Research interests:

• Risk theory

• Bankruptcy theory

• Collective risk models in Actuarial mathematics

• Risk models with reliance on actuarial science

• Theory of distributions

• Theory of flows

• Reliability theory

• Optimal experimental designs

Writing and Research Projects:

I. Book

[1].”Applied Regression Analysis”, Papazisi Publications, Athens 1997, pages 835. Translation-Editor: Efstathios Hatzikonstantinidis and Aglaia Kalamatianou. It is a translation of the well-known book Applied Regression Analysis by N. Draper and H. Smith, Wiley Publications, 2nd Edition, 1981.

II. Research

IIa. Doctoral thesis

[1]. Efstathios Hatzikonstantinides. “Optimal Experimental Designs With or Without
Interaction”. Department of Mathematics, Aristotle University of Thessaloniki (1990).

IIb. Research papers published in peer-reviewed international journals

[2]. Chadjiconstantinidis Stathis, Papaioannou D. Apostolos (2013). “On a perturbed by diffusion compound Poisson risk model with delayed claims and multi-layer dividend strategy”. Journal of Computational and Applied Mathematics, Vol. 253, 26-50.

[3]. Chadjiconstantinidis Stathis, Spyridon Vrontos (2012). “On a renewal risk process with dependence under Farlie-Gumbel-Morgenstern Copula”. Scandinavian Actuarial Journal, DOI: 10.1080/03461238.2012.663730, pp 34

[4]. Chadjiconstantinidis Stathis, Papaioannou D. Apostolos (2009). “Analysis of the Gerber-Shiu function and dividend barrier problems for a risk process with two-classes of claims”. Insurance: Mathematics and Economics 45, 470-484.

[5]. Chadjiconstantinidis Stathis, Pitselis Georgios (2009). “Further improved recursions for a class of compound Poisson distributions”. Insurance: Mathematics and Economics 44, No2, 278-286.

[6]. Chadjiconstantinidis Stathis, Politis Konstantinos (2007). “Two-sided bounds for the deficit at ruin in the renewal risk model”. Insurance: Mathematics and Economics 41, No1, 41-52.

[7]. Chadjiconstantinidis Stathis, Politis Konstantinos (2005). “Non-exponential bounds for stop-loss premiums and ruin probabilities”. Scandinavian Actuarial Journal, No5, 335-357.

[8]. Antzoulakos L. Demetrios, Chadjiconstantinidis Stathis (2004). “On mixed and compound mixed Poisson distributions”. Scandinavian Actuarial Journal, No3, 161-188.

[9]. Chadjiconstantinidis Stathis, Sotirakoglou Kiki (2002). “The A-optimal two-level fractional factorial resolution III saturated design with N=21 observations”. Utilitas Mathematica 62, 143-154.

[10]. Chadjiconstantinidis Stathis, Antzoulakos L Demetrios (2002). “Moments of compound mixed Poisson distributions”. Scandinavian Actuarial Journal, No3, 138-161.

[11]. Antzoulakos L. Demetrios, Chadjiconstantinidis Stathis (2001). “Distributions of numbers of successful runs of fixed length in Markov dependent trials”. Annals of the Institute of Statistical Mathematics 53, No3, 599-619.

[12]. Chadjiconstantinidis Stathis, Koutras V. Markos (2001). “Distributions of the numbers of failures and successes in a waiting time problem”. Annals of the Institute of Statistical Mathematics 53, No3, 576-598.

[13]. Chadjiconstantinidis Stathis, Antzoulakos L. Demetrios (2000). “Joint distributions of successes, failures and patterns in enumeration problems”. Advances in Applied Probability 32, No3, 866-884.

[14]. Chadjiconstantinidis Stathis, Sotirakoglou Kiki (2000). “D-optimal cyclic designs for a covariate model with odd replication number”. Utilitas Mathematica 57, 43-64.

[15]. Chadjiconstantinidis Stathis, Koutras V. Markos (1999). “Measures of component importance for Markov chain imbeddable reliability structures”. Naval Research Logistics 46, No6, 613-639.

