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Items where Author is "Vrontos, S"

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Number of items: 6.


Tzougas, G and Vrontos, S and Frangos, N (2018) 'Bonus-Malus Systems with Two Component Mixture Models Arising from Different Parametric Families.' North American Actuarial Journal. ISSN 1092-0277

Vrontos, S (2016) 'Hedge Funds Managerial Skill Revisited: A Quantile Regression Approach.' Bankers, Markets & Investors, 140.

Panopoulou, E and Vrontos, S (2015) 'Hedge fund return predictability; To combine forecasts or combine information?' Journal of Banking and Finance, 56. 103 - 122. ISSN 0378-4266

Tzougas, G and Vrontos, S and Frangos, N (2015) 'Risk Classification for Claim Counts and Losses Using Regression Models for Location, Scale and Shape.' Variance, 9 (1). 140 - 157. ISSN 1940-6444

Chadjiconstantinidis, S and Vrontos, S (2014) 'On a renewal risk process with dependence under a Farlie-Gumbel-Morgenstern copula.' Scandinavian Actuarial Journal (2). 125 - 158. ISSN 0346-1238

Tzougas, G and Vrontos, S and Frangos, N (2014) 'Optimal bonus-malus systems using finite mixture models.' ASTIN Bulletin, 44 (2). 417 - 444. ISSN 0515-0361

This list was generated on Mon Jan 27 13:34:45 2020 GMT.