Short CV

 

Dr. Zimbidis has received a first class degree in Mathematics from the University of Athens, Master of Science (MSc) with distinction and Doctor of Philosophy (PhD) in Actuarial Science from City University of London. His PhD thesis was supervised by Professor Steven Haberman (Deputy Dean, Cass Business School) and considers the potential applications of mathematical control theory to insurance systems. As a student obtained full scholarships and awards from the Greek Government and private foundations (Bodosakis’ Foundation, etc)

 

He has gained full exemptions from the Institute of Actuaries and received the Certificate of Actuarial Techniques. He is a Full Member of the Hellenic Actuarial Society, the International Society of Actuaries and the Hellenic Mathematical Society.

 

He has worked as a Director (Depts: Actuarial, Reinsurance, Group Life and Pension) in a large multinational insurance company for several years. His outstanding professional performance has been recognized by the company (being selected in the top five-percent staff and the most promising young employee).

 

He left the private sector for an honorable position as being appointed the first President to the National Actuarial Authority (the independent governmental authority which controls the occupational pension funds and social security system) in Greece. Additionally, he has also prepared a lot of actuarial studies and valuations with respect to Corporate and Occupational pension funds in the private sector or in the area of Social Security System.

 

 

He has published original research papers to international scientific journals (ASTIN Bulletin, Scandinavian Actuarial Journal, Insurance Mathematics and Economics, North American Actuarial Journal, Stochastic Analysis and Applications etc.). The most recent research paper has been published in Stochastic Analysis and Applications Journal, entitled: “Optimal management of a variable annuity invested in a Black-Scholes market driven by a multi-dimensional fractional Brownian motion”

 

As an academic author, has written six university books with subjects related to Actuarial Science (1:Financial Mathematics, 2:Risk Theory, 3:Pension Mathematics, 4:Actuarial Mathematics of Life Insurance, 5:Actuarial Mathematics of General Insurance, 6:Actuarial Statistics and  Life Tables).

 

He is also acting as a reviewer to Mathematical Reviews and as a referee to international scientific journals, especially in the area of actuarial science. Finally, he is assistant editor in “VARIANCE”, the peer-reviewed journal of Casualty Actuarial Society (USA), associate editor to European Actuarial Journal and is a local board member of IFNA (International Federation of Non-Linear Analysis).

 

His outstanding academic performance has been acknowledged by the Japanese Institute of Actuaries for a certain paper entitled: “Modeling the earthquake risk via extreme value theory and pricing the respective catastrophe bonds”, published in ASTIN Bulletin volume 37(1).  Additionally, there was a special session in the CAS Annual Meeting last November 2011 dedicated to a research paper entitled “Pricing in a competitive insurance market driven by fractional noise” published in VARIANCE journal.

 

Currently, he is Assistant Professor of Stochastic Analysis with applications to Insurance and Finance at the Athens University of Economics and Business.