Bozikas Apostolos
21 February 2024 2024-06-23 18:14
Bozikas Apostolos
Assistant Professor, Department of Statistics and Insurance Science
Teaching Field
Actuarial Science
Information
Ι. Education
- 2019: PhD in Actuarial Science, University of Piraeus, Department of Statistics and Insurance Science. PhD Thesis: “Actuarial Models in Demography”.
- 2013: MSc in Actuarial Science and Risk Management, University of Piraeus. MSc Dissertation: “Mortality Projection for Social Security Programs in Greece”.
- 2009: BSc in Mathematics, University of Athens. Specialization in Statistics and Operations Research.
II. Academic Positions
- 2023 – … : Assistant Professor in Actuarial Science, Department of Statistics and Insurance Science, University of Piraeus.
- 2020 – 2023: Adjunct Lecturer, Department of Statistics and Insurance Science, University of Piraeus.
- 2019 – 2020: Adjunct Lecturer, Department of Economics, National and Kapodistrian University of Athens.
- 2016 – 2019: Teaching Assistant, Department of Statistics and Insurance Science, University of Piraeus.
ΙII. Academic Acknowledgement
- Guest Editor for the Special Issue “Statistics and Quantitative Risk Management for Insurance” of the journal “Risks” (indexed by Scopus, Web of Science).
- Guest Editor for the Special Issue “Financial Risk Management and Quantitative Analysis” of the “Journal of Risk and Financial Management” (indexed by Scopus).
- Reviewer for the following international, peer-reviewed journals: “Annals of Actuarial Science”, “Insurance: Mathematics and Economics”, “Decisions in Economics and Finance”, “International Journal of Environmental Research and Public Health”, “Risks”, “Journal of Risk and Financial Management”.
- Member of the Organizing Committee for the “Executive Seminar: Actuarial Science – Risk Measures”, Department of Statistics and Insurance Science of the University of Piraeus.
- Member of the Greek Statistical Institute.
- Research funding program from the Hellenic Foundation for Research and Innovation and the General Secretariat for Research and Innovation (2017-18).
- Best New Statistician Competition Award, 32nd Panhellenic Statistics Conference, University of Ioannina, Greece.
Teaching
I. Undergraduate courses
- Health Insurance Pricing
- Theory and Practice of Reinsurance
- Credibility Theory
- Statistics I (Dept. of Economics, UoA)
- Introduction to Mathematics (Dept. of Economics, UoA)
II. Postgraduate courses
- Actuarial Cost Methods in Pension Funding (MSc “Actuarial Science and Risk Management”)
- Credibility Theory and Reserving Methods (MSc “Actuarial Science and Risk Management”)
- Generalized Linear Models (MSc “Applied Statistics”)
Research
I. Research Interests
- Credibility Theory
- Actuarial Cost Methods
- Loss Reserving
- Longevity Risk Management
- Stochastic Mortality Modelling
II. Publications
- Bozikas A., Badounas I. and Pitselis G. (2022). Pricing Longevity Bonds under a Credibility Framework with Limited Available Data. Risks, 10(5), 96.
- Badounas, I., Bozikas, A. and Pitselis, G. (2021). A robust random coefficient regression representation of the chain-ladder method. Annals of Actuarial Science, 1–32.
- Bozikas, A. and Pitselis, G. (2021). Multi-population mortality modelling and forecasting: a hierarchical credibility regression approach. European Actuarial Journal, 11, 231–267.
- Bozikas, A. and Pitselis, G. (2020). Incorporating crossed classification credibility into the Lee-Carter model for multi-population mortality data. Insurance: Mathematics and Economics, 93, 353–368.
- Bozikas, A. and Pitselis, G. (2019). A Three-Level Hierarchical Credibility Regression Approach to Modelling Multi-Population Mortality Data. Proceedings of the 32nd Panhellenic Statistics Conference, 336 – 350.
- Bozikas, A. and Pitselis, G. (2019). Credible Regression Approaches to Forecast Mortality for Populations with Limited Data. Risks, 7(1), 27.
