Alex Watson (aka A. R. Watson)
I am a Lecturer in Actuarial Science at the
University of Manchester.
I did my PhD in the
Probability Laboratory
at the University of Bath, under the supervision
of Andreas E. Kyprianou.
In 2013 and early 2014, I was a postdoc at CIMAT,
and from there I went on to the
University of Zürich
where I worked in the group of
Jean Bertoin,
until 2015, when I moved to Manchester.
Teaching and reading groups
In Spring 2017/18, I am teaching Actuarial Insurance.
Most semesters, I organise a reading group on Topics in Probability, but we are taking a break this semester; if this has left a hole in your life, you might consider the Statistics and Machine Learning discussion group. If you have a suggestion for next semester's reading group topic, please get in touch.
For previous teaching, please see the Teaching Archive.
Research
Research interests
 Lévy processes and applications
 Insurance risk and ruin
 (Growth)fragmentation processes
 (Continuous state) branching processes
Research students
 Dalal Al Ghanim (optimal taxation in the context of insurance; with Ronnie Loeffen)
 Xin Xu (with Kees van Schaik)
Preprints
Published

J. Bertoin,
A. R. Watson.
Probabilistic aspects of critical growthfragmentation equations.
Adv. in Appl. Probab. 48 (2016), no. A, 37–61.
[errata]
[doi]
[arXiv]
¶

A. E. Kyprianou,
A. R. Watson.
Potentials
of stable processes.
Séminaire de Probabilités, XLVI (2014), 333–343.
[doi]
[arXiv]
¶

A. E. Kyprianou,
J. C. Pardo,
A. R. Watson.
The extended
hypergeometric class of Lévy processes.
J. Appl. Probab., 51A (2014), 391–408.
[errata]
[doi]
[arXiv]
¶

A. Kuznetsov,
A. E. Kyprianou,
J. C. Pardo,
A. R. Watson.
The hitting time of zero for a stable process.
Electron. J. Probab. 19 (2014), article 30.
[doi]
[arXiv]
¶

A. E. Kyprianou,
J. C. Pardo,
A. R. Watson.
Hitting distributions of alphastable processes via path censoring
and selfsimilarity.
Ann. Probab. 42 (2014), no. 1, 398–430.
[doi]
[arXiv]
¶
Electronic talks
Some talks come with notes
, which are intended to be
read along with the slides, and resemble things that I might
have said out loud while giving the presentation.
 Lecture notes: Introduction to Lévy processes with some exercises, from MannheimHeidelberg summer school.
 Spines in growthfragmentation models, 30 min, as given at 4th ParisBath Branching Structures meeting.
 Poster: models of fragmentation with growth (source), presented at UK Easter Probability Meeting 2016.

Growthfragmentation models, random and deterministic, 15 min,
with notes,
handouts
and LaTeX source,
as given at
38th Conference on Stochastic Processes and their Applications, Oxford,
15 July 2015.

Growthfragmentation models, random and deterministic,
50 min,
as given at
Workshop on Lévy Processes and their Applications, Mannheim,
28 May 2015.

The hitting time of zero for stable processes, symmetric and asymmetric, 50 min,
with notes,
handouts
and LaTeX source,
as given at Zürich seminar on stochastic processes, 19 Feb 2014.

The hitting time of zero for stable processes, 20 min,
with notes,
handouts
and LaTeX source,
as given at XI Simposio de Probabilidad y Procesos Estocásticos,
20 November 2013.

Stable and extended hypergeometric Lévy processes, 50 min,
with notes,
handouts
and LaTeX source,
as given at CIMAT, 23 October 2013.

Censored stable processes, 50 min,
as given at University of Bath, 5 December 2011.
Try my
CIMAT beamer theme
(sample)
or Manchester beamer theme
(sample).
Thesis
A. R. Watson. Stable processes.
Ph.D. thesis, University of Bath.
Submitted 31 July 2013,
corrected 12 September 2013.
Events
Everything else
I have prepared some esoteric
LaTeX notes and BibTeX styles.
Some sketchy notes and my own scripts for
editing PDF files.
Photos of the gate at the Faulkes gatehouse of the Cambridge Centre for Mathematical Sciences:
explanation, first knot,
second knot.
Suggestions
to make working with inkscape and LaTeX slightly less painful.
Publicdomain mathematics books, mostly special functions:
Contact
 Email:
University of Manchester address.
 Postal address: Alex Watson, School of Mathematics, University of Manchester, Oxford Road, Manchester, M13 9PL, UK.
 My office is 2.135 in Alan Turing building.
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