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Kirstin Strokorb

Dr Kirstin Strokorb

Senior Lecturer

School of Mathematics

+44 29206 88833
Abacws, Room 4.22, Senghennydd Road, Cathays, Cardiff, CF24 4AG
Available for postgraduate supervision


My research focus lies on multivariate, spatial and temporal dependence phenomena in extreme value theory. The latter is a branch of probability and statistics that provides theoretically sound procedures for the quantitative assessment or rare and typically hazardous events (as good as possible, knowing the limitations is also an important issue). Its methods are genuinely relevant for institutions, who wish to assess risk exposures in a quantitive data-driven way, for instance, financial services and insurance companies or in environmental engineering. 


Recent activities/news

  • New preprint: Graphical models for infinite measures with applications to extremes and Lévy processes (Sebastian Engelke, Jevgenijs Ivanovs, Kirstin Strokorb), cf. -  A presentation of the general framework can be found here: Some novelties in the paper that are not in the talk: a Hammersley-Clifford type theorem and an Asymptotic Independent example.

  • New preprint: Stochastic ordering in multivariate extremes: the Dirichlet family and beyond (Michela Corradini, Kirstin Strokorb), cf. - Update coming soon! (Meanwhile we can solve one of the open problems from the manuscript, namely the ordering of the multivariate HR family in each of its parameters. Why did we not see that earlier ... ? Still, the proof has not been as easy as one might think at first sight. We'll write it up asap!)

  • Accepted: Invited Paper Session Extreme Value Statistics at the 63rd ISI World Statistics Congress 2021 (virtual, 11-16 July 2021). I hope it will help to draw attention to some of EVS' recent successes and importance in the statistics research landscape and beyond.

  • New preprint: Using scoring functions to evaluate point process forecasts (Jonas Brehmer, Tilmann Gneiting, Martin Schlather, Kirstin Strokorb), cf. - Update coming soon (with Marcus Hermann and Warner Marzocchi) - presumably May 2023! 

  • Congratulations to Jonas Brehmer on his successful PhD viva! (7 Dec 2020)
  • Organised: A session on Advances in Temporal Extremes at CMStatistics in London (Dec 2019).
  • Congratulations to Jonas Brehmer on his first published paper (in EJS) as a PhD student! Why scoring functions cannot assess tail properties (Jonas Brehmer and Kirstin Strokorb), October 2019.
  • Congratulations to Aidan Gibbons, who presented his CUROP project on rainfall extremes in a changing climate in Cardiff's City Hall! (Oct 2018)
  • Organised: A Mini-Workshop on Extreme Value Theory at Cardiff University's School of Mathematics (with a focus on recent challenges and spatial applications). Many thanks for everyone's contributions! The workshop was supported by the LMS (Celebrating New Appointment).













My research focus lies on stochastic processes and dependence concepts in extreme value theory, a branch of probability and statistics that provides theoretically sound procedures for extrapolation beyond the range of data (as good as possible, knowing the limitations is also an important issue). Its methods are usually relevant for institutions that are exposed to high risks, for instance, financial services and insurance companies or environmental engineering institutions. I am also interested in sound tools for forecast evaluation.

So far, I have been involved in projects concerning the following topics:

  • Extreme value theory (correlation functions and dependence concepts for extreme values, connections to stochastic geometry and risk measures, conditional independence)
  • Realisability problems (that deal with the existence of stochastic models with some prescribed distributional properties, connections to convex geometry)
  • Stochastic processes (in particular Gaussian and max-stable processes, construction principles, simulation, R software RandomFields)
  • Markov chains (modelling the evolution of the chain after an extreme event)
  • Sound tools for forecast evaluation (and limitations)

With my research I would like to contribute to the development of improved tools for the analysis and prediction of rare events, in particular their temporal and spatial extent, and the rigorous verification that these tools are suitable in very general situations.

