Nikolaos E. Frangos

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Publications

Citations

295

H-Index

Active since

1998

Affiliations

Athens University of Economics and Business(Current)

Nikolaos E. Frangos is an author at Athens University of Economics and Business specializing in stochastic differential equations, stochastic modeling, and mathematics.

Publications per year

1998–2011

Publications

The stochastic wave equation in two spatial dimensions

Robert C. Dalang, Nikolaos E. Frangos · The Annals of Probability · 1998 · 232 citations · Full text

Engineering, Mathematics, Physics +14

Optimal investment and reinsurance policies in insurance markets under the effect of inside information

Ioannis Baltas, Nikolaos E. Frangos, Athanasios N. Yannacopoulos · Applied Stochastic Models in Business and Industry · 2011 · 29 citations

Business, Economics, Insurance +16

Modelling losses using an exponential-inverse Gaussian distribution

Nikolaos E. Frangos, Dimitris Karlis · Insurance Mathematics and Economics · 2004 · 21 citations

Computing, Electrical Engineering, Machine Learning +6

A Wiener Chaos Approach to Hyperbolic SPDEs

Evangelia A. Kalpinelli, Nikolaos E. Frangos, Athanasios N. Yannacopoulos · Stochastic Analysis and Applications · 2011 · 13 citations

Natural Sciences, Mathematics, Physics +12

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