Edit Profile (opens in new tab) Konstantinides, Dimitrios G. Compute Distance To: Compute Author ID: konstantinides.dimitrios-g Published as: Konstantinides, Dimitrios G.; Konstantinides, Dimitrios; Konstantinides, D. G. more...less Documents Indexed: 28 Publications since 2000, including 1 Book Co-Authors: 24 Co-Authors with 24 Joint Publications 716 Co-Co-Authors all top 5 Co-Authors 4 single-authored 4 Kountzakis, Christos E. 3 Tang, Qihe 3 Tsitsiashvili, Gurami Sh. 2 Kalashnikov, Vladimir Vyacheslavovich 2 Leipus, Remigijus 2 Loukissas, Fotis 2 Šiaulys, Jonas 2 Yang, Yang 1 Asmussen, Søren 1 Bardoutsos, Anastasios G. 1 Cheng, Ming 1 Klüppelberg, Claudia 1 Li, Jinzhu 1 Mahmoudvand, Rahim 1 Makroglou, Athena 1 Mikosch, Thomas 1 Ng, Kai Wang 1 Piterbarg, Vladimir Il’ich 1 Prabhu, Narahari Umanath 1 Rodrigues, Paulo Canas 1 Stamatović, Siniša 1 Wang, Dingcheng 1 Wang, Kaiyong 1 Zachos, Georgios C. all top 5 Serials 4 Insurance Mathematics & Economics 3 Journal of Applied Probability 2 Lithuanian Mathematical Journal 2 Communications in Statistics. Theory and Methods 2 Nonlinear Analysis. Modelling and Control 1 The Annals of Probability 1 Applied Mathematics and Computation 1 Statistics & Probability Letters 1 Journal of Theoretical Probability 1 Queueing Systems 1 Journal of Mathematical Sciences (New York) 1 Methodology and Computing in Applied Probability 1 Zhurnal Obchyslyuval’noïta Prykladnoï Matematyky 1 Applied Stochastic Models in Business and Industry 1 Brazilian Journal of Probability and Statistics 1 Scandinavian Actuarial Journal 1 Decisions in Economics and Finance 1 HERMIS-\(\mu\pi\). Hellenic European Research on Mathematics and Informatics Science all top 5 Fields 22 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 17 Probability theory and stochastic processes (60-XX) 7 Statistics (62-XX) 2 Functional analysis (46-XX) 1 Integral equations (45-XX) 1 Operations research, mathematical programming (90-XX) 1 Biology and other natural sciences (92-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 23 Publications have been cited 255 times in 199 Documents Cited by ▼ Year ▼ Estimates for the ruin probability in the classical risk model with constant interest force in the presence of heavy tails. Zbl 1074.91029Konstantinides, Dimitrios; Tang, Qihe; Tsitsiashvili, Gurami 53 2002 Ruin under interest force and subexponential claims: a simple treatment. Zbl 1056.60501Kalashnikov, Vladimir; Konstantinides, Dimitrios 43 2000 Large deviations and ruin probabilities for solutions to stochastic recurrence equations with heavy-tailed innovations. Zbl 1085.60017Konstantinides, Dimitrios G.; Mikosch, Thomas 31 2005 A local limit theorem for random walk maxima with heavy tails. Zbl 0997.60047Asmussen, Søren; Kalashnikov, Vladimir; Konstantinides, Dimitrios; Klüppelberg, Claudia; Tsitsiashvili, Gurami 26 2002 Asymptotics for ruin probabilities in a discrete-time risk model with dependent financial and insurance risks. Zbl 1401.91205Yang, Yang; Konstantinides, Dimitrios G. 19 2015 Uniform asymptotics for discounted aggregate claims in dependent risk models. Zbl 1303.91097Yang, Yang; Wang, Kaiyong; Konstantinides, Dimitrios G. 17 2014 Precise large deviations for consistently varying-tailed distributions in the compound renewal risk model. Zbl 1283.60045Konstantinides, D. G.; Loukissas, F. 13 2010 Asymptotic ruin probabilities for a multidimensional renewal risk model with multivariate regularly varying