Senior Lecturer in Statistics
Victoria University of Wellington
School of Mathematics and Statistics
PO Box 600, Wellington 6140,
Wellington, New Zealand
Email address: dr.ir.b.a.surya@gmail.com
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Professional Working Experiences:
Soon after the completion of my Ph.D. from Utrecht University, Netherlands, in January 2007, I worked for nearly three years as a quantitative financial analyst (Quant. at the level of AVP) for Bank of America Corp. I was mainly based in Singapore, with a direct reporting line to the Quantitative Risk Management Group Head at the BofA Head Quarter (HQ) in Charlotte, North Carolina, USA. I was granted H1B Work Visa for job promotion to Bank of America Corp. HQ in the USA in July 2008. Arriving at Victoria University of Wellington on 15 February 2015.
Theses and Dissertation:
B. A. Surya. (2007). Optimal Stopping Problems Driven by Levy Processes and Pasting Principles. Ph.D. Dissertation, Universiteit Utrecht, Netherlands. Ph.D. Thesis Advisor 1: Professor Andreas Kyprianou. Advisor 2: Professor Richard Gill.
B. A. Surya. (2001). Backward Stochastic Differential Equations and Their Applications to Hedging and Portfolio Optimization Problems Under Transaction Costs. M.Sc. Thesis for Master Class Programme in Mathematical Finance, Mathematical Research Institute, Utrecht, Netherlands. Thesis Advisors: Professor Arunabha Bagchi and Professor Michel Vellekoop. (Awarded Dutch Ir. degree by Universiteit Twente, Netherlands)
B. A. Surya. (2000). Estimation of Stochastic Volatility in the Hull-White Models Using Nonlinear Filtering. M.Sc. Thesis, Universiteit Twente, Netherlands. Thesis Advisor: Professor Arunabha Bagchi.
Scholarships:
Scholarships:
19 April - 10 May 2025, Visiting Scholar to NYU Stern School of Business, New York University, USA. Host: Professor Halina Frydman.
23 - 28 February 2020, Visiting Scholar, Department of Medical Statistics, Leiden University Medical Centrum, Netherlands. Host: Professor Hein Putter.
16 - 23 February 2020, Visiting Scholar, Department of Mathematical Sciences, University of Copenhagen, Denmark. Host Professor Michael Sorensen.
31 August - 16 September 2019, Visiting Scholar to NYU Stern School of Business, New York University, USA. Host: Professor Halina Frydman.
11-20 February 2018, Visiting Scholar, Hugo Steinhaus Center, Wroclaw University of Science and Technology, Poland. Host: Professor Zbigniew Palmowski.
2-31 May 2014, Visiting Scholar to Department of Industrial Engineering and Operations Research, Columbia University, USA. Host: Professor Karl Sigman.
23 – 27 October 2013, Visiting Scholar, Risk and Stochastic Group, London School of Economics, UK. Host: A/Professor Erik J. Baurdoux.
1 October - 30 November 2013, DAAD Visiting Scholar to Institute of Mathematics, Goethe University of Frankfurt, Germany. Host: Professor Christoph Kuhn.
5 – 12 December 2012, Visiting Scholar, Center of Mathematical Modeling and Scientific Computing, National Chiao Tung University, Taiwan. Host: Professor Sheu Yuan-Chung.
15 February 2003 - 15 January 2007, Full Ph.D. Scholarship from the University of Utrecht, Netherlands.
1 August 2000 - 1 June 2001, Full Postgraduate Scholarship from the Dutch Mathematical Research Institute (MRI), Netherlands. (Top graduate)
