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Research

Research Interest 1

My current research is in the intersection of mathematical methods & techniques with applications in finance, actuarial science and engineering. I am specifically interested in developments of new tools and techniques in uncertainty quantification, risk analysis and management.

My key expertise is in the area of:

*Quantitative Finance

- Behavioural Finance Aspects (Equity Premium Puzzle, Disappointment & Loss Aversion, Asset Allocation)
- Catastrophe Risk Bonds
- Economics of Community Disaster Resilience
- Co-integration Based Networks
- Visibility Graph Theory (Hyperbolic Geometry)

*Actuarial Science

- Premium – Reserve Strategies
- Premium Pricing Methodologies
- Competitive Insurance Markets
- Mortality Modelling (Climate Changes)
- Risk Analysis

*Mathematical Engineering

- Robust control theory and applications
- Singular Systems
- Stochastic Vibration Theory: systems with singular mass matrices
- Multi-Body Systems – Higher order systems

Research grants

Role of incidental sensory-affective stimuli on the brain valuation system.

UNILEVER NEDERLAND BV (NETHERLANDS)

October 2015 - September 2019

Agricultural Insurance and Reinsurance

SOCIETY OF ACTUARIES (USA)

July 2015 - March 2017

RARE - Risk Analysis, Ruin and Extremes

EUROPEAN COMMISSION

December 2012 - November 2016

    Research collaborations

    Dr Efstathios Antoniou

    Alexander Technological Educational Institute of Thessaloniki, Greece

    Mathematical methods in Engineering

    Dr Hirbod Assa

    Premium - Reserve Processes; Reserving; Agriculture Finance & Commodities

    Prof. Bilal Ayyub

    University of Maryland, USA

    Economics of Community Disaster Resilience

    Prof. Michael Beer

    Leibniz Universität Hannover, Germany and University of Liverpool, UK

    Reliability Theory; Optimization

    Prof. George Halikias

    City University, UK

    Robust Theory and Stability (Strong Stability, Asymptotic Stability etc.);

    Prof. Soosung Hwank

    Sungkyunkwan University, Korea

    Behavioural Finance; Asset Allocation; Quantitative Finance

    Dr Vasileios Kallinterakis

    Behavioural Finance

    Prof. Grigoris Kalogeropoulos

    National and Kapodistrian University of Athens, Greece

    Mathematical Control Theory Research Group: Linear Control Theory

    Prof. Nikos Karampetakis

    Aristotle University of Thessaloniki, Greece

    Mathematical Control Theory

    Dr Ioannis Kougioumtzoglou

    Columbia University, USA

    Mathematical Methods in Engineering

    Dr Konstantinos Liaskos

    National and Kapodistrian University of Athens

    Stochastic Differential Equations; Degenerate Sobolev Equations and its Applications in Sciences and Engineering

    Prof. Rosario Mantegna

    Central European University, Hungary and University of Palermo, Italy

    Financial Network Theory

    Dr Colin O'Hare

    Monash University, Australia

    Financial consequences of seasonal change on mortality

    Prof. Antonina Pirrotta

    University of Palermo, Italy and University of Liverpool, UK

    Linear Vibration Theory (Multi-Body & Mechanical Systems)

    Dr Nisha Rambeerich

    University of Technology, Mauritius

    Computational Financial Mathematics

    Dr Kimmo Soramaki

    Financial Network Analytics LTD (UK)

    Financial Network Theory

    Dr Andrej Stancak

    Cognitive and Behavioural Finance

    Prof. Ioannis G. Stratis

    National and Kapodistrian University of Athens, Greece

    Stochastic Differential Equations; Degenerate Sobolev Equations and its Applications in Sciences and Engineering

    Prof. Calum Turvey

    Cornell University, USA

    Agriculture Finance & Commodities

    Dr Jian Zhou

    Shanghai University, China

    Multi-Objective Programming & Optimization; Genetic Algorithm

    Dr Konstantin Zuev

    California Institute of Technology, USA

    Financial Network Theory