claims. Zbl 1369.91089Konstantinides, Dimitrios G.; Li, Jinzhu 11 2016 Risk measures in ordered normed linear spaces with non-empty cone-interior. Zbl 1233.91149Konstantinides, Dimitrios G.; Kountzakis, Christos E. 11 2011 The probabilities of absolute ruin in the renewal risk model with constant force of interest. Zbl 1194.91094Konstantinides, Dimitrios G.; Ng, Kai W.; Tang, Qihe 7 2010 Gnedenko-type limit theorems for cyclostationary \(c^2\)-processes. Zbl 1055.60047Konstantinides, D. G.; Piterbarg, V.; Stamatovic, S. 6 2004 Forecasting mortality rate by multivariate singular spectrum analysis. Zbl 1411.62325Mahmoudvand, Rahim; Konstantinides, Dimitrios; Rodrigues, Paulo Canas 3 2017 Precise large deviations for sums of negatively dependent random variables with common long-tailed distributions. Zbl 1315.60035Konstantinides, Dimitrios G.; Loukissas, Fotis 3 2011 Risk theory. A heavy tail approach. Zbl 1414.91001Konstantinides, Dimitrios G. 2 2018 Characterization of tails through hazard rate and convolution closure properties. Zbl 1263.60011Bardoutsos, Anastasios G.; Konstantinides, Dimitrios G. 2 2011 The restricted convex risk measures in actuarial solvency. Zbl 1398.91335Konstantinides, Dimitrios G.; Kountzakis, Christos E. 1 2014 Exhibiting abnormal returns under a risk averse strategy. Zbl 1458.91230Konstantinides, Dimitrios G.; Zachos, Georgios C. 1 2019 A two-fluid storage model with Lévy inputs and alternating outputs. Zbl 1127.90002Konstantinides, D. G.; Prabhu, N. U. 1 2007 A class of heavy tailed distributions. Zbl 1164.91031Konstantinides, Dimitrios G. 1 2008 Extremal subexponentiality in ruin probabilities. Zbl 1227.62090Konstantinides, Dimitrios G. 1 2011 Risk models with extremal subexponentiality. Zbl 1272.91065Konstantinides, Dimitrios G. 1 2007 Two-sided bounds for ruin probability under constant interest force. Zbl 1065.91036Konstantinides, D. G.; Tang, Q. H.; Tsitsiashvili, G. Sh. 1 2004 A note on product-convolution for generalized subexponential distributions. Zbl 1501.60013Konstantinides, Dimitrios; Leipus, Remigijus; Šiaulys, Jonas 1 2022 A note on product-convolution for generalized subexponential distributions. Zbl 1501.60013Konstantinides, Dimitrios; Leipus, Remigijus; Šiaulys, Jonas 1 2022 Exhibiting abnormal returns under a risk averse strategy. Zbl 1458.91230Konstantinides, Dimitrios G.; Zachos, Georgios C. 1 2019 Risk theory. A heavy tail approach. Zbl 1414.91001Konstantinides, Dimitrios G. 2 2018 Forecasting mortality rate by multivariate singular spectrum analysis. Zbl 1411.62325Mahmoudvand, Rahim; Konstantinides, Dimitrios; Rodrigues, Paulo Canas 3 2017 Asymptotic ruin probabilities for a multidimensional renewal risk model with multivariate regularly varying claims. Zbl 1369.91089Konstantinides, Dimitrios G.; Li, Jinzhu 11 2016 Asymptotics for ruin probabilities in a discrete-time risk model with dependent financial and insurance risks. Zbl 1401.91205Yang, Yang; Konstantinides, Dimitrios G. 19 2015 Uniform asymptotics for discounted aggregate claims in dependent risk models. Zbl 1303.91097Yang, Yang; Wang, Kaiyong; Konstantinides, Dimitrios G. 17 2014 The restricted convex risk measures in actuarial solvency. Zbl 1398.91335Konstantinides, Dimitrios G.; Kountzakis, Christos E. 1 2014 Risk measures in ordered normed linear spaces with non-empty cone-interior. Zbl 1233.91149Konstantinides, Dimitrios G.; Kountzakis, Christos E. 11 2011 Precise large deviations for sums of negatively