Dimitris Daskalopoulos is very wealthy and successful, and one of the world's leading and most driven contemporary art collectors.

But he can be affected by frost and fog as badly as the next man.

We have tried to meet in person – to discuss the remarkable works of contemporary art from his collection which will be unveiled today at the Scottish National Gallery of Modern Art's new show, From Death To Death And Other Small Tales – but bad weather and lengthy flight delays have put paid to that idea. So he is in his hotel in fog-bound London, while I am in frozen Glasgow, rather than chatting over a convivial coffee in the Tate Modern. "Is this interview even really happening?" he jokes in his rumbling voice after a day of frustrations.

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Daskalopoulos, who speaks English with a deep but barely accented voice, quickly moves on. "It is a very exciting time," he says. "I am eager to see the exhibition in Scotland myself, to see how the gallery has set my work beside its own, and also to see how the public see it – because that to me is what this is all about."

Born in 1957, he did not become obsessed with collecting contemporary work until his 40s, although he had always loved art. But when he hit that pivotal decade, the contemporary art world began to entrance him. Now the man who built Greece's largest food company, Vivartia, before selling it 2007 for £340m, has more than 400 works, is a trustee of the Guggenheim Foundation, and is a member of the Tate International Council. He is also happy to loan and lend works from his collection to other galleries and museums: the National Galleries of Scotland asked, and he was happy to oblige.

This is the first showing of his collection in Scotland and Daskalopoulos, who now runs an investment company, is intrigued by the country and its fecund contemporary scene – especially Glasgow. He already has work by Karla Black, the Turner Prize-nominated artist, in his stores. He may soon add some more to his collection, which he most notably adorned with Marcel Duchamp's famous (or infamous) Fountain in 1999, which he bought for £1.1m.

"I have quite a few Scottish works in my collection," he says. "There is a particular flavour in the Glasgow scene which has interested me. And now that I am going to be in Scotland for a time this year [the show runs until September 2013] I am going to look into it deeper. It is a general sense I have, because the artists are so disparate, and I would not want to categorise. But there is a sense that Scottish art is innovative but tethered – and by tethered I mean it in the way I like art to be tethered: to the reality of human existence."

That "reality of human existence", which he says is essentially the desire to live to the utmost between the twin oblivions of pre-birth and death, is the concept which drives how he curates and collects his art. His collection now includes works by Marina Abramovic, Matthew Barney, Rachel Whiteread, and Louise Bourgeois, among many others. Works in the show include Abramovic's Imponderabilia, Duchamp's Fountain, Nauman's Knot an Ear, and Barney's Cremaster 1 and 2.

"I have quite a clear philosophy on it, although perhaps it is not always easy to put into words," he rumbles. "But I like to think about human existence, and the human being and the struggle for light and progress within a finite time alive, and a life where generally things are difficult. And when people say to me, 'your collection is all about the body', well I say the body is the carrier of those senses and sensibilities, and so it is not just about the physical body."

How does a man of means collect contemporary art in the modern world? "All I think I have done is have curiosity and endless energy to find things out. And when you apply that to anything, then after a while it becomes easy: good things come to you. But of course there is an element of luck in what you can find."

Sixty works by 20 artists from his collection are in the show. Perhaps, one day, I say, you should build your own art gallery to house your collection, on which he has spent millions. No, he replies, he wants none of that. What he wants is for the collection to be a resource or bank of contemporary work which galleries, just like the National Galleries of Scotland, can use to form whole or part of exhibitions. He wants it to be used as a resource, rather than become a destination in itself.

"I don't see the need for a temple to myself," he says. "I would also need thousands of square metres to show all the art [much of which is installation, and 'very difficult'] and that would be an even bigger temple. No, I want the collection to be experienced in collaborations with museums and curators and collections. All you are trying to do is show this art in an accessible way- I don't need a museum, I see my collection as a large repository which is open to galleries and museums and curators and which they can use for their own needs."

Daskalopoulous does not buy art for investment, or to sell on later to make a profit. "I have never done that and do not ever intend to do that," he insists. "Look, I live in the country with some of the worst of the current problems [Greece] and yet there is a very vibrant cultural scene. People are flocking to events and museums and contemporary art, and I think it is a kind of respite. It is remarkable that there is this interest in the arts even when there is an increase in problems like poverty."

When does a collector stop collecting, I ask: he already has a warehouse full of material. If he does not intend to sell it or establish his own museum, what happens next?

"I was thinking this today," he sighs, "when I was travelling in cars and trains for so long. Where does this collecting lead to? What does it develop into? Where does it go in the future? The answer is: I don't know yet, because I am still in the middle of it.

"But that is a real question for collectors: this is your very personal drive which is doing this, but it is also just a capsule in time. I didn't live in the 19th century and I wont live in the 21st century. So my collection is just a capsule in time for 30 or 40 years of this century. Then it is a question of what happens to the collection's afterwards? Some will be in museums, some broken up, and the rest will be in storage. I am still thinking about this: it's a good question."

From Death to Death and Other Small Tales. Modern One, Edinburgh,tomorrow - September 8, 2013.