Erik Baurdoux

Erik Baurdoux is an Associate Professor in the Department of Statistics at the London School of Economics (LSE). He holds a PhD from Utrecht University (2007), with research visits to Heriot-Watt University and the University of Bath. His work focuses on Lévy processes and their applications in financial and insurance mathematics, particularly optimal stopping problems and stochastic games. He coordinates the BSc Financial Mathematics and Statistics program.

Research Interests: Lévy processes, optimal stopping, stochastic games, financial/insurance mathematics. His publications span theoretical advancements in stochastic processes and practical applications in risk management and actuarial science.

Teaching includes ST330 (Stochastic and Actuarial Methods in Finance), ST426 (Applied Stochastic Processes), and specialized courses like Lévy Finance and Advanced Probability Theory. He is affiliated with the Probability in Finance and Insurance Group at LSE.

Publications emphasize Lévy process analysis, with recent work exploring optimal prediction, drawdowns, and ruin theory. His research often bridges theoretical probability with real-world financial and insurance challenges.