Author Page for Athanasios A. Pantelous

Optimal Premium Pricing Policy in a Competitive Insurance Market Environment

Annals of Actuarial Science, Volume 7, Issue 2, pp. 175-191, September 2013, DOI: 10.1017/S1748499512000152

Number of pages: 27 Posted: 16 Sep 2011 Last Revised: 18 Jul 2016

Athanasios A. Pantelous and Eudokia Passalidou

Monash University - Department of Econometrics & Business Statistics and University of Liverpool - Institute of Financial and Actuarial Mathematics

Downloads 151 (147,029)

Abstract:

2.

On the Robust Stability of Pricing Models for Non-Life Insurance Products

European Actuarial Journal, Volume 3, Issue 2, 2013 pp 535-550, DOI: 10.1007/s13385-013-0074-8

Number of pages: 21 Posted: 04 Sep 2011 Last Revised: 29 Jul 2016

Athanasios A. Pantelous and Athanasios Papageorgiou

Monash University - Department of Econometrics & Business Statistics and City University London

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3.

Pairs Trading, Technical Analysis and Data Snooping: Mean Reversion vs Momentum

Number of pages: 68 Posted: 08 Mar 2018

Ioannis Psaradellis, Jason Laws, Athanasios A. Pantelous and Georgios Sermpinis

University of St Andrews School of Economics and Finance, University of Liverpool - Accounting and Finance Division, Monash University - Department of Econometrics & Business Statistics and University of Glasgow

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Abstract:

4.

Efficient Pricing of Barrier Options on High Volatility Assets Using Subset Simulation

Number of pages: 41 Posted: 01 Mar 2018 Last Revised: 28 Mar 2018

Keegan Mendonca, Vasileios Kontosakos, Athanasios A. Pantelous and Konstantin Zuev

California Institute of Technology - Department of Computing and Mathematical Sciences, Monash University - Department of Econometrics & Business Statistics, Monash University - Department of Econometrics & Business Statistics and California Institute of Technology

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5.

The Nature of Causality and its Dark Aspect

Number of pages: 31 Posted: 28 Jan 2018 Last Revised: 17 May 2018

Stavros K. Stavroglou, Athanasios A. Pantelous and Konstantin Zuev

Department of Mathematical Sciences and Institute for Risk and Uncertainty, University of Liverpool, UK, Monash University - Department of Econometrics & Business Statistics and California Institute of Technology

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6.

Momentum and Reversal Strategies in Chinese Commodity Futures Markets

Number of pages: 58 Posted: 29 Nov 2017

Yurun Yang, Ahmet Goncu and Athanasios A. Pantelous

Xi'an Jiaotong-Liverpool Univeristy, Xi'an Jiaotong University (XJTU) and Monash University - Department of Econometrics & Business Statistics

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7.

Time Series Analysis of S&P 500 Index: A Horizontal Visibility Graph Approach

Number of pages: 29 Posted: 06 Sep 2017

Michail Vamvakaris, Athanasios A. Pantelous and Konstantin Zuev

University of Liverpool - Department of Mathematical Sciences and Institute for Risk and Uncertainty, Monash University - Department of Econometrics & Business Statistics and California Institute of Technology

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Abstract:

8.

Non-Cooperative Dynamic Games for General Insurance Markets

Insurance: Mathematics and Economics, Vol. 78, pp. 123-135, January 2018 DOI: 10.1016/j.insmatheco.2017.12.001

Number of pages: 40 Posted: 02 Aug 2017 Last Revised: 18 Jan 2018

Tim Boonen, Athanasios A. Pantelous and Renchao Wu

University of Amsterdam, Monash University - Department of Econometrics & Business Statistics and University of Liverpool, Department of Mathematical Sciences

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Abstract:

9.

A Dynamic Analysis of S&P 500, FTSE 100 and EURO STOXX 50 Indices Under Different Exchange Rates

PLoS ONE, Volume 13, Issue 3, pp. 1-40 e0194067, March 2018 DOI: 10.1371/journal.pone.0194067

Number of pages: 41 Posted: 14 Jul 2017 Last Revised: 20 Mar 2018

Yanhua Chen, Rosario N. Mantegna, Athanasios A. Pantelous and Konstantin Zuev

Institute for Risk and Uncertainty, University of Liverpool, UK, University of Palermo, Monash University - Department of Econometrics & Business Statistics and California Institute of Technology

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Abstract:

10.

