I received a Licentiate in Mathematical Statistics and Insurance Mathematics in 1989 from Stockholm University and a PhD in 1993 in Mathematics from the Department of Mathematics at KTH, Stockholm. I am a member of the division of mathematical statistics at KTH since 1994. My interest in financial mathematics, and insurance mathematics, has mainly been directed towards quantitative risk management, portfolio choice and asset and liability modeling.

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I received my PhD in 2003 from the Department of Mathematics at KTH, Stockholm. I am currently an Associate Professor at the Division of Mathematical Statistics. My research related to finance and insurance focuses on quantification of risk, extreme values, and simulation.

My personal web page

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I received my PhD in 2001 from the division of optimization and systems theory at KTH. I am a member of the division of mathematical statistics at KTH since 2003. My interest in financial mathematics has been focused on the modelling of the term structure of forwards, futures and interest rates, and more recently in optimal investment under partial information.

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I recieved my PhD in 1977 in pure mathematics, but since then my research has mostly been in economics. My interest in financial mathematics is more recent, and is primarely focused on the modelling of financial markets.

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I received my PhD in 2004 from the department of mathematics at ETH Zürich, Switzerland. I am a member of the division of mathematical statistics at KTH since 2004. My interest in financial mathematics, and insurance mathematics, has mainly been directed towards quantitative risk management with a focus towards multivariate extreme value theory, dependence modelling and credit risk.

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I received my PhD in applied statistics in 1991 from Kiev State University, Ukraine, and in mathematical statistics in 2001 from Lund University, Sweden. I am a member of the division of mathematical statistics at KTH since 2011. I have also worked as a research statistician at Västernorrland County Council R&D. My research interests in multivariate statistical analysis are directed towards statistical learning in high-dimensional data, Bayesian networks, supervised classification and dimension reduction with applications.

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I received my PhD in mathematical statistics in 1993, from Lund University. I am a member of the division of mathematical statistics at KTH since 2010. I have also worked as a research engineer at Ericsson Research, and as a principal statistician at AstraZeneca R&D. My interests are in inference in and modelling with stochastic processes, computational statistics, simulation and applied probability, with applications in telecommunications, life sciences, and finance.

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