Andreas Milidonis
University of Cyprus
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Publications - ActuarialSc
Publication Types:
All types ( 18 )
ActuarialSc ( 5 )
Finance ( 9 )
Insurance ( 4 )
The Cross-Section of Asia-Pacific Mortality Dynamics: Implications for Longevity Risk Sharing.
ActuarialSc
Biffis, Enrico, Yijia Lin, and Andreas Milidonis.
Journal of Risk and Insurance 84, 515-532.
Publication year: 2017
Mortality Lead and Lags.
ActuarialSc
Milidonis, Andreas, and Maria Efthymiou.
Journal of Risk and Insurance 84, 495-514.
Publication year: 2017
An Empirical Investigation of CDS Spreads Using a Regime Switching Default Risk Model.
ActuarialSc
Milidonis, Andreas.
North American Actuarial Journal 20 (3), 252-275.
Publication year: 2016
Mortality Regimes and Pricing.
ActuarialSc
Milidonis, Andreas, Yijia, Lin and Samuel Cox.
North American Actuarial Journal, 15 (2): 266-289.
Publication year: 2011
Estimation of Stock Price Distress Costs Associated with Bond Downgrades Using Regime Switching Models.
ActuarialSc
Milidonis, Andreas, and Shaun Wang.
North American Actuarial Journal
, 11 (4): 42-60.
Publication year: 2007
