Items where authors include "Papaioannou, Apostolos"

Article

Beelders, Noah, RAMSDEN, LEWIS and Papaioannou, Apostolos (2026) Poissonian Potential Measures and Occupation Times for Refracted-Reflected Levy Processes. Stochastic Models. ISSN 1532-4214

Palmowski, Zbigniew, RAMSDEN, LEWIS and Papaioannou, Apostolos (2026) Finite-Time Ruin Probabilities via Multivariate Lagrangian Inversion. Insurance: Mathematics and Economics. 103269. ISSN 0167-6687

Beelders, Noah, RAMSDEN, LEWIS and Papaioannou, Apostolos (2026) Levy processes under level-dependent Poisson switching. Journal of Applied Probability. ISSN 1475-6072

Şimșek, Meral, RAMSDEN, LEWIS and Papaioannou, Apostolos (2024) Fluctuations of an omega-type killed process in discrete time. Modern Stochastics: Theory and Applications. pp. 459-478. ISSN 2351-6054

Palmowski, Zbigniew, Ramsden, Lewis and Papaioannou, Apostolos (2024) Gerber-Shiu theory for discrete risk processes in a regime switching environment. Applied Mathematics and Computation. 128491. ISSN 0096-3003

Palmowski, Zbigniew, Ramsden, Lewis and Papaioannou, Apostolos (2024) Exit times for a Discrete Markov Additive Process. Journal of Theoretical Probability. ISSN 1572-9230

Papaioannou, Apostolos and Ramsden, Lewis (2022) Recursive Approaches for Multi-Layer Dividend Strategies in a Phase-Type Renewal Risk Model. Risks. ISSN 2227-9091

Athanikkal Sasidharan, Dibu, M J, Jacob, Papaioannou, Apostolos et al. (1 more author) (2020) Delayed Capital Injections for a Risk Process with Markovian Arrivals. Methodology and Computing in Applied Probability. 1057–1076. ISSN 1573-7713

Palmowski, Zbigniew, Ramsden, Lewis and Papaioannou, Apostolos (2018) Parisian ruin for the dual risk process in discrete-time. European Actuarial Journal. pp. 197-214. ISSN 2190-9733