Michael Boutsikas

Michael Boutsikas

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Full name: Michael Boutsikas

Role: Associate Professor

Department: Statistics and Insurance Science

Office: 544/Main Bld.

Email: mbouts@unipi.gr

Phone/Fax: +30 210 4142143

 

Education

  • Ph.D. (2000), University of Athens, Department of Mathematics, Applied Probability
  • M.Sc. (1998), University of Athens, Department of Mathematics. Statistics and Operations Research
  • Diploma (1995), University of Athens, Department of Mathematics. Mathematics

Research Interests

  • Stochastic orders – Stochastic dependence concepts
  • Poisson and compound Poisson approximation
  • Probability metrics
  • Reliability theory
  • Runs, scans and urn models
  • Central Limit Theorems
  • Extreme Value Theory
  • Statistics II: Hypothesis Testing (Dept. of Statistics and Insurance Science)
  • Simulation
  • Reliability Theory
  • Stochastic Finance (option pricing)
  • Statistical Software Packages
  • Multivariate Statistical Analysis
  • Statistics II, III: Department of Economics(2000-05)
  • Extreme Value Theory

[1] Boutsikas M.V. and Koutras M.V. (2000). Reliability Approximation for Markov Chain Imbeddable Systems. Methodology and Computing in Applied Probability2:4, 393-411

[2] Boutsikas, M.V. and Koutras, M.V. (2000) A bound for the distribution of the sum of discrete associated or negatively associated random variables. The Annals of Applied Probability 10, 1137-1150.

[3] Boutsikas, M.V. and Koutras, M.V. (2000) Generalized reliability bounds for coherent structures. Journal of Applied Probability 37, 778-794.

[4] Boutsikas, M.V. and Koutras, M.V. (2001) Compound Poisson Approximation for sums of dependent random variables. In Probability and Statistical Models with Applications: A volume in honor of Prof. T. Cacoullos (Eds. Ch.A. Charalambides, M.V. Koutras, N. Balakrishnan), 63-86, Chapman and Hall/CRC press.

[5] Boutsikas, M.V. and Koutras, M.V. (2002) On the number of overflown urns and excess balls in an allocation model with limited urn capacity. Journal of Statistical Planning and Inference 104, 259-286.

[6] Boutsikas, M.V. and Koutras, M.V. (2002) On a Class of Multiple Failure Mode Systems. Naval Research Logistics 49, 167-185.

[7] Boutsikas, M.V. and Koutras, M.V. (2002) Modelling claim exceedances over thresholds. Insurance: Mathematics and Economics 30, 67-83.

[8] Boutsikas M.V. and Vaggelatou, E. (2002) On the distance between convex-ordered random variables. Advances in Applied Probability, 34, 349-374.

[9] Boutsikas, M.V. and Koutras, M.V. (2003) Bounds for the distribution of two dimensional binary scan statistics. Probability in the Engineering and Informational Sciences 17, 509-525.

[10] Boutsikas, M.V. (2006) Compound Poisson process approximation for locally dependent real valued random variables via a new coupling inequality. Bernoulli 12, no3, 501-514.

[11] Boutsikas M.V. and Koutras M.V. (2006) On the asymptotic distribution of the discrete scan statistic. Journal of Applied Probability 43, 1137-1154.

[12] Antzoulakos D.L. and Boutsikas M.V. (2007) A direct method to obtain the joint distribution of successes, failures and patterns in enumeration problems. Statistics and Probability Letters 77, 32-39.

[13] Boutsikas M.V., Koutras M.V., and Milienos F.S. (2009) Extreme Value Results for Scan Statistics. Chapter 3 In Scan Statistics: Methods and Applications , Glaz, Pozdnyakov and Wallenstein (Eds.). Birkhäuser

[14] Boutsikas M.V. and Vaggelatou E. (2010) A new method for obtaining sharp compound Poisson approximation error estimates for sums of locally dependent random variables, Bernoulli , 16, 301-330

[15] Boutsikas M.V. (2011) Asymptotically optimal Berry-Esseen type bounds for distributions with an absolutely continuous part, Journal of Statistical Planning and Inference, 141, no3, 1250-1268

[16] Boutsikas M.V., Rakitzis A.C. and Antzoulakos D.L (2011) On the relation between the distributions of stopping time and stopped sum via Wald’s Identity with applications, arXiv1008.0116

[17] Boutsikas M.V., Antzoulakos D.L., Rakitzis A.C. (2014) On the joint distribution of stopping times and stopped sums in multistate exchangeable trials, Journal of Applied Probability 51, no2, 483-491.

[18] Boutsikas M.V. (2014) Penultimate gamma approximation in the CLT for skewed distributions, Submitted for publication.

[19] Boutsikas M.V. and Politis K. (2014) Exit times, overshoot and undershoot for a surplus process in the presence of an upper barrier, Submitted for publication.

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By arrangement via e-mail to set the exact time and method of conducting the meeting.