| 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 | 81 | 2007 |
| The delay effect in a stochastic multiplier–accelerator model IK Dassios, AA Zimbidis, CP Kontzalis Journal of Economic Structures 3, 1-24, 2014 | 59 | 2014 |
| The classical Samuelson’s model in a multi-country context under a delayed framework with interaction I Dassios, A Zimbidis Dynamics of continuous, discrete and impulsive systems Series B …, 2014 | 43 | 2014 |
| Delay, feedback and variability of pension contributions and fund levels A Zimbidis, S Haberman Insurance: Mathematics and Economics 13 (3), 271-285, 1993 | 34 | 1993 |
| 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 | 28 | 2002 |
| 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 | 17 | 2001 |
| 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 | 14 | 2008 |
| Linear generalized stochastic systems for insurance portfolios AA Pantelous, AA Zimbidis, GI Kalogeropoulos Stochastic analysis and applications 28 (6), 946-971, 2010 | 12 | 2010 |
| 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 | 10 | 2008 |
| Delay, Feedback and Variability of Pension Contributions and Fund Levels. May 1993. 19 pages A Zimbidis, S Haberman | 8 | |
| Stochastic control system for mortality benefits AA Pantelous, AA Zimbidis Stochastic analysis and applications 27 (1), 125-148, 2009 | 5 | 2009 |
| 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 | 4 | 2008 |
| Controlling the Solvency Interaction Among a Group of Insurance Companies A Zimbidis, S Haberman | 4 | 2001 |
| Optimal premium pricing for a heterogeneous portfolio of insurance risks AA Pantelous, NE Frangos, AA Zimbidis Journal of Probability and Statistics 2009, 2009 | 3 | 2009 |
| Dynamic hedging of the mortality risk via a continuous control strategy of the portfolio of investments of a pension fund AA Zimbidis, AA Pantelous Advances and Applications in Statistics 8 (2), 247-289, 2008 | 3 | 2008 |
| 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 | 3 | 2006 |
| Earthquake loss and Solvency Capital Requirement calculation using a fault-specific catastrophe model G Deligiannakis, A Zimbidis, I Papanikolaou The Geneva Papers on Risk and Insurance-Issues and Practice 48 (4), 821-846, 2023 | 2 | 2023 |
| Stochastic assessment of seismic risk using faults to address the incomplete information in historical catalogues E Louloudis, A Zimbidis, A Yannacopoulos European Actuarial Journal 13 (1), 375-397, 2023 | 2 | 2023 |
| 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 | 2 | 2010 |
| 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 | 2 | 2010 |
