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Psarrakos Georgios

Psarrakos Georgios

Additional Info

  • Full Name:

    Psarrakos Georgios

  • Role:

    Professor
  • Department:

    Department of Statistics and Insurance Science
  • Office:

    545/Main Bld.
  • Phone/Fax:

    +30 210 4142271
  • E-mail:

  • Education

    • 2007 , Ph.D in Actuarial Mathematics, University of Piraeus, Department of Statistics and Insurance Science, Creece
    • 2002 , M.Sc. in Statistics and Operation Research, University of Athens, Department of Mathematics, Greece
    • 1998 , B.Sc. in Mathematics, University of Athens, Greece

    Research Interests

    • Ruin theory
    • Actuarial mathematics
    • Heavy tailed distributions
    • Stochastic order
    • Phase type distributions

    • Undergraduate Courses

      •  Applied Linear Algebra.
      • Numerical Analysis.
      • Ruin Theory.
      • Credibility Theory.
      • Actuarial Survival Models.
      • Statistics ΙΙ. (Department  of Economics).
      • Risk Theory and Insurance.
      • Statistics Ι (Department of Banking  and Financial Management).
      • Special Topics in Actuarial Theory.

      Postgraduate Courses

      • Stochastic Processes in Finance and Actuarial Science.
      • Pension Plans.
      • Actuarial Survival Models.
      • Statistical Methods in Actuarial Science and Risk Management.

  •  

    PUBLICATIONS

    • Psarrakos, G. and Politis, K. (2008). Tail bounds for the joint distribution of the surplusprior to and at ruin. Insurance: Mathematics and Economics 42, 163-176.
    • Psarrakos, G. (2008). Tail bounds for the distribution of the deficit in the renewal risk model.Insurance: Mathematics and Economics 43, 197-202.
    • Psarrakos, G. and Politis, K. (2009). Monotonicity result in the Sparre-Andersen risk model. Scandinavian Actuarial Journal, 104-118.
    • Psarrakos, G. and Politis, K. (2009). A generalization of Lundberg condition in the Sparre Andersen model. Stochastic Models 25, 90-109.
    • Psarrakos, G. (2009). Asymptotic results for heavy-tailed distributions using defectiverenewal equations. Statistics and Probability Letters 79, 774-779.
    • Psarrakos, G. (2009). A note on convolutions of compound geometric distributions. Statistics and Probability Letters 79, 1231-1237.
    • Psarrakos, G. (2010). Inequalities on the joint distribution prior to and at the time of ruin in the classical model. Scandinavian Actuarial Journal, 268-283.
    • Psarrakos, G. (2010). On the DFR property of the compound geometric distribution with applications in risk theory. Insurance: Mathematics and Economics 47, 428-433.
    • Psarrakos, G. andTsatsomeros, M. (2011). Ratio monotonicity for tail probabilities in the renewal risk model. Probability in the Engineering and Informational Sciences 25, 171-185.
    • 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.
    • Psarrakos, G. and Politis, K. (2012). The covariance between the surplus prior to and at ruin in the classical risk model. ASTIN Bulletin 42, 631-653 .
    • Psarrakos, G. and Navarro, J. (2013). Generalized Cumulative Residual Entropy and Record Values. Metrika 76, 623-640.
    • 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.
    • Psarrakos, G. (2015). On the integrated tail of the deficitin the renewal risk model. Methodology and Computing in Applied Probability, 17, 497-513.

    • 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.

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

    • 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. 

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

    • Psarrakos, G. and Economou, P. (2017). On the generalized cumulative residual entropy weighted distributions. Communication in Statistics - Theory and Methods 22, 10914-10925.

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

    • 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

    • 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.

    • Cali, C., Longobardi, M. and Psarrakos, G. (2019). A family of weighted distributions based on the mean inactivity time and cumulative past entropies. Ricerche di Matematica (to appear).

    • 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.

    • 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.

    • Losidis, S., Politis, K. and Psarrakos, G. (2020). Exact results and bounds for the joint tail and moments of the recurrence times in a renewal process. Methodology and Computing in Applied Probability (to appear).

    • 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.

    • Psarrakos, G. (2021). Relations between integrated tails and moments based on the deficit at ruin in the renewal risk model. Communication in Statistics - Theory and Methods (accepted).

     

    INVITED SPEAKER

    • Workshop on Financial and Actuarial Mathematics: Theory and Applications, Institute for Financial and Actuarial Mathematics, University of Liverpool, U.K. (6/2013).
    • Department of Mathematics, University of Salerno, Italy (2/2017).
    • Department of Statistics and Operative Research, University of Cadiz, Spain (5/2017).

     

    CONFERENCES

    • 19-th Panhellenic Conference in Statistics, Kastoria, Greece (4/2006).

    • 4-rd Conference in Actuarial Science and Finance, Samos, Greece (9/2006).
    • 12-th International Conference on Applied Stochastic Models and Data Analysis, Chania, Greece (5/2007).
    • 11-th International Congress on Insurance: Mathematics and Economics, Piraeus, Greece (7/2007)
    • 21-th Panhellenic Conference in Statistics, Samos, Greece (4/2008).
    • 5-th Conference in Actuarial Science and Finance, Samos, Greece (9/2008).
    • 9-th German Open Conference on Probability and Statistics, Leipzig, Germany (3/2010).
    • 6-th Conference in Actuarial Science and Finance, Samos, Greece (6/2010).
    • 3-rd Meeting of the EURO Working Group on Stachastic Modelling, Nafplio, Greece (6/2010).
    • 24-th Panhellenic Conference in Statistics, Patra, Greece (4/2011).
    • 15-th International Congress on Insurance: Mathematics and Economics, Trieste, Italy (6/2011).
    • Markov and Semi-Markov Processes and Related Fields, Chalkidiki, Greece (9/2011).
    • 25-th Panhellenic Conference in Statistics, Volos, Greece (4/2012).
    • International Conference on Stochastic Modeling Techniques and Data Analysis, Chania, Greece (6/2012).
    • 1-st European Actuarial Journal Conference Lausanne, Switzerland (9/2012).
    • Actuarial and Risk Measures Workshop on Risk Dependency and Ruin. Piraeus, Greece (11/2012).
    • 26-th Panhellenic Conference in Statistics, Piraeus, Greece (5/2013).
    • 27-th Panhellenic Conference in Statistics, Thessaloniki, Greece (4/2014).
    • 7-th International Workshop on Applied Probability Conference, Antalya, Turkey (6/2014).
    • 2-nd European Actuarial Journal Conference, Vienna, Austria (9/2014).
    • 19-th International Congress on Insurance: Mathematics and Economics, Liverpool, United Kingdom (6/2015).
    • 16-th International Conference of the Applied Stochastic Models and Data Analysis; Chania, Greece (7/2015).
    • 12-th International Conference on Ordered Statistical Data, Piraeus, Greece (5/2016).
    • 31-th Panhellenic Conference in Statistics, Lamia, Greece (5 / 2018).
    • 10-th Conference in Actuarial Science and Finance, Samos, Greece (5/2018).
    • 4-st European Actuarial Journal (EAJ) Conference, Leaven, Belgium (9/2018).
    • 32-th Panhellenic Conference in Statistics, Ioannina, Greece (5/2019).
    • 11-th international conference on Extreme Value Analysis, Zagreb, Croatia (7/2019).
    • 23-rd International Congress on Insurance: Mathematics and Economics, Munich, Germany (7/2019).

     

    REFEREEING

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