# Taras Bodnar

My main research interests are multivariate statistics and random matrix theory with applications to practical problems at the intersection of mathematics and finance. The main goals are to achieve a quantitative understanding of the structure of multivariate and matrix variate distributions; to develop new methods for the estimation of the covariance matrix and the precision matrix in high dimensions; to study the distributional properties of the estimated risk measures of optimal portfolios; to improve the estimation of the parameters in multivariate volatility models; to establish distributional properties of multiple testing procedures with dependent test statistics.

# Gudrun Brattström

My research, in close collaboration with climate researchers, concerns statistical problems related to the evaluation of climate model simulations, in part through comparison with climate reconstructions; the latter use proxy data (tree rings, ice cores...) to reconstruct past climate, e.g. temperature during the past millenium.

# Michael Höhle

My research interests center around biostatistical methods and the modelling and monitoring of spatio-temporal stochastic systems. The motivation and application of these methods originates mainly from infectious disease epidemiology, but I have a general interest in statistical consulting and statistical software development.

# Andreas Lagerås

I'm a financial mathematician at AFA Insurance, where I've also worked as a fixed income portfolio manager. I'm docent in Mathematical Statistics and affiliated scientist in Insurance Mathematics. I'm interested in probability and statistics, especially with financial and actuarial applications.

# Dimitry Leites

I am working on various aspects of supersymmetry and their applications. Some of them are unexpected, e.g., EVERY differential equation possesses a supersymmetry (this phenomenon is manifest in terms of Cartan's exterior differential systems). I intend to describe the Lie superalgebras of classical equations of mathematical physics.

# Mathias Lindholm

Mathias Lindholm är lektor i matematisk statistik vid Stockholms universitet. Han har tidigare arbetat inom försäkringsbranschen som aktuarie (liv, sak och riskmodellering), kvantitativ (finansiell) analytiker samt riskanalytiker.

# Filip Lindskog

Filip Lindskog är professor i försäkringsmatematik vid Stockholms universitet. Han har tidigare ansvarat för utbildningen i finansiell matematik vid KTH och är medförfattare till boken "Risk and Portfolio Analysis: principles and methods". Filip forskar inom försäkringsmatematik, finansiell matematik och extremvärden och stora avvikelser för tungsvansade modeller.

# Annemarie Luger

My research lies in analysis, more precisely operator theory and complex analysis. At the moment I am working with Nevanlinna functions and their generalisations to several variables, with focus on applications in electro engineering as well as with singular (differential) operators. Furthermore, I am continuing my studies on generalised Nevanlinna functions (functions that admit a realisation in a Pontryagin space).

# Martin Sköld

I work on a broad range of problems in applied, theoretical and

computational statistics. My theoretical and methodological advances

have mainly been in non-parametric curve estimation, statistical

inference for stochastic processes and Markov chain Monte-Carlo

algorithms. Applied work have focused on the biosciences, ecology in

particular.

# Andrzej Szulkin

The field of my research is Nonlinear Functional Analysis, in particular, applications of topological and variational methods in functional analysis to nonlinear differential equations. Solutions of certain differential equations correspond to critical points of a functional (usually - though not always - of Euler-Lagrange type).

# Torbjörn Tambour

My research interest is algebra, especially representation theory and invariant theory. I am also involved in a research project in mathematics education about algebra in elementary school.

## Research contacts

**Head of the department**

Joanna Tyrcha, room 316, joanna@math.su.se Ph. +46 8 164567

**Deputy head of the department, Head of the division of mathematics**

Jonas Bergström, room 410. jonasb@math.su.se Ph. +46 8 164563

**Head of the division of mathematical statistics**

Filip Lindskog, room 307, lindskog@math.su.se Ph. +46 8 164564

**Director of studies for PhD studies in mathematics**

Alexander Berglund, room 414. alexb@math.su.se Ph. +46 8 164537

**Director of studies for PhD studies in mathematical statistics**

Mia Deijfen, room 322. mia@math.su.se Ph. +46 8 164591