dependent random variables with common long-tailed distributions. Zbl 1315.60035Konstantinides, Dimitrios G.; Loukissas, Fotis 3 2011 Characterization of tails through hazard rate and convolution closure properties. Zbl 1263.60011Bardoutsos, Anastasios G.; Konstantinides, Dimitrios G. 2 2011 Extremal subexponentiality in ruin probabilities. Zbl 1227.62090Konstantinides, Dimitrios G. 1 2011 Precise large deviations for consistently varying-tailed distributions in the compound renewal risk model. Zbl 1283.60045Konstantinides, D. G.; Loukissas, F. 13 2010 The probabilities of absolute ruin in the renewal risk model with constant force of interest. Zbl 1194.91094Konstantinides, Dimitrios G.; Ng, Kai W.; Tang, Qihe 7 2010 A class of heavy tailed distributions. Zbl 1164.91031Konstantinides, Dimitrios G. 1 2008 A two-fluid storage model with Lévy inputs and alternating outputs. Zbl 1127.90002Konstantinides, D. G.; Prabhu, N. U. 1 2007 Risk models with extremal subexponentiality. Zbl 1272.91065Konstantinides, Dimitrios G. 1 2007 Large deviations and ruin probabilities for solutions to stochastic recurrence equations with heavy-tailed innovations. Zbl 1085.60017Konstantinides, Dimitrios G.; Mikosch, Thomas 31 2005 Gnedenko-type limit theorems for cyclostationary \(c^2\)-processes. Zbl 1055.60047Konstantinides, D. G.; Piterbarg, V.; Stamatovic, S. 6 2004 Two-sided bounds for ruin probability under constant interest force. Zbl 1065.91036Konstantinides, D. G.; Tang, Q. H.; Tsitsiashvili, G. Sh. 1 2004 Estimates for the ruin probability in the classical risk model with constant interest force in the presence of heavy tails. Zbl 1074.91029Konstantinides, Dimitrios; Tang, Qihe; Tsitsiashvili, Gurami 53 2002 A local limit theorem for random walk maxima with heavy tails. Zbl 0997.60047Asmussen, Søren; Kalashnikov, Vladimir; Konstantinides, Dimitrios; Klüppelberg, Claudia; Tsitsiashvili, Gurami 26 2002 Ruin under interest force and subexponential claims: a simple treatment. Zbl 1056.60501Kalashnikov, Vladimir; Konstantinides, Dimitrios 43 2000 all cited Publications top 5 cited Publications all top 5 Cited by 232 Authors 23 Yang, Yang 20 Wang, Kaiyong 17 Wang, Yuebao 14 Tang, Qihe 9 Gao, Qingwu 9 Konstantinides, Dimitrios G. 7 Šiaulys, Jonas 6 Jiang, Tao 6 Mikosch, Thomas 6 Song, Lixin 6 Wang, Dingcheng 6 Wang, Shijie 6 Yuen, Kam Chuen 6 Zhang, Zhimin 5 Cheng, Dongya 5 Kountzakis, Christos E. 5 Leipus, Remigijus 5 Li, Jinzhu 5 Lu, Dawei 4 Chen, Yiqing 4 Liu, Xijun 4 Ng, Kai Wang 4 Peng, Jiangyan 4 Roitershtein, Alexander 4 Yang, Hailiang 4 Yu, Changjun 3 Cui, Zhaolei 3 Denisov, Denis E. 3 Hashorva, Enkelejd 3 Hult, Henrik 3 Ji, Lanpeng 3 Mahmoudvand, Rahim 3 Rodrigues, Paulo Canas 3 Tsitsiashvili, Gurami Sh. 3 Wang, Rongming 3 Wintenberger, Olivier 3 Xiao, Hongmin 3 Xu, Hui 3 Yang, Hu 2 Asmussen, Søren 2 Bai, Xiaodong 2 Barbe, Philippe 2 Buraczewski, Dariusz 2 Chen, Cen 2 Chen, Lamei 2 Chen, Yang 2 Chen, Yu 2 Cheng, Fengyang 2 Cheung, Eric C. K. 2 Farkas, Walter 2 Geng, Bingzhen 2 Hao, Xuemiao 2 Hay, Diana 2 Hu, Yijun 2 Huang, Jin 2 Jaunė, Eglė 2 Klüppelberg, Claudia 2 Koch Medina, Pablo 2 Korshunov, Dmitry Alekseevich 2 Kostadinova, Radostina 2 Li, Zehui 2 Lin, Jinguan 2 Lindskog, Filip 2 Liu, Jiajun 2 Liu, Junfeng 2 Liu, Peng 2 Liu, Shuang 2 Liu, Weiwei 2 Loisel, Stéphane 2 Ma, Xin 2 Mao, Yanzhu 2 McCormick, William P. 2 Ming, Ruixing 2 Munari, Cosimo 2 Qiao, Wanli 2 Ragulina, Olena 2 Rastegar, Reza 2 Robert, Stephan 2 