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My primary research is in the area of applied probability. I am particularly interested in heavy-tailed distributions and extreme values for stochastic processes. I have been studying limit results that can be used to approximate the probability and severity of an extreme event. Applications can be found in a large variety of areas such as economics, insurance, telecommunications, computer networks, atmospheric sciences, etc.
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Henrik Hult is an Assistant Professor at the division of Applied Mathematics since 2006. He got his PhD in 2003 from the Department of Mathematics at the Royal Institute of Technology (KTH) in Stockholm. Before coming to Brown he completed five semesters of postdoctoral research at the University of Copenhagen and Cornell University. He has a broad area of interests in probability theory and its applications. His primary research has focused on limit theorems for extreme values of heavy-tailed stochastic process, but he is also interested in mathematical finance and insurance and has some experience in models driven by the fractional Brownian motion. Teaching interests include probability, statistics, and mathematical finance.
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 HENRIK HULT, 2003, Ph.D. in Mathematical Statistics http://research.brown.edu/myresearch/Henrik_Hult Collaborators at other institutions: Are you Henrik Hult? Click here to edit your research profile. |