Invited presentations

  • 29th Nordic Conference in Mathematical Statistics, NORDSTAT 2023, Gothenburg (2023)
  • Conference on Adaptive and High-Dimensional Spatio-Temporal Methods for Forecasting, CIRM Luminy (2022)
  • Confernce on Heavy Tails, Long-Range Dependence, and Beyond, CIRM Luminy (2022)
  • BIRS Workshop on Combining Causal Inference and Extreme Value Theory in the Study of Climate Extremes and their Causes, UBC’s Okanagan campus, online (2022)
  • Energy Forecasting Innovation Conference (Software training), King's College London (2022)
  • Probability webinar, King's College London, online (2022)
  • Statistics webinar, King's College London, online (2021)
  • German Probability and Statistics Days, Mannheim, online (2021)
  • Seminar of the RTG 2121, Universitäten Bochum-Dortmund-Essen, online (2021)
  • Statistics seminar, Imperial College London, online (2021)
  • CFE-CMStatistics, London (2019)
  • Stochastics Research Seminar, Mannheim (2019)
  • Workshop on regular variation, Split (2019)
  • 11th Conference on Extreme Value Analysis, Zagreb (2019)
  • Statistics seminar, University of Bath (2019)
  • Statistics seminar, University of St Andrews (2019)
  • Stochastisches Kolloquium, University of Göttingen (2019)
  • Extreme TiDE seminar, Tilburg University (2018)
  • Statistics and Probability Seminar, University of Nottingham (2018)
  • Statistics Seminar, Newcastle University (2018)
  • BIRS-CMO Workshop on Self-similarity, Long-range dependence and Extremes, Oaxaca (2018)
  • 40th Conference on Stochastic Processes and their Applications, Gothenburg (2018)
  • CFE-CMStatistics, London (2017)
  • Stochastics Research Seminar, Mannheim (2017)
  • Oberseminar Stochastik, Braunschweig (2017)
  • 10th Conference on Extreme Value Analysis, Delft (2017)
  • German Statistical Week (Minisymposium on EVT), Augsburg (2016)
  • 3rd Conference of the International Society of Non-Parametric Statistics, Avignon (2016)
  • Working group Extreme Value Theory UPMC Paris 6 (2016)
  • Workshop on Dependence, Stability and Extremes, Fields Institute Toronto (2016)
  • Seminar in Applied Mathematics and Statistics, Copenhagen (2015)
  • The Mathematics and Statistics of Quantitative Risk Management, Oberwolfach (2015)
  • 9th Conference on Extreme Value Analysis, Ann Arbor (2015)
  • Workshop New Developments in Econometrics and Time Series, Bochum (2015)
  • Working group Stochastic Geometry, Karlsruhe (2015)
  • Colloquium on Probability and Statistics, Bern (2014)



  • 2018 Fellow of the HEA (Advance HE, D2)
  • 2017 Baden-Wuerttemberg-Certificate (successful completion of a program in higher education pedagogy)

Teaching initiatives

  • Initiator and Organiser of TEASER - TEAching-Supervision-Edi-foRum at Cardiff's School of Mathematics (jointly with Ana Ros Camacho)

PhD-level courses


I joined Cardiff University as a lecturer teaching on the new Financial Mathematics degree scheme and I supervise projects within our MSc degree programmes

  • MA3805 Quantitative Risk Management (new module)  
  • MA2801 Econometrics for Financial Mathematics (new module)
  • MA1801 Finance I: Financial Markets and Corporate Financial Management (new module)


  • Introduction to Extreme Value Statistics (Lectures and Tutorials, new module)
  • Introduction to Spatial Extreme Value Theory (Lectures and Tutorials, new module)
  • Introduction to Insurance Mathematics (Lectures and Tutorials, 50%, new module)
  • Linear Models (Tutorials and Assistance, new module)
  • Functional Analysis (Tutorials and Assistance)
  • Introduction to the statistical programming language R (Assistance)


Tutorials in

  • Functional Analysis
  • Linear Algebra and Analytic Geometry
  • Analysis II
  • Discrete Mathematics



  • 2020 - present: Senior Lecturer at the School of Mathematics, Cardiff University.
  • 2017 - 2020: Lecturer at the School of Mathematics, Cardiff University.
  • 2013 - 2016: Research and Teaching assistant at Institute of Mathematics, University of Mannheim.
  • Autumn 2015: Research stay at Department of Mathematical Sciences, University of Copenhagen.
  • 2013: PhD (Dr. rer. nat., summa cum laude) at Institute of Mathematical Stochastics/RTG 1023, University of Goettingen.
  • 2010: Diploma (Pure Mathematics, with distinction) at Mathematics Institute, University of Goettingen.
  • Autumn 06/Winter 07: Exchange student at Mathematics Institute, Warwick University.

Honours and awards

  • Oberwolfach Research Fellow: I am looking forward to exploring some exciting ideas with Marco Oesting and Raphael de Fondeville in 2024 at the MFO.
  • Nominated for the Philip Leverhulme Prize (The Leverhulme Trust) by the School of Mathematics, Cardiff University (2020)
  • Mardia Interdisciplinary Workshop Prize by the Royal Statistical Society, awarded to K. Strokorb (PI), M. Ekström and O. Jones (Cardiff University) (2018)
  • Nominated for the Dissertation prize of the Universtitätsbund Göttingen e.V. by the Faculty of Mathematics and Computer Science, University of Göttingen (2014)

Committees and reviewing

Scientific committees:

Associate Editor for peer-reviewed scientific journals:

Reviewing for peer-reviewed scientific journals:

Reviews for MathSciNet.

Grant reviews for


Current supervision

Michela Corradini

Miss Michela Corradini

Research student

Efe Efe-eyefia

Mr Efe Efe-eyefia

Research student

Matt Hutchings

Mr Matt Hutchings

Research student