1 August 1998 - 1 June 2000, Full MSc Scholarship from the University of Twente, Netherlands.
11 October 1997, Graduated with Cumlaude from Bandung Institute of Technology, Indonesia.
Research Contributions:
Nonlinear filtering of continuous-time stochastic systems
Bayesian filtering and smoothing in general state-space models
Complex stochastic systems modeling
Markov chains and Markov jump processes
Finite mixture of Markov chains and Markov jump processes
Conditional Markov jump processes
Conditional multivariate lifetime distributions
Statistical inference for the mixture of Markov jump processes
Maximum likelihood estimation and the EM algorithm
Survival analysis of censored (cured) events
Two-phase dynamic contagion model
Optimal stopping problems of Levy processes
Numerical solution to the free-boundary problem of optimal stopping
Fluctuation and excursion theory of asymmetric Levy processes
(Inverse) Laplace transforms of fluctuation identity of Levy process
Exit and ruin problems under Levy insurance risk processes
Credit risk and optimal capital structure problems
Optimal assets allocation under non-Gaussian log-return
Actuarial science and financial stochastics
Applied probability and its computational aspects
Research Collaborators:
Research Collaborators:
Azam Asanjarani, University of Auckland
Erik Baurdoux, London School of Economics
Nan Chen, Chinese University of Hong Kong
Zezhun Chen, London School of Economics
Angelos Dassios, London School of Economics
Halina Frydman, New York University Stern School of Business
Valerie Kuan, University College London
Andreas Kyprianou, University of Bath.
Christoph Kuhn, Goethe University of Frankfurt
Ryan Kurniawan, ETH Zurich.
Jia Wei Lim, Brunel University London
Ronnie Loeffen, University of Manchester
Yoni Nazarathy, University of Queensland
Zbigniew Palmowski, University of Wroclaw
José Luis Pérez, CIMAT Mexico
Bjorn Ulbricht, Goethe University of Frankfurt/ DZ Bank Frankfurt
Kazutoshi Yamazaki, Kansai University
Yuichi Hirose, Victoria University of Wellington
Yuan Yao, Victoria University of Wellington
Muhamad Khandoker, Victoria University of Wellington
Benoit Liquet, Macquarie University/ University of Pau
Muhammad Ghifary, www.Bukalapak.com
Zhihao Qiao, University of Queensland
Yan Qu, University of Warwick
Wenyuan Wang, Xiamen University
Hongbiao Zhao, Shanghai University of Finance and Economics
Xianghua Zhao, Qufu Normal University
Xiaowen Zhou, Concordia University
Wawan Syaifudin, Victoria University of Wellington
Supervised/Former Students:
Supervised/Former Students:
Wawan Hafid Syaifudin, current PhD student at Victoria University of Wellington (as the primary supervisor).
Erandi Hasanthika, a PhD student at Victoria University of Wellington (jointly as co-supervisor with Dr Nokuthaba Sibanda). Graduated in November 2023.
Muhamad Khandoker, a Ph.D. student at Victoria University of Wellington (jointly as co-supervisor with Dr Yuichi Hirose and Dr Yuan Yao). Graduated in May 2022.
Steven Brasell, MSc student, Victoria University of Wellington, as primary supervisor. Graduated with Distinction, May 2019.
James A. Clark, graduated with distinction in Actuarial Science. Working for Boston Consulting Group, Melbourne, Australia. Continuing postgraduate study at Cornell University, Ithaca, USA.
Zac de Terte, honours student, graduated with first class in Actuarial Science.
Zhenqi Yang, Honours student, Victoria University of Wellington, as the secondary supervisor. Graduated with 2nd Class, December 2016.
Nora Amelda Rizal, Institut Teknologi Bandung, as the primary supervisor. Graduated a Doctorate degree with Cumlaude, 2016.
Ryan Kurniawan, Universitas Pelita Harapan, as the primary supervisor. Graduated with Cumlaude. Went on to ETH Zurich, Switzerland, to do MSc (with Summa Cum Laude) in Quantitative Finance and defended his Ph.D. at ETH Zurich - has already got a job as a quantitative financial analyst at Morgan Stanley in London, UK.
Fernando Adventius, went on to Columbia University in NYC, USA, to do MSc (successfully graduated) in Operations Research minor in Financial Engineering; working at a New York based shipping company, moved to Geneva, Switzerland.
Some students wrote their thesis with me at ITB Bandung and most majorities of them graduated with cum laude and continued their postgraduate study overseas (NUS, Manchester, Leeds, etc) and some remained in the country working at Central Bank of Indonesia, MNC, e.g., Unilever, Ernst and Young, Citibank, etc.
Ashri Putri Rahadi, graduated with an MSc degree, Institut Teknologi Bandung, 2014.
Ricardo Ferreira, continuing his MSc study in Public Policy at the University of California at Los Angeles.
