Angelos Dassios

Angelos’ research is on applications of probability and stochastic processes in finance and insurance. He particularly likes problems that are on the interface of these two fields. Some examples of his research are work on exotic look back options, point processes with a strong element of contagion and insurance ruin based on these processes. Anything in these areas that can produce interesting or beautiful mathematics is something he would look at. Angelos also uses and develops procedures stochastic simulation which is another area of interest. More recently he has developed an interest in the area of non-parametric statistics and in particular developing tests for independence.

[30 Sep 2025] Exact simulation of quadratic intensity models - By Angelos Dassios, Yan Qu, Anxin Liu, Hongbiao Zhao [31 May 2025] Multivariate zero-inflated INAR(1) model with an application in automobile insurance - By Zezhun Chen, Angelos Dassios, Pengcheng Zhang, George Tzougas, Enrique Calderín–Ojeda, Xueyuan Wu [23 Apr 2025] Truncated inverse-Lévy measure representation of the beta process - By Junyi Zhang, Angelos Dassios, Chong Zhong, Qiufei Yao [01 Jan 2025] Posterior sampling from truncated Ferguson-Klass representation of normalised completely random measure mixtures - By Junyi Zhang, Angelos Dassios [30 Apr 2024] EM estimation for bivariate mixed poisson INAR(1) claim count regression models with correlated random effects - By Zezhun Chen, Angelos Dassios, George Tzougas [01 Oct