Stockholm university

Research group Mathematical statistics

We focus on applications in biostochastics and biostatistics, discrete random structures, and finance and insurance.

Group description

The research in mathematical statistics comprises probability theory and statistical inference theory with applications in many domains. Our research group focuses on applications in biostochastics and biostatistics (in particular genetics, epidemic spread, neural systems), discrete random structures (in particular random networks, graphs and random growth models), finance and insurance (in particular portfolio theory, stochastic control theory, financial and insurance valuation, predictive modelling).

All group members, with contact details, can be found further down on the page. Under each research topic there is also a list of who works with that particular topic.

Research topic Biostochastics and biostatistics

The research topics are focused on real world problems in biology and medicine, and where the research aims at developing stochastic models, analysing properties of the models, developing statistical methods for corresponding data collection, and/or performing statistical analysis of empirical data. The theory involved span most areas of probability and statistics, and the underlying problems that have received most attention lately include infectious diseases, genetics, biodiversity and environment.

Senior members: Gudrun Brattström (emeritus), Tom Britton, Michael Höhle, Ola Hössjer, Mathias Lindholm, Martin Sköld, Åke Svensson (emeritus), Rolf Sundberg (emeritus), Pieter Trapman, Joanna Tyrcha

Postdocs and PhD students: Felix Günther (Postdoc), Mohamed El Khalifi (Postdoc), Fanny Bergström (PhD student), Måns Karlsson (PhD student), Tobias Wängberg (PhD student), Dongni Zhang (PhD student)

Research topic Discrete random structures

The research topics focus on probabilistic aspects of discrete objects like graphs, lattices and trees, and of random processes taking place on such objects, including percolation processes, random growth and random walks. The models are typically defined in terms of local rules and the attenation then revolves around macroscoptic properties of the resulting systems. The research aims to understand and explain real-world phenomena originating in statistical physics, epidemiology, theoretical computer science and sociology.

Senior members: Daniel Ahlberg, Tom Britton, Mia Deijfen, Anders Martin-Löf (emeritus), Pieter Trapman

Postdocs and PhD students: Matteo Sfragara (Postdoc), Daniel de la Riva (PhD student), Carolina Fransson (PhD student)

Research topic Finance and insurance mathematics

The research topics focus on the development of theory and methods in order to provide solutions to problems originating from finance and insurance. The research topics include statistical aspects of portfolio theory, optimal stopping, stochastic control and stochastic processes in finance and insurance, the interplay between financial and actuarial valuation approaches, econometrics, and prediction methods for reserving and pricing in insurance, including statistical machine learning approaches. 

Senior members: Taras Bodnar, Magnus Carlehed (affiliated researcher), Andreas Lagerås (affiliated researcher), Mathias Lindholm, Kristoffer Lindensjö, Filip Lindskog, Dmitrii Silvestrov (emeritus), Joanna Tyrcha

Postdocs and PhD students: Andi Bodnariu (PhD student), Nils Engler (PhD student), Vilhelm Niklasson (PhD student), Lina Palmborg (PhD student), Erik Thorsén (PhD student), Henning Zakrisson (PhD student)

Group members

Group managers

Filip Lindskog

Professor

Department of Mathematics (incl. Math. Statistics)
Filip Lindskog

Members

Daniel Ahlberg

Universitetslektor

Department of Mathematics (incl. Math. Statistics)

Fanny Bergström

Phd Student

Department of Mathematics (incl. Math. Statistics)
fannybergstrom

Taras Bodnar

Professor

Department of Mathematics (incl. Math. Statistics)
Taras Bodnar

Andi Rares Bodnariu

PhD Student

Department of Mathematics (incl. Math. Statistics)

Gudrun Brattström

Docent, Emeritus

Department of Mathematics (incl. Math. Statistics)

Tom Britton

Professor

Department of Mathematics (incl. Math. Statistics)
Tom Britton

Magnus Carlehed

Forskare

Department of Mathematics (incl. Math. Statistics)

Maria Deijfen

Professor

Department of Mathematics (incl. Math. Statistics)
Mia 2019

Mohamed El Khalifi

Postdoc

Department of Mathematics (incl. Math. Statistics)
Personal photo of Mohamed El Khalifi

Nils Felix Engler

PhD Student

Department of Mathematics (incl. Math. Statistics)

Felix Günther

Postdoktor

Department of Mathematics (incl. Math. Statistics)

Ola Gerton Henrik Hössjer

Professor

Department of Mathematics (incl. Math. Statistics)
Ola Hössjer

Kristofer Lindensjö

Associate Professor

Department of Mathematics (incl. Math. Statistics)
KL2

Mathias Millberg Lindholm

Universitetslektor, docent

Department of Mathematics (incl. Math. Statistics)

Anders Martin-Löf

Professor emeritus

Department of Mathematics (incl. Math. Statistics)

Taariq Fahran Nazar

PhD Student

Department of Mathematics (incl. Math. Statistics)

Vilhelm Niklasson

PhD Student

Department of Mathematics (incl. Math. Statistics)

Lina Palmborg

Doktorand

Department of Mathematics (incl. Math. Statistics)
image

Matteo Sfragara

Postdoc

Department of Mathematics (incl. Math. Statistics)
Ritratto

Dmitrii Silvestrov

Professor emeritus

Department of Mathematics (incl. Math. Statistics)
Dmitrii Silvestrov

Martin Sköld

Universitetslektor

Department of Mathematics (incl. Math. Statistics)
Martin Sköld

Rolf Sundberg

Professor, emeritus

Department of Mathematics (incl. Math. Statistics)
RolfSundberg Profile picture from 2015

Joanna Tyrcha

Professor

Department of Mathematics (incl. Math. Statistics)
Joanna Tyrcha

Tobias Wängberg

PhD

Department of Mathematics (incl. Math. Statistics)

Henning Zakrisson

PhD Student

Department of Mathematics (incl. Math. Statistics)

Dongni Zhang

PhD Student

Department of Mathematics (incl. Math. Statistics)