About
I am Reader in the Department of Mathematical Sciences, University of Liverpool UK. I hold two PhDs: the first one, in Statistics (Actuarial Mathematics/Science) from Athens University of Economics and Business (Athens, Greece) and the second one, in Systems Modelling and Control Theory (Mathematical Engineering) from City University (London, UK). I have successfully qualified in three MSc level programs and I am certified at the level of Middle Manager (in Finance/Insurance) from the Hellenic Institute of Insurance Studies (H.I.I.S.).
My research program and scholarly accomplishments involve leading research and training in several areas of applied mathematics and modelling under risk and uncertainty (such as actuarial science, quantitative finance, computational mathematics, applied stochastic analysis, systems and control theory) with several significant applications in finance (disappointment and loss aversion theory, decision making under risk and uncertainty, financial networks analysis, commodities), in actuarial science (optimal premium-reserve strategies in competitive insurance markets, catastrophe risk bonds, reserving, mortality modelling), and in engineering (singular systems, stochastic vibration theory) at national and international high-impact levels. Long-term perspective and sustainable impact characterize the primary research principle.
I was the founder and was leading the research in Institute for Financial and Actuarial Mathematics (IFAM) at the University of Liverpool from 2011 - 2015, as well as high-quality training in actuarial and financial mathematics at large scale at local, national and international levels through accredited UG/PGT level courses from the Institute and Faculty of Actuaries (IFoA) London UK, a big number of PhD/Post-Doc students, influential roles in professional societies, service on editorial and advisory boards, as external advisor, expert and assessor for research councils, universities and industry. My research income as PI and co-PI totals approximately £22 Million, and my industrial impact is reflected in multi-million profits (in (re-) insurance companies, banks etc). My research is closely connected to training the next generation of scholars at the highest levels, providing them with access to leadership in academia and industry, which is substantiated by the careers of his graduates. Student researchers are involved in both fundamental research and industry applications to nurture their education and curiosity and to generate new ideas.
I co-lead, as Deputy-Director and co-Principal Investigator, the EPSRC and ESRC Centre for Doctoral Training (CDT) in Quantification and Management of Risk & Uncertainty in Complex Systems & Environments (2014-2023). This research and training centre has a total funding volume of £21 Million and involves 36 industrial and academic partners from around the globe. The industrial partners include Rolls Royce, Arup, Munich Re, Lloyds Register, Schlumberger, Unilever, National Nuclear Laboratories, Health and Safety Executive, IBM etc. This research addresses industrial and societal needs, at the local and global scales, which arise from the rapidly growing complexity of systems of various kinds, their environment and associated risks and uncertainties. A specific feature of this centre is the extraordinarily strong industrial involvement. The key multi-disciplinary aspect is to translate and communicate risk and uncertainty across the boundaries of disciplines and to cross the divide between mathematical intricacy and explanation in common language.
Prizes or Honours
- Best Lecturer Award (Department of Mathematical Sciences, UoL) (Department of Mathematical Sciences, University of Liverpool, UK, 2011)