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.

• Asset Liability Management in a Large Insurance Company, Royal Institute of Technology (KTH), Dept. Mathematics, 2010-05-17.
• Matematiskt statistik i praktiken: asset-liability management i ett försäkringsbolag. (My docent lecture/docentföreläsning). Stockholm University, Dept. Mathematics, 2010-11-10.

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

• (2011) P. Andersson and A.N. Lagerås. Optimal bond portfolios with fixed time to maturity (preprint).
  
  
• (2009) A.N. Lagerås and D. Seim. How Do Interactions Influence Formation of Social Networks? A General Microfounded Explanation. Working paper 761 at the Institute for International Economic Studies.

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]