Olivier WintenbergerOlivier Wintenberger


Mathematical Institute
Universitetspark 5
2100 Copenhagen Ø Denmark


  • Guest Professor, Copenhagen university.
  • Professor at UPMC, LSTA member.
  • Affiliate researcher at the CREST, Laboratoire de Finance et Assurance.
  • Associate Editor of Bernoulli and Extremes journals.
  • Principal Investigator of the network AMERISKA (ANR-14-CE20-0006).


  • January-June 2016 the risksemester starts in Paris with Masterclass mini-courses of members of the network.
  • 11-16 June 2016 the conference ISNPStat to be held in Avignon with several invited sessions organized by members of the network.
  • 13-24 June 2016 the two-weeks summer school Extreme value modeling and water resources to be held in Lyon with lectures on applications to water resources analysis.

Past Events

  • 11-13 May 2015 Conference "Dependence, Limit Theorems and Applications" in honor of Paul DOUKHAN (website) in Paris
  • 15 May 2015 First Meeting of the AMERISKA network (website), Jussieu, Paris
  • 23-27 June 2015 Workshop "Mathematical Foundations of Heavy Tailed Analysis" with two Masterclass courses of S. Resnick and P. Soulier (website), Copenhagen.

Research interests

    Probability inequality, Large deviation, Weak dependence, Density estimation, Model selection, Central limit Theorem, Heavy tailed processes.