The principal goal of this pedagogical and scientific PSG is to enhance the PhD studies at both Department of Actuarial Science (DSA) of University of Lausanne (UNIL) and Probability Theory and Mathematical Statistics Department, Math & Mech (PTMS) of Saint Petersburg State University (SPbSU). Currently, at DAS there are no specific courses in probability and statistics concerning the PhD program. As per September 2018, there will be four PhD students at DSA coming from Russian universities, two of them from PTMS of SPbSU. It is important for PhD students, that along with scientific research on a specific topic, to increase and broaden mathematical knowledge. Through planned lectures and mini-workshops on probability, statistics and stochastic dependence modelling of insurance risks, this project aims at enhancing the current level of the PhD studies at DSA. At the same time, also Master students at DSA will be able to participate in many planed activities. PTMS is one of top probability and statistics department world-wide, with very deep master and PhD program, whereas DSA is internationally known as the best actuarial department in the world mainly due to Professor Hans-Ulrich Gerber. Therefore this PSG envisages to enhance also the PhD program at PTMS of SPbSU concerning insurance modelling and insurance applications.
Through various planned teaching and exchange activities between PSG partners, this PSG shall pave the way for joint PhD supervision from both departments, comprising the mid-term objective.
In a further perspective there will be planned mid-term contacts
on the base of events of the Euler International Mathematical Institute
in Saint Petersburg, PSG partners as well as collaborators at High School of Economics (HSE) and Moscow State University.
Nowadays, PhD students need to successfully publish in an internationally very competitive environment. Aiming at enhancement of their PhD programs at both DSA and PTMS, this project envisages also the development of joint research and scientific exchange focusing on probabilistic modelling and approximation of random fields and insurance applications of extreme value theory. In the mid-term perspective a joint research program is envisaged, involving joint PhD students of both departments and PSG partners. Successful application for funding of the envisaged joint research in the mid-term perspective will be searched through European Research Council (ERC), Swiss National Science Foundation (SNSF) and Research Council in Russia.
The scientific committee of this project consists of Prof. Yakov Nikitin (Head of PTMS), Prof. Mikhail Lifshits and Dr. Yuri Yakubovich. The key coordinator with Steklov Mathematical Institute, HSE and Moscow State University is Prof. Alexander Gushchin.
Prof Oleg Rusakov
St. Petersburg State University
Chair of Probability and Mathematical Statistics, Faculty of Math and Mechanics
Prof Enkelejd Hashorva
University of Lausanne
Actuarial Department, HEC Lausanne