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Dr Kirstin Strokorb

Dr Kirstin Strokorb

Senior Lecturer

School of Mathematics

Email
strokorbk@cardiff.ac.uk
Telephone
+44 (0)29 2068 8833
Campuses
M/2.37, Maths and Education Building , Senghennydd Road, Cardiff, CF24 4AG
Users
Available for postgraduate supervision

Overview

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.

Responsibilities

  • As Deputy Director of Postgraduate Research I am part of the School's PGR executive team.
  • I joined Cardiff University as a lecturer teaching on the new Financial Mathematics degree scheme and I supervise projects within our MSc degree programmes.

Recent activities / News

  • Congratulations to Jonas Brehmer on his successful PhD viva! (7 Dec 2020)

  • In December 2019 I am organising a session on Advances in Temporal Extremes 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).

Biography

  • 2020 - present: Senior Lecturer at the School of Mathematics, Cardiff University.
  • 2017 - 2020: Lecturer at the 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.

Publications

2021

2019

2018

2017

2016

2015

2013

2010

Teaching

Cardiff

  • MA2801 Econometrics for Financial Mathematics (new module)
  • MA1801 Finance I: Financial Markets and Corporate Financial Management (new module)
  • 2018 Fellow of the HEA (Advance HE, D2)

Mannheim

  • 2017 Baden-Wuerttemberg-Certificate (successful completion of a program in higher education pedagogy)
  • 2016: Introduction to Extreme Value Statistics (Lectures and Tutorials)
  • 2016: Introduction to Insurance Mathematics (Lectures and Tutorials, jointly with M. Schlather, new module)
  • 2015: Introduction to Spatial Extreme Value Theory (Lectures and Tutorials, new module)
  • 2014: Introduction to Extreme Value Statistics (Lectures and Tutorials, new module)
  • 2014: Linear Models (Tutorials and Assistance, new module)
  • 2013: Functional Analysis (Tutorials and Assistance)
  • 2013: 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

  • Confernce on Heavy Tails, Long-Range Dependence, and Beyond, CIRM Luminy (2022)
  • Statistics seminar, Imperial College London (2021)
  • CFE-CMStatistics, London (2019)
  • Stochastics Research Seminar, Mannheim (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)
  • Stochastics Research Seminar, Mannheim (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)

Supervision

Current supervision

Michela Corradini

Research student

alt

Eferhonore Efe-Eyefia

Research student

Past projects

  • Co-Supervisor (50%) for Jonas Brehmer: Theory and Methodology of scoring functions: Tail properties, interval forecasts, and point processes (awarded 2020)
  • Co-Supervisor (50%) for Martin Dirrler: Spatial point process models with applications to max-stable random fields (awarded 2017)

Areas of expertise

External profiles