Education
• 1989, Bsc, Dept of Mathematics, University of Athens
• 1991, MSc in Statistics, University of Sheffield, UK
• 1997, PhD in Statistics, University of Cambridge, UKAcademic Positions
• Research Fellow, School of Informatics, University of Manchester, UK (April 1997 - September 1998).
• Lecturer in Actuarial Science and Statistics, Department of Social Statistics, University of Southampton, UK (1998 – 2003).
• Επίκουρος Καθηγητής, Τμήμα Στατιστικής και Ασφαλιστικής Επιστήμης, Πανεπιστήμιο Πειραιώς (2004-2010).
• Αναπληρωτής Καθηγητής, Τμήμα Στατιστικής και Ασφαλιστικής Επιστήμης, Πανεπιστήμιο Πειραιώς (2011- )Research Interests
• Stochastic Processes
• Actuarial Risk theory
• Insurance MathematicsUndergraduate courses
• Probability Ι
• Special topics in probability• Analysis of Variance
• Special topics in actuarial sciencePostgraduate courses
Generalised Linear Modelling (for the MSc in Applied Statistics)
Risk Theory II (for the MSC in Actuarial Science and Risk Management)
Recent Publications
1. Pitts, S. M. and Politis, K. (2007) Approximations for the Gerber-Shiu expected discounted penalty function in the compound Poisson model. Advances in Applied Probability, 39 (2), 385—406.
2. Pitts, S. M. and Politis, K. (2007) The joint density of the surplus before and after ruin in the Sparre Andersen model. Journal of Applied Probability, 44 (3), 695—712.
3. 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 (1), 163—176.
4. Pitts, S. M. and Politis, K. (2008) Approximations for the moments of ruin time in the compound Poisson model. Insurance Mathematics and Economics, 42 (2), 668—679.
5. Psarrakos, G. and Politis, K. (2009) A generalization of the Lundberg condition in the Sparre Andersen model and some applications. Stochastic Models, 25(1), 90—109.
6. Psarrakos, G. and Politis, K. (2009) Monotonicity properties and the deficit at ruin in the Sparre Andersen model. Scandinavian Act. J., 104—118.
7. Dermitzakis, V., Pitts, S.M., and Politis, K. (2010) Lundberg—type bounds and asymptotics for the moments of the time to ruin. Methodology and Computing in Applied Probability, 12(1), 155—175.
8. Dermitzakis, V. and Politis, K. (2011) Asymptotics for the moments of the time to ruin for the compound Poisson model perturbed by diffusion. Methodology and Computing in Applied Probability, 13(4), 749—761.
9. Frostig, E., Pitts, S. M. and Politis, K. (2012) The time to ruin and the number of claims until ruin for phase-type claims. Insurance Mathematics and Economics, 51(1), 19—25.
10. 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.
11. Boutsikas, M. V. and Politis, K. (2017) Exit times, Overshoot and Undershoot for a Surplsu Process in the Presence of an Upper Barirer. Methodology and Computing in Applied Probability, 19(1), 75—95.
12. Losidis, S. and Politis, K. (2017) A two-sided bound for the renewal function when the interarrival distribution is iMRL. Statistics and Probability Letters, 125, 164—170.
13. Losidis, S. and Politis, K. (2019) The covariance of the backward and recurrence times in a renewla process: the stationary case and asymptotics for the ordinary case. Stochastic Models, 35(1), 51—62.
14. Losidis, S. and Politis, K. (2020) Moments of the Foward Recurrence Times in a Renewal Process. Methodology and Computing in Applied Probability, 22(4), 1591—1600.
15. 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.
16. Tzavelas, G., Koutropoulou, C. and Politis, K. (2020) Some properties of the failure rate function for mixtures of Erlang distributions. Comm. in Statistics: Theory and Methods, to appear.
Politis Konstantinos
