Estimates for the ruin probability in the classical risk model with constant interest force in the presence of heavy tails D Konstantinides, Q Tang, G Tsitsiashvili Insurance: Mathematics and Economics 31 (3), 447-460, 2002 | 117 | 2002 |

A local limit theorem for random walk maxima with heavy tails S Asmussen, V Kalashnikov, D Konstantinides, C Klüppelberg, ... Statistics & probability letters 56 (4), 399-404, 2002 | 103 | 2002 |

Ruin under interest force and subexponential claims: a simple treatment V Kalashnikov, D Konstantinides Insurance: Mathematics and Economics 27 (1), 145-149, 2000 | 101 | 2000 |

Large deviations and ruin probabilities for solutions to stochastic recurrence equations with heavy-tailed innovations DG Konstantinides, T Mikosch The Annals of Probability 33 (5), 1992-2035, 2005 | 65 | 2005 |

Extreme values of the cyclostationary Gaussian random process DG Konstant, VI Piterbarg Journal of applied probability, 82-97, 1993 | 33 | 1993 |

The probabilities of absolute ruin in the renewal risk model with constant force of interest DG Konstantinides, KW Ng, Q Tang Journal of Applied Probability 47 (2), 323-334, 2010 | 27 | 2010 |

Risk measures in ordered normed linear spaces with non-empty cone-interior DG Konstantinides, CE Kountzakis Insurance: Mathematics and Economics 48 (1), 111-122, 2011 | 24 | 2011 |

Asymptotics for ruin probabilities in a discrete-time risk model with dependent financial and insurance risks Y Yang, DG Konstantinides Scandinavian Actuarial Journal 2015 (8), 641-659, 2015 | 23 | 2015 |

Precise large deviations for sums of negatively dependent random variables with common long-tailed distributions DG Konstantinides, F Loukissas Communications in statistics-theory and methods 40 (19-20), 3663-3671, 2011 | 17 | 2011 |

Precise large deviations for consistently varying-tailed distributions in the compound renewal risk model DG Konstantinides, F Loukissas Lithuanian mathematical journal 50 (4), 391-400, 2010 | 15 | 2010 |

Forecasting mortality rate by multivariate singular spectrum analysis R Mahmoudvand, D Konstantinides, PC Rodrigues Applied Stochastic Models in Business and Industry 33 (6), 717-732, 2017 | 14 | 2017 |

Uniform asymptotics for discounted aggregate claims in dependent risk models Y Yang, K Wang, DG Konstantinides Journal of Applied Probability 51 (3), 669-684, 2014 | 14 | 2014 |

Gnedenko-Type Limit Theorems for Cyclostationary χ^{2}-ProcessesDG Konstantinides, V Piterbarg, S Stamatovic Lithuanian Mathematical Journal 44 (2), 157-167, 2004 | 14 | 2004 |

Ruin probability V Kalashnikov Geometric Sums: Bounds for Rare Events with Applications, 171-200, 1997 | 12 | 1997 |

Asymptotic ruin probabilities for a multidimensional renewal risk model with multivariate regularly varying claims DG Konstantinides, J Li Insurance: Mathematics and Economics 69, 38-44, 2016 | 11 | 2016 |

Modeling reliability for wireless sensor node coverage in assistive testbeds Z Le, E Becker, DG Konstantinides, C Ding, F Makedon Proceedings of the 3rd International Conference on PErvasive Technologies …, 2010 | 8 | 2010 |

Risk models with extremal subexponentiality DG Konstantinides Brazilian Journal of Probability and Statistics, 63-83, 2007 | 7 | 2007 |

Two-sided bounds for ruin probability under constant interest force DG Konstantinides, QH Tang, GS Tsitsiashvili Journal of Mathematical Sciences 123 (1), 3824-3833, 2004 | 7 | 2004 |

Large deviations and ruin probabilities for solutions to stochastic recurrence equations with heavy-tailed innovations G Konstantinides, T Mikosch Ann. Prob, 2004 | 6 | 2004 |

Supertails in risk theory GS Tsitsiashvili, DG Konstantinidis Dal'nevostochnyi Matematicheskii Zhurnal 2 (1), 68-76, 2001 | 6 | 2001 |