Dr Andreas Milidonis -

Research

 

Biography

Research

Teaching

Ph.D. Students

 

 

 

Journals:

  • Milidonis, A., and M.F. Grace. 2008. Tax-Deductible Pre-Event Catastrophe Loss Reserves: The Case of Florida. ASTIN Bulletin 38(1): 13-51. [SSRN version]
  • Milidonis, A., and S. Wang. 2007. Estimation of Stock Price Distress Costs Associated with Bond Downgrades Using Regime Switching Models. North American Actuarial Journal 11 (4): 42-60. [SSRN version]

Working Papers:

  • “Price Regulation, Risk Classification and Moral Hazard”, 2009. [SSRN version]
  • “Underwriting Cycles in UK Insurance”, 2008. [SSRN version]
  • “Tax Costs of Equity Capital for Catastrophe Insurance”, 2008.

Work in Progress:

  • “The information value of changes in bond ratings”.
  • “Regime Switching Models: Applications to Mortality Modeling and  Pricing”, with Cox, S. and Lin, Y.

Invited Seminars:

Conference Presentations:

Refereed:

  • UK Insurance Economists Conference, Nottingham, UK, March 2009.
  • ASTIN Colloquium, Manchester, UK, July 2008.
  • The American Risk & Insurance Association Annual Meeting, Quebec City, Canada, August 2007.
  • Insurance: Mathematics and Economics, Athens, Greece, 2007.
  • The World Risk and Insurance Economics Congress, Salt Lake City, UT, August 2005.
  • The 8th Asia-Pacific Risk & Insurance Association Meeting, Seoul, Korea, July 2004.
  • The American Risk & Insurance Association Annual Meeting, Chicago, IL, August 2004.

Non-Refereed:

  • The 41st Actuarial Research Conference, Montreal, Canada 2006.
  • The 39th Actuarial Research Conference, Iowa City, IA, August 2004.
  • The 38th Actuarial Research Conference, Ann Arbor, MI, August 2003.
  • The 36th Research Actuarial Conference, Columbus, OH, August 2001.

 

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