[16]. Chadjiconstantinidis Stathis, Chadjipadelis Theodore (1996). “D-optimal cyclic complex linear designs and supplementary difference sets with association vector”. Journal of Statistical Planning and Inference 53, No1, 93-115.

[17]. Chadjiconstantinidis Stathis, Farmakis Nicolas (1996). “The A-optimal non-saturated weighing designs for observations”. Journal of Statistical Planning and Inference 49, No3,
401-413.

[18]. Chadjiconstantinidis Stathis, Sotirakoglou Kiki (1995). “Optimal completely randomized designs for a cyclic covariate model with even replication number”. Ars Combinatoria 41, 3-24.

[19]. Chadjiconstantinidis Stathis, Chadjipadelis Theodore, Sotirakoglou Kiki (1995). “Two cyclic supplementary difference sets and optimal designs in linear models”. Journal of Combinatorial Mathematics and Combinatorial Computing 18, 33-56.

[20]. Moyssiadis Chronis, Chadjiconstantinidis Stathis, Kounias Stratis (1995). “A-optimization of exact first-order saturated designs for observations”. Linear Algebra and Its Applications 216, 159-176.

[21]. Chadjiconstantinidis Stathis, Kounias Stratis (1994). “Exact A-optimal first-order saturated designs with observations”. Journal of Statistical Planning and Inference 42, No3, 379-391.

[22]. Chadjiconstantinidis Stathis, Chadjipadelis optimal designs when N 3mod4 and 50.

[23]. Chadjiconstantinidis Stathis, Chadjipadelis Theodore (1993). “Further results on supplementary difference sets and optimal cyclic complex linear designs”. Utilitas Mathematica 44, 17-40.

[24]. Chadjiconstantinidis Stathis, Moyssiadis Chronis (1992). “The A-optimal saturated weighing design for N=17 observations”. Utilitas Mathematica 42, 3-13.

[25]. Chadjiconstantinidis Stathis, Moyssiadis Chronis (1991). “Some D-optimal odd-equirplicated designs for a covariate model”. Journal of Statistical Planning and Inference 28, No 1, 83-93.

[26]. Chadjiconstantinidis Stathis, Cheng Ching-Shui, Moyssiadis Chronis (1989). “Construction of optimal fractional factorial resolution V designs with N 2mod16 observations”. Journal of Statistical Planning and Inference 23, No 2, 153-161.

IIc. Research papers published in refereed international conference proceedings

[27]. Papaioannou D. Apostolos, Chadjiconstantinidis Stathis (2010). “The Gerber-Shiu function for a risk process with two classes of claims under a multi-layer dividend strategy”. Proceedings of the 6th Conference in Actuarial Science and Finance, University of Aegean, pp 21.

Supervision of Doctoral Dissertations

Supervising professor for the preparation of the following Doctoral Theses:

[1]. Papaioannou Apostolos, (2011). “Study of non-renewable stochastic models
in risk theory”. Department of Statistics & Insurance Science, University of Piraeus.

[2]. Ginis Dimitrios, (2003). “Teaching Statistics with Directed Tasks”. Department of Statistics & Insurance Science, University of Piraeus.

Participation in Conferences with work presentations

[1]. First National Statistical Conference. Thessaloniki, 1985.

[2]. 17th European 1987.

[3]. Satellite Conference of the 17th EMS. Thessaloniki, 1987.

[4]. Statistical Data Analysis. Varna, Bulgaria, 1987.

[5]. First International Conference-Workshop on Optimal Design and Analysis of Experiments. Neuchatel, Switzerland, 1988.

[6]. 4th Panhellenic Statistics Conference. Patras, 1991.

[7]. 5th Panhellenic Statistics Conference. Volos, 1992.

[8]. 6th Panhellenic Statistics Conference. Thessaloniki, 1993.

[9]. The 49th session of the International Statistical Institute. Firenze, Italy, 1993.

[10]. 7th Panhellenic Statistics Conference. Nicosia, Cyprus, 1994.

[11]. Second Hellenic European Conference on Mathematics and Informatics. Athens, 1994.

