Dimitrios G. Konstantinides Dept. of Statistics and Actuarial - Financial Mathematics University of the Aegean Karlovassi 83200 , Phone : ++3022730-82333 Fax : ++3022730-82309 e-mail: [email protected] Homepage: www.samos.aegean.gr/actuar/konstant/

CURRICULUM VITAE DIMITRIOS G. KONSTANTINIDES

Full name: Dimitrios George Konstantinides. Citizenship: Greek. Born: 15.09.1958 in Thessaloniki, Greece. Private address: 8th of May AB, Messaio, Karlovassi, 83200 Samos, Greece.

Academic degrees: University of : Dept. Mathematics, B.Sc., 1982.

Kiev State University: Dept. Mechanics-Mathematics, M.Sc., 1984.

Moscow State University: Dept. Mechanics-Mathematics, Ph.D., 1990.

Full time positions held: Department of Sciences, Technical University of : Assistant Professor with annual contract 1992 - 1998.

Department of Mathematics, University of the Aegean: Assistant Professor with annual contract 1998 - 2001.

Department of Statistics and Actuarial Science, University of the Aegean: Lecturer 2001 - 2003.

Assistant Professor 2003 - 2009.

1 Associate Professor 2009 - 2014

Department of Mathematics, University of the Aegean: Professor 2014 - now.

Part-time positions held:

Department of Electronics, Technical Educational Institute of Crete: Adjunct Lecturer 1993 - 1998.

Teaching experience:

Undergraduate level

1. Probability Theory.

2. Statistics.

3. Stochastic Processes.

4. Operation Research.

5. Queuing Theory.

6. Inventory Theory.

7. Actuarial Mathematics.

8. Financial Mathematics.

9. Extreme Value Theory.

10. Introduction to Insurance.

11. Risk Theory.

12. Modeling of Extremal Events.

2 13. Life Insurance Mathematics.

14. Macroeconomics.

15. Microeconomics.

Post graduate level

16. Actuarial Mathematics.

17. Theory of Extremal Events.

18. Non-life Insurance Mathematics.

19. Interest Rate and Bonds.

Doctoral students:

1. Radostina I. Kostadinova, Technische Universitat Munchen, 2006. Dissertation ”Integrated Risk Management When The Stock Price Follows An Exponential Levy Process” (together with Claudia Kl¨uppelberg).

2. Fotis Loukissas, University of the Aegean, 2013. Dissertation ”Precise Large Deviations in Distributions with Heavy Tails”.

3. Georgios Zachos, Univesrity of the Aegean, in process.

Memberships in professional organizations:

Greek Statistical Institute.

Greek Mathematical Society.

Pythagorean Academy.

Bernoulli Society.

3 Bachelier Finance Society.

London Mathematical Society.

Editorial Board of the ”Insurance Markets and Companies” (2005-2019).

Editorial Board of the ”Insurance Markets and Companies”.

Conferences - Lectures:

1st Greek Statistical Institute Conference, Thessaloniki, Greece, 19.12.85 - 21.12.85.

Dept. Applied Mathematics Seminar, Erevan, Armenia, 5.05.87.

2nd Greek Statistical Institute Conference, Athens, Greece, 5.02.88 - 6.02.88.

Stochastic Models Conference, Plovdiv, Bulgaria, 9.02.89 - 11.02.89.

Dept. Probability Theory Seminar, Moscow State University, USSR, 22.11.89.

Stochastic Model Stability Seminar, Moscow State University, USSR, 24.04.90.

2nd Bernoulli Congress, Uppsala, Sweden, 13.08.90 - 18.08.90.

Dept. Probability Theory Seminar, University of Budapest, Hungary, 29.11.90.

4th Greek Statistical Institute Conference, Patra, Greece, 24.05.91 - 25.05.91.

5th Greek Statistical Institute Conference, Volos, Greece, 29.05.92 - 31.05.92.

4 Nato Scientiffic Programm, visit to Prof. V.Kalashnikov, Moscow State University, Russia, 20.12.95 - 20.02.96.

Risk Theory Seminar, Bankya, Bulgaria, 5.02.96 - 9.02.96.

9th Greek Statistical Institute Conference, Xanthi, Greece, 18.04.96 - 20.04.96.

18th Conference on Stochastic Model Stability, Debrecen, Hungary, 26.01.97 - 2.02.97.

10th Greek Statistical Conference, Pireus, Greece, 4.06.97 - 7.06.97.

