Dr Kirstin Strokorb

Dr Kirstin Strokorb

Lecturer

School of Mathematics

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:

Reviews for MathSciNet.

2017

2016

2015

2013

2010

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

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)

Areas of expertise