Postdocs
- Catalin Starica 1996: Professor, Faculté des Sciences Économiques, Université de Neuchâtel
- Olivier Perrin 1997-98: Maitre de Conference, University Toulouse 1
- Charles-Antoine Guerin 1997–98: Professor, University
of Toulon
- Elke Thönnes fall 1998: Principal Teaching Fellow, Department of Statistics and the Centre for Scientific
Computing, Warwik
- Rasmus Waage-Petersen spring 2000: Professor in statistics at the Department
of
Mathematical Sciences, Aalborg University.
- Anne-Laure Fougéres 2001 + later periods: Professor, Departement Mathematiques, Université de Lyon 1
- Johan Segers 2002: Professor, Institut de statistique,
biostatistique et sciences actuarielles Université catholique de Louvain
- Dmitrii Zholud, 2013-15, runs a consulting company
- Maud Thomas, 2015-16, professor Université Lyon 1
PhD students
-
Ulla Holst: Robust recursive estimation, 1982, Professor and Vice Dean, LTH
-
Jonny Olsson: Statistics in Perimetry, 1991, CEO statistical Norm
-
Roland Perfekt: On extreme value theory for
stationary Markov chains, 1993, Statistician, Cancer Epidemiology, Lund Univeristy
-
Nader Tajvidi: Characterisation and some statistical
aspects of univariate and multivariate generalised Pareto
distributions, 1996, Docent, Mathematical Statistics, LTH
-
Johan C. Carlsson: How to reduce geometrical
variation in assembled products, 2000 (Joint with Bo Johansson),
Director, Fraunhofer-Chalmers Research Centre for Industrial Matematics
-
Krystina Pietrzyk: Air change rate and heat loss in
lowrise buildings, 2000 (joint with C-E. Hagentoft, K Handa), Project Leader, Arictechture, Chalmers
-
Joachim Johansson: Moment extimation using extreme value methods, 2003, Assistant Vice President
at
Swiss Re
-
Carl Lindberg: Portfolio optimization and statistics in stochastic
volatility markets, 2005,AP 2, adj. Professor, Chalmers
-
Erik Brodin: Extreme value statistics and
quantile extimation with applications in finance and insurance (joint
with P. Albin), 2007, SEK (Svensk Exportkredit)
-
Alexander Herbertsson: Pricing portfolio
credit derivatives, 2007, Lecturer, University of Gothenburg
School Business, Economics and Law
- Dimitrii Zholud:
Extreme Value Analysis of Huge Datasets: Tail Estimation Methods in Hight-Throughput Screening and Bioinformatics, 2011, Bixia
- Jonas Alm: Insurance risk - realistic models for dependence (joint with Filip Lindskog), 2015, Collector
- Sandra Barman Eriksson: Material structures seen through microscopes and statistics 2021 RISE (Joint with David Bolin)
- Helga Kristin Olafsdottir: Extreme rainfall modelling under climate change and proper scoring rules for extremes and inference 2024, posdoc Chalmers (Joint with David Bolin)
Licentiate degrees
-
Tord Westholm: A tracking algorithm for process
optimization, 1996, Engineer, Ericsson
-
Thomas Ahlmark: Production quality improvements using
statistical and geometrical analysis of car body measurements, 1997
(joint with Bo Johansson), Software Architect
at
Volvo Information Technology AB
-
Ann-Charlotte Hallberg: A statistical model for fish
stock assessment in the Gulf of Bothnia, 1998, Mathematical Statistics, Linköping University
-
Jan Rohlen: A quality system for medical devices ---
the sterility property, 1998, Consultant, Varians AB
-
Najaat el Bayati: The changing volatility of financial
time series: an extreme value perspective, 2003 (joint with Catalin Starica)
- Anna Rudvik: Dependence Structures in Stable Mixture Models with an Application to Extreme Precipitation
Cand. Stat. degree
-
Allan Deis: A test for proportional hazards with
application to strengths of materials, 1989, Centre leader, the Danish Centre for Health and Insurance
Holger Rootzén
Last modified: Tue Sep 18 14:52:12 MET DST 2001