EDUCATION Universite de Montreal - Ph.D. MATH. STATISTICS (ACTUARIAL)

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1 GEORGIOS PITSELIS Department of Statistics and Insurance Science 80, Karaoli & Dimitriou Str Piraeus , e.mail: EDUCATION Universite de Montreal - Ph.D. MATH. STATISTICS (ACTUARIAL) THESIS On Robust Credibility Models for Premiums Including Weighted Regression Concordia University - MASTER OF SCIENCE (MATH. STATISTICS & OPERATION RESEARCH) PROJECTS Prediction of ORDER STATISTICS (Classical BAYESIAN approach) Concordia University - BACHELOR OF SCIENCE (SPECIALIZATION OF MATH. STATISTICS) COMPUTER SKILLS statistical packages: MINITAB, SPSS, SAS, SYSTAT, S-PLUS languages: FORTRAN, PASCAL, APL, MATHEMATICA PROFESSIONAL EXPERIENCE INFOGROUP, Athens (Business consultant) HOPITAL SACRE-C0EUR, Montreal(Statistical analyst) 1990 HEALTH & WELFARE CANADA (Consulting survey sampling) 1989 BELL CANADA (Statistical analyst & financial researcher) KHALIL BUS.CORP. Montreal (Business consultant) ACADEMIC EXPERIENCE UNIVERSITY OF PIRAEUS, Dept. of Statistics and Insurance Science, Ass. Professor May-July 2006 Katholieke Universiet Leuven, Belgium. Visitor Professor

2 March-April 2006 Catholic university of Rio Visitor Professor,. de Janeiro, Brazil 2001-today UNIVERSITY OF PIRAEUS, Dept. of Statistics and Insurance Science, Lecturer (tenure track position) UNIVERSITY OF PIRAEUS, Dept. of Statistics and Insurance Science, Lecturer (Part time position) TECHNICAL UNIVERSITY OF ATHENS, Dept. of applied Mathematics and Physical Science (two years contract) 1999 ECONOMIC UNIVERSITY OF ATHENS, Graduate program, instructor (ratemaking, reserving, credibility) 1998 UNIVERSITE DE MONTREAL, researcher (Bayesian Hierarchical models with a priori long tail distributions applied to credibility theory) CONCORDIA UNIVERSITY, researcher (Robust econometric models) UNIVERSITE DE MONTREAL teach. Assistant (applied Statistics risk theory, statistics for economics, probability) 1995 CONCORDIA UNIVERSITY, instructor, (theory of interest and finance) 1991 CONCORDIA UNIVERSITY,researcher (Minimum Quadratic distance estimation) CONCORDIA UNIVERSITY, teach. Assistant (calculus, probability, applied statistics, operation research) Self-employed (consultant for research projects in Biology, Psychology, Anthropology, Sports Administration & Immunology, Finance) SCHOLARSHIP associateship award to U.D.M of the society of actuaries ACTIVITIES & INTERESTS member of Choir EROICA (TENOR) singing and playing guitar with the group AGERIDES working part time in the film industry

3 REFERENCES THESIS Prof. Takis Papaioannou, University of Piraeus Tel:(+30210) Prof. Yogendra Chaubey, Concordia University Tel: (+1514) Prof. Jose Garrido (ASA), Concordia University Tel: (+1514) Prof. Daniel Dufresne (ASA) Univ. de Montreal Tel: (+1514) Prof. Louis Doray (ASA) Univ. de Montreal Tel: (+1514) Pitselis G. (1998). On Robust Credibility Models including Weighted Regression.Ph.D. Dissertation, Universite de Montreal, Canada. PUBLICATIONS 1. Pitselis, G. (2006). Credibility when risk characteristics vary with time, HERMIS Intl. Journal, Vol. 7, M. Dagla, E. Antoniou, G. Pitselis, G. Greatsas (2005). Factors Influencing the initiation and duration of Breastfeeding in Greece. The journal of Maternal Fetus and Neonatal Medicine, Pitselis, G. (2005). Application of M, Estimators to Cross-Section Effect Models. Communication in Statistics-Simulation and Computation, 34, Pitselis, G. (2004). Credibility Models with Cross- Section Effect and with both Cross-Section and Time Effects. Blatter der DGVM (German Actuarial Journal), Heft 4, Pitselis, G. (2004). Dε Vylder s Robust Nonlinear Regression Credibility, Belgium Actuarial Bulletin, V. 4, 44-49