51st International Statistical Institute Conference, Instabul, 18.08.97 - 26.08.97.

Economic Theory Conference, Rhodos, Greece, 2.07.99 - 8.07.99.

1st Conference in Actuarial Science and Finance, Samos, Greece, 27.05.00 - 28.05.00.

Nato Scientific Programm, visit to Prof. G. Tsitsiashvili, Institute of Applied Mathematics, Vladivostok, Russia, 31.01.01 - 25.03.01.

Seminar in the Department of Statistics and Finance at the University of Science and Technology of China, Hefei, China, 27.03.01, 29.03.01.

Seminar in the Department of Statistics and Actuarial Science at the University of Hong Kong, 10.04.01.

14th Greek Statistical Conference, , Greece, 18.04.01 - 21.04.01.

International Symposium: Extreme Value Analysis, Theory and Prac- tice, Leuven, Belgium, 5.08.01 - 10.08.01.

15th Greek Statistical Conference, Ioannina, Greece, 8.05.02 - 11.05.02.

5 2nd World Congress Bachelier Finance Society, Crete, Greece, 12.06.02 - 15.06.02.

Memorial seminar for V. Kalashnikov, Petrozavodsk, Russia, 8.09.02 - 13.09.02.

2nd Conference in Actuarial Science and Finance on Samos, Karlovassi, Greece, 20.09.02 - 22.09.02.

Colloquium in Actuarial Mathematics, Laboratory of Actuarial Mathe- matics, University of Copenhagen, Denmark, 22.10.02.

Seminar of Mathematical Statistics, Lund University, Sweden, 28.10.02.

16th Greek Statistical Conference, Kavala, Greece, 30.04.03 - 3.05.03.

6th International Conference on Current Trends in Economics, , Greece, 30.06.03 - 6.07.2003.

1st Summer School in Financial Mathematics, Karlovassi, Greece, 10.07.03 - 15.07.03.

1st Brazilian Conference on Statistical Modelling in Insurance and Fi- nance, Ubatuba, Brazil, 1.09.03 - 6.09.03.

17th Greek Statistical Conference, Levkada, Greece, 14.04.04 - 18.04.04.

Colloquium on Risk Analysis: Statistical and Probabilistic Methods, Leuven, 26.05.04 - 27.05.04.

8th International Congress on Insurnace: Mathematics and Economics, Rome, 14.06.04 - 16.06.04.

Workshop on Challenges of Continuous Optimization Theory and Ap- plications, Rhodes, 2.07.04 - 3.07.04.

Vortrag im Graduiertenkolleg (GKAAM), Munich University of Tech- nology, Munich, 12.07.04.

6 3rd Conference on Actuarial Science and Finance on Samos, Karlovassi, 2.09.04 - 5.09.04.

Departmental Seminar: Operational Research and Industrial Engineer- ing, Cornell University, Ithaca, 5.04.05.

9th International Congress on Insurance: Mathematics and Economics, Quebec, 6.07.05 - 8.07.05.

2nd Brazilian Conference on Statistical Modeling in Insurance and Fi- nance, Maresias, Brazil, 28.08.05 - 3.09.05.

7th HERCMA 2005 Conference, Athens University of Economics and Business, Athens, 22.09.05 - 24.09.05.

Workshop on Actuarial and Financial Mathematics, Vaesteraos - Stock- holm, 26.10.05 - 27.10.05.

Workshop on Risk Measures and Risk Management on High-Frequency Data, Eurandom Eindhoven, 6.03.06 - 8.03.06.

19th Greek Statistical Conference, Kastoria, Greece, 26.04.06 - 29.04.06.

International Conference Modern Stochastics: Theory and Applications, Kiev State University, 19.06.06 - 23.06.06.

International Summer School ”Insurance and Finance: Science, Practice and Education”, Foros Crimea, Ukraine, 25.06.06 - 1.07.06.

31st Conference on Stochastic Processes and their Applications, Paris, 17.07.06 - 21.07.06.

10th International Congress on Insurance: Mathematics and Economics, Leuven, 18.07.06 - 20.07.06.

4th Conference on Actuarial Science and Finance on Samos, Karlovassi, 14.09.06 - 17.09.06.

7 20th Greek Statistical Conference, Nicosia, 11.04.07 - 15.04.07.

Workshop Mathematical Methodologies for Operational Risk, Eurandom Eindhoven, 16.04.07 - 18.04.07.

International Summer School ”Insurance and Finance: Science, Practice and Education”, Foros, Crimea, Ukraine, 24.06.07 - 30.06.07.

