Henrik Hult, born in Stockholm 1975, Master of Science in Engineering Physics from KTH, 2000 and Ph.D Mathematical Statistics from KTH, 2003. He has since then been working at University of Copenhagen, Cornell University and Brown University.

Since 2008 his position is Associate professor in Mathematical Statistics at KTH. Currently, he is also the program director for the Ph.D program in Applied and Computational Mathematics and Associate Editor of four scientific journals.

Henrik Hults research focuses on stochastic processes, Monte Carlo simulation, mathematical finance and insurance.The research aims to determine the probability of extreme events in stochastic systems, and to describe how these events are most likely to occur. For example, the probability that a data network is overloaded by incoming traffic, the probability of large insurance losses ruining an insurance company or the likelihood of extreme price movements in a financial market.

Related links

• Publications
• Risk and portfolio analysis