Politis Konstantinos
21 February 2024 2025-06-13 13:42
Politis Konstantinos
Professor, Department of Statistics and Insurance Science
Teaching Field
Applied Probability
Information
Education
• 1989, Bsc, Dept of Mathematics, University of Athens
• 1991, MSc in Statistics, University of Sheffield, UK
• 1997, PhD in Statistics, University of Cambridge, UK
Academic Positions
• Research Fellow, School of Informatics, University of Manchester, UK (April 1997 – September 1998)
• Lecturer in Actuarial Science and Statistics, Department of Social Statistics, University of Southampton, UK (1998 – 2003)
• Assistant Professor, Department of Statistics and Insurance Science, University of Piraeus (2004 – 2010)
• Associate Professor, Department of Statistics and Insurance Science, University of Piraeus (2011 – 2024)
• Professor, Department of Statistics and Insurance Science, University of Piraeus (2025 – )
Research Interests
• Stochastic Processes
• Actuarial Risk theory
• Insurance Mathematics
Teaching
Undergraduate courses
- Probability Ι
- Special topics in probability
- Analysis of Variance
- Loss Distributions
Postgraduate courses
- Generalized Linear Models (for the MSc in Applied Statistics)
- Risk Theory II (for the MSC in Actuarial Science and Risk Management)
Research
Selected Publications
- Pitts, S. M. and Politis, K. (2007) Approximations for the Gerber-Shiu expected discounted penalty function in the compound Poisson model. Advances in Applied Probability, 39 (2), 385-406.
- Pitts, S. M. and Politis, K. (2007) The joint density of the surplus before and after ruin in the Sparre Andersen model. Journal of Applied Probability, 44 (3), 695-712.
- Psarrakos, G. and Politis, K. (2008) Tail bounds for the joint distribution of the surplus prior to and at ruin. Insurance Mathematics and Economics, 42 (1), 163-176.
- Pitts, S. M. and Politis, K. (2008) Approximations for the moments of ruin time in the compound Poisson model. Insurance Mathematics and Economics, 42 (2), 668-679.
- Psarrakos, G. and Politis, K. (2009) A generalization of the Lundberg condition in the Sparre Andersen model and some applications. Stochastic Models, 25(1), 90-109.
- Psarrakos, G. and Politis, K. (2009) Monotonicity properties and the deficit at ruin in the Sparre Andersen model. Scandinavian Act. J., 104-118.
- Dermitzakis, V., Pitts, S.M., and Politis, K. (2010) Lundberg—type bounds and asymptotics for the moments of the time to ruin. Methodology and Computing in Applied Probability, 12(1), 155-175.
- Dermitzakis, V. and Politis, K. (2011) Asymptotics for the moments of the time to ruin for the compound Poisson model perturbed by diffusion. Methodology and Computing in Applied Probability, 13(4), 749-761.
- Frostig, E., Pitts, S. M. and Politis, K. (2012) The time to ruin and the number of claims until ruin for phase-type claims. Insurance Mathematics and Economics, 51(1), 19-25.
- Psarrakos, G. and Politis, K. (2012) The covariance between the surplus prior to and at ruin in the classical risk model. ASTIN Bulletin, 42(2), 631-653.
- Boutsikas, M.V. and Politis, K. (2017) Exit Times, Overshoot and Undershoot for a Surplus Process in the Presence of an Upper Barrier. Methodology and Computing in Applied Probability, 19(1), 75-95.
- Losidis, S. and Politis, K. (2017) A two-sided bound for the renewal function when the interarrival distribution is IMRL. Prob. Letters, 125, 164-170.
- Losidis, S. and Politis, K. (2019) The covariance of the backward and forward recurrence times in a renewal process: the stationary case and asymptotics for the ordinary case. Stochastic Models, 35(1), 51-62.
- Losidis, S. and Politis, K. (2020) Moments of the Forward Recurrence Time in a Renewal Process. Methodology and Computing in Applied Probability, 22(4), 1591-1600.
- Losidis, S. Politis, K. and Psarrakos, G. (2021) Exact results and bounds for the joint tail and moments of the recurrence times in a renewal process. Methodology and Computing in Applied Probability, 23(4), 1489-1505.
- Tzavelas, G., Koutropoulou, C. and Politis, K. (2022) Some properties of the failure rate function for mixtures of Erlang distributions. in Statistics: Theory and Methods, 51, 5850-5872.
- Dermitzakis, V. and Politis, K. (2022) Monotonicity properties for solutions of renewal equations. Prob. Letters, 109226.
- Losidis, S. and Politis, K. (2022) Bounds for the renewal function and related quantities. Methodology and Computing in Applied Probability, 2022, 24(4), 2647-2660.
- Tzavelas, G. and Politis, K. (2023) The failure rate for the convolution of two distributions, one of which has bounded support. Communications in Statistics: Theory and Methods, 53(13), 4717-4729.
Books
Ι. In Greek
- Politis, K.G. (2012) Introduction to Collective Risk Theory: the collective risk model and ruin theory. Stamoulis Publications, Athens, 2nd Edition, 2016.
ΙΙ. In English
- Balakrishan, N., Koutras, M.V. and Politis, K.G. (2019) Introduction to Probability: Models and Applications. Wiley, New York.
- Balakrishan, N., Koutras, M.V. and Politis, K.G. (2021) Introduction to Probability: Multivariate Models and Applications. Wiley, New York.
