CURRENT POSITION / CONTACT INFO

Georgios Psarrakos
Associate Professor
Department of Statistics and Insurance Science
University of Piraeus
80 Karaoli & Demetriou Street, 13584
Piraeus, GREECE
30 210 414 2271
E-mail: gpsarr "at" unipi "dot" gr

 EDUCATION

Ph.D., Actuarial Mathematics, University of Piraeus, Greece, 2007.
M.Sc., Statistics and Operation Research, University of Athens, Greece, 2002.
B.Sc., Mathematics, University of Athens, Greece, 1998.

 SCHOLARSHIPS

5/2004 - 12/2005   I.K.Y. (State Scholarships Foundation) scholarship as Ph.D. student.
9/1999 - 12/2001  Competed and awarded I.K.Y. grant for postgraduate studies.

 RESEARCH INTERESTS

Actuarial Mathematics.
Risk theory.
Stochastic models.
Renewal theory.
Risk measures.
Stochastic order.
Shannon entropy.

 WORK EXPERIENCE

1/2020 - present    Associate Professor, University of Piraeus, Greece.
2/2015 - 1/2020    Assistant Professor, University of Piraeus, Greece.
6/2010 - 2/2015    Lecturer, University of Piraeus, Greece.
10/2007 - 6/2010  Visiting Lecturer, University of the Aegean, Greece.

 LECTURE NOTES

Georgios Psarrakos.
Statistics II (slides in Greek, Notes1, Notes2, Notes3, Notes4).
University of Piraeus, 2013.

6/2021 - 9/2022    Journal of Mathematics, Hindawi Publishing Corporation.


 REFEREEING

Applied Stochastic Models in Busness and Industry.
Asia-Pacific Journal of Risk and Insurance.
ASTIN Bulletin.
Brazilian Journal of Probability and Statistics.
Communication in Statistics - Simulation and Computation.
Communication in Statistics - Theory and Methods.
Entropy.
IEEE Transactions on Information Theory.
Journal of Applied Probability.
Journal of Applied Statistics.
Journal of Computational and Applied Mathematics.
Journal of Probability and Statistics.
Mathematical Communications.
Methodology and Computing in Applied Probability.
Metrika.
Probability in the Engineering and Information Sciences.
Scandinavian Actuarial Journal.
Soft Computing.
Statistical Papers.
Statistics.
TEST.


 PUBLICATIONS

 Refereed journal publications (published or accepted)

30. Psarrakos, G. (2022).
    How a probabilistic analogue of the mean value theorem yields Stein-type covariance identities.
     Journal of Applied Probability, 59, 350-365.


29. Psarrakos, G. (2022).
    Relations between integrated tails and moments based on the deficit at ruin in the renewal risk model.
     Communication in Statistics - Theory and Methods 51, 7631-7651.


28. Losidis, S., Politis, K. and Psarrakos, G. (2021).
    Exact results and bounds for the joint tail and moments of the recurrence times in a renewal process.
     Methodology and Computing in Applied Probability 23, 1489-1505.


27. Cali, C., Longobardi, M. and Psarrakos, G. (2021).
    A family of weighted distributions based on the mean inactivity time and cumulative past entropies.
     Ricerche di Matematica 70, 395-409.


26. Psarrakos, G. and Vliora, P. (2021).
    Sensitivity analysis and tail variability for the Wang's actuarial index.
     Insurance: Mathematics and Economics 98, 147-152.


25. Economou, P., Psarrakos, G. and Toomaj, A. (2020).
    Recruitment and survival time under mean residual lifetime bias sampling.
     Statistics: A Journal of Theoretical and Applied Statistics 54, 885-907.


24. Castano-Martinez, A., Pigueiras, G., Psarrakos, G. and Sordo, M.A. (2020).
    Increasing concave comparison of some linear combinations of order statistics with applications to social welfare.
     Metrika 83, 699-712.


