معرفی
Thomas Valentin Mikosch is a Professor at the Department of Mathematical Sciences, University of Copenhagen. His research focuses on extreme value theory, stochastic processes, and time series analysis with applications in actuarial mathematics and risk management.
- Extreme value theory for dependent data
- Heavy-tailed distributions in financial and insurance contexts
- Statistical inference for stochastic models
Recent work includes publications on power-law tails in time series, cluster inference for extremal events, and distance covariance in spatial models. He has served as an editor for journals like Bernoulli and Stochastic Processes and Their Applications and holds memberships in prestigious organizations such as the Royal Danish Academy for Sciences and Letters.
۰مقاله ثبتشده
