Alexandros Zimbidis
Alexandros Zimbidis
Verified email at aueb.gr
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
362007
Delay, feedback and variability of pension contributions and fund levels
A Zimbidis, S Haberman
Insurance: Mathematics and Economics 13 (3), 271-285, 1993
311993
The delay effect in a stochastic multiplier–accelerator model
IK Dassios, AA Zimbidis, CP Kontzalis
Journal of Economic Structures 3 (1), 7, 2014
302014
The classical Samuelson’s model in a multi-country context under a delayed framework with interaction
I Dassios, A Zimbidis
Dyn Contin Discrete Impuls Syst Ser B Appl Algorithms 21 (4–5b), 261-274, 2014
272014
An investigation of the pay-as-you-go financing method using a contingency fund and optimal control techniques
S Haberman, A Zimbidis
North American Actuarial Journal 6 (2), 60-75, 2002
202002
The combined effect of delay and feedback on the insurance pricing process: a control theory approach
A Zimbidis, S Haberman
Insurance: Mathematics and Economics 28 (2), 263-280, 2001
162001
Linear generalized stochastic systems for insurance portfolios
AA Pantelous, AA Zimbidis, GI Kalogeropoulos
Stochastic Analysis and Applications 28 (6), 946-971, 2010
112010
Delay, Feedback and Variability of Pension Contributions and Fund Levels. May 1993. 19 pages
A Zimbidis, S Haberman
10
A generalized linear discrete time model for managing the solvency interaction and singularities arising from potential regulatory constraints imposed within a portfolio of …
AA Zimbidis, AA Pantelous, GI Kalogeropoulos
Proceedings of the 38th ASTIN Colloquium, 2008
92008
Dynamic reforming of a quasi pay-as-you-go social security system within a discrete stochastic multidimensional framework using optimal control methods
A Pantelous, A Zimbidis
Applicationes Mathematicae 2 (35), 121-144, 2008
82008
Stochastic control system for mortality benefits
AA Pantelous, AA Zimbidis
Stochastic Analysis and Applications 27 (1), 125-148, 2009
52009
Controlling the Solvency Interaction Among a Group of Insurance Companies
A Zimbidis, S Haberman
42001
Optimal premium pricing for a heterogeneous portfolio of insurance risks
AA Pantelous, NE Frangos, AA Zimbidis
Journal of Probability and Statistics 2009, 2009
32009
A Quasi Pay-As-You-Go Financing Model For Controlling The International Demographic Phenomenon of Aging Population
AA Pantelous, AA Zimbidis
Proceedings of the 19th Conference of the Hellenic Statistical Institute …, 2006
32006
A theoretic stochastic dynamic control approach for the lending rate policy.
AA Pantelous, AA Zimbidis, GI Kalogeropoulos
Neural, Parallel and Scientific Computations 18 (3), 307, 2010
22010
Premium and reinsurance control of an ordinary insurance system with liabilities driven by a fractional Brownian motion
AA Zimbidis
Scandinavian Actuarial Journal 2008 (1), 16-33, 2008
22008
Dynamic simultaneous management of pension annuity payments and asset allocation strategy (An asset-liability model within a stochastic framework)
AA Zimbidis
ADVANCES IN DIFFERENTIAL EQUATIONS AND CONTROL PROCESSES 1 (1), 47-72, 2008
22008
Stochastic control of interest rate policy and solvency interaction within a mixed portfolio of loans
AA Zimbidis, AA Pantelous, GI Kalogeropoulos
Bulletin of the Greek Mathematical Society 54, 115-126, 2007
22007
Pricing in a Competitive Insurance Market Driven by Fractional Noise
AA Zimbidis
Variance 5 (1), 55-67, 2011
12011
Optimal Management of a Variable Annuity Invested in a Black–Scholes Market Driven by a Multidimensional Fractional Brownian Motion
AA Zimbidis
Stochastic Analysis and Applications 29 (1), 61-77, 2010
12010
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