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with the support of . Finance Insurance. Petroleum. Health. Marine. Common challenges to statistical science. Mission: (sfi) 2 develops core statistical methodologies, strategically necessary to achieve innovation goals in four key sectors.

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Finance

Insurance

Petroleum

Health

Marine

Common challenges to statistical science

Mission: (sfi)2 develops core statistical methodologies,

strategically necessary to achieve innovation goals in four key sectors


  • Focus on the common methodological arena at (sfi)².

  • Presentations are organised according to aims, questions and statistical methods, highlighting common themes across areas and applications.

  • Each parallel session is thought as a small working group of researchers and partners, who (with some surprise) share common needs and interest and will discover new tools and approaches through cross-fertilisation and interaction.


Room: Alfa-Omega

Room: Delta


Room: Delta

Room: Alfa-Omega

Room: Sigma


  • Where are we now?

  • 2007  a good start!

  • First months of 2008  a good acceleration!

  • Projects

  • People

  • Culture


  • In April, the new (sfi)2 headquarters at NR were inaugurated.

  • The first four Ph.D students and the first three postdocs have

  • been recruited.

  • Research at (sfi)2 is organised in projects.

  • Many projects were started, in all areas and methodology.

  • Twenty projects continue in 2008.

  • About five projects have been stopped.

  • (sfi)2 projects focus on ambitious aims, from the point of view

  • of the application, in terms of innovation and statistical

  • methodology.


  • More than fifty researchers and students, from NR, UiO,

  • NTNU and partners actively work in (sfi)2 projects. New

  • collaborations are being created.

  • 46 refereed articles.

  • (sfi)2 hosted an international workshop on risk aggregation.

  • 30 seminars, most with international guests.

  • The (sfi)2 Wednesday lunch tradition has been established.

  • 17 one-week-long visits (or more)


  • The Graduate School in Biostatistics at UiO started

  • Two graduate courses were held at UiO, in statistical genomics and finance and insurance mathematics.

  • (sfi)2 was awarded with an EU Marie Curie Industry-Academia Partnerships and Pathways grant on Climate Change and the Insurance Industry, 2008-2011.

  • The http://sfi.nr.no webpage is fully operating, updated and a rich source of information. It is also used as archive for events.

  • The total financial cost was 35.3 mil. NOK. This was funded by all partners’ in-kind research time, basic funding from the Norwegian Research Council and from partners.


Research projects at (sfi)2

FindOil

TotalRisk

StatInsure

CCII: Climate Change and Insurance Industry

StatMarine

MissingStripes: biomolecular radioactivity images

Genome Browser

MetaAnalysis: Synthesis and Appraisal of Multiple Sources of Information

CompareSeq

MaleContrasept

Multicompare

EventHistory: Survival analysis in medicine and insurance

Swing option: Pricing of flexible gas contracts

ComplexModels

BiosearchTools

Infectious diseases

Statistical genomics in cancer


Cutting-edge novel statistics

Cutting-edge innovation projects


  • Highlights

  • many exciting projects are of course on-going,

  • here are some precise delivered results (already).

  • In finance, we have developed a completely new approach to high dimensional tail dependency, based on pair copulae.

  • In insurance, we have studied the possible effects of climate change on insurance losses, specifically property.

  • In marine resources, the catch-at-age model, developed by HI and NR and used by Norwegian authorities for definition of fishery quotas, has been extended in three important directions: effect of haul size on catch estimate; coastal cod; discarded fish.


Highlights

  • In biotechnology, we have developed new methods to enhance the data analysis of real-time imaging of radioactive emissions, acquired through the technology at Biomolex.

  • We have developed new methods for huge amounts of simultaneous comparisons, merging different data sets

  • We have developed hierarchical forms of frailty and applied them to the study of cancer.

  • Highly structured stochastic systems are one of the most advanced modelling approaches for complex systems. Inference relies on time consuming MCMC algorithms. We have developed a numerical approach which now runs in seconds and reaches astonishing precise results.


The ministry for research

Statsråd Tora Aasland and

statssekretær Jens Revold

will visit (sfi)²

on Monday 5. May!