Mortality Effects of Economic Fluctuations in the Selected Eurozone Countries

Number of pages: 51 Posted: 06 Jun 2017 Last Revised: 27 Aug 2017

Malgorzata Seklecka, Norazliani Lazam, Athanasios A. Pantelous and Colin O'Hare

University of Liverpool - Institute of Financial and Actuarial Mathematics, Department of Mathematical Sciences, University of Liverpool, UK, Monash University - Department of Econometrics & Business Statistics and Monash University - Department of Econometrics & Business Statistics

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Abstract:

11.

Modeling Frost Losses: Application to Pricing Frost Insurances

North American Actuarial Journal, Volume 22, Issue 1, pp. 137-159, March 2018, DOI:10.1080/10920277.2017.1387571

Number of pages: 38 Posted: 10 May 2017 Last Revised: 20 Mar 2018

Hirbod Assa, Meng Wang and Athanasios A. Pantelous

University of Liverpool, University of Liverpool - Institute of Financial and Actuarial Mathematics and Monash University - Department of Econometrics & Business Statistics

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Abstract:

12.

Insurance Pricing and Reserving with the Temperature-Related Mortality Model

Number of pages: 45 Posted: 18 Mar 2017 Last Revised: 19 Mar 2017

Malgorzata Seklecka, Athanasios A. Pantelous and Colin O'Hare

University of Liverpool - Institute of Financial and Actuarial Mathematics, Monash University - Department of Econometrics & Business Statistics and Monash University - Department of Econometrics & Business Statistics

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Abstract:

13.

Causality Networks of Financial Assets

Journal of Network Theory in Finance, Volume 3, Issue 2, pp 17-67, June 2017, DOI: 10.21314/JNTF.2017.029

Number of pages: 73 Posted: 22 Dec 2016 Last Revised: 20 Jul 2017

Stavros K. Stavroglou, Athanasios A. Pantelous, Kimmo Soramaki and Konstantin Zuev

Department of Mathematical Sciences and Institute for Risk and Uncertainty, University of Liverpool, UK, Monash University - Department of Econometrics & Business Statistics, Financial Network Analytics Ltd and California Institute of Technology

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Abstract:

14.

Credibilistic Risk Aversion

Quantitative Finance, Volume 17, Issue 7, pp. 1135-1145, 2017, DOI: 10.1080/14697688.2016.1264617

Number of pages: 20 Posted: 18 Nov 2016 Last Revised: 11 Jun 2017

Yuanyuan Liu, Jian Zhou and Athanasios A. Pantelous

Shanghai University, School of Management, Shanghai University, School of Management and Monash University - Department of Econometrics & Business Statistics

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Abstract:

15.

Investors' Behavior on S&P 500 Index during Periods of Market Crashes: A Visibility Graph Approach

Handbook of Investors' Behavior during Financial Crises, Chapter 22, pp. 401-417, 2017, DOI: 10.1016/B978-0-12-811252-6.00022-0

Number of pages: 29 Posted: 16 Nov 2016 Last Revised: 30 Aug 2017

Michail Vamvakaris, Athanasios A. Pantelous and Konstantin Zuev

University of Liverpool - Department of Mathematical Sciences and Institute for Risk and Uncertainty, Monash University - Department of Econometrics & Business Statistics and California Institute of Technology

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Abstract:

16.

On the Impact of Country ETFs' Premiums and Discounts over Feedback Trading

Number of pages: 36 Posted: 08 Nov 2016

Vasileios Kallinterakis, Fei Liu and Athanasios A. Pantelous

University of Liverpool - Management School (ULMS), Department of Mathematical Sciences and Institute for Risk and Uncertainty, University of Liverpool and Monash University - Department of Econometrics & Business Statistics

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Abstract:

17.

