# 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

In 2017 I joined Cardiff University as a lecturer teaching on the new Financial Mathematics degree scheme.

My research focus lies on multivariate, spatial and temporal dependence phenomena in extreme value theory. The latter is a branch of probability and statistics that provides theoretically sound procedures for the quantitative assessment or rare and typically hazardous events (as good as possible, knowing the limitations is also an important issue). Its methods are genuinely relevant for institutions that are exposed to high risks, for instance, financial services and insurance companies or environmental engineering institutions.

Since 2017 I am a member of the editorial board of the journal Extremes.

In the academic year 2019/20 I will be organising the Statistics seminar series at Cardiff jointly with Bertrand Gauthier.

**Recent activities**

- In 2019 and 2020 Marie Ekström, Owen Jones and I are organising two Workshops on Extremal Trends in Weather (WET Weather) under the umbrella :-) of Cardiff's Water Research Institute. The workshops are supported by the RSS Mardia Award for interdisciplinary research meetings. Here is a brief summary of the first meeting. Many thanks for everyone's contributions! We are also looking forward very much to the follow up September 2020 meeting!
- In December 2019 I am organising a session on
*Advances in Temporal Extrems*at CMStatistics in London. - In February 2018 I organised a Mini-Workshop on Extreme Value Theory at Cardiff University's School of Mathematics (with a focus on recent challenges and spatial applications). Many thanks for everyone's contributions. The workshop was supported by the LMS (Celebrating New Appointment).

**Working papers**

*Why scoring functions cannot assess tail properties*(with Jonas Brehmer, University of Mannheim, co-supervised PhD student)*A comparative tour through the simulation algorithms for max-stable processes*(with Marco Oesting, University of Siegen)*Conditionally max-stable random fields based on log-Gaussian Cox processes*(with Martin Dirrler, co-supervised PhD student, and Martin Schlather, University of Mannheim)

- 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.

### 2018

- Oesting, M. and Strokorb, K. 2018. Efficient simulation of Brown-Resnick processes based on variance reduction of Gaussian processes. Advances in Applied Probability 50(4), pp. 1155-1175. (10.1017/apr.2018.54)

### 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

- 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., 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)
- 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**

- Spring 18
**MA1801** **2018 Fellow of the HEA**(Advance HE, D2)- 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 limitations 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 presentations**

- CFE-CMStatistics, London (2019)
- Interfaces in Extreme Value Theory, Lancaster University (2019)
- Workshop on regular variation, Split (2019)
- 11th Conference on Extreme Value Analysis, Zagreb (2019)
- Statistics seminar, University of Bath (2019)
- Statistics seminar, University of St Andrews (2019)
- Stochastisches Kolloquium, University of Göttingen (2019)
- Extreme TiDE seminar, Tilburg University (2018)
- Statistics and Probability Seminar, University of Nottingham (2018)
- Statistics Seminar, Newcastle University (2018)
- 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)