报 告 人： DIMITRIOS KONSTANTINIDES,

报告时间： 2025年4月16日  14:30-15:30

报告地点：览秀楼105；  #腾讯会议： 362-683-9628

报告摘要：We reconsider a classical, well-studied problem from applied probability. This is the max-sum equivalence of randomly weighted sums, and the originality is because we manage to include interdependence among the primary random variables, as well as among primary random variables and random weights, as a generalization of previously published results. As a consequence we provide the finite-time ruin probability, in a discrete-time risk model. Furthermore, we established asymptotic bounds for the generalized moments of randomly weighted sums in the case of dominatedly varying primary random variables under the same dependence conditions. Finally, we give some results for randomly weighted and stopped sums under similar dependence conditions, with the restriction that the random weights are identically distributed, and the same holds for the primary random variables. Additionally, under these assumptions, we find asymptotic expressions for the random time ruin probability, in a discrete-time risk model.

报告人简介：Dimitrios G. Konstantinides was born in Thessaloniki where he had his elementary education. Later he continued in gymnasium in Larissa and he finished the lyceum in Athens at Kalithea. After entrance exams he became student of the Department of Mathematics in University of Athens. For his M.Sc. degree he went to Kiev at the Mechaniko-Mathematical Department of the Kiev National University, named after Shevtshenko, with supervisor M.V. Kartashov. Next for his doctoral studies he entered to the Mechaniko-Mathematical Department of the Moscow State University, named after Lomonossov, with supervisor A.D. Solovyev. He began his academic career in Technical University of Crete for six years where he taught to students of the Department of Electrical Engineering and Computer Science and of the Department of Industrial and Management Engineering. Then he continued to the University of the Aegean (Samos) at the Department of Mathematics for three years and then at the Department of Statistics and Actuarial – Financial Mathematics.