Post Doc Researcher
Pillar / Cluster: Engineering Systems and Design
I am a postdoctoral researcher at SUTD, from December 2019 onward. Before that I was a postdoc in the Insurance Mathematics group of Stockholm University (2017-19), department of Mathematical Statistics (Matstat) and University of Copenhagen (2015-17). I obtained Phd in Statistics from University of North Carolina at Chapel Hill (USA) in 2015 under supervisions of Amarjit Budhiraja and Jan Hannig. I did B-Stat (2004-07) and M-Stat(2007-09) from Indian Statistical Institute, Kolkata. My research interests are broadly in Statistical Computing, Applied Probability, distributional inference, Stochastic Processes and their applications in Insurance, finance, epidemic models etc. More details are available at https://sites.google.com/view/abhishekpm/research.
- Phd in Statistics from UNC Chapel Hill
- B.Stat & M.Stat (Indian Statistical Institute, Kolkata)
Statistical Computing, Stochastic Processes and their applications in Insurance, finance, distributional inference
- “Exact long time behavior of some regime switching stochastic processes“, with Filip Lindskog, Upcoming in Bernoulli.
- “Long Time Results for a Weakly Interacting Particle System in Discrete Time” with Amarjit Budhiraja, Stochastic Analysis and Applications Volume 33, Issue 3, 2015