Biography
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 lectures in Probability, Statistics, Simulation, Analytics and graduate lectures in Statistics and Stochastic Modeling.
Education
- PhD in Operations Research, Cornell University, USA
- B. Stat, M.Stat, Indian Statistical Institute, India
Recent publications and preprints
- B. Das and V. Fasen-Hartmann (2023+), Aggregating heavy-tailed random vectors: from finite sums to Lévy processes.
- B. Das, V. Fasen-Hartmann and C. Klüppelberg (2022), Tail probabilities of random linear functions of regularly varying random vectors, Extremes, 25 (4), 721-758.
- B. Das, T. Wang and G. Dai (2022), Asymptotic behavior of common connections in sparse random networks, Methodology and Computing in Applied Probability, 24, 2071–2092.
- B. Das, A. Dhara and K. Natarajan (2021), On the heavy-tail behavior of the distributionally robust newsvendor, Operations Research, 69(4), 1077-1099.
- B. Das and S. Ghosh (2021), Growth of common friends in a preferential attachment model, Stochastic Models, 37(3), 427-447.
Publications
https://orcid.org/0000-0002-6172-8228