4 6. Pitselis, G. (2003). A SUR Regression Model in a Credibility Framework. Insurance Mathematics and Economics, 34, Garrido, J. and G. Pitselis (2000). On Robust Estimation in Buhlmann-Straub s Credibility Model. Journal of Statistical Research,, 34, 2, Pitselis G. (2006a). Robust Regression Credibility: The Influence Function Approach. Insurance Mathematics and Economics, (under revision) 9. Chadjiconstantinidis, S. and Pitselis, G. (2006). Further Improved Recursions for a Class of Compound Poisson Distributions (submitted) 10. Pitselis, G. (2006). Solvency Supervision, Regulations and Insolvency Prediction: The Case of Greece (submitted) 11. Pitselis, G. (2006). Risk Based Capital, Supervision of Solvency and Cross-Section Effect models (submitted) INTERNATIONAL CONFERENCES and PUBLICATIONS in PROCEEDINGS 1. Solvency Supervision, Regulations and Insolvency Prediction: The Case of Greece, presented in International Congress Euro2006 on Operation Research, 2-5 July, 2006, Reykjavik, Iceland (invited) 2. Risk Based Capital, Supervision of Solvency and Cross- Section Effect models, presented in the 10th International Congress on IME, July, 2006, Leuven Belgium. 3. Another look at dependency for compound distributions. Proceedings of the 2 st Brazilian Conference on Statistical Modeling in Insurance and Finance, 28 Aug - 3 Sept, 2005, p (Ed. Kolev, Morettin) Ubatuba, Brazil. 4. Credibility when risk characteristics vary with time, presented in the 10th International Congress HERCMA 2005, September, 2005, Athens, Greece 5. On Information and censoring in Actuarial Science, presented in the 8th International Congress on IME, June, 2004, Rome, ( Italy). With T. Papaioannou

5 SEMINARS 6. Extensions of De Pril's Recursions for Panjer's Class for the Multivariate case, presented in 8 th International Congress on IME, Rome, (Italy). 7. Extensions of De Prill s Recursions for Panjer s Class, presented in the 2 nd International workshop in Applied Probability, March, Piraeus, Greece. 8. Investigating Insurance Insolvency and Fraud, Proceedings of the 3 rd Conference in Actuarial Science and Finance, 2-5 September, 2004, Samos, (Greece). With M. Maragou. 9. Robust Non-linear Regression Credibility. Proceedings of the 1 st Brazilian Conference on Statistical Modeling in Insurance and Finance, 1-6 September, 2003 p (Ed. Dhaene, Kolev, Morettin) Ubatuba, Brazil. 10. Further Improved Recursions for a Class of Compound Poisson Distributions, presented in the 7 th International Congress on IME June, 2003, Lyon, France. With S. Chadjiconstantinidis 11. Credibility estimation in seemingly unrelated regression (SUR), 6th International Congress on IME, 2002, Lisbon, Portugal. 12. Application of GM and MM Estimators to Regression Credibility, Proceedings of the 2 nd Conference in Actuarial Science and Finance 20-22, September Samos, (Greece). I have given more than 20 seminars and presentations in Canada, USA, Greece, Belgium Brazil and S. Africa OTHER PUBLICATIONS 1. Pitselis, G. (1990). Personnes age(e) de langue Grecque de la communaute Hellenique de Montreal. Ministere de la Sante et du Bien etre Sociale du Canada. 2. Pitselis, G. (1986). Prediction of order Statistics, Classical and Bayesian approach. Master s project Concordia University, Department of Mathematics & Statistics, Canada.