Field of Experience
   Statistics, Stochastic Modelling, Actuarial Science, Valuation of Pension Funds
 

Professional Experience Record

    1998 -             :    Co-director, MSc program in Banking and Finance.

    1991 -             :    Associate Professor, Department of Statistics, Athens University of Economics and Business (ASOEE).
                                Courses taught: Statistics, Stochastic Modelling, Risk Theory, Insurance Mathematics.

    1989 - 1991    :    Senior Actuary, North American Reinsurance, New York. Ratemaking, Reserving, IBNR

    1985 - 1990    :    Associate Professor, HOFSTRA University, Hempstead, N.Y., (Probability and Statistics), Director of the Actuarial Program.

    1984 - 1985    :    Lecturer, Ohio State University Columbus, Ohio.
 

Studies

    1979               :    B.S. Mathematics, Athens University

    1979 - 1981    :    M.S. Ohio State University

    1981 - 1984    :    Ph.D., Probability-Statistics, Ohio State University
 

Puplications

• Frangos N.E. and Apostolakis (1999), "Tariff Classification", Journal of Actuarial Practice, (to appear)
• Frangos N.E. and Vrontos S. (1999), "Optimal Bonus-Malus System Astin", (to appear)
• Frangos N.E. and Stamoulis J. (2000), "Extreme Value Theory in Reinsurance", North American Actuarial Journal, (to appear)
• Dalang R.C. and Frangos N.E. (1998), "The Stochastic Wave Equation in Two Spatial Dimensions", Annals of Probability,  (pp.25)
• Frangos N.E. and Imkeller P., (1996), "Existence and Continuity of the Quadratic Variation of Strong Martingales", Convergence in Ergodic Theory and Probability, Eds.: Bergelson/March/Rosenblatt. Walter der Gruyter pp.179-183
• Frangos, N.E. & Nualart, D. & Sanz, M., (1992), "On the Ito Formula for two-parameter Martingales", Stoch. Partial Differential Equations and their Applications, Lecture Notes in Control and Information, Vol. 176, 92-101
• Frangos N.E. and Imkeller P. (1991), "Adaptedness and Existence of Occupation Densities for Stochastic Integral Processes in the Second Wiener Chaos", Stochastic Analysis, 189-23, Academic Press
• Frangos N.E. and Imkeller P. (1988), "Some Inequalities for Strong Martingales", Ann. de L'Institute Henri Poicare, Section Probability and Statistics, Vol. 24, 395-402
• Frangos N.E. and Imkeller P. (1987), "The Continuity of the Quadratic Variation of Two-Parameter Martingales", Stochastic Processes and their Applications, Vol. 29, 267-279
• Frangos N.E. and Imkeller P. (1987), "Quadratic Variation for a Class of Llog+ L-Bounded Two-Parameter Martingales", Annals of Probability,Vol.15, 1097-1111
• Frangos N.E. and Sucheston L. (1986), "On Multiparameter Ergodic and Martingale Theorems in Infinite Measure Spaces", Probability Theory and Rel. Fields, Vol.71, 477-490
• Frangos N.E. (1985), "On Regularity of Banach-Valued Processes", Annals of Probability,Vol.13, 985-990
• Frangos N.E. (1985), "On Convergence of Vector-Valued Pramarts and Subramarts", Canadian J. Mathematics, Vol. 37, 260-270
• Frangos N.E. and Sucheston L. (1985), "On Convergence and Demiconvergence of Block Martingales and Submartingales", Lecture Notes in Mathematics, Vol. 1153, 198-225

Projects - Consulation

• Office of Naval Research: Statistics ($ 130.000)
• U.S. Reasearch Office: Statistics ($ 160.000)
• Chase Manh. Bank: Risk Analysis - Investments in South America
• Digital Electronics, Long Island, N.Y., Regression Model
• J. Medical Center, Long Island, N.Y., Consultant: Statistics Lab.
• Valuation of the Pension Funds: TAXY, TEAAPAE, TAMPY, TAAS, ETEH, OLP, ELTA, TANPY
• Eurostat: Iron and Streel Statistics
• Life Office Modelling, with Interamerican Life Insurance Company, Athens, Greece
• Economic Development Study for Kozani, Greece
• Reserving and Rating: Astir, Phoinix, Interamerican, National
• Vocational Training using Multimedia, financed by the European Union
• Reserving: Insurance Association of Greece
• Insurance Seminars for Bulgarian-Rumanian insurance personnel
• Asset Liability Management Model: E Finance
• Risk Management: ISAP
• Books:  3
• Supervision of theses:  5

Member

• EISS (European Institute of Social Security)
• ENIF (European Network of Insurance Faculty)
• S.S.C. (Council of Social Security, Ministry of Work and Social Affairs)
• E.I.A. (Commission of Private Insurance, Ministry of Development and Trade)