Apostolos Bozikas

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 32^nd 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 31^st Panhellenic Statistics Conference, 146–160.
• Bozikas, A. and Pitselis, G. (2016). A Comparative Analysis of Mortality Models on Greek Population Data. Proceedings of the 29^th Panhellenic Statistics Conference, 108–122.
• Bozikas, A. and Pitselis, G. (2015). Mortality Forecasting in Greece and Longevity Effects on Insurance Funds. Proceedings of the 28^th Panhellenic Statistics Conference, 252–267.

III. Conferences

• Papachristos Apostolos and Bozikas Apostolos (2023). Actuarial Aspects of Subjective Survival Probabilities. Presented at the 35th Panhellenic – 1st International Statistical Conference, University of West Attica, Greece, 05/2023.
• Bozikas Apostolos (2022). 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.
• Bozikas Apostolos (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.
• Bozikas Apostolos (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.
• Bozikas Apostolos (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.
• Bozikas Apostolos (2021). 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.
• Bozikas Apostolos (2019). 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.
• Bozikas Apostolos (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.
• Bozikas Apostolos (2019). Multi-population mortality modelling and forecasting: A hierarchical credibility regression approach. Presented at the 32nd Panhellenic Statistics Conference, Ioannina, Greece, 05/2019.
• Bozikas Apostolos (2018). 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.
• Bozikas Apostolos (2018). Mortality Forecasting using Actuarial Credibility Models. Presented at the 31st Panhellenic Statistics Conference, Lamia, Greece, 05/2018.
• Bozikas Apostolos (2016). 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.
• Bozikas Apostolos (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.
• Bozikas Apostolos (2016). A Comparative Analysis of Mortality Models on Greek Population Data. Presented at the 29th Panhellenic Statistics Conference, Naousa, Greece, 05/2016.
• Bozikas Apostolos (2015). Mortality Forecasting in Greece and Longevity Effects on Insurance Funds. Presented at the 28th Panhellenic Statistics Conference, Athens, Greece, 04/2015.