Forecasting and Trading High Frequency Volatility on Large Indices

Quantitative Finance, Volume 18, Issue 5, pp. 737-748, 2018, DOI: 10.1080/14697688.2017.1414489

Number of pages: 21 Posted: 30 Sep 2016 Last Revised: 23 May 2018

Fei Liu, Athanasios A. Pantelous and Hans-Jorg von Mettenheim

Department of Mathematical Sciences and Institute for Risk and Uncertainty, University of Liverpool, Monash University - Department of Econometrics & Business Statistics and Institut für Wirtschaftsinformatik

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Abstract:

18.

Potential Games with Aggregation in Non-Cooperative General Insurance Markets

ASTIN Bulletin, Volume 47, Issue 1, pp. 269-302, January 2017, DOI:10.1017/asb.2016.31

Number of pages: 29 Posted: 18 Sep 2016 Last Revised: 19 Mar 2017

Renchao Wu and Athanasios A. Pantelous

University of Liverpool, Department of Mathematical Sciences and Monash University - Department of Econometrics & Business Statistics

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19.

Optimal Strategies for a Nonlinear Premium-Reserve Model in a Competitive Insurance Market

Annals of Actuarial Science, Volume 11, Issue 1, March 2017, pp. 1-19. DOI: 10.1017/S1748499516000129

Number of pages: 19 Posted: 18 Sep 2016 Last Revised: 19 Mar 2017

Athanasios A. Pantelous and Eudokia Passalidou

Monash University - Department of Econometrics & Business Statistics and University of Liverpool - Institute of Financial and Actuarial Mathematics

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Abstract:

20.

Technical Trading, False Discoveries and Familywise Errors: The Case of Crude Oil

Number of pages: 43 Posted: 31 Aug 2016 Last Revised: 06 Mar 2018

Ioannis Psaradellis, Jason Laws, Athanasios A. Pantelous and Georgios Sermpinis

University of St Andrews School of Economics and Finance, University of Liverpool - Accounting and Finance Division, Monash University - Department of Econometrics & Business Statistics and University of Glasgow

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Abstract:

21.

Pairs Trading with Commodity Futures: Evidence from the Chinese Market

China Finance Review International, Volume 7, Issue 3, pp. 274-294, July 2017, DOI: 10.1108/CFRI-09-2016-0109

Number of pages: 35 Posted: 22 Aug 2016 Last Revised: 27 Aug 2017

Yurun Yang, Ahmet Goncu and Athanasios A. Pantelous

Xi'an Jiaotong-Liverpool Univeristy, Xi'an Jiaotong University (XJTU) and Monash University - Department of Econometrics & Business Statistics

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Abstract:

22.

Claims Reserving with a Stochastic Vector Projection

North American Actuarial Journal, Volume 22, Issue 1, pp. 22-39, March 2018, DOI 10.1080/10920277.2017.1353429

Number of pages: 30 Posted: 21 Aug 2016 Last Revised: 20 Mar 2018

Luis Portugal, Athanasios A. Pantelous and Hirbod Assa

Department of Mathematical Sciences, University of Liverpool, Monash University - Department of Econometrics & Business Statistics and University of Liverpool

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23.

Mortality Effects of Temperature Changes in the United Kingdom

Journal of Forecasting, Volume 36, Issue 7, pp. 824-841, November 2017, DOI: 10.1002/for.2473

Number of pages: 38 Posted: 18 Jul 2016 Last Revised: 12 Nov 2017

Malgorzata Seklecka, Athanasios A. Pantelous and Colin O'Hare

University of Liverpool - Institute of Financial and Actuarial Mathematics, Monash University - Department of Econometrics & Business Statistics and Monash University - Department of Econometrics & Business Statistics

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Abstract:

24.

Loss Aversion around the World: Empirical Evidence from Pension Funds

Journal of Banking and Finance, Volume 88, pp. 52-62, 2018, DOI 10.1016/j.jbankfin.2017.11.007

Number of pages: 48 Posted: 02 Apr 2016 Last Revised: 04 Dec 2017

Yuxin Xie, Soosung Hwang and Athanasios A. Pantelous

Southwestern University of Finance and Economics, The School of Securities and Futures, Sungkyunkwan University - Department of Economics and Monash University - Department of Econometrics & Business Statistics

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Athanasios A. Pantelous

Monash University - Department of Econometrics & Business Statistics

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