11th International Congress on Insurance: Mathematics and Economics, , 10.07.07 - 12.07.07.

Seminar on Financial Mathematics, University of Texas at Austin, USA, 5.11.07.

Workshop ”Multivariate Risk Management”, EURANDOM, Technical University of Eindhoven, The Netherlands, 10.12.07 - 11.12.07.

Cologne Workshop on Actuarial Mathematics, University of Cologne, Germany, 10.03.08 - 12.03.08.

21st Greek Statistical Conference, Karlovassi, Samos, 30.04.08 - 4.05.08.

International School ”Finance, Insurance and Energy Markets: Sustain- able Development”, V¨asteras,Sweden, 5.05.08 - 9.05.08.

International Summer School ”Insurance and Finance: Science, Practice and Education”, Foros, Crimea, Ukraine, 22.06.08 - 28.06.08.

5th Conference on Actuarial Science and Finance on Samos, Karlovassi, Greece, 4.09.08 - 7.09.08.

Epilogue of IME 2007 - 1st Actuarial Day, University of Piraeus, Greece, 11.10.08.

Days of Actuarial Education, Kyiv National University, Ukraine, 14.11.08 - 15.11.08.

22th Greek Statistical Conference, Chania, 22.04.09 - 26.04.09.

8 13th International Congress on Insurance: Mathematics and Economics, Istanbul, 27.05.09 - 29.05.09.

2b) or not 2b) Conference in honor of Prof. H.U. Gerber, Lausanne, 2.06.09 - 3.06.09.

13th International Conference on Applied Stochastic Models and Data Analysis, Vilnius, 30.06.09 - 3.07.09.

Seminar at Dept. of Statistics and Actuarial - Financial Mathematics, University of Aegean, Karlovassi, 24.11.09.

Colloquium at Dept. of Mathematics, University of Texas at Arlington, Arlington, 05.2.10.

COSMOS seminar at Dept. of Industrial and Manufacturing Engineer- ing, University of Texas at Arlington, Arlington, 11.2.10

4th International Conference On Mathematical and Statistical Methods for Actuarial Sciences and Finance, Ravello, Italy, 07.04.10 - 09.04.10.

Seminar at Dept. of Mathematics, Computer Science and Econometrics, University of Zielona Gora, Zielona Gora, Poland, 14.04.10.

6th Conference on Actuarial Science and Finance on Samos, Karlovassi, Greece, 3.06.10 - 6.06.10.

14th International Congress on Insurance: Mathematics and Economics, Toronto, Canada, 17.06.10 - 19.06.10.

6th World Congress Bachelier Finance Society, Toronto, Canada, 22.06.10 - 26.06.10.

2nd International Conference on Modern Stochastics: T.A., Kyiv Na- tional University, Kyiv, Ukraine, 7.09.10 - 11.09.10.

Seminar at Dept. of Actuarial Mathematics and Statistics, Heriot-Watt University, Edinburgh, United Kingdom, 20.01.11.

9 Seminar at School of Mathematics, University of Edinburgh, Edinburgh, United Kingdom, 26.01.11.

Seminar at Dept. of Mathematics and Statistics, University of Strath- clyde, Glasgow, United Kingdom, 28.01.11.

24th Greek Statistical Conference, Patra, 28.04.11 - 30.04.11.

4th International Conference on Risk Analysis ICRA4, Limassol, 25.05.11 - 29.05.11.

Conference in Honor of Soeren Asmussen, University of Aarhus, Sonder- borg, Denmark, 1.08.11 - 5.08.11.

Tercentenary of the Laplace-Runge-Lenz vector, Conference in Honor of Peter Leach, Durban, South Africa, 23.11.11 - 26.11.11.

7th Conference on Actuarial Science and Finance on Samos, Karlovassi, Greece, 31.05.12 - 3.06.12.

3nd International Conference on Modern Stochastics: T.A., Kyiv Na- tional University, Kyiv, Ukraine, 10.09.12 - 14.09.12.

26th Greek Statistical Conference, Piraeus, 8.05.13 - 11.05.13.

International Cramer Symposium on Insurance Mathematics, Stockholm, 11.7.13 - 14.7.13.

CEQURA Conference 2013 on Advance in Financial and Insurance Risks, Munich, 23.09.13 - 24.09.13.

Seminar at Dept. of Mathematics, University of Aegean, Karlovassi, 11.12.13.

