Academic Staff

Politis Konstantinos
Associate Professor
Statistics and Insurance Science
126 Lambraki Str
210 414 2442
kpolitis@unipi.gr

Personal Page:

  • 1. Psarrakos, G. and Politis, K. (2009) A generalization of the Lundberg condition in the Sparre Andersen model and some applications. Stochastic Models, 25(1), 90109.

    2. Dermitzakis, V., Pitts, S.M., and Politis, K. (2009) Lundbergtype bounds and asymptotics for the moments of the time to ruin. Methodology and Computing in Applied Probability, to appear.

    3. Psarrakos, G. and Politis, K. (2009) Monotonicity properties and the deficit at ruin in the Sparre Andersen model. Scandinavian Actuarial Journal, 105118.

    4. Psarrakos, G. and Politis, K. (2008) Tail bounds for the joint distribution of the surplus prior to and at ruin. Insurance Mathematics and Economics, 42(1), 163176.

    5. Pitts, S. M. and Politis, K. (2008) Approximations for the moments of ruin time in the compound Poisson model. Insurance Mathematics and Economics, 42(2), 668679.

    6. Pitts, S. M. and Politis, K. (2007) Approximations for the Gerber-Shiu expected discounted penalty function in the compound Poisson model. Advances in Applied Probability, 39 (2), 385406.

    7. Pitts, S. M. and Politis, K. (2007) The joint density of the surplus before and after ruin in the Sparre Andersen model. Journal of Applied Probability, 44 (3), 695712.

    8. Politis, K. and Koutras, M. V. (2006) Some new bounds for the renewal function. Probability in the Engineering and Information Sciences, 20 (2), 231250.

    9. Politis, K. (2006) A functional approach for ruin probabilities. Stochastic Models, 22 (3), 509536.