Dimitrios G. Konstantinides

Management Science and Operations Research · 2000–2016

A researcher in the Science corpus: 4 papers; trusts 4 researchers and is trusted by 17 researchers here, as inferred from the citation graph.

Subfields

• Management Science and Operations Research — 15 citations into it; #1,636 of 11,946 by trust here, #2,873 by citations
• Finance — 10 citations into it; #1,841 of 10,518 by trust here, #3,361 by citations
• Demography — 9 citations into it; #553 of 4,236 by trust here, #1,084 by citations
• Economics and Econometrics — 5 citations into it

Whom Dimitrios G. Konstantinides trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Bojan Basrak
2. Thomas Mikosch
3. Jem N. Corcoran
4. Richard A. Davis
5. Zhishui Hu
6. Haizhong Yang
7. Gennady Samorodnitsky
8. Qihe Tang
9. Sidney I. Resnick
10. Paul Doukhan

Who trusts Dimitrios G. Konstantinides overall

1. Qihe Tang
2. Dingcheng Wang
3. Claudia Klüppelberg
4. Chris C. Heyde
5. Yiqing Chen
6. Jostein Paulsen
7. Radostina Kostadinova
8. Henrik Hult
9. Yuebao Wang
10. Mathieu Bargès

Papers from Dimitrios G. Konstantinides's perspective

Ordered by how strongly the researchers Dimitrios G. Konstantinides trusts endorse each paper. Same corpus, a different order for every researcher.

1. Regular variation of GARCH processes
2. On Large Deviations of Sums of Independent Random Variables
3. Ruin under interest force and subexponential claims: a simple treatment
4. Asymptotic finite-time ruin probability for a bidimensional renewal risk model with constant interest force and dependent subexponential claims
5. Generalized autoregressive conditional heteroskedasticity
6. Modelling Extremal Events for Insurance and Finance
7. A characterization of multivariate regular variation
8. The sample autocorrelation function of non-linear time series
9. Mixing: Properties and Examples
10. Limit theory for the sample autocorrelations and extremes of a GARCH (1,1) process

Their papers

• Ruin under interest force and subexponential claims: a simple treatment (2000) — 77 citations
• Estimates for the ruin probability in the classical risk model with constant interest force in the presence of heavy tails (2002) — 102 citations
• Large deviations and ruin probabilities for solutions to stochastic recurrence equations with heavy-tailed innovations (2005) — 78 citations
• Asymptotic ruin probabilities for a multidimensional renewal risk model with multivariate regularly varying claims (2016) — 47 citations