Research Grants:
Research Grants:
29-31/08/2023, Department of Actuarial Science, University of Melbourne. About AUD 1,300 (hotel, flight, and local expenses)
16-23/02/2020, Mathematical Institute, University of Copenhagen, Denmark. About DKK 5,740 (hotel accommodation + local expenses)
1-2/08/2019, Research School of Finance, Actuarial Studies, and Statistics, Australian National University. About AUD 1,300 (hotel, flight, and local expenses)
1/10/2018 - 1/10/2019, School of Mathematics and Statistics, Victoria University of Wellington, New Zealand, NZD 9,000.00
21/09/2016, CSIRO Ph.D. Research Grants jointly with Prof. Colin O'hare, Monash University, Australia.
5/05/2016, 23/09/2016, 8/08/2017, 28/03/2018, Victoria University PBRF Research Grants : NZD 7,000 + NZD 4,000 conference/travel grants.
18/01/2017, Center of Actuarial Excellence, Department of Actuarial Science and Statistics, University of Hong Kong: HK $ 6,000 + accommodation + flight
26/11/2015, Research School of Finance, Actuarial Studies and Statistics, Australian National University, Australia: travel grants AUD 1,030 and accommodation
6/07/2015, Department of Systems Engineering and Engineering Management, Chinese University of Hong Kong: HK $3,506 + accommodation + flight
2-31 May 2014, Department of Industrial Engineering and Operations Research, Columbia University: USD $ 1,500 + accommodation + flight
1 October - 30 November 2013, German Academic Exchange Service, 1 October - 30 November 2013, Goethe University of Frankfurt: Euro 4000 + travelling expenses.
7/12/2012, National Chiao Tung University, Taiwan: TWD 22,000
2/09/2012, Center for Finance and Insurance of Osaka University, Osaka University, Japan: about JPY 100,000
8/03/2012, National Tsing Hua University, Taiwan: TWD 22,000
1/10/2012, Institut Teknologi Bandung, Indonesia: USD 4000+
Editorial Activities:
Editorial Activities:
Co-chair of 2023 Australasian Actuarial Education and Research Symposium (AAERS), 23-24 November 2023, Victoria University of Wellington
Editorial Board Member of Risks (as Topic Editor)
Editorial Board Member of Science and Technology Indonesia
Guest co-Editor for Special Issue in Journal of Risk and Financial Management: Stochastic Control and Optimization with Financial Applications
Guest co-Editor for Special Issue in Mathematics: Mathematical Economics and Insurance
Guest Editor for Special Issue in Risks: First Passage Problems in Finance and Insurance
External Research Consultancies:
External Research Consultancies:
May-November 2019, www.Bukalapak.com, one of the largest e-commerce companies in Indonesia
Selected Accepted Publications:
Selected Accepted Publications:
B.A. Surya and W.H. Syaifudin. (2025). Optimal valuation of variable annuity guaranteed lifetime withdrawal benefits with embedded top-up option. Insurance: Mathematics and Economics, Vol. 124, 103117.
C. Kuhn, B. A. Surya and B. Ulbricht. (2025). Optimal selling time of a stock under capital gains taxes. International Journal of Theoretical and Applied Finance.
B. A. Surya. (2024). Maximum likelihood recursive state estimation: An incomplete-information based approach. Automatica, vol. 168, 111820.
H. Frydman and B.A. Surya. (2024). Estimation in a general mixture of Markov jump processes. Canadian Journal of Statistics.
E. H. Nanayakkara, N. Sibanda and B.A. Surya. (2024). A calibrated model for lung cancer natural history: the case for New Zealand. Journal of Simulation, Taylor & Francis.
M.A. Khandoker, Y. Hirose, B.A. Surya, Y. Yao. (2023). Profile likelihood estimation for the Cox proportional hazards (PH) cure model and standard errors. Statistical Papers, Springer.
B. A. Surya, W. Wang, X. Zhao, and X. Zhou. (2022). Parisian Excursion with Capital Injection for Draw-down Reflected Levy Insurance Risk Process. Scandinavian Actuarial Journal.
B. A. Surya. (2022). Conditional Multivariate Distributions of Phase-Type for a Finite Mixture of Markov Jump Processes Given Observations of Sample Path. Journal of Multivariate Analysis,Vol. 191, 105021.
Z. Chen, A. Dassios, V. Kuan, J. W. Lim, Y. Qu, B. A. Surya, and H. Zhao. (2021). A Two-Phase Dynamic Contagion Model for COVID-19. Results in Physics, 26, 104264.
