Psarrakos, Georgios Relations between integrated tails and moments based on the deficit at ruin in the renewal risk model. (English) Zbl 07596347 Commun. Stat., Theory Methods 51, No. 21, 7631-7651 (2022). MSC: 60K05 91B30 PDFBibTeX XMLCite \textit{G. Psarrakos}, Commun. Stat., Theory Methods 51, No. 21, 7631--7651 (2022; Zbl 07596347) Full Text: DOI
Gao, Qingwu; Liu, Yu; Psarrakos, Georgios; Wang, Yuebao On asymptotic equivalence among the solutions of some defective renewal equations. (English) Zbl 1337.60222 Lith. Math. J. 53, No. 4, 391-405 (2013). MSC: 60K05 60F05 PDFBibTeX XMLCite \textit{Q. Gao} et al., Lith. Math. J. 53, No. 4, 391--405 (2013; Zbl 1337.60222) Full Text: DOI
Psarrakos, Georgios On the DFR property of the compound geometric distribution with applications in risk theory. (English) Zbl 1231.91229 Insur. Math. Econ. 47, No. 3, 428-433 (2010). MSC: 91B30 60K05 60E15 PDFBibTeX XMLCite \textit{G. Psarrakos}, Insur. Math. Econ. 47, No. 3, 428--433 (2010; Zbl 1231.91229) Full Text: DOI
Psarrakos, Georgios; Politis, Konstadinos Monotonicity properties and the deficit at ruin in the Sparre Andersen model. (English) Zbl 1224.91082 Scand. Actuar. J. 2009, No. 2, 104-118 (2009). Reviewer: Rostyslav E. Yamnenko (Kyïv) MSC: 91B30 62P05 62E10 PDFBibTeX XMLCite \textit{G. Psarrakos} and \textit{K. Politis}, Scand. Actuar. J. 2009, No. 2, 104--118 (2009; Zbl 1224.91082) Full Text: DOI
Psarrakos, Georgios Asymptotic results for heavy-tailed distributions using defective renewal equations. (English) Zbl 1157.62030 Stat. Probab. Lett. 79, No. 6, 774-779 (2009). MSC: 62G32 60K05 62G20 62P05 91B30 PDFBibTeX XMLCite \textit{G. Psarrakos}, Stat. Probab. Lett. 79, No. 6, 774--779 (2009; Zbl 1157.62030) Full Text: DOI