Bikramjit Das’s research is in the investigation and analysis of rare and extreme events using tools from applied probability, statistics and optimization. The application domain for his research spans insurance, finance, telecommunication and more recently social and economic networks. He received his Ph.D. from the School of OR&IE at Cornell University. He was a post-doctoral researcher the RiskLab at ETH Zurich before joining SUTD.

He teaches undergraduate level classes in Probability, Statistics, Stochastic Simulation and a graduate class in Stochastic Modeling.


  • PhD in Operations Research, Cornell University, USA
  • B. Stat, M.Stat, Indian Statistical Institute, India

Recent publications and preprints

  • Worst-case expected shortfall with univariate and bivariate marginals (with A. Dhara and K. Natarajan), INFORMS Journal on Computing, 2020+.
  • Risk concentration under second order regular variation (with M. Kratz), Extremes, 23(3), 381-410, 2020.
  • Heavy-tailed random walks, buffered queues and hidden large deviations (with H. Bernhard), Bernoulli, 26(1), 61-92, 2020.
  • Tail probabilities of random linear functions of regularly varying random vectors (with V. Fasen-Hartmann and C. Klüppelberg), submitted, 2020.
  • Growth of common friends in a preferential attachment model (with S. Ghosh), submitted, 2019.
  • On the heavy-tail behavior of the distributionally robust newsvendor (with A. Dhara and K. Natarajan), submitted, 2019.