSC: 91G05 60F10 PDFBibTeX XMLCite \textit{H. Albrecher} et al., J. Appl. Probab. 57, No. 2, 513--530 (2020; Zbl 1444.91188) Full Text: DOI arXiv
Palmowski, Zbigniew; Vatamidou, Eleni Phase-type approximations perturbed by a heavy-tailed component for the Gerber-shiu function of risk processes with two-sided jumps. (English) Zbl 1451.60087 Stoch. Models 36, No. 2, 337-363 (2020). MSC: 60J28 60G70 91G05 PDFBibTeX XMLCite \textit{Z. Palmowski} and \textit{E. Vatamidou}, Stoch. Models 36, No. 2, 337--363 (2020; Zbl 1451.60087) Full Text: DOI arXiv
Vatamidou, E.; Adan, I. J. B. F.; Vlasiou, M.; Zwart, B. On the accuracy of phase-type approximations of heavy-tailed risk models. (English) Zbl 1401.62215 Scand. Actuar. J. 2014, No. 6, 510-534 (2014). MSC: 62P05 91B30 62M15 62G32 62E15 PDFBibTeX XMLCite \textit{E. Vatamidou} et al., Scand. Actuar. J. 2014, No. 6, 510--534 (2014; Zbl 1401.62215) Full Text: DOI arXiv Link
Vatamidou, E.; Adan, I. J. B. F.; Vlasiou, M.; Zwart, B. Corrected phase-type approximations of heavy-tailed queueing models in a Markovian environment. (English) Zbl 1305.60098 Stoch. Models 30, No. 4, 598-638 (2014). MSC: 60K25 68M20 90B22 PDFBibTeX XMLCite \textit{E. Vatamidou} et al., Stoch. Models 30, No. 4, 598--638 (2014; Zbl 1305.60098) Full Text: DOI arXiv Link
Vatamidou, E.; Adan, I. J. B. F.; Vlasiou, M.; Zwart, B. Corrected phase-type approximations of heavy-tailed risk models using perturbation analysis. (English) Zbl 1304.60099 Insur. Math. Econ. 53, No. 2, 366-378 (2013). MSC: 60K10 91B30 60G70 PDFBibTeX XMLCite \textit{E. Vatamidou} et al., Insur. Math. Econ. 53, No. 2, 366--378 (2013; Zbl 1304.60099) Full Text: DOI arXiv