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Author ID: frangos.nikos-e Recent zbMATH articles by "Frangos, Nikos E."
Published as: Frangos, Nikos E.; Frangos, Nikolaos E.; Frangos, N. E.; Frangos, Nicholas; Frangos, Nicholas E.; Frangos, Nikolaos; Frangos, Nicholaos E.; Frangos, Nickolaos E.; Frangos, Nikos N.; Frangos, Nikos
Homepage: http://myria.math.aegean.gr/iris/www/html/conact/CVFrangos.html
External Links: MGP
Documents Indexed: 32 Publications since 1985
Co-Authors: 21 Co-Authors with 30 Joint Publications
514 Co-Co-Authors

Publications by Year

Citations contained in zbMATH Open

22 Publications have been cited 212 times in 187 Documents Cited by Year
The stochastic wave equation in two spatial dimensions. Zbl 0938.60046
Dalang, Robert C.; Frangos, N. E.
93
1998
Design of optimal bonus-malus systems with a frequency and a severity component on an individual basis in automobile insurance. Zbl 1035.62108
Frangos, Nicholas E.; Vrontos, Spyridon D.
28
2001
Optimal bonus-malus systems using finite mixture models. Zbl 1288.91120
Tzougas, George; Vrontos, Spyridon; Frangos, Nicholas
13
2014
Modeling earthquake risk via extreme value theory and pricing the respective catastrophe bonds. Zbl 1162.91448
Zimbidis, Alexandros A.; Frangos, Nickolaos E.; Pantelous, Athanasios A.
12
2007
Optimal investment and reinsurance policies in insurance markets under the effect of inside information. Zbl 1286.91064
Baltas, I. D.; Frangos, N. E.; Yannacopoulos, A. N.
11
2012
Modelling losses using an exponential-inverse Gaussian distribution. Zbl 1054.62127
Frangos, Nikolaos; Karlis, Dimitris
7
2004
Quadratic variation for a class of L lo\(g^ +\,L\)-bounded two-parameter martingales. Zbl 0631.60048
Frangos, Nikos E.; Imkeller, Peter
5
1987
Numerical methods for hyperbolic SPDEs: a Wiener chaos approach. Zbl 1332.60105
Kalpinelli, Evangelia A.; Frangos, Nikolaos E.; Yannacopoulos, Athanasios N.
5
2013
On multiparameter ergodic and martingale theorems in infinite measure spaces. Zbl 0594.60009
Frangos, Nikos E.; Sucheston, Louis
4
1986
A Wiener chaos approach to hyperbolic SPDEs. Zbl 1219.60063
Kalpinelli, E. A.; Frangos, N. E.; Yannacopoulos, A. N.
4
2011
Bonus-malus systems with two-component mixture models arising from different parametric families. Zbl 1393.62048
Tzougas, George; Vrontos, Spyridon; Frangos, Nicholas
4
2018
The design of an optimal bonus-malus system based on the Sichel distribution. Zbl 1327.91039
Tzougas, George; Frangos, Nicholas
4
2014
Reinsurance control in a model with liabilities of the fractional Brownian motion type. Zbl 1150.91429
Frangos, N. E.; Vrontos, S. D.; Yannacopoulos, A. N.
3
2007
On convergence of vector valued pramarts and subpramarts. Zbl 0571.60062
Frangos, Nikos E.
3
1985
Wiener chaos solutions for linear backward stochastic evolution equations. Zbl 1235.60080
Yannacopoulos, Athanasios N.; Frangos, Nikolaos E.; Karatzas, Ioannis
3
2011
Stochastic Burgers PDEs with random coefficients and a generalization of the Cole-Hopf transformation. Zbl 1291.60128
Englezos, Nikolaos; Frangos, Nikolaos E.; Kartala, Xanthi-Isidora; Yannacopoulos, Athanasios N.
3
2013
Some inequalities for strong martingales. Zbl 0651.60059
Frangos, Nikos E.; Imkeller, Peter
2
1988
On regularity of Banach-valued processes. Zbl 0575.60004
Frangos, Nikos E.
2
1985
Ruin probability at a given time for a mode with liabilities of the fractional Brownian motion type: A partial differential equation approach. Zbl 1143.91028
Frangos, N. E.; Vrontos, S. D.; Yannacopoulos, A. N.
2
2005
Confidence intervals of the premiums of optimal bonus malus systems. Zbl 1416.91193
Karlis, Dimitris; Tzougas, George; Frangos, Nicholas
