# Dr Kirstin Strokorb

Lecturer

*Email:*- strokorbk@cardiff.ac.uk
*Telephone:*- +44 (0)29 2068 8833
*Location:*- M/2.37, Maths and Education Building , Senghennydd Road, Cardiff, CF24 4AG

I am a lecturer at Cardiff University teaching on the new Financial Mathematics degree scheme.

My research focus lies on stochastic processes and dependence concepts in extreme value theory, a branch of probability and statistics that provides theoretically sound procedures for extrapolation beyond the range of data (as good as possible, knowing the limits is also an important issue). Its methods are usually relevant for institutions that are exposed to high risks, for instance, financial services and insurance companies or environmental engineering institutions.

I am a member of the editorial board of the journal Extremes.

On 6th of February 2018 I am organising a Mini-Workshop on Extreme Value Theory with a focus on recent challenges and spatial applications.

- 2017 - present:
**Lecturer**at Cardiff School of Mathematics, Cardiff University. - 2013 - 2016: Research and Teaching assistant at Institute of Mathematics, University of Mannheim.
- Autumn 2015: Research stay at Department of Mathematical Sciences, University of Copenhagen.
- 2013:
**PhD**at Institute of Mathematical Stochastics/RTG 1023, University of Goettingen. - 2010:
**Diploma**(Pure Mathematics) at Mathematics Institute, University of Goettingen. - Autumn 06/Winter 07: Exchange student at Mathematics Institute, Warwick University.

### Committees and reviewing

Associate Editor for peer-reviewed scientific journals:

Reviewing for peer-reviewed scientific journals:

- Bernoulli
- Electronic Journal of Probability
- Electronic Journal of Statistics
- Extremes
- Journal of Mathematical Analysis and Applications
- Journal of Multivariate Analysis
- Journal of Nonparametric Statistics
- Journal of Statistical Computation and Simulation
- Journal of the American Statistical Association
- Scientific Reports
- Statistics
- Statistics and its Interface
- Stochastic Models
- Test

Reviews for MathSciNet.

### 2017

- Papastathopoulos, I.et al. 2017. Extreme events of Markov chains. Advances in Applied Probability 49(1), pp. 134. (10.1017/apr.2016.82)
- Fiebig, U., Strokorb, K. and Schlather, M. 2017. The realization problem for tail correlation functions. Extremes 20(1), pp. 121-168. (10.1007/s10687-016-0250-8)

### 2016

- Papastathopoulos, I. and Strokorb, K. 2016. Conditional independence among max-stable laws. Statistics and Probablity Letters 108, pp. 9-15. (10.1016/j.spl.2015.08.008)
- Molchanov, I. and Strokorb, K. 2016. Max-stable random sup-measures with comonotonic tail dependence. Stochastic Processes and their Applications 126(9), pp. 2835-2859. (10.1016/j.spa.2016.03.004)

### 2015

- Strokorb, K., Ballani, F. and Schlather, M. 2015. Tail correlation functions of max-stable processes. Extremes 18(2), pp. 241-271. (10.1007/s10687-014-0212-y)
- Schlather, M.et al. 2015. Analysis, simulation and prediction of multivariate random fields with package RandomFields. Journal of Statistical Software 63(8) (10.18637/jss.v063.i08)
- Strokorb, K. and Schlather, M. 2015. An exceptional max-stable process fully parameterized by its extremal coefficients. Bernoulli 21(1), pp. 276-302. (10.3150/13-BEJ567)

### 2013

- Strokorb, K. 2013. Characterization and construction of max-stable processes. PhD Thesis, eDiss University of Goettingen.

### 2010

- Strokorb, K. 2010. Eine holomorphe Untersuchung des verallgemeinerten Seiberg-Witten-Modulraumes für Gibbons-Hawking-Faserungen. , Mathematisches Institut, Universität Göttingen, Germany.

**Cardiff**

- Autumn 18
**MA2801**Econometrics for Financial Mathematics - Spring 18
**MA1801**Finance I : Financial Markets and Corporate Financial Management - Autumn 17
**MA2801**Econometrics for Financial Mathematics (new module) - Spring 17
**MA1801**Finance I : Financial Markets and Corporate Financial Management (new module)

**Mannheim**

**2017 Baden-Wuerttemberg-Certificate**(successful completion of a program in higher education pedagogy)- Autumn 16: Introduction to Extreme Value Statistics (Lectures and Tutorials)
- Spring 16: Introduction to Insurance Mathematics (Lectures and Tutorials, jointly with M. Schlather, new module)
- Spring 15: Introduction to Spatial Extreme Value Theory (Lectures and Tutorials, new module)
- Autumn 14: Introduction to Extreme Value Statistics (Lectures and Tutorials, new module)
- Spring 14: Linear Models (Tutorials and Assistance, new module)
- Autumn 13: Functional Analysis (Tutorials and Assistance)
- Autumn 13: Introduction to the statistical programming language R (Assistance)

**Goettingen**

Tutorials in

- Functional Analysis
- Linear Algebra and Analytic Geometry
- Analysis II
- Discrete Mathematics

Mentoring for Bachelor and Master students, Assistance in creating lecture notes for Mathematics for Biologists, Training for Mathematical Olympiads

My research focus lies on stochastic processes and dependence concepts in extreme value theory, a branch of probability and statistics that provides theoretically sound procedures for extrapolation beyond the range of data (as good as possible, knowing the limits is also an important issue). Its methods are usually relevant for institutions that are exposed to high risks, for instance, financial services and insurance companies or environmental engineering institutions.

So far, I have been involved in projects concerning the following topics:

- Extreme value theory (correlation functions and dependence concepts for extreme values, connections to stochastic geometry and risk measures, conditional independence)
- Realisability problems (that deal with the existence of stochastic models with some prescribed distributional properties, connections to convex geometry)
- Stochastic processes (in particular Gaussian and max-stable processes, construction principles, simulation, R software RandomFields)
- Markov chains (modelling the evolution of the chain after an extreme event)

With my research I would like to contribute to the development of improved tools for the analysis and prediction of rare events, in particular their temporal and spatial extent, and the rigorous verification that these tools are suitable in very general situations.

**Invited talks**

- BIRS-CMO Workshop on Self-similarity, Long-range dependence and Extremes, Oaxaca (2018)
- 40th Conference on Stochastic Processes and their Applications, Gothenburg (2018)
- CFE-CMStatistics, London (2017)
- Oberseminar Stochastik, Braunschweig (2017)
- 10th Conference on Extreme Value Analysis, Delft (2017)
- German Statistical Week (Minisymposium on EVT), Augsburg (2016)
- 3rd Conference of the International Society of Non-Parametric Statistics, Avignon (2016)
- Working group Extreme Value Theory UPMC Paris 6 (2016)
- Workshop on Dependence, Stability and Extremes, Fields Institute Toronto (2016)
- Seminar in Applied Mathematics and Statistics, Copenhagen (2015)
- The Mathematics and Statistics of Quantitative Risk Management, Oberwolfach (2015)
- 9th Conference on Extreme Value Analysis, Ann Arbor (2015)
- Workshop New Developments in Econometrics and Time Series, Bochum (2015)
- Working group Stochastic Geometry, Karlsruhe (2015)
- Colloquium on Probability and Statistics, Bern (2014)
- Research Seminar Gauge Theory and Topology, Bielefeld (2010)