Z. Palmowski and B.A. Surya. (2020). Optimal Valuation of American Callable Credit Default Swaps Under Drawdown. Insurance: Mathematics and Economics (93), 168-177.
Z. Palmowski, J.L. Perez, B.A. Surya, K. Yamazaki. (2020). The Leland-Toft Optimal Capital Structure Model Under Poisson Observations. Finance and Stochastics (24), 1035-1082.
B.A. Surya. (2018). Parisian excursion below a fixed level from the last record maximum of Levy insurance risk process. In: Wood D., de Gier J., Praeger C., Tao T (eds) 2017 MATRIX Annals (2), 311-326. Springer Nature.
B.A. Surya. (2018). Distributional Properties of the Mixture of Continuous-Time Absorbing Markov Chains Moving at Different Speeds. Stochastic Systems (8), 29-44.
R. Loeffen, Z. Palmowski and B. A. Surya. (2017). Discounted Penalty at Parisian Ruin for Levy Insurance Risk Process. Insurance: Mathematics and Economics.
E. J. Baurdoux, N. Chen, B. A. Surya, and K. Yamazaki. (2015). Optimal Double Stopping of A Brownian Bridge. Advances in Applied Probability (47), 1212-1234.
B. A. Surya and R. Kurniawan. (2014). Optimal Portfolio Selection Based on Expected Shortfall Under Generalized Hyperbolic Distribution. Asia-Pacific Financial Markets (21), 193-236.
B. A. Surya and K. Yamazaki. (2014). Optimal Capital Structure with Scale Effects under Spectrally Negative Levy Models. International Journal of Theoretical and Applied Finance (17), 1450013.
B. A. Surya. (2011). Two-dimensional Hull-White Model for Stochastic Volatility and its Nonlinear Filtering Estimation. Procedia of Computer Science (4), 1431-1440.
B. A. Surya, R. A. Rahadi, and R. Juliarto. (2011). Optimal Investment and Consumption Strategies for small investor using Bellman's principle of optimality. IEEE Proceedings of the 2011 ICEEI Conference. (Supervised student paper)
B. A. Surya. (2008). Evaluating Scale Functions of Spectrally Negative Levy Processes. Journal of Applied Probability (45), 135-149.
B. A. Surya. (2007). An Approach for Solving Perpetual Optimal Stopping Driven by Levy Processes. Stochastics: An International Journal of Probability and Stochastic Processes (79), 337-361.
A. E. Kyprianou and B. A. Surya. (2007). Principles of Smooth and Continuous Fit in the Determination of Endogenous Bankruptcy Levels. Finance and Stochastics (11), 131-152.
A. E. Kyprianou and B. A. Surya. (2007). A Note on the Change of Variable Formula with Local Time-Space for Bounded Variation Levy Processes. Seminaire de Probabilite XL (1899), 97-104.
A. E. Kyprianou and B. A. Surya. (2005). On the Novikov-Shiryaev Optimal Stopping Problem in Continuous Time. Electronic Communications in Probability (10), 146-154.
Submitted/Working Papers:
Submitted/Working Papers:
B.A. Surya and H. Frydman. (2025). Analysis of panel data under time-inhomogeneous Markov chains. In preparation.
B.A. Surya. (2025). Exact maximum likelihood filtering equations and stability properties. Submitted.
B.A. Surya and W.H. Syaifudin. (2024). Optimal valuation of variable annuity guaranteed lifetime withdrawal benefits with surrender option. Submitted.
M.A. Khandoker, Y. Hirose, B.A. Surya, Y. Yao. (2022). Standard errors estimation for profile likelihood appoach in the joint model of longitudinal and suvival data with the EM algorithm. Preprint.
Z. Qiao, B.A. Surya, A. Asanjarani, B. Liquet and Y. Nazarathy. (2023). Inference for multi-absorbing phase-type distributions, algorithms and applications. In preparation.
B. A. Surya. (2023). Some results on maximum likelihood estimation under the EM algorithm: Asymptotic properties and consistent sandwich estimator of covariance matrix.
B. A. Surya. (2022). A new class of conditional Markov jump processes with regime switching and path dependence: Properties and maximum likelihood estimation. In preparation.
