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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

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 limits 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.

Recent activities

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!

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.

Currently I work on https://arxiv.org/abs/1809.09042 with Marco Oesting.

  • 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.

2018

2017

2016

2015

2013

2010

Cardiff

  • 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

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

  • 11th Conference on Extreme Value Analysis, Zagreb (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)

Areas of expertise

External profiles