Selected Publications

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