Prof Sergey Utev
Department of Mathematics ; University of Leicester
University Road ; Leicester LE1 7RH ; United Kingdom
email: su35 at le.ac.uk ; Tel: +44(0)116 223 1310
Research Interests: Probability theory, Stochastic processes with applications to Financial Mathematics, Actuarial Sciences and Epidemics
Publications: about 80
Collaborators: Andrew Barbour (University of Zurich); Niels Becker (Australian Nation University), Alexander Borovkov (Novosibirsk University), Richard Bradley (Indiana University), Teophilos Cacoullos (University of Athens), Louis Chen (University of Singapore), Fraser Daly (University of Ediburgh), Jerome Dedecker (Universite Paris VI), Herold Dehling (University of Bochum), Michel Denuit (Universite Catholique de Louvain), George Deligiannidis (University of Oxford), Huing Le (University of Nottingham) , Claude Lefevre (Universite Libre de Bruxelles), J. Martin Lindsay (Lancaster University), Florence Merlevede (Universite Paris-Est Marne-la-Vallée), Syeda Rabab Mudakkar (Lahore School of Economics), Vasilis Papathanasiou (University of Athens), Magda Peligrad (University of Cincinnati) ,Iosif Pinelis (Michigan Technological University).
Former Phd Students:
Novak, Serguei (completed 1989, currently working at Middlesex University, published 40 papers and a book).
Daly, Fraser (completed 2008, currently working at Heriot-Watt in Edinburgh, published 5 papers).
Sakkas, Efstathios (completed 2009, published 1 paper).
Deligiannidis, George (completed 2010, currently working at University of Oxford, published 3 papers).
Mudakkar, Syeda Rabab (completed 2011, currently working at Lahore School of Economics, published 4 papers).
Mengdi Li: (completed 2012, currently working at an insurance company in China).
Xiaojuan Ma: (completed 2012, currently working at an insurance company in China, published 1 paper).
Vytaute Zabarskaite: (completed 2014, currently working at a private company in London).
Teaching: Financial Mathematics I & II
Administration: course director MSc Financial Mathematics and Computation