Shneer, Vsevolod Vladislavovich 2 Tan, Zhongquan 2 Wang, Wensheng 2 Wu, Rong 2 Xun, Baoyin 2 Yang, Haizhong 2 Yao, Dingjun 2 Zhang, Chuanwei 2 Zwart, Bert P. 1 Andersen, Lars Nørvang 1 Badescu, Andrei L. 1 Balakrishnan, Narayanaswamy 1 Balbás, Alejandro 1 Balbás, Beatriz 1 Balbás, Raquel 1 Bareche, Aïcha 1 Behme, Anita Diana 1 Blanchet, Jose H. 1 Bondarev, Borys Volodymyrovych 1 Calderín Ojeda, Enrique 1 Cerreia-Vioglio, Simone 1 Chai, Chunhong ...and 132 more Authors all top 5 Cited in 64 Serials 20 Statistics & Probability Letters 18 Communications in Statistics. Theory and Methods 16 Insurance Mathematics & Economics 10 Journal of Applied Probability 9 Journal of Mathematical Analysis and Applications 7 Advances in Applied Probability 7 Stochastic Processes and their Applications 6 Scandinavian Actuarial Journal 6 Stochastic Models 4 Lithuanian Mathematical Journal 4 Probability Theory and Related Fields 4 Japan Journal of Industrial and Applied Mathematics 4 Bernoulli 4 Nonlinear Analysis. Modelling and Control 4 Journal of Industrial and Management Optimization 4 Stochastics 3 The Annals of Probability 3 Journal of Theoretical Probability 3 Queueing Systems 3 Finance and Stochastics 3 Methodology and Computing in Applied Probability 2 Computers & Mathematics with Applications 2 Applied Mathematics and Computation 2 Journal of Multivariate Analysis 2 Acta Mathematicae Applicatae Sinica. English Series 2 Extremes 2 Acta Mathematica Sinica. English Series 2 Probability in the Engineering and Informational Sciences 2 North American Actuarial Journal 2 Journal of the Korean Statistical Society 2 Journal of Mathematical Inequalities 2 Science China. Mathematics 1 Journal of the Franklin Institute 1 Rocky Mountain Journal of Mathematics 1 Journal of Computational and Applied Mathematics 1 Probability and Mathematical Statistics 1 Annals of Operations Research 1 Discrete Mathematics and Applications 1 Communications in Statistics. Simulation and Computation 1 European Journal of Operational Research 1 Journal of Statistical Computation and Simulation 1 Cybernetics and Systems Analysis 1 Test 1 Applied Mathematics. Series B (English Edition) 1 Statistical Papers 1 Computational and Applied Mathematics 1 Mathematical Problems in Engineering 1 Abstract and Applied Analysis 1 Positivity 1 Journal of Inequalities and Applications 1 Wuhan University Journal of Natural Sciences (WUJNS) 1 Discrete Dynamics in Nature and Society 1 International Game Theory Review 1 Journal of Systems Science and Complexity 1 Decisions in Economics and Finance 1 ASTIN Bulletin 1 Applications and Applied Mathematics 1 Frontiers of Mathematics in China 1 Mathematics and Financial Economics 1 Advances in Decision Sciences 1 European Actuarial Journal 1 ISRN Applied Mathematics 1 Communications in Mathematics and Statistics 1 ISRN Probability and Statistics all top 5 Cited in 14 Fields 152 Probability theory and stochastic processes (60-XX) 124 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 82 Statistics (62-XX) 5 Operations research, mathematical programming (90-XX) 3 Dynamical systems and ergodic theory (37-XX) 3 Functional analysis (46-XX) 2 Ordinary differential equations (34-XX) 2 Difference and functional equations (39-XX) 1 History and biography (01-XX) 1 Order, lattices, ordered algebraic structures (06-XX) 1 Number theory (11-XX) 1 Special functions (33-XX) 1 Numerical analysis (65-XX) 1 Systems theory; control (93-XX) Citations by Year