Henrik Hult

Assistant Professor

Address

Brown University
Division of Applied Mathematics
Box F / 182 George Street
Providence, RI 02912

Office:	Room 228, 182 George Street
Phone:	+1 401 863 6360
Fax:	+1 - 401 - 863 1355
E-mail:	hhult at dam.brown.edu (replace the "at" by a @)

Henrik Hult's webpage

Research interests

Applied probability, particularly interested heavy-tailed distributions and extreme values for stochastic processes. Study of limit results that can be used to approximate the probability and severity of an extreme event. Applications can be found in a large variety of areas such as economics, insurance, telecommunications, computer networks, atmospheric sciences, etc.

Publications

Honors

2004 Awarded: Young Statistician of the Year by the Swedish Statistical Association

Professional Appointments

7/06 - present         Assistant Professor, Brown University, Division of Applied Mathematics.
1/05-5/06               Visiting postdoc at Cornell University, School of ORIE.
1/04-12/04             Visiting postdoc at the University of Copenhagen, Department of Applied Mathematics and Statistics.

Professional Service

Reviewer:

External reviewer for the National Environmental Research Council in the UK, 2007.

Referee for the journals:

Advances in Applied Probability, Annals of Probability, Annals of Applied Probability, Applied Stochastic Models in Business and Industry, Bernoulli, Communications in Statistics, Extremes, Finance & Stochastics, Insurance: Mathematics and Economics, Mathematics of Operations Research, Journal of Multivariate Analysis, Journal of Theoretical Probability, Mathematical Finance, Revstat Statistical Journal, Scandinavian Actuarial Journal, Scandinavian Journal of Statistics, Stochastic Processes and their Applications, Stochastics and Stochastic Reports.

Referee for books:

Springer Books.

Mathematical reviews: Regular reviewer for Mathematical Reviews.
Organized conferences and workshops
Co-Organizer of the 4th conference on Extreme Value Analysis, Gothenburg, August 2005.
Co-Organizer of the MaPhySto course in Non-linear Time Series Copenhagen, September 2004.
Co-Organizer of the Nordic summer school in Insurance Mathematics, Stockholm, September 2003.

Last change: Mar. 12, 2008

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