23. Psarrakos, G. and Toomaj, A. (2020).
    On the elasticity of expected interepoch intervals in a non-homogeneous Poisson process under small variations of hazard rate.
     Probability in the Engineering and Informational Sciences 34, 550-569.


22. Psarrakos, G. and Sordo, M.A. (2019).
    On a family of risk measures based on the proportional hazards model and tail probability.
     Insurance: Mathematics and Economics 86, 232-240.


21. Di Crescenzo, A. and Psarrakos, G. (2019).
    Probabilistic mean value theorems for conditioned random variables with applications.
    Applied Stochastic Models in Business and Industry 35, 923-938.


20. Psarrakos, G. and Di Crescenzo, A. (2018).
    A residual inaccuracy measure based on the relevation transform.
    Metrika 81, 37-59.


19. Psarrakos, G. and Economou, P. (2017).
    On the generalized cumulative residual entropy weighted distributions.
    Communication in Statistics - Theory and Methods 47, 10914-10925.


18. Sordo, M.A. and Psarrakos, G. (2017).
    Stochastic comparisons of interfailure times under a relevation replacement policy.
    Journal of Applied Probability 54, 134-145.


17. Psarrakos, G. and Toomaj, A. (2017).
    On the generalized cumulative residual entropy with applications in actuarial science.
    Journal of Computational and Applied Mathematics 309, 186-199.


16. Navarro, J. and Psarrakos, G. (2017).
    Characterizations based on generalized cumulative residual entropy functions.
    Communication in Statistics - Theory and Methods 46, 1247-1260.


15. Psarrakos, G. (2016).
     An operator property of the distribution of a nonhomogeneous Poisson process with applications.
    Methodology and Computing in Applied Probability 18, 1197-1215.


14. Psarrakos, G. (2015).
    On the integrated tail of the deficit in the renewal risk model.
    Methodology and Computing in Applied Probability 17, 497-513.


13. Gao, Q., Liu, Y., Psarrakos, G. and Wang, Y. (2013).
    On asymptotic equivalence among the solutions of some defective renewal equations.
    Lithuanian Mathematical Journal 53, 391-405.


12. Psarrakos, G. and Navarro, J. (2013).
    Generalized Cumulative Residual Entropy and Record Values.
    Metrika 76, 623-640.


11. Psarrakos, G. and Politis, K. (2012).
    The covariance between the surplus prior to and at ruin in the classical risk model.
    ASTIN Bulletin 42(2), 631-653 .


10. Kapodistria, S. and Psarrakos, G. (2012).
    Some extensions of the residual lifetime and its connection to the cumulative residual entropy.
    Probability in the Engineering and Informational Sciences 26, 129-146.

9. Psarrakos, G. and Tsatsomeros, M. (2011).
    Ratio monotonicity for tail probabilities in the renewal risk model.
    Probability in the Engineering and Informational Sciences 25, 171-185.


8. Psarrakos, G. (2010).
    On the DFR property of the compound geometric distribution with applications in risk theory.
    Insurance: Mathematics and Economics 47, 428-433.

7. Psarrakos, G. (2010).
    Some results on the joint distribution prior to and at the time of ruin in the classical model.
    Scandinavian Actuarial Journal 268-283.


6. Psarrakos, G. (2009).
    A note on convolutions of compound geometric distributions.
    Statistics and Probability Letters 79, 1231-1237.


5. Psarrakos, G. (2009).
    Asymptotic results for heavy-tailed distributions using defective renewal equations.
    Statistics and Probability Letters 79, 774-779.


4. Psarrakos, G. and Politis, K. (2009).
    A generalization of Lundberg condition in the Sparre Andersen model.
    Stochastic Models 25, 90-109.

3. Psarrakos, G. and Politis, K. (2009).
    Monotonicity result in the Sparre-Andersen risk model
    Scandinavian Actuarial Journal 104-118.


