Angelos Dassios

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Publications

Citations

1.5K

H-Index

Active since

1989

Affiliations

London School of Economics and Political Science(Current)

Shanghai University of Finance and Economics

Macquarie University

University of Warwick

UNSW Sydney

Angelos Dassios is an author at London School of Economics and Political Science specializing in stochastic processes, financial economics, and finance.

ORCID

Publications per year

1989–2021

Publications

Pricing of catastrophe reinsurance and derivatives using the Cox process with shot noise intensity

Angelos Dassios, Jiwook Jang · Finance and Stochastics · 2003 · 203 citations · Full text

Business, Economics, Finance +16

Martingales and insurance risk

Angelos Dassios, Paul Embrechts · Communications in Statistics Stochastic Models · 1989 · 186 citations

Business, Insurance, Mathematics +14

A dynamic contagion process

Angelos Dassios, Hongbiao Zhao · Advances in Applied Probability · 2011 · 161 citations · Full text

Engineering, Economics, Mathematics +16

A consistent test of independence based on a sign covariance related to Kendall’s tau

Wicher Bergsma, Angelos Dassios · Bernoulli · 2014 · 147 citations · Full text

Natural Sciences, Biostatistics, Mathematics +13

Exact simulation of Hawkes process with exponentially decaying intensity

Angelos Dassios, Hongbiao Zhao · Electronic Communications in Probability · 2013 · 143 citations · Full text

Engineering, Finance, Insurance Analytics +16

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