Peter Hatzopoulos

Research interests

• Stochastic modeling and mortality forecast
• Longevity risk management
• Actuarial Statistics
• Insurable risk management
• Professional Insurance Actuarial Schemes
• Actuarial models of survival

Selected publications

• Sagianou, A. and Hatzopoulos, P., (2022) “Extensions on the Hatzopoulos–Sagianou Multiple-Components Stochastic Mortality Model”, Risks 10, no. 7: 131. DOI:https://doi.org/10.3390/risks10070131
• Anastasiou A, Hatzopoulos P, Karagrigoriou A, Mavridoglou G. (2021) “Causality Distance Measures for Multivariate Time Series with Applications”. 9 (21): 2708.https://doi.org/10.3390/math9212708
• Hatzopoulos, P. and Sagianou, A., (2020). “Introducing and evaluating a new multiple component stochastic mortality model”, North American Actuarial Journal: 393-445. https://doi.org/10.1080/10920277.2019.1658606
• Hatzopoulos, P. and Haberman, S., (2015). “Modeling trends in cohort survival probabilities”. Insurance: Mathematics and Economics, 64, pp 162-179
• Hatzopoulos, P. and Haberman, S., (2013). “Common mortality modeling and coherent forecasts, an empirical analysis of worldwide mortality data”. Insurance: Mathematics and Economics, 52 (2), pp 320-337
• Hatzopoulos, P. and Haberman, S., (2011). “A dynamic parameterization modelling for the age-period-cohort mortality”. Insurance: Mathematics and Economics, 49 (2), pp 155-174
• Hatzopoulos, P. and Haberman, S., (2009). “A parameterized approach to modelling and forecasting mortality”. Insurance: Mathematics and Economics, 44 (1), pp 103-123
• Gritzalis, A. N. Yannacopoulos, C. Lambrinoudakis, P. Hatzopoulos, S. K. Katsikas, (2007). “A probabilistic model for optimal insurance contracts against security risks and privacy violation in IT outsourcing environments”, International Journal of Information Security 6. pp. 197–211
• Haberman, A. Renshaw, P. Hatzopoulos, (1997). “On the Duality of Assumptions Underpinning the Construction of Life Tables”, ASTIN Bulletin, 27, pp. 5 – 22
• Haberman, A. Renshaw, P. Hatzopoulos, (1996). “The modeling of Recent Mortality Trends in U.K. Male Assured Lives”, British Actuarial Journal, 2, II, pp. 449 – 477

Research programs

• Scientific officer for the funded program YPATIA University of the Aegean, Special Research Account, PhD candidate program, PhD thesis title “Longevity Risk Management” (Jan’15-Jan’18)
• Scientific manager for the funded program “Pythagoras, EPEAEK II” with research title “Study of Insurance Contracts and Pension Schemes” (Mar’04-Oct’06)
• Construction of a Greek Mortality Table for the insurance company Metrolife – Emporiki (Dec’94 – Nov’95)
• Research Assistant in the Department of Statistics and Actuarial Science, The City University of London, funded by the Continuous Mortality Investigation (CMI) and the Association of British Insurers (ABI) (Nov’91 – Nov’94)

Conferences

• Introducing and evaluating a new multiple component stochastic mortality model, ASMDA2019, Florence 11-14 June, 2019
• 21^st  International Congress on Insurance: Mathematics and Economics – IME 2017, Vienna, July 3–5, 2017, “Multiple component stochastic mortality modeling and assessment” 
• 7^th Conference in Actuarial Science & Finance on Samos June 3 – 6, 2012, “Common mortality modeling and coherent forecasts”, http://www.actuar.aegean.gr/samos2012/confprogram.html
• 2^nd Stochastic Modelling Techniques and Data Analysis, and Demographic Analysis and Research, International Conference, Chania, Greece 5-8 June 2012, “Coherent mortality modelling and forecasts”
• 6^th Conference in Actuarial Science & Finance on Samos June 3 – 6, 2010, “A Dynamic Parameterization Modeling of the Age-period-cohort Mortality”, http://www.actuar.aegean.gr/samos2010/Conf%20Program.html
• Epilogue of Insurance Mathematics & Economics, Piraeus University, department of Statistics and Insurance studies, Piraeus 11 October 2008, “A new parameterized approach for mortality modeling”
• 21^st  Statistical National conference under the title: Statistics and Actuarial-Financial Mathematics, Karlovassi, Samos, 30 April – 4 May 2008, “A parametric approach in the interpretation of mortality trends”