2. Psarrakos, G. (2008).
    Tail bounds for the distribution of the deficit in the renewal risk model.
    Insurance: Mathematics and Economics 43, 197-202.


1. Psarrakos, G. and Politis, K. (2008).
    Tail bounds for the joint distribution of the surplus prior to and at ruin.
    Insurance: Mathematics and Economics 42, 163-176.

 PhD Thesis

Bounds, Approximations and Monotonicity Properties in Risk Theory (in Greek).
Universiy of Piraeus, October 2007.
Supervisor: Assistant Professor Konstadinos Politis.

 CONFERENCES / WORKSHOPS

 Invited talks

3. Department of Statistics and Operative Research, University of Cadiz, Spain (5/2017).
    Title: Some results on a generalized cumulative residual entropy.


2. Department of Mathematics, University of Salerno, Italy (2/2017).
    Title: Characterization results in a renewal risk model based on the deficit at the time of ruin.


1. Workshop on Financial and Actuarial Mathematics: Theory and Applications (photo).
    Institute for Financial and Actuarial Mathematics, University of Liverpool, U.K. (6/2013).
    Title: Some characterization results in risk theory.

 Contributed talks

31. 34-th Panhellenic Conference in Statistics .
     Agricultural Univerity of Athens, Greece (5/2022).
     Title: A family of variability measures based on the cumulative residual entropy and distortion functions.

30. 33-rd Panhellenic Conference in Statistics (virtual event).
     Larissa, Greece (9/2021).
     Title: From the mean value theorem to the construction of Stein-type covariance identities.

29. 23-rd International Congress on Insurance: Mathematics and Economics (IME 2019).
     Munich, Germany (7/2019).
     Title:A note on the equilibrium distribution of the deficit in the renewal risk model.

28. 11-th international conference on Extreme Value Analysis (EVA 2019).
     Zagreb, Croatia (7/2019).
     Title:Characterization results for exponential and Pareto claims in the classical risk model.

27. 32-th Panhellenic Conference in Statistics.
     Ioannina, Greece (5/2019).
     Title: On a family of risk measures based on the proportional hazards model and tail probability.

26. 4-st European Actuarial Journal (EAJ) Conference
     Leaven, Belgium (9/2018).
    Title: On a family of risk measures based on the proportional hazards model and tail probability.

25. 10-th Conference in Actuarial Science and Finance.
     Samos, Greece (5/2018).
     Title: Some properties of compound geometric distributions through the classical risk model.

24. 31-th Panhellenic Conference in Statistics.
     Lamia, Greece (5/2018).
     Title: Probabilistic mean value theorem for conditioned random variables.

23. 12-th International Conference on Ordered Statistical Data.
     Piraeus, Greece (5/2016).
     Title: A generalized cumulative residual entropy with applications.

22. 16-th International Conference of the Applied Stochastic Models and Data Analysis.
     Chania, Greece (7/2015).
     Title: Integrated functions in a renewal risk model and some characterization results.

21. 19-th International Congress on Insurance: Mathematics and Economics (IME 2015).
     Liverpool, United Kingdom (6/2015).
     Title:Some distributional properties of the deficit at the time of ruin.

20. 2-nd European Actuarial Journal (EAJ) Conference
     Vienna, Austria (9/2014).
    Title: On risk models with claims following inverse Gaussian distribution.

19. 7-th International Workshop on Applied Probability (IWAP 2014) Conference
    Antalya, Turkey (6/2014).
    Title: An operator property of a non-homogeneous Poisson process.

18. 27-th Panhellenic Conference in Statistics.
    Thessaloniki, Greece (4/2014).
    Title: Characterizations based on Generalized Cumulative Residual Entropy Functions.

17. 26-th Panhellenic Conference in Statistics.
    Piraeus, Greece (5/2013).
    Title: Properties of the integrated distribution of the deficit in the renewal risk model.

