12 September 2014

Olivier Wintenberger, guest professor

Professor

The Department of Mathematical Sciences has employed Olivier Wintenberger from September 2014. He will be working with the research group Insurance & Economics in a 2-year professor position.

Olivier WintenbergerOlivier Wintenberger defended his PhD at University Paris Sorbonne in June 2007. His supervisors were Jean-Marc Bardet (Paris Sorbonne) and Paul Doukhan (Cergy).

He held a postdoctoral position at the University of Copenhagen and became associate professor at Paris Dauphine University. In September 2013 he became professor at the Pierre-and-Marie-Curie University.

Wintenberger's research interests are in mathematical statistics and applied probability. He is interested in the dependence structure of discrete time processes, in particular in problems of extremal dependence and heavy-tail modeling, and in asymptotic statistical theory for time series models, in particular in econometric models. 

In Paris Olivier Wintenberger has been involved in the actuarial programs at Paris Dauphine University and the Pierre-and-Marie-Curie University. He is looking forward to gain new teaching experiences in the actuarial program of MATH and he is happy to continue his research collaborations with the colleagues in the group Insurance & Economics. 

Olivier Wintenberger’s office is 04.2.03