- Bozikas, A. and Pitselis, G. (2018). An Empirical Study on Stochastic Mortality Modelling under the Age-Period-Cohort Framework: The Case of Greece with Applications to Insurance Pricing. Risks, 6(2), 44.
- Bozikas, A. and Pitselis, G. (2018). Mortality Forecasting using Actuarial Credibility Models. Proceedings of the 31st Panhellenic Statistics Conference, 146–160.
- Bozikas, A. and Pitselis, G. (2016). A Comparative Analysis of Mortality Models on Greek Population Data. Proceedings of the 29th Panhellenic Statistics Conference, 108–122.
- Bozikas, A. and Pitselis, G. (2015). Mortality Forecasting in Greece and Longevity Effects on Insurance Funds. Proceedings of the 28th Panhellenic Statistics Conference, 252–267.
III. Conferences
- A Comparison of Statistical Models for Mortality Graduation. Presented at the 36th Panhellenic – 2nd International Statistical Conference, University of Western Macedonia, Kozani, Greece, 05/2024.
- Actuarial Aspects of Subjective Survival Probabilities. Presented at the 35th Panhellenic – 1st International Statistical Conference, University of West Attica, Athens, Greece, 05/2023.
- Utilizing credibility theory in assessing longevity-mortality risk using multiple data. Presented at the 1st Piraeus Conference: Analytics and Leadership in Banking, Finance and Insurance Department of Banking and Financial Management, Piraeus, 09/2022.
- Mortality forecasting under the non-linear credibility regression framework. Presented at the 25th International Congress on Insurance: Mathematics and Economics, Gunagzhou, China, 07/2022.
- On pricing longevity bonds under a credibility regression framework for populations with limited data. Presented at the 11th International Conference in Actuarial Science and Finance, Samos, Greece, 05/2022.
- A mortality forecasting method based on non-linear credibility regression. Presented at the 34th Panhellenic Statistics Conference, Agricultural University of Athens, Greece, 05/2022.
- A non-linear credibility regression approach to forecasting mortality rates. Presented at the virtual conference Statistics 2021 Canada: 6th Canadian Conference in Applied Statistics, Montreal, Canada, 06/2021.
- A crossed classified credibility approach to estimating future mortality dynamics for multiple populations. Presented at the 23rd International Congress on Insurance: Mathematics and Economics, Munich, Germany, 07/2019.
- Multi-population mortality modelling and forecasting: A hierarchical credibility regression approach. Presented at the 3rd International Congress on Actuarial Science and Quantitative Finance, Manizales, Colombia, 06/2019.
- Multi-population mortality modelling and forecasting: A hierarchical credibility regression approach. Presented at the 32nd Panhellenic Statistics Conference, Ioannina, Greece, 05/2019.
- A Credibility Regression Approach with Randomly Varying Coefficients to Age-Specific Mortality Modelling. Presented at the 10th International Conference in Actuarial Science and Finance, Samos, Greece, 05/2018.
- Mortality Forecasting using Actuarial Credibility Models. Presented at the 31st Panhellenic Statistics Conference, Lamia, Greece, 05/2018.
- On Mortality Modelling and Securitization of Longevity Risk: An Application to the Greek Population. Presented at the Executive Seminar: Actuarial Science – Risk Measures and Topics on Solvency, Piraeus, 10/2016.
- A Comparative Analysis of Stochastic Mortality Models under the Age-Period-Cohort Framework: The case of Greece. Presented at the 3rd International Conference of the European Actuarial Journal, University of Lyon 1 (ISFA), Lyon, France, 09/2016.
- A Comparative Analysis of Mortality Models on Greek Population Data. Presented at the 29th Panhellenic Statistics Conference, Naousa, Greece, 05/2016.
- Mortality Forecasting in Greece and Longevity Effects on Insurance Funds. Presented at the 28th Panhellenic Statistics Conference, Athens, Greece, 04/2015.
Books
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