[12]. 8th Panhellenic Statistics Conference. Delphi, 1995.

[13]. 9th Panhellenic Statistics Conference. Xanthi, 1996.

[14]. 10th Panhellenic Statistics Conference. Piraeus, 1997.

[15]. 11th Panhellenic Statistics Conference. Chania, 1998.

[16]. 12th Panhellenic Statistics Conference. Spetses, 1999.

[17]. 13th Panhellenic Statistics Conference. Florina, 2000.

[18]. 14th Panhellenic Statistics Conference. Skiathos, 2001.

[19]. 11th International Congress on Insurance: Mathematics and Economics. Piraeus, 2007.

[20]. 12th Panhellenic Conference on Mathematical Analysis. Athens, 2008.

Reviewer of papers in international journals

I am a reviewer of scientific papers submitted for publication in international journals:

• Insurance: Mathematics and Economics
• Scandinavian Actuarial Journal
• ASTIN (Actuarial Studies In Non-Life Insurance)
  Bulletin
• Journal of Statistical Planning and Inference
• Annals of The
  Institute of Statistical Mathematics
• Methodology and Computing in Applied
  Probability
• Communications in Statistics-Theory and Methods,
• Journal of the
• Korean Statistical Society
• Mathematical Methods in Applied Sciences
• Bulletin
  of the Korean Mathematical Society
• Bulletin of the Malaysian Mathematical
  Sciences Society
• Acta Mathematica Scientia.

Participation in Research Programs

[1]. Research program “Optimal Design of Experiments”, with the A.P.Th. and funded by G.G.E.T. December 1988 – February 1990.

[2]. Research program “Computerized and statistical processing of data on the socio-economic characteristics of returning Greeks as they appear from the certificates of immigration”, organized by the Center for Social Theory and Applied Social Research of Panteion University and financed by the General Secretariat of Hellenism Abroad. April 1992 – August 1995.

[3]. Research program “Optimal Design of Experiments”, with the A.P.Th. and
funded by G.G.E.T. February 1996 – February 1998.

[4]. Participation in various research programs within the framework of EPEAEK with the University of Piraeus funded by K.P.S.

[5]. Research project “A modern model of preparation of Actuarial studies” financed by the University of Piraeus. December 2012-May 2013.

Administrative Project – Scientific Committees

[1]. President of the Department of Statistics and Insurance Science of the University
of Piraeus during the two years 2007-2009.

[2]. Director of the Master’s Program in “Actuarial
Science and Risk Management” of the Department of Statistics and Insurance Science of the University of Piraeus from its establishment in the academic year 2007 until 2011.

[3]. Deputy Chairman of the examination committee of the Ministry of Finance for the acquisition of an Actuary license.

[4]. Member of the Board of Directors of the Hellenic Statistical Institute (ESI) during the two years 1998-2000, 2000-2002 and 2002-2004.

[5]. Member of the Senate of the University of Piraeus during the academic years 1997-1998 and 2007-2009.

[6]. Member of the Committee of the Special Funds and Research Account (K.E.P.P.) of the University of Piraeus during the three years 1998-2001, 2001-2004 and from 2012 until today.

[7]. Member of the Coordinating Committee of the P.M.S. “Applied Statistics” of the Department of Statistics and Insurance Science from its establishment in 2003 until 2007.

[8]. Member of the Coordinating Committee of the P.M.S. “Actuarial Science & Risk Management” of the Department of Statistics and Insurance Science from its establishment in 2003 until 2007.

[9]. Member of organizational or scientific committees of the following conferences: 17th European Meeting of Statisticians (EMS) of the Bernoulli Society, Thessaloniki (1987), 10th Panhellenic Conference of Statistics, Piraeus (1997), 11th Panhellenic Conference of Statistics, Chania (1998), 12th Panhellenic Conference of Statistics, Spetses (1999), 13th Panhellenic Congress of Statistics, Florina (2000), 14th Panhellenic Congress of Statistics, Skiathos (2001), and 11th International Congress on Insurance: Mathematics and Economics, Piraeus (2007).