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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 faulty 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 sequence of random variables in a probability space, where the index of the sequence 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 a branch of statistics dealing with the extreme deviations from the median of probability distributions. It seeks to assess, from a given ordered sample of a given random variable, the probability of events that are more extreme than any previously observed. Extreme value analysis is widely used in many disciplines, such as structural engineering, finance, economics, earth sciences, traffic prediction, and geological engineering. For example, EVA might be used in the field of hydrology to estimate the probability of an unusually large flooding event, such as the 100-year flood. Similarly, for the design of a breakwater, a coastal engineer would seek to estimate the 50 year wave and design the structure accordingly.
Actuarial science is the discipline that applies mathematical and statistical methods to assess risk in insurance, pension, finance, investment and other industries and professions. More generally, actuaries apply rigorous mathematics to model matters of uncertainty and life expectancy.
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.
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 since 1997 until his death on March 16, 2010. He was an author or editor of several standard reference works in statistics and probability theory.
Ulf Grenander was a Swedish statistician and professor of applied mathematics at Brown University.
Quantitative analysis is the use of mathematical and statistical methods in finance and investment management. Those working in the field are quantitative analysts (quants). Quants tend to specialize in specific areas which may include derivative structuring or pricing, risk management, investment management and other related finance occupations. The occupation is similar to those in industrial mathematics in other industries. The process usually consists of searching vast databases for patterns, such as correlations among liquid assets or price-movement patterns.
KU Leuven is a Catholic research university in the city of Leuven, Belgium.
Bhagavatula Lakshmi Surya Prakasa Rao is an Indian statistician. He was born on 6 October 1942 in Porumamilla, Andhra Pradesh. He completed his B.A. (Honours) course in Mathematics from Andhra University in 1960 and moved to the Indian Statistical Institute, Kolkata, where he completed his M.Stat in Statistics in 1962. He graduated with a Ph.D in Statistics in 1966 from Michigan State University under Herman Rubin. He won the Shanti Swarup Bhatnagar Prize for Science and Technology in Mathematical Sciences in 1982 from the Government of India, the Outstanding Alumni award from the Michigan State University in 1996, and the National Award in memory of P V Sukhatme in 2008 from the Government of India. The Indian Society for Probability and Statistics awarded him the C R Rao Lifetime Achievement Award in 2022. He is an elected Fellow of the Institute of Mathematical Statistics (1983), Indian National Science Academy (1984), Indian Academy of Sciences (1992), and National Academy of Sciences (1993).
Raymond James Carroll is an American statistician, and Distinguished Professor of statistics, nutrition and toxicology at Texas A&M University. He is a recipient of 1988 COPSS Presidents' Award and 2002 R. A. Fisher Lectureship. He has made fundamental contributions to measurement error model, nonparametric and semiparametric modeling.
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 en the USA 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.
Guosheng Yin is a statistician, data scientist, educator and researcher in Biostatistics, Statistics, machine learning, and AI. Presently, Guosheng Yin is Chair in Statistics in Department of Mathematics at Imperial College London. Previously, he served as the Head of Department and the Patrick S C Poon Endowed Chair in Statistics and Actuarial Science, at the University of Hong Kong. Before he joined the University of Hong Kong, Yin worked at the University of Texas M.D. Anderson Cancer Center till 2009 as a tenured Associate Professor of Biostatistics.
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