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Loukia Meligkotsidou
Researcher at National and Kapodistrian University of Athens
Publications - 42
Citations - 888
Loukia Meligkotsidou is an academic researcher from National and Kapodistrian University of Athens. The author has contributed to research in topics: Autoregressive model & Quantile. The author has an hindex of 14, co-authored 41 publications receiving 788 citations. Previous affiliations of Loukia Meligkotsidou include Lancaster University.
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Asset-Liability Management for Pension Funds in a Time-Varying Volatility Environment
TL;DR: In this paper, the authors developed a framework for asset-liability management for pension funds in a time-varying volatility environment, using sophisticated dynamic econometric models for the variances-covariances of the asset classes in which the pension fund is investing, while keeping the liability structure simple and standard.
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Joint modeling of longitudinal and competing-risk data using cumulative incidence functions for the failure submodels accounting for potential failure cause misclassification through double sampling.
TL;DR: In this article , a generalized odds rate transformation is applied to jointly model a normally distributed marker over time and multiple causes of failure using cumulative incidence functions for the survival submodels, with CIFs depending on the "true" marker value over time.