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Jozef Lodewijk Maria Teugels, or Jozef L. Teugels, Jef Teugels (born February 2, 1939) is a Belgian mathematical statistician and actuary. His main contributions are in extreme value theory, stochastic processes, and reinsurance theory. [1]
Teugels was born in Londerzeel, Belgium and studied at the Catholic University of Louvain, where he received his licentiate in mathematics in 1963. He moved to the US to pursue further study and obtained his MSc in 1966 and PhD in 1967, both at Purdue University, where he was supervised by Marcel F. Neuts. [2] He returned to Belgium in the same year and took up a faculty position at KU Leuven, where he was promoted to full professorship in 1973. He remained in Louvain until his retirement in 2004. During this period, Teugels was the chair of the Department of Mathematics from 1970 to 1977 and from 1982 to 1989. [1] [3]
Teugels was named a distinguished alumnus of Purdue University in 2004. [4] He was president of the International Statistical Institute between 2009 and 2011. [5]
In probability theory and related fields, a stochastic or random process is a mathematical object usually defined as a family of random variables in a probability space, where the index of the family often has the interpretation of time. Stochastic processes are widely used as mathematical models of systems and phenomena that appear to vary in a random manner. Examples include the growth of a bacterial population, an electrical current fluctuating due to thermal noise, or the movement of a gas molecule. Stochastic processes have applications in many disciplines such as biology, chemistry, ecology, neuroscience, physics, image processing, signal processing, control theory, information theory, computer science, and telecommunications. Furthermore, seemingly random changes in financial markets have motivated the extensive use of stochastic processes in finance.
Extreme value theory or extreme value analysis (EVA) is the study of extremes in statistical distributions.
Actuarial science is the discipline that applies mathematical and statistical methods to assess risk in insurance, pension, finance, investment and other industries and professions.
Harald Cramér was a Swedish mathematician, actuary, and statistician, specializing in mathematical statistics and probabilistic number theory. John Kingman described him as "one of the giants of statistical theory".
Herman Ole Andreas Wold was a Norwegian-born econometrician and statistician who had a long career in Sweden. Wold was known for his work in mathematical economics, in time series analysis, and in econometric statistics.
Ernst Filip Oskar Lundberg Swedish actuary, and mathematician. Lundberg is one of the founders of mathematical risk theory and worked as managing director of several insurance companies.
Financial modeling is the task of building an abstract representation of a real world financial situation. This is a mathematical model designed to represent the performance of a financial asset or portfolio of a business, project, or any other investment.
Ole Eiler Barndorff-Nielsen was a Danish statistician who has contributed to many areas of statistical science.
John Panaretos is a Greek educator and statistician. He is Professor of Probability and Statistics at the Athens University of Economics and Business. He was Deputy Minister of Education, Lifelong Learning and Religious Affairs. He has also been appointed by the Prime Minister to be in charge of the Open Government project.
In probability theory, heavy-tailed distributions are probability distributions whose tails are not exponentially bounded: that is, they have heavier tails than the exponential distribution. In many applications it is the right tail of the distribution that is of interest, but a distribution may have a heavy left tail, or both tails may be heavy.
In actuarial science and applied probability, ruin theory uses mathematical models to describe an insurer's vulnerability to insolvency/ruin. In such models key quantities of interest are the probability of ruin, distribution of surplus immediately prior to ruin and deficit at time of ruin.
Michael Robertus Hendrikus "Michel" Mandjes is a Dutch mathematician, known for several contributions to queueing theory and applied probability theory. His research interests include queueing models for telecommunications,traffic management and analysis, and network economics.
Roger Jean-Baptiste Robert Wets is a "pioneer" in stochastic programming and a leader in variational analysis who publishes as Roger J-B Wets. His research, expositions, graduate students, and his collaboration with R. Tyrrell Rockafellar have had a profound influence on optimization theory, computations, and applications. Since 2009, Wets has been a distinguished research professor at the mathematics department of the University of California, Davis.
Samuel Kotz was a professor and research scholar in the Department of Engineering Management and Systems Engineering, School of Engineering and Applied Science at The George Washington University from 1997 until his death on March 16, 2010. He was an author or editor of several standard reference works in statistics and probability theory.
KU Leuven is a Catholic research university in the city of Leuven, Belgium. Founded in 1425, it is the oldest university in Belgium and the oldest university in the Low Countries.
The Delaporte distribution is a discrete probability distribution that has received attention in actuarial science. It can be defined using the convolution of a negative binomial distribution with a Poisson distribution. Just as the negative binomial distribution can be viewed as a Poisson distribution where the mean parameter is itself a random variable with a gamma distribution, the Delaporte distribution can be viewed as a compound distribution based on a Poisson distribution, where there are two components to the mean parameter: a fixed component, which has the parameter, and a gamma-distributed variable component, which has the and parameters. The distribution is named for Pierre Delaporte, who analyzed it in relation to automobile accident claim counts in 1959, although it appeared in a different form as early as 1934 in a paper by Rolf von Lüders, where it was called the Formel II distribution.
Laurence Alexander Wolsey is a Belgian-English mathematician working in the field of integer programming. His mother Anna Wolsey-Mautner was the daughter of the Viennese Industrialist Konrad David Mautner. He is a former president and research director of the Center for Operations Research and Econometrics (CORE) at Université catholique de Louvain in Belgium. He is professor emeritus of applied mathematics at the engineering school of the same university.
Luc Rombouts is a Belgian carillonneur and author. He is the city carillonneur of Tienen in Flemish Brabant. He is also the official carillonneur of both Leuven University carillons and the Park Abbey. He has given numerous concerts in Europe and the US and appeared in festivals and conventions. Together with Twan Bearda he performs in a carillon duet called The Bells' Angels, exploring, expanding and performing four hand carillon repertoire.
Jef Caers, born in Belgium, is an academic working as a Professor at the School of Earth, Energy & Environmental Sciences, Stanford University. He was awarded the Andrei Borisovich Vistelius Research Award and the William Christian Krumbein Medal by the International Association for Mathematical Geosciences in 2001 and 2014 respectively. He is Editor-in-Chief of Computers & Geosciences.
Marcel Fernand Neuts is a Belgian-American mathematician and probability theorist. He's known for contributions in algorithmic probability, stochastic processes, and queuing theory.
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