Dr Fotios Mourdoukoutas

B.Sc. (Hons), M.Sc., Ph.D.

Post-doctoral Fellow in the Department of Statistics and Actuarial Science, the University of Hong Kong, Hong Kong SAR

I am a Post-doctoral Fellow in the Department of Statistics and Actuarial Science, the University of Hong Kong, Hong Kong SAR.

Curriculum Vitae

Contact information:

Email: fotiosm@hku.hk

Research Interests:

Actuarial Science, Decision Making, Risk and Uncertainty, Risk Theory, Game Theory, Optimal Insurance

Co-authors:

Athanasios Pantelous, Monash University

Bonsoo Koo, Monash University

Tim Boonen, University of Hong Kong

Greg Taylor, University of New South Wales

Published papers:

Mourdoukoutas, F., Boonen, T. J., Koo, B., & Pantelous, A. A. (2021). Pricing in a competitive stochastic insurance market. Insurance: Mathematics and Economics, 97, 44-56. (link)

Submitted papers (in Insurance: Mathematics and Economics):

Mourdoukoutas, F., Boonen, T. J., Koo, B., & Pantelous, A. A., Optimal Premium Pricing in a Competitive Stochastic Insurance Market with Incomplete Information: A Bayesian Game-theoretic Approach. (link)

Working papers:

Mourdoukoutas, F., Pantelous, A. A., & Taylor, G. (2023). Competitive Insurance Pricing Strategies for Multiple Lines of Business: A Game Theoretic Approach. (link)

Teaching experience:

Foundations of Quantitative Finance, July 2019 - December 2023, Teaching Associate to Professor Athanasios Pantelous (Student Evaluation of Teaching and Unit: 2019(a), 2019(b), 2020(a), 2020(b), 2021(a), 2021(b), 2022, 2023(a), 2023(b) .

Membership:

Australian Research Council (ARC) Training Centre in Optimisation Technologies, Integrated Methodologies and Applications (OPTIMA): 2021 - Current

OPTIMA Webpage

Conferences:

Quantitative Finance and Risk Analysis Symposium (QFRA), Rethymno, Crete Island, Greece, June 2023 (link)

Presentation Title: “Optimal Premium Pricing in a Competitive Stochastic Insurance Market with Incomplete Information: A Bayesian Game-theoretic Approach”

Awards:

2019-2023 Monash Business School Co-funded Graduate Research School Scholarship (Tuition Fees & Stipend)

2023 Postgraduate Publication Award (PPA)

2023 Teaching Excellence Award (for the best Teaching Associate in the PhD category)