Ostap Okhrin

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Multivariate Model Selection, Copula Based Distributions
Humboldt-Universität zu Berlin
CV & Detailed Research Interests: 
Ostap Okhrin, born 1984 in Lviv, Ukraine, is an Assistant Professor at the Ladislaus von Bortkiewicz Chair of Statistics at the Department of Economics and Business Administration at the Humboldt-Universität zu Berlin since April 2008. He finished his PhD at the European University Viadrina in 2007. His research interests are multivariate distributions, estimation and multivariate model selection, copula based distributions. His most recent works are dealing with the modelling of credit risk and the statistical analysis of financial risk.