Jeffrey Collamore, professor
The Dean has appointed Jeffrey Collamore professor of applied probability and insurance mathematics at the Department of Mathematical Sciences from 1 June 2018.
Jeffrey Collamore has been a faculty member at the Department of Mathematical Sciences since 2002. Before that, he had positions at Department of Mathematics (RiskLab), ETH Zürich, Switzerland, 2000-02; Financial Stochastics Group, EURANDOM, The Netherlands, 1999-2000; Department of Mathematical Statistics, Lund University, Sweden, 1998-99; Department of Statistics, University of Illinois, Urbana-Champaign, U.S.A., 1996-68.
Jeffrey has an M.A. and PhD in Mathematics from University of Wisconsin, Madison. And a B.S. in Physics and Mathematics from the University of California, San Diego.
Jeffrey's primary field of research is Probability Theory: Large deviations, Harris recurrent Markov chains, iterated random systems and multidimensional recursions, applications to insurance, financial risk management, Monte Carlo simulation.
In 2018-19 Jeffrey will be teaching the courses Stochastic Processes in Non-life Insurance; An Introduction to Large Deviations; and Quantitative Risk Management.
You can find Jeffrey Collamore in office 04.3.08.