Ingrid Hobæk Haff, Ola Lindqvist, Linda R. Neef, Xeni Dimakos, Mathilde Wilhelmsen, Ola Haug, Kjersti Aas, Jofrid Frøland Vårdal, Lars Holden, Egil Ferkingstad, Magne Aldrin, David Hirst, Hanne Rognebakke, Bjørnar Mortensen, Marit Holden, Petter Abrahamsen, Ragnar Hauge, Heidi Kjønsberg, Odd Kolbjørnsen, Ingunn Fride Tvete, Bård Storvik, Marita Stien, Geir Storvik, Nils Lid Hjort, Steffen Grønneberg, Ingrid Glad, Ørnulf Borgan, Ståle Nygård, Ole Christian Lingjærde, Hege Bøvelstad, Inge Helland, Arne B. Huseby, Ida Scheel, Gunnhildur H. Steinbak, Nils Haavardsson, Hayat Mohammed, Egil Ferkingstad, Nina Gunnes, Trond Moger, Brigitte F. De Blasio, Bettina Kulle, Glenn Lawyer, Knut Liestøl, Arnoldo Frigessi, Marion Haugen, Odd Aalen Petter Laake, Morten Fagerland, Magne Thoresen, Marit Veierød, Tore Schweder. Alessandro Ottavi, Sara Martino, Henning Omre, Jo Eidsvik, Håkon Tjelmeland, Mette Langaas, Håvard Rue, Torbjørn Stølan, Arild Buland, Knut Birger Hjelle, Erling Siring, Isabel Saraiva, John Reidar Granli, Herve Babusiaux, Laurent Viguier, Frode Masdal Svendsen, Kristine Dybwad, Elisabeth Nyeggen, Elisabeth Meze, Tone Eilertsen, Monica Svendson, Lars Kvifte, Tove Krohn Sjursen, Gunnar Kvam, Marte Valde, Anders Øksendal, Roar Hoff, Idar Øsebak, Kari Reikvam, Nina Schjølberg, Sondre Aanes, Kjell Nedreeas, Michael Pennington, Asgeir Aglen, Åge Fotland, Eirik Næss-Ulseth, Fang Liu, Håvard Hauge, Torbjørn Rognes, Håvard Hauge, Bjørn Steen Skålhegg, Ken R. Rosendal, Tuva Holt Hereng, Gisle Grave, Nils Meland, Inge Christoffer Olsen, Knut Smedrud, Eivind Hovig, Eivind Tøstesen, Morten Johansen, Morten Mattingsdal, Geir Kjetil Sandve, Birgit Eliassen, Jon Myrseth, Ophélie Aussedat.


  • Spillteknologi - Dimakos, Mathilde Wilhelmsen, Ola Haug, Kjersti Aas, Jofrid Frøland Vårdal, Lars Holden, Egil Ferkingstad, Magne Aldrin, David Hirst, Hanne Rognebakke, Bjørnar Mortensen, Marit Holden, Petter Abrahamsen, Ragnar Hauge, Heidi Kjønsberg, Odd Kolbjørnsen, Ingunn Fride Tvete, Bård Storvik, Marita Stien, Geir Storvik, Nils Lid Hjort, Steffen Grønneberg, Ingrid Glad, Ørnulf Borgan, Ståle Nygård, Ole Christian Lingjærde, Hege Bøvelstad, Inge Helland, Arne B. Huseby, Ida Scheel, Gunnhildur H. Steinbak, Nils Haavardsson, Hayat Mohammed, Egil Ferkingstad, Nina Gunnes, Trond Moger, Brigitte F. De Blasio, Bettina Kulle, Glenn Lawyer, Knut Liestøl, Arnoldo Frigessi, Marion Haugen, Odd Aalen Petter Laake, Morten Fagerland, Magne Thoresen, Marit Veierød, Tore Schweder. Alessandro Ottavi, Sara Martino, Henning Omre, Jo Eidsvik, Håkon Tjelmeland, Mette Langaas, Håvard Rue, Torbjørn Stølan, Arild Buland, Knut Birger Hjelle, Erling Siring, Isabel Saraiva, John Reidar Granli, Herve Babusiaux, Laurent Viguier, Frode Masdal Svendsen, Kristine Dybwad, Elisabeth Nyeggen, Elisabeth Meze, Tone Eilertsen, Monica Svendson, Lars Kvifte, Tove Krohn Sjursen, Gunnar Kvam, Marte Valde, Anders Øksendal, Roar Hoff, Idar Øsebak, Kari Reikvam, Nina Schjølberg, Sondre Aanes, Kjell Nedreeas, Michael Pennington, Asgeir Aglen, Åge Fotland, Eirik Næss-Ulseth, Fang Liu, Håvard Hauge, Torbjørn Rognes, Håvard Hauge, Bjørn Steen Skålhegg, Ken R. Rosendal, Tuva Holt Hereng, Gisle Grave, Nils Meland, Inge Christoffer Olsen, Knut Smedrud, Eivind Hovig, Eivind Tøstesen, Morten Johansen, Morten Mattingsdal, Geir Kjetil Sandve, Birgit Eliassen, Jon Myrseth, Ophélie Aussedat.

  • en driver i høyytelse beregninger og datakommunikasjon

  • Morten Dæhlen

  • Department of Computer Science

  • UiO


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