Publications

1. 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.
2. Psarrakos, G. (2008). Tail bounds for the distribution of the deficit in the renewal risk model.Insurance: Mathematics and Economics 43, 197-202.
3. Psarrakos, G. and Politis, K. (2009). Monotonicity result in the Sparre-Andersen risk model. Scandinavian Actuarial Journal, 104-118.
4. Psarrakos, G. and Politis, K. (2009). A generalization of Lundberg condition in the Sparre Andersen model. Stochastic Models 25, 90-109.
5. Psarrakos, G. (2009). Asymptotic results for heavy-tailed distributions using defectiverenewal equations. Statistics and Probability Letters 79, 774-779.
6. Psarrakos, G. (2009). A note on convolutions of compound geometric distributions. Statistics and Probability Letters 79, 1231-1237.
7. 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.
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.
9. 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.
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.
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, 631-653 .
12. Psarrakos, G. and Navarro, J. (2013). Generalized Cumulative Residual Entropy and Record Values. Metrika 76, 623-640.
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.
14. Psarrakos, G. (2015). On the integrated tail of the deficitin the renewal risk model. Methodology and Computing in Applied Probability, 17, 497-513.
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.
16. Navarro, J. and Psarrakos, G. (2017). Characterizations based on generalized cumulative residual entropy functions. Communication in Statistics – Theory and Methods 46, 1247-1260.
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.
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.
19. Psarrakos, G. and Economou, P. (2017). On the generalized cumulative residual entropy weighted distributions. Communication in Statistics – Theory and Methods 22, 10914-10925.
20. Psarrakos, G. and Di Crescenzo, A. (2018). A residual inaccuracy measure based on the relevation transform. Metrika 81, 37-59.
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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
31. Psarrakos, G., Toomaj, A. and Vliora, P. (2024). A family of variability measures based on the cumulative residual entropy and distortion functions. Insurance: Mathematics and Economics 114, 212-222.

Invited Speaker

1. Workshop on Financial and Actuarial Mathematics: Theory and Applications, Institute for Financial and Actuarial Mathematics, University of Liverpool, U.K. (6/2013).
2. Department of Mathematics, University of Salerno, Italy (2/2017).
3. Department of Statistics and Operative Research, University of Cadiz, Spain (5/2017).
4. Institute for Financial and Actuarial Mathematics, University of Liverpool, United  Kingdom (11/2022).
5. XL National Congress of Statistics and Operations Research, SEIO 2023, Elche, Spain  (11/2023).

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.
• Brazilian Journal of Probability and Statistics.
• Communication in Statistics – Simulation and
• Computation.
• Communication in Statistics – Theory and Methods.
• Entropy.
• IEEE Transactions on Information Theory.
• Insurance: Mathematics and Economics.
• 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.
• REVSTAT-Statistical Journal.
• Scandinavian Actuarial Journal.
• Soft Computing.
• Statistical Papers.
• Statistics.
• Statistics and Probability Letters.
• TEST.