| Estimates for the ruin probability in the classical risk model with constant interest force in the presence of heavy tails D Konstantinides, Q Tang, G Tsitsiashvili Insurance: Mathematics and Economics 31 (3), 447-460, 2002 | 133 | 2002 |
| A local limit theorem for random walk maxima with heavy tails S Asmussen, V Kalashnikov, D Konstantinides, C Klüppelberg, ... Statistics & probability letters 56 (4), 399-404, 2002 | 109 | 2002 |
| Ruin under interest force and subexponential claims: a simple treatment V Kalashnikov, D Konstantinides Insurance: Mathematics and Economics 27 (1), 145-149, 2000 | 108 | 2000 |
| Large deviations and ruin probabilities for solutions to stochastic recurrence equations with heavy-tailed innovations DG Konstantinides, T Mikosch | 73 | 2005 |
| Asymptotics for ruin probabilities in a discrete-time risk model with dependent financial and insurance risks Y Yang, DG Konstantinides Scandinavian Actuarial Journal 2015 (8), 641-659, 2015 | 40 | 2015 |
| Risk Theory: A Heavy Tail Approach DG Konstantinides # N/A, 2017 | 38 | 2017 |
| Asymptotic ruin probabilities for a multidimensional renewal risk model with multivariate regularly varying claims DG Konstantinides, J Li Insurance: Mathematics and Economics 69, 38-44, 2016 | 30 | 2016 |
| The probabilities of absolute ruin in the renewal risk model with constant force of interest DG Konstantinides, KW Ng, Q Tang Journal of Applied Probability 47 (2), 323-334, 2010 | 30 | 2010 |
| Risk measures in ordered normed linear spaces with non-empty cone-interior DG Konstantinides, CE Kountzakis Insurance: Mathematics and Economics 48 (1), 111-122, 2011 | 29 | 2011 |
| Uniform asymptotics for discounted aggregate claims in dependent risk models Y Yang, K Wang, DG Konstantinides Journal of Applied Probability 51 (3), 669-684, 2014 | 27 | 2014 |
| Forecasting mortality rate by multivariate singular spectrum analysis R Mahmoudvand, D Konstantinides, PC Rodrigues Applied Stochastic Models in Business and Industry 33 (6), 717-732, 2017 | 25 | 2017 |
| Precise large deviations for consistently varying-tailed distributions in the compound renewal risk model DG Konstantinides, F Loukissas Lithuanian mathematical journal 50, 391-400, 2010 | 20 | 2010 |
| Precise large deviations for sums of negatively dependent random variables with common long-tailed distributions DG Konstantinides, F Loukissas Communications in statistics-theory and methods 40 (19-20), 3663-3671, 2011 | 18 | 2011 |
| Ruin probability V Kalashnikov, V Kalashnikov Geometric Sums: Bounds for Rare Events with Applications: Risk Analysis …, 1997 | 17 | 1997 |
| Gnedenko-Type Limit Theorems for Cyclostationary\chi^ 2-Processes DG Konstantinides, V Piterbarg, S Stamatovic Lithuanian Mathematical Journal 44 (2), 157-167, 2004 | 15 | 2004 |
| A note on product-convolution for generalized subexponential distributions D Konstantinides, R Leipus, J Šiaulys Nonlinear Analysis: Modelling and Control 27 (6), 1054-1067, 2022 | 14 | 2022 |
| Characterization of tails through hazard rate and convolution closure properties AG Bardoutsos, DG Konstantinides Journal of Applied Probability 48 (A), 123-132, 2011 | 12 | 2011 |
| Modeling reliability for wireless sensor node coverage in assistive testbeds Z Le, E Becker, DG Konstantinides, C Ding, F Makedon Proceedings of the 3rd International Conference on PErvasive Technologies …, 2010 | 12 | 2010 |
| A class of heavy tailed distributions DG Konstantinides J. Numer. Appl. Math 96, 127-138, 2008 | 11 | 2008 |
| Risk models with extremal subexponentiality DG Konstantinides Brazilian Journal of Probability and Statistics, 63-83, 2007 | 9 | 2007 |