8th Conference on Actuarial Science and Finance on Samos, Karlovassi, Greece, 29.05.14 - 1.06.14.

8th World Congress Bachelier Finance Society, Brussels, Belgium, 2.06.14 - 6.06.14.

10 Winter 2014 Conference of the Multinational Finance Society, Athens, Greece, 14.12.14 - 16.12.14.

28th Greek Statistical Conference, Charokopeion, Athens, 15.04.15 - 18.04.15.

2nd World Philosophical Forum, Old Parlament, Athens, 20.06.15.

16th Applied Stochastic Models and Data Analysis Conference, Univer- sity of Piraeus, Piraeus, 30.06.15 - 4.07.15.

Seminar at Dept. Mathematical Finance and Actuarial Science, Nankai University, Tianjin, 21.09.15.

Workshop on Statistics and Actuarial Science, East China Normal Uni- versity, Sanghai, 16.10.15.

Seminar at Dept. Mathematics and Statistics, Nanjing Audit University, Nanjing, 26.10.15.

Workshop on New Directions in Risk Theory, Dept. Mathematics and Statistics, Nanjing Audit University, Nanjing, 31.10.15.

Seminar at Risk Management Institute, National University of Singa- pore, Singapore, 16.11.15.

Seminar Dept. Statistics and Actuarial Science, University of Hong Kong, Hong Kong, 25.11.15.

Seminar at Hunter Graduate Center, CUNY, New York, 10.2.2017.

Seminar at Dept. Finance and Risk Engineering, New York University, New York, 10.2.2016.

9th Conference on Actuarial Science and Finance on Samos, Karlovassi, Greece, 18.05.16 - 22.05.16.

11 9th World Congress Bachelier Finance Society, New York, USA, 15.07.16 - 19.07.16.

20th International Congress on Insurance: Mathematics and Economics, Atlanta, USA, 24.07.16 - 27.07.16.

Claude Lefevre’s day, ISFA - SAF, Lyon, France, 5.09.16.

3rd European Actuarial Journal Conference, ISFA, Lyon, France, 6.09.16 - 8.09.16.

Workshop on Recent Developments in Dependence Modelling with Ap- plications in Finance and Insurance, Island of , Greece, 22 - 23.05.17.

Thera Stochastics, Conference in Honour of I. Karatzas, Nomikos Con- ference Centre, Fira, , Greece, 31.05.17 - 02.06.17.

21st International Congress on Insurance: Mathematics and Economics, Vienna, Austria, 02.07.17 - 05.07.17.

11th Seminar on Probability and Stochastic Processes, Imam Khomeini International University, Qazvin, Iran, 30 - 31.08.17.

Conference on Modern Methods in Insurance Pricing and Industrial Statistics. Bu-Ali Sina Univeristy, Hamedan, Iran, 2 - 5.09.17.

Seminar of Institute of Applied Mathematics, Middle East Technical University, Ankara, , 2.10.17.

Analytical and Computational Methods in Probability Theory and its Applications ACMPT, Lomonosov Moscow State University and RUDN University, Moscow, Russia, 23 - 27.10.17.

10th International Statistics Congress (ISC2017), Turkish Statistical As- sociation and Ankara University, Ankara, Turkey, 6 - 8.12.17.

10th Conference on Actuarial Science and Finance on Samos, Karlovassi, Greece, 30.05 - 03.06.18.

12 The first Iranian Actuarial Conference, Shahid Beheshti University, Tehran, Iran, 18 - 19.8.18.

Recent Developments in Dependence Modelling with Applications in Fi- nance and Insurance, Vrije Universiteit Brussel, Aegina, Greece, 13 - 14.9.18.

23rd International Congress on Insurance: Mathematics and Economics, Muenchen, Germany, 10 - 12.07.19.

9th International Conference on Levy Processes, Samos, Greece, 15 - 19.07.19.

Mathematical Biology on the Mediterranean Conference, Samos, Greece, 8 - 14.9.19.

Recent developments in Dependence modelling with applications in Fi- nance and Insurance, 6th edition, Agistri Island, Greece, 16 - 17.09.19.

Workshop ’Heavy Tails’, Eurandom, Eindhoven, Holland, 9 - 13.12.19.

