Dr. Sci. Svetlozar(Zari) Rachev
M.Sc. in Mathematics, Sofia University, Faculty of Mathematics, July 1974, Thesis: “Reliability of aging systems
Ph.D. in Mathematics, Lomonosov University (Moscow), Faculty of Mechanics and Mathematics, October 12, 1979, Dissertation: “The structure of the metrics in the space of random variables and their distributions."
Doctor of Science (Habilitation) in Physics and Mathematics, Steklov Mathematical Institute, Moscow, April 10, 1986. Dissertation: “Probability metrics and their applications to the stability problems for stochastic models"
|1974 – 1977:||
Mathematican, Mathematical Institute, Bulgarian Academy of Sciences.
|1977 – 1979:||
Post-graduate Student, Lomonosov University,Faculty of Mechanics and Mathematics, Department of Probability, Moscow, USSR
|1980 – 1984:||
Research Fellow, Mathematical Institute, Bulgarian Academy of Sciences.
|1984 – 1986:||
Senior Research Fellow, Bulgarian Academy of Sciences, and Visiting Senior Research Fellow, Steklov Mathematical Institute, Academy of Sciences of the USSR, Moscow.
|1987 – 1987:||
John H. Van Vleck, Visiting Professor, Wesleyan University, Connecticut, and Visiting Associate Professor, Center for Stochastic Processes, University of North Carolina at Chapel Hill.
|1988 – 1988:||
Visiting Associate Professor, State University of New York at Stony Brook.
|1988 – 1998:||
Professor, Department of Statistics and Applied Probability, University of California at Santa Barbara. (1994-1995, Department Chairman)
|1998 – 2010:||
Endowed Chair-Professor of Statistics, Econometrics and Mathematical Finance, School of Economics and Business Engineering, Karlsruhe Institute of Technology
|January 2010 – August 2012:||
Frey Family Foundation Chair of Quantitative Finance
Fellow of the Institute of Mathematical Statistics,
Elected Member of the International Statistical Institute,
Foreign Member of the Russian Academy of Natural Science,
Honorary Doctor of Science at St. Petersburg Technical University,
Senior Humboldt Professor Award (1997)
Current Editorial Boards:
Journal of Operational Risk,
Advances in Data Analysis and Classification,
Journal of Computational and Applied Mathematics,
Mathematical Methods in Operations Research,
Probability and Mathematical Statistics,
Computational Analysis and Applications,
Journal of Pure and Appl. Mathematics,
Journal of Applied Functional Analysis,
The Journal of Portfolio Management.
STATISTICS and RISK MODELING with applications in Finance and Insurance
Introducing the Stony Brook University Saturday Executive MBA Program. A blended program of Saturday and online classes.