Erik Baurdoux

Associate Professor in Statistics

Office: Columbia House, Col 6.04

Post:

Department of Statistics
London School of Economics
Houghton Street
London, WC2A 2AE
United Kingdom

Phone: +44 (0)20 7955 6717

Fax: +44 (0)20 7955 7416

Email: e.j.baurdoux

Predicting the last zero of a spectrally negative Lévy process (with José Pedraza) Submitted.
On future drawdowns of Lévy processes (with Zbigniew Palmowski and Martijn Pistorius) Stochastic Processes and their Applications 127 (2017) pp.2679-2698.
Optimal prediction for positive self-similar Markov processes (with Andreas Kyprianou and Curdin Ott) Electronic Journal of Probability 21 (2016)
Gerber-Shiu functionals at Parisian ruin for Lévy insurance risk processes (with Juan Carlos Pardo, José Luis Pérez and Jean-François Renaud) Journal of Applied Probability 53.2 (2016)
Optimal double stopping of a Brownian bridge (with Nan Chen, Budhi A. Surya and Kazutoshi Yamazaki) Advances in Applied Probability 47.4 (2015)
Optimality of doubly reflected Levy processes in singular control (with Kazutoshi Yamazaki). Stochastic Processes and their Applications 125 (2015), pp. 2727-2751.
Predicting the time at which a Lévy process attains its ultimate supremum (with Kees van Schaik) Acta Applicandae Mathematicae 134 (2014), pp. 21-44.

Full list of publications

Monday 1430-1630

Here are the slides of a talk I gave at the Research on Stigma and Discrimination HSPR Summer School July 2013 at the Institute of Psychiatry, King's College. For further information about the anti stigma campaign, please go to Time to Change or send me an email.