Ilya Molchanov

Ilya Molchanov - University of Bern (SWITZERLAND)

Ilya Molchanov received his Magister in Science and PhD (Habilitation) in Mathematics from Kiev State University. He is Professor of Probability Theory at the Institute for Statistical Mathematics and Actuarial Sciences, University of Bern. Previously he taught at the University of Glasgow and the Kiev Technological Institute of the Food Industry. He was also a Research Fellow at the Center for Mathematics and Computer Science in Amsterdam. Dr. Molchanov has published three books, a collected edition and nearly one hundred papers in refereed journals and collections. His research interests are random sets theory, spatial statistics and stochastic geometry, mathematical finance, risk measures and multivariate extreme value theory, among others. In 1984, he received First Prize for best graduate work in Mathematics in the Ukraine, and in 1985 he was awarded First Prize for the best scientific work in Mathematics of Soviet students and young scientists by the Ministry of Higher Education and the USSR Academy of Sciences in Moscow. He is a Fellow of the Royal Society of Edinburgh.

Research stay at UC3M: STATISTICS DEPARTMENT

Project: The project aims to investigate connections between multivariate probability distributions, statistics and convex geometry both from the theoretical side and in view of applications to mathematical finance, risk assessment and econometrics.

Stay Period: FEB 12 - JUL 12

Conferences

Lecturer: Ilya Molchanov
Title: Symmetries of multivariate distributions and their applications in finance
Date: April 24, 2012 at 12:00h
Place: Aula multimedia 17.2.75