Andreas Nordvall Lagerås
PhD and Docent in Mathematical Statistics.
I'm currently working part time (20%) as an affiliated researcher at the Department, and the rest of the time as financial mathematician at the Fixed Income and Foreign Exchange team at AFA Insurance. I used to work on asset-liability management at AFA Insurance; here you can find some of my presentations on that.
Supervision
I supervised Patrik Andersson who defended his doctoral thesis 26 August 2011.
Research
I'm interested in many facets of probability theory: both the theory itself and its applications. At the moment I mostly work on financial and actuarial mathematics.
Publications (Most preprints can be found at ArXiv.)
Submitted
Published
- (2010) A.N. Lagerås. Copulas for Markovian dependence, Bernoulli 16.2, 331–342 (local copy).
- (2010) A.N. Lagerås. Commutation functions under Gompertz-Makeham mortality, Scandinavian Actuarial Journal 2010.2, 161–164 (preprint).
- (2008) P. Jagers and A.N. Lagerås. General branching processes conditioned on extinction are still branching processes, Electronic Communications in Probability 13, 540–547 (local copy).
- (2008) T. Britton, M. Deijfen, A.N. Lagerås and M. Lindholm. Epidemics on random graphs with tunable clustering, Journal of Applied Probability 45.3, 743–756 (preprint).
- (2008) A.N. Lagerås and M. Lindholm. A note on the component structure in random intersection graphs, Electronic Journal of Combinatorics 15.1, N10 (local copy).
- (2008) A.N. Lagerås and S. Sagitov. Reduced branching processes with very heavy tails, Journal of Applied Probability 45.1, 190–200 (preprint).
- (2007) A.N. Lagerås. A population model for Λ-coalescents with neutral mutations, Electronic Communications in Probability 12, 9–20 (local copy).
- (2006) A.N. Lagerås and A. Martin-Löf. Genealogy for supercritical branching processes, Journal of Applied Probability 43.4, 1066–1076 (preprint).
- (2005) A.N. Lagerås. A renewal-process-type expression for the moments of inverse subordinators, Journal of Applied Probability 42.4, 1134–1144 (preprint).
- (2005) A.N. Lagerås and Ö. Stenflo. Central limit theorems for contractive Markov chains, Nonlinearity 18.5, 1955–1965 (reprint).
Awards
(For my doctoral thesis which consists of my first four articles.)
- Junior Statistician of the year 2007 (Årets yngre statistiker) by the former Swedish Statistical Association (Svenska Statistikersamfundet), currently Swedish Statistical Society (Svenska statistikfrämjandet).
- Best thesis within the Faculty of Science, awarded by the University Association (Högskoleföreningen) 2008.
[Updated 2011-10-24]