2
2018
Optimal premium pricing for a heterogeneous portfolio of insurance risks. Zbl 1200.91144
Pantelous, Athanasios A.; Frangos, Nicholas E.; Zimbidis, Alexandros A.
1
2009
Sensitivity of the joint survival probability for reinsurance schemes. Zbl 1281.91103
Roumelioti, Eleni E.; Zazanis, Michael A.; Frangos, Nikos E.
1
2014
Bonus-malus systems with two-component mixture models arising from different parametric families. Zbl 1393.62048
Tzougas, George; Vrontos, Spyridon; Frangos, Nicholas
4
2018
Confidence intervals of the premiums of optimal bonus malus systems. Zbl 1416.91193
Karlis, Dimitris; Tzougas, George; Frangos, Nicholas
2
2018
Optimal bonus-malus systems using finite mixture models. Zbl 1288.91120
Tzougas, George; Vrontos, Spyridon; Frangos, Nicholas
13
2014
The design of an optimal bonus-malus system based on the Sichel distribution. Zbl 1327.91039
Tzougas, George; Frangos, Nicholas
4
2014
Sensitivity of the joint survival probability for reinsurance schemes. Zbl 1281.91103
Roumelioti, Eleni E.; Zazanis, Michael A.; Frangos, Nikos E.
1
2014
Numerical methods for hyperbolic SPDEs: a Wiener chaos approach. Zbl 1332.60105
Kalpinelli, Evangelia A.; Frangos, Nikolaos E.; Yannacopoulos, Athanasios N.
5
2013
Stochastic Burgers PDEs with random coefficients and a generalization of the Cole-Hopf transformation. Zbl 1291.60128
Englezos, Nikolaos; Frangos, Nikolaos E.; Kartala, Xanthi-Isidora; Yannacopoulos, Athanasios N.
3
2013
Optimal investment and reinsurance policies in insurance markets under the effect of inside information. Zbl 1286.91064
Baltas, I. D.; Frangos, N. E.; Yannacopoulos, A. N.
11
2012
A Wiener chaos approach to hyperbolic SPDEs. Zbl 1219.60063
Kalpinelli, E. A.; Frangos, N. E.; Yannacopoulos, A. N.
4
2011
Wiener chaos solutions for linear backward stochastic evolution equations. Zbl 1235.60080
Yannacopoulos, Athanasios N.; Frangos, Nikolaos E.; Karatzas, Ioannis
3
2011
Optimal premium pricing for a heterogeneous portfolio of insurance risks. Zbl 1200.91144
Pantelous, Athanasios A.; Frangos, Nicholas E.; Zimbidis, Alexandros A.
1
2009
Modeling earthquake risk via extreme value theory and pricing the respective catastrophe bonds. Zbl 1162.91448
Zimbidis, Alexandros A.; Frangos, Nickolaos E.; Pantelous, Athanasios A.
12
2007
Reinsurance control in a model with liabilities of the fractional Brownian motion type. Zbl 1150.91429
Frangos, N. E.; Vrontos, S. D.; Yannacopoulos, A. N.
3
2007
Ruin probability at a given time for a mode with liabilities of the fractional Brownian motion type: A partial differential equation approach. Zbl 1143.91028
Frangos, N. E.; Vrontos, S. D.; Yannacopoulos, A. N.
2
2005
Modelling losses using an exponential-inverse Gaussian distribution. Zbl 1054.62127
Frangos, Nikolaos; Karlis, Dimitris
7
2004
Design of optimal bonus-malus systems with a frequency and a severity component on an individual basis in automobile insurance. Zbl 1035.62108
Frangos, Nicholas E.; Vrontos, Spyridon D.
28
2001
The stochastic wave equation in two spatial dimensions. Zbl 0938.60046
Dalang, Robert C.; Frangos, N. E.
93
1998
Some inequalities for strong martingales. Zbl 0651.60059
Frangos, Nikos E.; Imkeller, Peter
2
1988
Quadratic variation for a class of L lo\(g^ +\,L\)-bounded two-parameter martingales. Zbl 0631.60048
Frangos, Nikos E.; Imkeller, Peter
5
1987
On multiparameter ergodic and martingale theorems in infinite measure spaces. Zbl 0594.60009
Frangos, Nikos E.; Sucheston, Louis
4
1986
On convergence of vector valued pramarts and subpramarts. Zbl 0571.60062
Frangos, Nikos E.
3
1985
On regularity of Banach-valued processes. Zbl 0575.60004
Frangos, Nikos E.
2
1985
all top 5

