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,
He has gained full exemptions from the
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.