Athanasios A Pantelous

Athanasios A Pantelous

Monash University

H-index: 27

Oceania-Australia

About Athanasios A Pantelous

Athanasios A Pantelous, With an exceptional h-index of 27 and a recent h-index of 23 (since 2020), a distinguished researcher at Monash University, specializes in the field of Applied Mathematics, Actuarial Mathematics, Quantitative Finance, Stochastic Dynamics, Operational Research.

His recent articles reflect a diverse array of research interests and contributions to the field:

Narrow framing and under-diversification: Empirical evidence from Chinese households

Long-term dynamic asset allocation under asymmetric risk preferences

A comparative and conceptual intellectual study of environmental topic in economic and finance

A decision making framework for joint replenishment and delivery scheduling problems under mixed uncertainty

A machine learning and clustering-based methodology for the identification of lead users and their needs from online communities

On the existence, uniqueness and calculation of Wiener path integral most probable paths for determining the stochastic response of nonlinear dynamical systems

Catastrophe bond pricing in the primary market: The issuer effect and pricing factors

Optimal Premium Pricing in a Competitive Stochastic Insurance Market with Incomplete Information: A Bayesian Game-theoretic Approach

Athanasios A Pantelous Information

University

Position

Department of Econometrics & Business Statistics Australia

Citations(all)

2462

Citations(since 2020)

1859

Cited By

1250

hIndex(all)

27

hIndex(since 2020)

23

i10Index(all)

83

i10Index(since 2020)

62

Email

University Profile Page

Monash University

Google Scholar

View Google Scholar Profile

Athanasios A Pantelous Skills & Research Interests

Applied Mathematics

Actuarial Mathematics

Quantitative Finance

Stochastic Dynamics

Operational Research

Top articles of Athanasios A Pantelous

Title

Journal

Author(s)

Publication Date

Narrow framing and under-diversification: Empirical evidence from Chinese households

China Economic Review

Yuxin Xie

Ruohua Tang

Athanasios A Pantelous

Xiaomeng Lu

2024/2/1

Long-term dynamic asset allocation under asymmetric risk preferences

European Journal of Operational Research

Vasileios E Kontosakos

Soosung Hwang

Vasileios Kallinterakis

Athanasios A Pantelous

2024/1/16

A comparative and conceptual intellectual study of environmental topic in economic and finance

International Review of Financial Analysis

Meilan Yan

Youwei Li

Athanasios A Pantelous

Samuel A Vigne

Dalu Zhang

2024/1/1

A decision making framework for joint replenishment and delivery scheduling problems under mixed uncertainty

Computers & Industrial Engineering

Guang Wang

Jian Zhou

Athanasios A Pantelous

Yuanyuan Liu

Youwei Li

2024/1/1

A machine learning and clustering-based methodology for the identification of lead users and their needs from online communities

Expert Systems with Applications

Xinghua Fang

Jian Zhou

Athanasios A Pantelous

Wei Lu

2024/8/15

On the existence, uniqueness and calculation of Wiener path integral most probable paths for determining the stochastic response of nonlinear dynamical systems

Mechanical Systems and Signal Processing

Asela Nawagamuwage

Ioannis A Kougioumtzoglou

Athanasios A Pantelous

2024/2/15

Catastrophe bond pricing in the primary market: The issuer effect and pricing factors

International Review of Financial Analysis

Marian Chatoro

Sovan Mitra

Athanasios A Pantelous

Jia Shao

2023/1/1

Optimal Premium Pricing in a Competitive Stochastic Insurance Market with Incomplete Information: A Bayesian Game-theoretic Approach

Available at SSRN 4543526

Fotios Mourdoukoutas

Tim J Boonen

Bonsoo Koo

Athanasios A Pantelous

2023/8/14

An efficient rare event simulation-based methodology for pricing and risk management of financial derivatives

Available at SSRN 4118436

Ephraim Clark

Vasileios Kontosakos

Sovan Mitra

Athanasios A Pantelous

2023/11/7

Multi-population mortality projection: The augmented common factor model with structural breaks

International Journal of Forecasting

Pengjie Wang

Athanasios A Pantelous

Farshid Vahid

2023/1/1

Prometheus Framework for Public Policy Decisions on Environmental Health Risks

Available at SSRN 4526256

Stavros K Stavroglou

Athanasios A Pantelous

Bilal M Ayyub

James H Lambert

Jim W Hall

...

2023/8/1

Online–Offline Integrated Value Innovation Ecosystem: A Lead User Perspective

IEEE Transactions on Engineering Management

Jian Zhou

Guanshuang Jiang

Athanasios A Pantelous

Ying Yu

2023/10/30

Technical analysis, spread trading, and data snooping control

International Journal of Forecasting

Ioannis Psaradellis

Jason Laws

Athanasios A Pantelous

Georgios Sermpinis

2023/1/1

Competitive Insurance Pricing Strategies for Multiple Lines of Business: A Game Theoretic Approach

Available at SSRN 4049437

Fotios Mourdoukoutas

Athanasios A Pantelous

Greg Taylor

2023/4/28

A systematic review of uncertainty theory with the use of scientometrical method

Jian Zhou

Yujiao Jiang

Athanasios A Pantelous

Weiwen Dai

2023/9

Project scheduling problem with fuzzy activity durations: A novel operational law based solution framework

European Journal of Operational Research

Mingxuan Zhao

Jian Zhou

Ke Wang

Athanasios A Pantelous

2022/7/30

A Decision-Making Framework for Supporting an Equitable Global Vaccine Distribution Under Humanitarian Perspectives

Available at SSRN 4289504

Junyang Cai

Jian Zhou

Athanasios A Pantelous

Musen Kingsley Li

2023/8/31

Non-stationary response autocorrelation function of nonlinear oscillators endowed with fractional derivative elements

Proceedings of the 14th International Conference on Applications of Statistics and Probability in Civil Engineering (ICASP14)

V Fragkoulis

I Kougioumtzoglou

A Pantelous

Michael Beer

2023

Pricing American Options under Azzalini Ito-McKean Skew Brownian Motions

Applied Mathematics and Computation

Sultan Hussain

Hifsa Arif

Muhammad Noorullah

Athanasios A Pantelous

2023/8/15

Building sustainable supply chains: A QFD-based customer-driven decision support approach

Available at SSRN 4631279

Yujiao Jiang

Jian Zhou

Athanasios A Pantelous

Zhen Li

2023/11/13

See List of Professors in Athanasios A Pantelous University(Monash University)

Co-Authors

H-index: 207
H. Eugene Stanley

H. Eugene Stanley

Boston University

H-index: 43
Michael Beer

Michael Beer

Leibniz Universität Hannover

H-index: 36
Ioannis Kougioumtzoglou

Ioannis Kougioumtzoglou

Columbia University in the City of New York

H-index: 35
Antonina Pirrotta

Antonina Pirrotta

Università degli Studi di Palermo

H-index: 29
Jian Zhou(周建)

Jian Zhou(周建)

Shanghai University

H-index: 27
Soosung Hwang

Soosung Hwang

Sungkyunkwan University

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