Cited by 254 Authors

13 Dalang, Robert C.
10 Sanz-Solé, Marta
8 Frangos, Nikos E.
7 Gómez-Déniz, Emilio
7 Tzougas, George
6 Ondreját, Martin
5 Khoshnevisan, Davar
5 Weisz, Ferenc
4 Ascanelli, Alessia
4 Balan, Raluca M.
4 Brzeźniak, Zdzisław
4 Coriasco, Sandro
4 Márquez-Carreras, David
4 Pantelous, Athanasios A.
4 Peng, Xingchun
4 Quer-Sardanyons, Lluís
4 Shevchenko, Georgiy M.
4 Süss, André
4 Tindel, Samy
4 Yannacopoulos, Athanasios N.
3 Chen, Le
3 Karlis, Dimitris
3 Lee, Cheuk-Yin
3 Liang, Fei
3 Millet, Annie
3 Schurz, Henri
3 Vázquez Polo, Francisco José
3 Wang, Zhenpeng
2 Angers, Jean-François
2 Asgari, Zohreh
2 Baltas, Ioannis D.
2 Barbu, Viorel
2 Blömker, Dirk
2 Caithamer, Peter
2 Calderín Ojeda, Enrique
2 Cerrai, Sandra
2 Conus, Daniel
2 Desjardins, Denise
2 Dionne, Georges
2 Dong, Wenlong
2 Foondun, Mohammud
2 Freidlin, Mark I.
2 Guertin, François
2 Hernández-Bastida, Agustin
2 Hinz, Michael
2 Hosseini, Seyed Mohammad
2 Hu, Yijun
2 Imkeller, Peter
2 Jeong, Himchan
2 Kalpinelli, Evangelia A.
2 Levajković, Tijana
2 Lévêque, Olivier
2 Li, Peijun
2 Li, Yumeng
2 Li, Zhengxiao
2 Mellouk, Mohamed
2 Mena, Hermann
2 Morien, Pierre-Luc
2 Müller, Carl E.
2 Nualart, David
2 Nualart, Eulalia
2 Papaioannou, Apostolos D.
2 Pryhara, Larysa
2 Pu, Fei
2 Sarabia, José María
2 Sarrà, Mònica
2 Shao, Jia
2 Talafha, Abdallah M.
2 Tan, Chong It
2 Tudor, Ciprian A.
2 Viens, Frederi G.
2 Vrontos, Spyridon D.
2 Wang, Wenyuan
2 Yoshimoto, Takeshi
2 Zähle, Martina
1 Abdeljawad, Ahmed
1 Albrecher, Hansjörg
1 Altmann, Robert
1 Arató, N. Miklós
1 Assa, Hirbod
1 Bai, Lihua
1 Balasooriya, Uditha
1 Baňas, Ľubomír
1 Beirlant, Jan
1 Belinsky, Boris P.
1 Bladt, Martin
1 Bo, Lijun
1 Bonsdorff, Heikki
1 Borodin, Alexei
1 Boulanba, Lahcen
1 Boulongne, Patrick
1 Calvet, Laura
1 Čanić, Sunčica
1 Cao, Jing
1 Chaleyat-Maurel, Mireille
1 Chao, Wen
1 Chen, Fenge
1 Chen, Yucong
1 Chen, Zhenlong
1 Cheung, Eric C. K.
...and 154 more Authors
all top 5