Books:

1. Lecture Notes on Probability Theory and Statistics. Crete, 1992. 2. Lecture Notes on Queuing Theory. Crete, 1994. 3. Collection of Exercises on Probability Theory. Samos, 1999. 4. Theory of Stochastic Processes. Part A. Stamoulis, Athens, 2009. 5. Theory of Stochastic Processes. Part B. Stamoulis, Athens, 2010. 6. Collective Risk Theory. Part A. Simmetria, Athens, 2011. 7. Collective Risk Theory. Part B. Simmetria, Athens, 2012. 8. Risk Theory in Actuarial Science, in collective volume Probability: Interpretation, Theory and Applications, 1 – 86, Nova Science Publishers, New York, 2012. 9. Quantitative Macroeconomic Theory. Part A. Papasotiriou. Athens, 2016. 10. Quantitative Macroeconomic Theory. Part B. Papasotiriou. Athens, 2017. 11. Risk Theory: A Heavy Tail Approach. World Scientific. New Jersey, 2017.

13 12. Quantitative Microeconomic Theory. Part A. Papazissis. Athens. 2019. 13. Quantitative Microeconomic Theory. Part B. Papazissis. Athens. 2020.

Scientific Publications:

1. Konstantinidis, D.G., Monotone trajectory principle for a complex renewable system with one repair unit. Moscow University Mathematics Bulletin (Vestnik Moskow University), 45, No.2, 9–14, 1990. 2. Konstantinidis, D.G., Solovyev A.D., Uniform Estimate of Reliability for a Complex Regenerated System with Unlimited Number of Repair Units. Moscow University Mathematics Bulletin (Vestnik Moskow University), 46, No.3, 21–24, 1991. 3. Solovyev, A.D., Konstant, D.G., Reliability Estimation for a Complex Renewable System with an Unbounded Number of Repair Units. J. Appl. Probab., 28, No. 4, 833–842, 1991. 4. Konstant, D.G., Piterbarg, V.I., Extreme Values of the Cyclostation- ary Gaussian Random Process. J. Appl. Probab., 30, No.1, 82–97, 1993. 5. Kalashnikov, V.V., Konstantinidis, D.G., Ruin Probability. Funda- mentalnaya i prikladnaya matematika, 2, No.4, 1055–1100, 1996. 6. Konstantinidis, D.G., Comparison of Ruin Probability Estimates in the Presence of Heavy Tails. Journal of Mathematical Sciences (New York), 93, No.4, 552–562, 1999. 7. Kalashnikov, V.V., Konstantinides, D.G., Ruin under Interest Force and Subexponential Claims: A Simple Treatment. Insurance: Mathematics and Economics, 27, No.1, 145–149, 2000. 8. Tsitsiashvili, G.Sh., Konstantinides, D.G., Supertails in Risk Theory (in Russian),Far Eastern Mathematical Journal, 2, No.1, 68–76, 2001. 9. Asmussen, S., Kalashnikov, V., Kl¨uppelberg, C., Konstantinides, D., Tsitsiashvili, G.Sh., A Local Limit Theorem for Random Walk Maxima with Heavy-tails. Statistics and Probability Letters, 56, No.4, 399–404, 2002. 10. Konstantinides, D.G., Tang, Q.H., Tsitsiashvili, G.Sh., Estimates for the Ruin Probability in the Classical Risk Model with Constant Interest Force in the Presence of Heavy Tails. Insurance: Mathematics and Eco- nomics, 31, No.3, 447–460, 2002. 11. Konstantinides, D.G., Piterbarg, V., Stamatovic, S., Gnedenko-type Limit Theorems for Cyclo-stationary χ2 - Processes. Lithuanian Math. J.,

