Teaching

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, including lecture notes, please see the Teaching Archive.

Research group

PhD students

  • Dalal Alghanim (optimal taxation; with Ronnie Loeffen)
  • Xin Xu (with Kees van Schaik)

Papers

. Probability tilting of compensated fragmentations. Submitted, 2017.

Preprint

. Potentials of stable processes. Séminaire de Probabilités, 2014.

DOI Manuscript Preprint

. The extended hypergeometric class of Lévy processes. J. Appl. Probab., 2014.

DOI PDF Preprint Errata

. The hitting time of zero for a stable process. Electron. J. Probab., 2014.

DOI PDF Preprint

. Stable processes. PhD thesis, 2013.

PDF

Talks

Spectral properties of a growth-fragmentation equation
30 min — 17 May 2018
Self-similar growth-fragmentation models
45 min — 8 Nov 2016
Spines in growth-fragmentation models
45 min — 29 Jul 2016
The hitting time of zero for stable processes, symmetric and asymmetric
50 min — 19 Feb 2014

Everything else

pystable, a software project devoted to working with stable distributions in Python

LaTeX/BibTeX notes and styles

Photos of the Faulkes gatehouse of the Cambridge Centre for Mathematical Sciences: explanation, first knot, second knot.

Contact

  • alex.watson@manchester.ac.uk
  • Alan Turing Building, room 2.135, School of Mathematics, University of Manchester, Oxford Road, Manchester, M13 9PL, UK
  • Office hour: by appointment outside of semester