B. A. Surya, W. Wang, X. Zhao, and X. Zhou. (2020). Parisian Excursion from the Last Record Maximum of Levy Insurance Risk Process with Fixed Duration and Capital Injection.
B.A. Surya. (2019). Selling a Stock at its Maximum: Some Remarks on Shiryaev-Xu-Zhou Optimal Stopping.
B. A. Surya. Finite Maturity Optimal Stopping of Levy Processes with Running Cost, Stopping Cost and Terminal Gain - has not been updated yet.
Recent Seminar Talks:
Recent Seminar Talks:
Analysis of panel data under time-inhomogeneous Markov chains with time varying covariates. Presented at NYU Stern Seminar on 25 April 2025, Statistics and Data Science seminar, University of Oslo, 5 June 2025.
Backward recursion of nonlinear Bayesian smoother. Econometrics Seminar, Erasmus University of Rotterdam, 3 June 2025.
Exit time distributions of the finite mixture of Markov jump processes: Properties and the EM estimation. Rensselaer Polytechnic Institute, USA, 9/4/2019.
The mixture of Markov jump processes: Distributional properties and Statistical estimation. Department of Statistics, the University of Auckland, New Zealand.
Nontrivial Generalization of the Markov Chains and Phase-Type Distributions: A Markov Mixture Approach. 14 February 2018 at Hugo Steinhaus Center, Wroclaw University of Science and Technology, Poland, and also on 21 February 2018 at the Risk and Stochastic Seminar of Department of Statistics, London School of Economics, UK.
Talk and Visiting Invitations
Talk and Visiting Invitations
19 April - 10 May 2025, Visiting Scholar, New York University Stern School of Business, USA. Host: Professor Halina Frydman.
3-10 December 2023, Invited Visiting Scholar, Universitas Riau, Indonesia. Host: Associate Professor Dr. Arisman Adnan
22 September 2023, Keynote speaker, International Conference on Statistics and Data Science 2023 , University of Hasanuddin, Indonesia.
30 August 2023, Invited seminar talk, Center for Actuarial Studies, University of Melbourne. Host: Professor Benjamin Avanzi.
10 August 2023, Keynote speaker, International Conference on Mathematics and its Applications, Universitas Negeri Malang, Indonesia.
27 February 2020, Invited seminar talk, Department of Medical Statistics, Leiden University Medical Centrum. Host: Professor Hein Putter.
19 February 2020, Invited seminar talk, Department of Mathematical Sciences, University of Copenhagen. Host Professor Michael Sorensen.
6 September 2019, Invited seminar talk, Department of Statistics, Stern School of Business, New York University. Host: Professor Halina Frydman.
4 September 2019, Invited seminar talk, Department of Electrical, Computer, and Systems Engineering, Rensselaer Polytechnic Institute, New York. Host Associate Professor Agung Julius
1 August 2019, Invited seminar talk, RSFAS Seminar Series, College of Business and Economics, Australian National University, Canberra. Host: Professor Ross Maller.
15 January 2019, Invited seminar talk, BINUS Business School, BINUS University, Jakarta, Indonesia. Host. Dr Ahmad Syamil.
21 November 2018, Invited seminar talk, Department of Statistics, the University of Auckland, hosted by Associate Professor Simon Harris
20-23 February 2018, Visiting and giving a talk, Risk and Stochastic Seminar, Department of Statistics, London School of Economics,. Host: Professor Angelos Dassios.
11-20 February 2018, Research visit and giving a talk, Hugo Steinhaus Center, Wroclaw University of Science and Technology. Host: Professor Zbigniew Palmowski.
4-6 December 2017, Invited talk, Sixth Wellington Workshop in Probability and Mathematical Statistics, Victoria University of Wellington.
29 November 2017, Invited talk, Center of Financial Mathematics, University of Wollongong. Host: Professor Song-Ping Zhu
19-26 November 2017, Invited participant, MATRIX Mathematics of Risk Workshop, University of Melbourne. Host: Professors Kostya Borovkov and Alex Novikov.
22-24 March 2017, Invited talk, by Professor Vijay Nair, The ISI Regional Statistics Conference (RSC) 2017 organized by International Statistical Institute, Bali, Indonesia.
18 January 2017, Invited talk, Center of Actuarial Excellence, The University of Hong Kong, Host: Professors Aijun Zhang and K.C. Yuen.
