Keynote talk 1: Analysis of spatiotemporal threshold exceedances and risk in the context of infinite-dimensional Gaussian measures

José Miguel Angulo is Full Professor (2000-), in the area of Statistics and Operations Research, at the University of Granada (Spain), institution from which he received his PhD in Mathematical Sciences in 1985. During his academic career, he has spent a number of research stays in different centers abroad, such as the University of California, Davis (including a sabbatical year in 1991-1992), Queensland University of Technology, ETH-Zürich, University of Leeds, San Diego State University, and Zhejiang University.

His scientific interest and expertise has been particularly focussed on: entropy, information and complexity; extremal analysis in space-time processes; random fields; risk analysis; space-time modelling and statistical analysis. Research outputs include, among other publications, more than ninety JCR-WoS journal papers, and about one hundred and ninety conference contributions. He has been principal investigator in twelve national and three regional research projects, and a member investigator in other five national and four international projects. He has supervised eleven PhD theses. Besides his activity as a member of several editorial boards, since January 2021 he is co-Editor-in-Chief of the journal TEST (Springer).  

He was president of the Spanish Society of Statistics and Operations Research (SEIO) (2010-2013), vicepresident (2009, 2014), and formely a member of its Academic Council for the Statistics Section (1997-2000); member of the Executive Committee of the Spanish Committee for Mathematics (CEMAT, 2009-2014), and member of the founding Committee for the Federation of European National Statistical Societies (FENStatS). He has also served for many years as a referee for the National Committee for Research Activity Evaluation (Spain). He is currently a member of the Executive Committee of the Math Institute of the University of Granada (IMAG), awarded with the “María de Maeztu” Excellence Seal for the period 2022-2025. 

Since 2016, he is a Numerary Member of the Academy of Mathematical, Physico-Chemical and Natural Sciences of Granada.

Keynote talk 2:  Canadization, phase-type distributions and barrier options

Søren Asmussen is emeritus professor at the Department of Mathematics of Aarhus University (Denmark).

He has an extensive research production with more than 220 works among which there are 144 journal papers, 39 working papers, 16 articles in proceedings, 12 book chapters and 7 books. He has made fundamental contributions in many areas of applied probability and stochastic operations research, including queueing systems, ruin probabilities, large deviations and rare events, heavy-tailed phenomenon, insurance-risk models, matrix-analytic algorithms. His books Ruin probabilities and Applied Probability and Queues received more than 3000 and 5000 citations, respectively. The latter introduced a generation of researchers to the use of exponential changes of measure to analyze rare events and remains required reading for new researchers in queueing theory.

He also received Marcel F. Neuts Applied Probability Prize (1999), INFORMS Simulation Society Outstanding Publication Award (2002, 2008), John von Neumann Theory Prize (2010) and also the Gold medal, by the Sobolev Institute of Mathematics (2011).

Keynote talk 3:  Stochastic resetting

He is director de Recherche classe exceptionnelle (DRCE) at the Laboratoire de Physique Théorique et Modèles Statistiques, Université Paris-Sud, Orsay, France. Previously, he was chargé de Recherche (CR1) at UMR 5626 du CNRS, IRSAMC, Universié Paul Sabatier, in Toulouse, France (2000-2003), reader at Tata Institute of Fundamental Research, Bombay, India (1996-1999), Post Doctoral Associate at Yale University, USA (1994-1996),  Post Doctoral fellow at AT&T Bell Labs, USA (1992-1994), and Thesis student and Research Assistant at Tata Institute of Fundamental Research, Bombay, India (1987-1992).

He is a theoretical physicist with research interests in the area of equilibrium and non-equilibrium statistical physics. His current research topics include, amongst others, extreme value and records statistics and relation with Brownian motion, longer excursions in stochastic processes, and applications in physics, stochastic processes with regeneration at random times and applications to stochastic search algorithms, order, gap and record statistics for stochastic time series and applications of random matrix theory, eigenvalues in random matrices, zeros of polynomials.

He also received Paul Langevin Medal, awarded by the French Physics Society (2005); Prime d’excellence Scientifique’ (2009-2012, 2013-2016,2017-) awarded by Centre National pour la Recherche Scientifique, Excellence Award’ for outstanding contributions to statistical physics, awarded by the Tata Institute Alumni Association (2009), Gay-Lussac Humboldt Prize, awarded by the Alexander von Humboldt Foundation (2019); European Physical Society prize for Statistical and Nonlinear Physics (2019) and the Silver Medal, awarded by the Centre National pour la Recherche Scientifique (2019).