Nikos E. Frangos

Nikos E. Frangos is a Professor in the Department of Statistics at Athens University of Economics and Business (AUEB), School of Information Sciences and Technology. His research focuses on statistics, stochastic analysis, actuarial science, and pension fund valuation. He has published extensively in journals such as ASTIN Bulletin, Stochastic Processes and their Applications, and Insurance Mathematics & Economics. His work addresses applications in finance, insurance, and risk management.

• Academic Degrees: B.Sc. in Mathematics (1978, University of Athens), M.Sc. (1981) and Ph.D. (1984) in Mathematics from Ohio State University.

Frangos' research emphasizes stochastic differential equations, reinsurance strategies, bonus-malus systems, and applications of Wiener chaos expansions. His recent publications explore finite mixture models, Sichel distribution, and hyperbolic SPDEs.

He has taught undergraduate and graduate courses including Stochastic Processes, Insurance Mathematics, and Stochastic Finance, and participated in staff exchanges with Finland, Belgium, and Turkey.

• Scientific Awards: Best 2002 ASTIN paper award for "Optimal Bonus-Malus Systems" from the Casualty Actuarial Society, USA.