1.
Zimbidis A. (2013 TO Appear) “Insurance pricing using H∞ - control”, Applied
Mathematics and Computations (Elsevier)
2.
Zimbidis A. (2011) “ Optimal management of a variable annuity
invested in a Black-Scholes market driven by a multi-dimensional
fractional Brownian motion” , Stochastic Analysis and Applications vol 29 (1), pp 61-77
3.
Zimbidis A. (2011) “Pricing in a competitive market driven by
fractional noise” , Variance Journal 5 (1), pp 55-67
4.
Zimbidis A. (2010). “Optimal control for non-homogeneous linear
systems driven by fractional noises”, Stochastic Analysis and
Applications vol. 28 (2) , pp 274
5.
Zimbidis A. (2008) “Premium and reinsurance control of an
ordinary insurance system with liabilities driven by a fractional Brownian
motion”, Scandinavian Actuarial Journal vol. 2008 (1) , 16-33