Michael Sørensen

Michael Sørensen

Head of Department, Professor

CV: http://web.math.ku.dk/~michael/cv.pdf

Publikationer: http://web.math.ku.dk/~michael/publikationer.pdf

 

Date and place of birth: 20 March 1955, Aarhus, Denmark

Nationality: Danish


Academic degrees:

Cand.scient. (M.Sc.), January 1982, University of Aarhus

Ph.D., April 1986, University of Aarhus

 

Positions held:

1982 Assistant Professor (Adjunkt), Department of Mathematics, University of Aarhus.

1983 - 1986 Research Scholarship (from the Danish Science Research Council), Department of Mathematics University of Aarhus. 

1986 - 1990 Assistant Professor (Adjunkt), Department of Mathematics, University of Aarhus.

1990 - 1997 Associate Professor (Lektor), Department of Mathematics, University of Aarhus.

Since 1997 Professor, Department of Mathematical Sciences, University of Copenhagen.

October 1989 - January 1990: Visiting Professor, Sektion Mathematik, Humboldt-Universität zu Berlin. April - June 1994: Visiting Researcher, Sonderforschungsbereich 373, Quantification and Simulation of Economic  Processes, Humboldt-Universiät zu Berlin. March - May 2003: Visiting Professor, Department of Statistics, University of Chicago. November 2008: Visiting Professor, Center for the Study of Finance and Insurance, University of Osaka.

 

Honours:

Member of The Royal Danish Academy of Sciences and Letters.

Elected member of the International Statistical Institute.

Elected fellow of the Institute of Mathematical Statistics.

 

Major grants:

Statistical Methods for Dynamical Stochastic Models, DYNSTOCH: 1,499,000 EUR from the programme Improving Human Potential under the 5th Framework Programme of the European Commission, 2000 – 2004.

Statistical Methods for Complex and High Dimensional Models: 17,570,000 DKK from the Programme of Excellence of the University of Copenhagen, 2008 – 2013.

 

Research management:

Scientist-in-charge of the Danish node of the EU research network Statistical Inference for Stochastic Processes
(1993 - 1997).

Scientific Director of Centre for Analytical Finance at the University of Aarhus and Aarhus School of Business (1996 - 1999). Member of the board (1999 - 2001).

Co-P.I. at the Centre for Mathematical Physics and Stochastics (1998 - 2004).

Scientific Coordinator of the EU research training network Statistical Methods for Dynamical Stochastic Models (2000 - 2004).

Principal investigator of the Copenhagen University Excellence Programme project Statistical Methods for Complex and High Dimensional Models (2008 - 2013)

 

Editorial work:

Associate Editor of Acta Mechanica Supplementum 1-2 (1990 - 1991).

Associate Editor of the Brazilian Journal of Probability and Statistics (Since 1991).

Co-ordinating Editor of Journal of Statistical Planning and Inference (1995 - 1998).

Associate Editor of Scandinavian Journal of Statistics (1997 - 2003).

Member of the Editorial Board of Statistical Inference for Stochastic Processes (Since 2001).

Associate Editor of Stochastic Processes and their Applications (2002 - 2012).

Associate Editor of ALEA - Latin American Journal of Probability and  Mathematical Statistics (2005 - 2019).

Member of the Editorial Board of the Institute of Mathematical Statistics Collections series (2008 2009).

Member of the Editorial Board of the book series Springer Selected Works in Probability and Statistics (2009 - 2011).

Associate Editor of the Annals of the Institute of Statistical Mathematics (Since 2013).

Associate Editor of Japanese Journal of Statistics and Data Science (Since 2017).

Referee for numerous journals and book series in statistics, probability theory, geology, physics, econometrics, and finance.

 

Service to scientific organizations:

Board Member of the Danish Society for Theoretical Statistics (1989 - 1993).

Council Member of European Courses in Advanced Statistics (1991 - 2001).

Chairman of the Governing Board of the Scandinavian Journal of Statistics (2004 - 2016). Member of the Board (1999 - 2016).

Chairman of the European Regional Committee of the Bernoulli Society (2000 - 2002). Member of the committee (2002 - 2006). Programme Coordinator (2004 - 2006).

Member of the Committee on Meetings of the European Mathematical Society (2001 - 2006).
 
Member of the Steering Group of Séminaires Européens de Statistiques (2002 - 2012).

Member of the Research Section Committee of the Royal Statistical Society, London (2003 - 2007).

Member of the Danish Committee for Mathematics (2004 - 2016).

Member of the Nomination Committee of the International Statistical Institute (2007).

Chairman of the Publications Committee of the Bernoulli Society (2008 - 2012).

Member of the Publications Committee of the International Statistical Institute (2008 - 2012).

Member of the presidium of the Royal Danish Academy of Sciences and Letters (2009 - 2012).

Member of the council of the Bernoulli Society (2013 – 2017).

 

Scientific advisory and assessment service:

Member of the jury for the Berardo prize (2001).

Member of the Review Panel for the Swiss National Centre of Competence in Research ``Financial Valuation and Risk Management'' (Since 2002).

Member of the International Advisory Committee of the Finnish National Visitors Program in Mathematics 2004 - 2005: New Techniques in Applied Stochastics.

Member of the Mathematics Subcommittee for Danish Bibliometric Research Indicators (2008 – 2013).

Member of the jury for the Elsevier/EMS Poster Award (2010).

Member of the Steering Committee for the project “Actulus - Actuarial Calculus and Computing” supported by the Danish National Advanced Technology Foundation (2011 – 2015).

Member of the Steering Committee for “HIPERFIT, Research Center for Functional High- Performance Computing for Financial Information Technology” funded by the Danish Council for Strategic Research (2011 – 2015).

Member of the jury for the Elsevier/EMS Poster Award (2015).

Chairman of the Steering Committee for the project “ProBaBLi - Projection of Balances and Benefits in Life Insurance” supported by Innovation Fund Denmark (since 2018).

Evaluated Ph.D. theses in Australia, Denmark, France, Greece, Italy, the Netherlands, Sweden, and the United Kingdom.

Evaluated applicants for professor positions in Denmark, Germany, Sweden, U.K.\ and U.S.A.

Evaluated research proposals  for the International Science Foundation and for research councils and similar organizations in Chile, Kuwait, the Netherlands, Norway, Sweden, Switzerland, U.K. and U.S.A.

 

Service to universities:

Member of the Board of the Department of Mathematics, University of Aarhus and chairman of the Department of Theoretical Statistics (1990 - 1994).

Associate chair of the Department of Mathematical Sciences, University of Copenhagen (2000 - 2001).

Acting chair of the Laboratory of Actuarial Mathematics, University of Copenhagen (2000).

Chair of the Section of Applied Mathematics and Statistics, Department of Mathematical Sciences, University of Copenhagen (2002 - 2006).

Head of the Department of Mathematical Sciences, University of Copenhagen (2009 - 2010, 2016 - 2021) Associate Chair for Research (2007 - 2009, 2010 - 2016).

Member of the Research Committee of the Faculty of Science,  University of Copenhagen (2007 - 2009, 2010 - 2016).

Advisor to the jury for the Niels Bohr Science Park competition (2010).

Member of the Committee for Responsible Conduct of Research at the University of Copenhagen (2011 – 2016).

  

Education

Ph.D.

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