9-13 January 2017, Invited talk, The 5th NUS Workshop on Risk and Regulation, National University of Singapore, hosted by Professor Steven Kou.
6-7 June 2016. Invited talk, Chinese Academy of Sciences and China University of Mining and Technology, Beijing, China.
27 November 2015, Invited talk, Department of Econometrics and Business Statistics, Monash University, Melbourne. Host: Professor Colin O'hare.
26 November 2015, Invited talk, RSFAS Seminar Series, College of Business and Economics, Australian National University, Canberra. Host: Professor Ross Maller.
6 - 8 July 2015, Invited talk, The Third Asian Quantitative Finance Conference, Chinese University of Hong Kong, hosted by Professor Nan Chen.
1-25 May 2014, Visiting Scholar, hosted by Professor Karl Sigman, Department of Industrial Engineering and Operations Research, Columbia University in NYC, USA.
11-13 November 2013, Visiting Scholar, hosted by Professor Rez Kabir, Department of Business Administration, University of Twente, the Netherlands.
31 October 2013, Invited talk, Frankfurt MathFinance Colloquium, House of Finance - Room Deutsche Bank, Goethe University of Frankfurt, Germany.
23 – 27 October 2013, Invited talk and Visiting Scholar, hosted by Professor Erik J. Baurdoux, Risk and Stochastic Group, London School of Economics, UK.
25 October 2013, Visiting Scholar, hosted by Professor Andreas Kyprianou, Department of Mathematical Sciences, University of Bath, UK.
1 October – 30 November 2013, DAAD Visiting Scholar, hosted by Professor Christoph Kuhn, Frankfurt MathFinance Institute, Goethe University of Frankfurt.
5 – 12 December 2012, Visiting Scholar, hosted by Professor Sheu Yuan-Chung, Center of Mathematical Modeling and Scientific Computing, National Chiao Tung University, Hsinchu, Taiwan.
7 – 9 December 2012, Invited Speaker, Mathematical Conference and Annual Meeting of the Taiwan Mathematical Society, National Chiao Tung University. Host: Professor Sheu Yuan-Chung.
7 September 2012, Invited Speaker, Topics in Levy and Jump Processes, Center for Finance and Insurance of Osaka University, Japan. Host: Professor Kazutoshi Yamazaki.
2 – 5 September 2012, Invited Speaker, International Workshop on Mathematical Finance and Related Issues, Kyoto Research Park, Kyoto, Japan.
8 – 9 March 2012, Invited Speaker, International Workshop on Stochastic Processes and Applications, National Tsing Hua University, Hsinchu, Taiwan. Host: Professor Sheu Yuan-Chung.
1-3 December 2008, Invited talk, 2008 International Conference on Applied Probability and Statistics (CAPS 2008), Hanoi, Vietnam. Invited by Professor Vijay Nair, University of Michigan, USA.
Invited Reviewer for International Journals:
Invited Reviewer for International Journals:
Stochastics: An International Journal of Probability and Stochastic Processes.
ANZIAM Journal of Statistics.
Econometrics and Statistics.
Statistics and Probability Letters.
Mathematics
Teaching Experiences:
Teaching Experiences:
At Victoria University of Wellington, New Zealand
I have been teaching the following courses from February 2015 to date:
Statistical Models for Actuarial Science (Course Coordinator from 2017)
Biostatistics (Course Coordinator from 2019)
Linear Models (Course Coordinator from 2019)
Mathematical Methods for Applied Statistics (from 2020)
Mathematics for Data Science
Stochastic Processes (from 2021)
At ITB Bandung, Indonesia
I taught the following courses from January 2010 - December 2014:
Capital Markets
Risk Management
Fixed Income
Time Series Analysis
Financial Modeling
Advances in Economics
Mathematical Finance
Advanced Financial Mathematics
Community Services:
Community Services:
Member of Marketing Committee, School of Mathematics and Statistics, Victoria University of Wellington, New Zealand.
Coordinator for Statistics Seminar, School of Mathematics and Statistics, Victoria University of Wellington.
From 2015 - date, I have been associated with The Indonesian Financial Management Association as one of its academic advisory board members.
Since 2012 - date, I have been associated with Center for Risk Management Study (CRMS) Indonesia as one of its academic advisory board members.
Membership:
Membership:
New Zealand Statistical Association
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