Michail Anthropelos

Michail Anthropelos

University of Piraeus - Piraeus / Greece
Economics & Econometrics / Banking and Insurance
AD Scientific Index ID: 5136602
Πανεπιστήμιο Πειραιώς
person_outline Michail Anthropelos's MOST POPULAR ARTICLES
1-) Competition in fund management and forward relative performance criteriaM Anthropelos, T Geng, T ZariphopoulouSIAM Journal on Financial Mathematics 13 (4), 1271-1301, 2022202022
2-) Nash equilibria in optimal reinsurance bargainingM Anthropelos, TJ BoonenInsurance: Mathematics and Economics 93, 196-205, 2020192020
3-) Equilibrium in risk-sharing gamesM Anthropelos, C KardarasFinance and Stochastics 21 (3), 815-865, 2017172017
4-) Forward exponential performances: Pricing and optimal risk sharingM AnthropelosSIAM Journal on Financial Mathematics 5 (1), 626-655, 2014182014
5-) ON AGENT’S AGREEMENT AND PARTIAL‐EQUILIBRIUM PRICING IN INCOMPLETE MARKETSM Anthropelos, G ŽitkovićMathematical Finance: An International Journal of Mathematics, Statistics …, 2010182010