prof. dr hab. Wojciech Niemiro

Affiliation

profesor, Institute of Applied Mathematics and Mechanics

Fields of interest

Markov chain Monte Carlo

Mail

W.Niemiro@mimuw.edu.pl

Phone

55-44-441

Room

4410

Other information

Employee's page on USOSweb

Office hours (availability for students)

Poniedziałki 10:00 - 12:00

Podane terminy konsultacji obowiązują tylko w okresie zajęć dydaktycznych

Publications

• Publications list (37)

Fields of research

• Financial Mathematics
  Probabilistic and statistical models in insurance: Models of reinsurance, optimal reinsurance contracts, methods of computing the probability of ruin, Bayesian models of credibility theory
• Statistics and Applied Probability
  

Commissions, councils

• Faculty Council - Electoral College
• Institute of Applied Mathematics and Mechanics Council - Rada Instytutu Matematyki Stosowanej i Mechaniki_2024

Grants

• Asymptotic properties and inequalities for Markov chain Monte Carlo estimatorsN
  Financed by: National Science Center
• Convergence rate of MCMC estimators and convergence of adaptive methods
  Financed by: Ministry of Science and Higher Education