Athanasios A Pantelous
Athanasios A Pantelous
Department of Econometrics & Business Statistics, Monash University, Australia
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TitleCited byYear
Modeling earthquake risk via extreme value theory and pricing the respective catastrophe bonds
AA Zimbidis, NE Frangos, AA Pantelous
ASTIN Bulletin: The Journal of the IAA 37 (1), 163-183, 2007
Analysis of correlation based networks representing DAX 30 stock price returns
J Birch, AA Pantelous, K Soramäki
Computational Economics 47 (4), 501-525, 2016
How to Finance Pensions: Optimal Strategies for Pay‐as‐You‐Go Pension Systems
H Godínez‐Olivares, MC Boado‐Penas, AA Pantelous
Journal of Forecasting 35 (1), 13-33, 2016
Higher-order linear matrix descriptor differential equations of Apostol-Kolodner type.
GI Kalogeropoulos, AD Karageorgos, AA Pantelous
Electronic Journal of Differential Equations (EJDE)[electronic only] 2009 …, 2009
On the Response of LTI Higher Order Differential-Algebraic Systems with Perturbed Coefficients1
P Tzekis, E Antoniou, A Pantelous
A high order finite element scheme for pricing options under regime switching jump diffusion processes
N Rambeerich, AA Pantelous
Journal of Computational and Applied Mathematics 300, 83-96, 2016
Linear backward stochastic differential equations of descriptor type: regular systems
B Gashi, AA Pantelous
Stochastic Analysis and Applications 31 (1), 142-166, 2013
Statistical linearization of nonlinear structural systems with singular matrices
VC Fragkoulis, IA Kougioumtzoglou, AA Pantelous
Journal of Engineering Mechanics 142 (9), 04016063, 2016
On the solution of higher order linear homogeneous complex σ–α descriptor matrix differential systems of Apostol–Kolodner type
GI Kalogeropoulos, AD Karageorgos, AA Pantelous
Journal of the Franklin Institute 351 (3), 1756-1777, 2014
A new approach for second‐order linear matrix descriptor differential equations of Apostol–Kolodner type
AA Pantelous, AD Karageorgos, GI Kalogeropoulos
Mathematical Methods in the Applied Sciences 37 (2), 257-264, 2014
Optimal premium pricing strategies for competitive general insurance markets
AA Pantelous, E Passalidou
Applied Mathematics and Computation 259, 858-874, 2015
Bonus–Malus systems with Weibull distributed claim severities
W Ni, C Constantinescu, AA Pantelous
Annals of Actuarial Science 8 (2), 217-233, 2014
Response determination of linear dynamical systems with singular matrices: A polynomial matrix theory approach
EN Antoniou, AA Pantelous, IA Kougioumtzoglou, A Pirrotta
Applied Mathematical Modelling 42, 423-440, 2017
Catastrophe risk bonds with applications to earthquakes
J Shao, A Pantelous, AD Papaioannou
European Actuarial Journal 5 (1), 113-138, 2015
On the robust stability of pricing models for non-life insurance products
AA Pantelous, A Papageorgiou
European Actuarial Journal 3 (2), 535-550, 2013
Linear generalized stochastic systems for insurance portfolios
AA Pantelous, AA Zimbidis, GI Kalogeropoulos
Stochastic Analysis and Applications 28 (6), 946-971, 2010
Transferring instantly the state of higher-order linear descriptor (regular) differential systems using impulsive inputs
AD Karageorgos, AA Pantelous, GI Kalogeropoulos
Journal of Control Science and Engineering 2009, 6, 2009
The weierstrass canonical form of a regular matrix pencil: numerical issues and computational techniques
G Kalogeropoulos, M Mitrouli, A Pantelous, D Triantafyllou
International Conference on Numerical Analysis and Its Applications, 322-329, 2008
Linear backward stochastic differential systems of descriptor type with structure and applications to engineering
B Gashi, AA Pantelous
Probabilistic Engineering Mechanics 40, 1-11, 2015
Optimal premium pricing policy in a competitive insurance market environment
AA Pantelous, E Passalidou
Annals of Actuarial Science 7 (2), 175-191, 2013
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