16. Actuarial and Risk Measures Workshop on Risk Dependency and Ruin.
     Piraeus, Greece (11/2012).
    Title: Some results on the distribution of the deficit at the time of ruin in the renewal risk model.

15. 1-st European Actuarial Journal (EAJ) Conference
     Lausanne, Switzerland (9/2012).
    Title: On the integrated Gerber-Shiu penalty function.

14. International Conference on Stochastic Modeling Techniques and Data Analysis.
    Chania, Greece (6/2012).
    Title: The covariance between the surplus prior to and at ruin in the classical risk model.

13. 25-th Panhellenic Conference in Statistics.
    Volos, Greece (4/2012).
    Title: Generalized cumulative residual entropy and record values.

12. Markov and Semi-Markov Processes and Related Fields
    Chalkidiki, Greece (9/2011).
    Title: On monotonicity of the deficit in the renewal risk model.

11. 15-th International Congress on Insurance: Mathematics and Economics (IME 2011).
     Trieste, Italy (6/2011).
    Title: On the integrated tail of the deficit in the renewal risk model.

10. 24-th Panhellenic Conference in Statistics.
    Patra, Greece (4/2011).
    Title: Some extensions of the residual lifetime and its connection to the cumulative residual entropy.

9. 3-rd Meeting of the EURO Working Group on Stachastic Modelling.
    Nafplio, Greece (6/2010).
    Title: Results on convolutions of compound geometric distributions.

8. 6-th Conference in Actuarial Science and Finance.
     Samos, Greece (6/2010).
     Title: Ratio monotonicity for tail probabilities in the renewal risk model.

7. 9-th German Open Conference on Probability and Statistics
     Leipzig, Germany (3/2010).
     Title: The distance to matrix polynomials with a prescribed multiple eigenvalue.

6. 5-th Conference in Actuarial Science and Finance.
     Samos, Greece (9/2008).
     Title: On convolution of compound geometric distributions.

5. 21-th Panhellenic Conference in Statistics.
     Samos, Greece (4/2008).
     Title: Some properties of the surplus prior and at the time of ruin.

4. 11-th International Congress on Insurance: Mathematics and Economics (IME 2007).
     Piraeus, Greece (7/2007).
     Title: A generalization of the Lundberg condition in the Sparre Andersen model.

3. 12-th International Conference on Applied Stochastic Models and Data Analysis.
     Chania, Greece (5/2007).
     Title: Some monotonicity results for the severity of ruin in the Sparre Andersen risk model.

2. 4-rd Conference in Actuarial Science and Finance.
     Samos, Greece (9/2006).
     Title: Tail bounds for the joint distribution of the surplus prior to and at ruin.

1. 19-th Panhellenic Conference in Statistics.
     Kastoria, Greece (4/2006).
     Title: Bounds for the joint tail distribution of the surplus prior to and at ruin.

 VISITING RESEARCH

10/2016 - 2/2017     Department of Mathematics, University of Salerno, Italy (photo).
3/2017 - 7/2017    Department of Statistics and Operative Research, University of Cadiz, Spain (photo).

 OTHER ACTIVITIES

Member of the Organizing Committee,
Celebrating 40 Years of Greek Statistical Institute 1981-2021.(photo)
Greek Statistical Institute, Greece (3/2021).

Member of the Organizing Committee,
Online Event ESI2020.(photo)
Greek Statistical Institute and University of Thessaly, Greece (9/2020).

Elected member of the Steering Committee of the Greek Statistical Institute (3/2020-2/2022, Secretary General).

Member of the Organizing Committee,
16-th International Conference of the Applied Stochastic Models and Data Analysis.
University of Piraeus, Greece (5/2015).

Member of the Organizing Committee,
26-th Panhellenic Conference in Statistics.
University of Piraeus, Greece (5/2013).

Member of the Local Organizing Committee,
5-th and 6-th Conference in Actuarial Science and Finance.
University of the Aegen, Samos, Greece (9/2008) and (6/2010).