14 44, No.2, 157–167, 2004. 12. Konstantinides, D.G., Tang, Q.H., Tsitsiashvili, G.Sh., Two-sided Bounds for Ruin Probability under Constant Interest Force. Journal of Mathematical Sciences (New York). 123, No.1, 3.824–3.833, 2004. 13. Konstantinides, D.G., Mikosch T., Large Deviations and Ruin Prob- abilities for Solutions to Stochastic Recurrence Equations with Heavy-tailed Innovations. Ann. Probab., 33, 1.992–2.035, 2005. 14. Makroglou, A., Konstantinides, D.G., Numerical Solution of a Sys- tem of Two First Order Volterra Integro-differential Equations Arising in Ultimate Ruin Theory. HERMIS-µ π, 7, 122–132, 2006. 15. Konstatinides, D.G., Risk Models with Extremal Subexponentiality. Brazilian Journal of Probability and Statistics, 21, No.1, 63–83, 2007. 16. Konstantinides, D.G., Prabhu, N.U., A Two-fluid Storage Model with L´evyInputs and Alternating Outputs. Queueing Systems: Theory and Applications, 55, No.3, 139–146, 2007. 17. Konstantinides, D.G., A Class of Heavy Tailed Distributions. Jour- nal of Numerical and Applied Mathematics, 96, No.1, 127–138, 2008. 18. Konstantinides, D.G., Ng, K.W., Tang, Q.H., The Probabilities of Absolute Ruin in the Renewal Risk Model with Constant Force of Interest. J. Appl. Probab., 47, No.2, 323–334, 2010. 19. Konstantinides, D.G., Loukissas, F., Precise Large Deviations for Consistently Varying-tailed Distribution in the Compound Renewal Risk Model. Lithuanian Math. J., 50, No.4, 391–400, 2010. 20. Konstantinides, D.G., Kountzakis, C.E., Risk Measures in Ordered Normed Linear Spaces with Non-empty Cone-interior. Insurance: Mathe- matics and Economics, 48, No.1, 111–122, 2011. 21. Bardoutsos, A.G., Konstantinides, D.G., Characterization of Tails through Hazard Rate and Convolution Closure Properties. J. Appl. Probab., 48A, 123–132, 2011. 22. Konstantinides, D.G., Extremal subexponentiality in ruin probabil- ities. Comm. Statist. Theory and Methods, 40, No.16, 2907–2918, 2011. 23. Konstantinides, D.G., Loukissas, F., Precise Large Deviations for Sums of Negatively Dependent Random Variables with Common Long-tailed Distributions. Comm. Statist. Theory and Methods, 40, No.19-20, 3663– 3671, 2011. 24. Konstantinides, D.G., Kountzakis, C.E., The Restricted Convex Risk Measures in Actuarial Solvency. Decis. Econ. Finance, 37, No.2, 287–318, 2014.

15 25. Yang, Y., Wang, K., Konstantinides, D.G., Uniform Asymptotics for Discounted Aggregate Claims in Dependent Risk Models. J. Appl. Probab., 51, No.3, 1–16, 2014. 26. Konstantinides, D.G., Kountzakis, C.E., Coherent risk measures un- der dominated variation. In collective book ” Modern Problems in Insurance Mathematics”. Springer Heidelberg, Ch. 8, 113–138, 2014. 27. Yang, Y., Konstantinides, D.G., Asymptotics for Ruin Probabili- ties in a Discrete-time Risk Model with Dependent Financial and Insurance Risks. Scand. Actuarial J., 8, 641–659, 2015. 28. Konstantinides, D.G., Kountzakis, C.E., Monetary Risk Measures on Orlicz Spaces Produced by Set-valued Risk Measures and Random Mea- sures. In collective book ”Mathematical and Statistical Methods for Actuar- ial Sciences and Finance ”, Springer Milan, 125–128, 2014. 29. Konstantinides, D.G., Zachos, G., Accuracy of Betas by Using a Comparative Methodology. Proceedings of the 28th Panhellenic Statistics Conference, Greek Statistical Institute, 400–413, 2015. 30. Konstantinides, D.G., Kountzakis, C.E., Rearrangement Invariant, Coherent Risk Measures on L0. J. Financ. Risk Manag., 4, 22–25, 2015. 31. Konstantinides, D.G., Li J.Z., Asymptotic Ruin Probabilities for a Multidimensional Renewal Risk Model with Multivariate Regularly Varying Claims. Insurance: Mathematics and Economics, 48, No.1, 111–122, 2016. 32. Konstantinides, D.G., Kountzakis, C.E., Distributions with Heavy Tails in Orlicz Spaces. J. Theor. Probab., 30, No. 4, 1726–1762, 2017. 33. Mahmoudvand, R., Konstantinides D.G., Rodrigues P.C., Fore- casting Mortality Rate by Multivariate Singular Spectrum Analysis. Appl. Stochast. Models Busin. Indust., 33, No. 6, 717–732, 2017. 34. Konstantinides D.G., Precise Large Deviations for Subexponential Distributions in a Multi Risk Model. Risks, 6, No.2, 1–13, 2018. 35. Konstantinides D.G., Ruin Probabilities for a Double Renewal Risk Model with Frequent Premium Arrivals. Quantitative Finance and Eco- nomics, 2, No.3, 717–732, 2018. 36. Konstantinides D.G., Zachos G.C., Exhibiting Abnormal Returns Under a Risk Averse Strategy. Methodol. Comput. Appl. Probab., 21, 551–566, 2019.

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