Invited Speakers

Hansjoerg Albrecher

Hansjoerg Albrecher is Professor of Actuarial Science at the Faculty of Business and Economics, University of Lausanne and a Faculty Member of the Swiss Finance Institute. After studying Technical Mathematics and Astronomy in Graz, Limerick and Baltimore, he received his PhD from Graz University of Technology in 2001. He then held faculty and visiting positions in Graz (2001-2007), at K.U. Leuven (2003-2004), University of Aarhus (2005), University of Linz (2007-2008) and the Johann Radon Institute for Computational and Applied Mathematics of the Austrian Academy of Sciences (2005-2008), where he was Group Leader and Deputy Director before moving to Lausanne in 2009.

Hansjoerg Albrecher’s research area is actuarial mathematics, applied probability, mathematical finance and stochastic simulation, with a particular interest in linking academic research with problems arising in insurance practice. He has published 3 books, 3 edited books and about 100 articles. His awards include the Gauss Prize of the German Association for Actuarial and Financial Mathematics and the Hachemeister Prize of the Casual Actuarial Society. He is an Elected Member of the International Statistical Institute.

Hansjoerg Albrecher is an Editor of the journal Insurance: Mathematics and Economics, a Co-Editor of the European Actuarial Journal and of Statistics and Risk Modelling, Associate Editor of the Applied Probability Journals as well as Co-Editor-In-Chief of the Springer EAA Book Series.

For more information, please visit his homepage http://hec.unil.ch/people/halbrecher.

Søren Asmussen

Søren Asmussen was born in 1946.He received his PhD in statistics in 1977and Dr.Scient degree in 1982 both from the University of Copenhagen. During1974-1988,he worked at the University of Copenhagen,Denmark, successively as ResearchFellow, Assistant Professor and Associate Professor. Then he worked at Aalborg University Centre, Denmark, asAssociate Professor during 1987-1989and as Research Professor during 1990-1995.Next, he worked at Lund University, Sweden, as Professorof Mathematical Statistics during1995-2003. Since 2003, he has been employed as Professor of Applied Probability at Aarhus University, Denmark.

Søren Asmussen’s research area is applied probability.His research interests range over branching processes, insurance risk, queueing theory, matrix-analytic methods, and Monte Carlo simulation.He has also made contributions to statistics, finance and reliability. Hisscientific output includes 4 books, about 130 articles, and 20 conference proceedings.According to Google Scholar, his works have resultedin about 13,000 citations and his h-index is 47.

Søren Asmussenhas received many important awards during his career. These include the Marcel F. Neuts Applied Probability Award (1999), the INFORMS Simulation Society Outstanding Publication Award (2002 and 2008), the John von Neumann Theory Prize(2010), the Gold Medal For Great Contributions in Mathematics (2011)awardedby theSobolev Institute under the Russian Academy of Sciences, and the Honorary Doctoratesat Heriot-Watt University (2013) and Wroclaw University (2015).

Søren Asmussen has been Editor-in-Chief of Annals of Applied Probabilityin 2000-2002, and of Journal of Applied Probability and Advances in Applied Probabilityin 2005-2015. His other editorial commitments include co-editorship of various Springer book seriesin probability (2008-present).

For more information, please visit his homepage http://home.math.au.dk/asmus.

Sergey Foss

Sergey Foss is a Professor of Applied Probability at Heriot-Watt University, Edinburgh, UK and a Leading Scientific Researcher at S.L.SobolevInstitute of Mathematics and Novosibirsk State University, Russia.He became a Fellow of the Royal Society of Edinburgh in 2007, was the PrincipalOrganiser of a 6-month Programme at the Isaac Newton Institute in 2010 andProfessor-of-the-Year 2010/11 at EURANDOM, The Netherlands. He serves as the Editor-in-Chief of Queueing Systems since 2009.

Jointly with his co-authors, Sergey Foss has developed various methods for asymptotic analysis and for simulation of stochastic processes, including the fluid approximation approach, the renovationmethod, the saturation rule, and direct Markovian methods based on the splitting techniques. He has also developed new methods and techniques for the asymptotic analysis of probabilities of rare/extreme events in a broad class of stochastic models.Within the last years he has worked on:

(a) a variety of problems related to spatial stochastic models, stochastic geometry, contact processes, non-linear renewal theory, and to percolation theory, with applications to wired/wireless networks, seismology, and risk;

(b) mathematical/stochastic problems in energy networks

Dmitry Korshunov

Prof. Dmitry Korshunov (http://www.lancaster.ac.uk/maths/about-us/people/dmitry-korshunov) joined the Department of Mathematics and Statistics of Lancaster University (http://www.lancaster.ac.uk/maths/) in 2005.Before that he worked at Sobolev Institute of Mathematics (http://math.nsc.ru/english.html) in Novosibirsk. His research covers a wide range of topics in Pure and Applied Probability, Applied Mathematics and Queueing Theory with special emphasis in Large Deviations Theory, Heavy Tails in Queueing Models and in Risk Theory. As a result of his intensive study of heavy-tailed phenomena in probability, he co-authored with Sergey Foss and Stan Zachary the book An Introduction to Heavy-Tailed and Subexponential Distributions, which is the first monograph on this topic; the second revised edition appeared in Springer in 2013(http://www.springer.com/gp/book/9781461471004).

Qihe Tang

Qihe Tang is Professor of Actuarial Science atthe University of Iowa. He received his Ph.D. in Statistics from theUniversity of Science and Technology of China in 2001. Then he became apostdoctoral fellow at the University of Amsterdam in 2002--2004 and anassistant professor at Concordia University in 2004--2005 before he joined the Universityof Iowa in 2006. At the Universityof Iowa, he was promoted to associate professor in 2008, to full professor in 2012, and was conferred the F. Wendell Miller title professor in 2014.

His expertise centers on extreme value theory for insurance, finance, and quantitative risk management. Together with his coauthors, he has published about 90 papers,most in applied probability and actuarial science journals. His research has been supported by a number of external grants, including one from the NSERC (Natural Sciences and Engineering Research Council of Canada), one from the NSF (National Science Foundation of the US),and four from the SOA (Society of Actuaries). He is currently an Associate Editorfor several major journals including Insurance: Mathematics andEconomics, TEST, and Applied Stochastic Models in Business and Industry. He has raised eight doctoral students, most of whom are now university professors.