報 告 人：CHARALAMPOS D. PASSALIDIS
報告時間：2025年4月16日 15:30-16:30
報告地點：覽秀樓105； #騰訊會議： 362-683-9628
報告摘要：We consider closure properties in the class of positively decreasing distributions. Our results stem from different types of dependence, but each type belongs in the family of asymptotically independent dependence structures. Namely we examine the closure property with respect to minimum, maximum, convolution, convolution roots and convolution product. Furthermore, we take into account some closure properties of the class of generalized subexponential positively decreasing distributions, as also we introduce and study the class of the generalized long-tailed positively decreasing distributions. Further we consider the convolution closure problem of subexponentiality, in the case of subexponential positively decreasing class. In some classes we discuss the closure property of randomly stopped sums. Finally, we revisit some problems of infinity divisibility
distributions in subexponential positively decreasing class of distributions, and we study the asymptotic relation between Jump measure and Levy measure of superpositions of Ornstein-Uhlenbeck process in the case where jump measure have positive and finite Matuszewska indexes.
報告人簡介：Charalampos D. Passalides was born at 2001 in Ptolemais, not far from Thessaloniki, where he spent his adulthood. After entrance exams he became student in the Department of Statistics and Actuarial-Financial Mathematics in University of the Aegean on Samos. During his Bachelor studies, he defended a Bachelor Thesis with title ‘Systemic risk model in the presence of Dependence and Multivariate Regular Variation’ under the supervision of Prof. D. G. Konstantinides. Next, he got M.Sc. degree, in the same department of the University of the Aegean, with specialization on Actuarial and Financial Mathematics, with scholarship. During his Master studies defended a thesis with title ‘Heavy-Tailed Distributions: Closure Properties and Dependence’ under the supervision of Prof. D. G. Konstantinides. In his research interests are included heavy tailed distributions, dependence modelling, multivariate approaches of the single big jump principles, applications of risk theory.