Cited in 83 Serials

13 Insurance Mathematics & Economics
11 Stochastic Processes and their Applications
10 ASTIN Bulletin
7 Journal of Functional Analysis
6 The Annals of Probability
6 Stochastic Analysis and Applications
5 Bernoulli
5 Scandinavian Actuarial Journal
4 Journal of Mathematical Analysis and Applications
4 Journal of Differential Equations
4 Transactions of the American Mathematical Society
4 The Journal of Fourier Analysis and Applications
4 North American Actuarial Journal
3 Journal of Statistical Computation and Simulation
3 Theory of Probability and Mathematical Statistics
3 Electronic Journal of Probability
3 Mathematical Problems in Engineering
3 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics
3 European Actuarial Journal
3 Stochastic and Partial Differential Equations. Analysis and Computations
2 Applicable Analysis
2 Monatshefte für Mathematik
2 Proceedings of the American Mathematical Society
2 Acta Applicandae Mathematicae
2 Probability Theory and Related Fields
2 Journal of Theoretical Probability
2 Communications in Statistics. Theory and Methods
2 Potential Analysis
2 Random Operators and Stochastic Equations
2 Journal of Applied Statistics
2 Extremes
2 Acta Mathematica Sinica. English Series
2 Boundary Value Problems
2 Journal of Dynamics and Games
2 Modern Stochastics. Theory and Applications
1 Advances in Applied Probability
1 Computers & Mathematics with Applications
1 Journal of Mathematical Biology
1 Journal of Mathematical Physics
1 Reviews in Mathematical Physics
1 Applied Mathematics and Computation
1 BIT
1 Czechoslovak Mathematical Journal
1 Glasgow Mathematical Journal
1 Illinois Journal of Mathematics
1 Journal of Applied Probability
1 Journal of Computational and Applied Mathematics
1 Mathematische Annalen
1 Mathematics of Operations Research
1 Memoirs of the American Mathematical Society
1 Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods
1 Statistics & Probability Letters
1 Acta Mathematica Hungarica
1 Acta Mathematicae Applicatae Sinica. English Series
1 Optimization
1 Forum Mathematicum
1 The Annals of Applied Probability
1 Numerical Algorithms
1 Communications in Partial Differential Equations
1 Expositiones Mathematicae
1 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques
1 Test
1 Applied Mathematics. Series B (English Edition)
1 Statistical Papers
1 Bulletin des Sciences Mathématiques
1 Electronic Communications in Probability
1 Discrete and Continuous Dynamical Systems
1 Discrete Dynamics in Nature and Society
1 Methodology and Computing in Applied Probability
1 Lobachevskii Journal of Mathematics
1 Quantitative Finance
1 Journal of Systems Science and Complexity
1 Stochastics and Dynamics
1 SORT. Statistics and Operations Research Transactions
1 Journal of Industrial and Management Optimization
1 Stochastics
1 Complex Variables and Elliptic Equations
1 Frontiers of Mathematics in China
1 Inverse Problems and Imaging
1 Journal of Pseudo-Differential Operators and Applications
1 Mathematical Control and Related Fields
1 Evolution Equations and Control Theory
1 International Journal of Applied and Computational Mathematics

Citations by Year