A Conversation With Paul Embrechts

Paul Embrechts was born in Schoten, Belgium, on 3 February 1953. He holds a Licentiaat in Mathematics from Universiteit Antwerpen (1975) and a DSc from Katholieke Universiteit Leuven (1979), where he was also a Research Assistant from 1975 to 1983. He then held a lectureship in Statistics at Imperial College, London (1983–1985) and was a Docent at Limburgs Universitair Centrum, Belgium (1985–1989) before joining ETH Zürich as a Full Professor of Mathematics in 1989, where he remained until his retirement as an Emeritus in 2018. A renowned specialist of extreme-value theory and quantitative risk management, he authored or coauthored nearly 200 scientific papers and five books, including the highly influential ‘Modelling of Extremal Events for Insurance and Finance’ (Springer, 1997) and ‘Quantitative Risk Management: Concepts, Techniques and Tools’ (Princeton University Press, 2005, 2015). He served in numerous editorial capacities, notably as Editor-in-Chief of the ASTIN Bulletin (1996–2005). Praised for his natural leadership and exceptional communication skills, he helped to bridge the gap between academia and industry through the foundation of RiskLab Switzerland and his sustained leadership for nearly 20 years. He gave numerous prestigious invited and keynote lectures worldwide and served as a member of the board of, or consultant for, various banks, insurance companies and international regulatory authorities. His work was recognised through several visiting positions, including at the Oxford-Man Institute, and many awards. He is, inter alia, an Elected Fellow of the Institute of Mathematical Statistics (1995) and the American Statistical Association (2014), an Honorary Fellow of the Institute and the Faculty of Actuaries (2000), Honorary Member of the Belgian (2010) and French (2015) Institute of Actuaries and was granted four honorary degrees (University of Waterloo, 2007; Heriot-Watt University, 2011; Université catholique de Louvain, 2012; City, University of London, 2017). The following conversation took place in Paul's office at ETH Zürich, 17–18 December 2018.     

An Interview with Chris Skinner

Chris Skinner was born in London on 12 March 1953. He completed a BA in mathematics in 1975 at the University of Cambridge. He then obtained an MSc degree in statistics from the London School of Economics and Political Science (LSE) in 1976 and worked as an assistant statistician in the Central Statistical Office for 1 year. After working as a research assistant in LSE from 1977 to 1978, he joined the University of Southampton as a lecturer in 1978, where he earned a PhD in social statistics in 1982. He remained at the University of Southampton, where he became a senior lecturer in 1989 and professor of statistics in 1994. While serving as the head of his department from 1997 to 2000, he played a crucial role in the creation of an MSc programme in official statistics in 1999. In 2011, he returned to the LSE, where he currently holds the position of professor of statistics. Chris is the author of over 80 peer‐reviewed articles in statistical journals and the co‐editor of two influential books on the analysis of survey data. He made significant research contributions covering areas that include the analysis of survey data, inference in the presence of non‐response and measurement errors and statistical disclosure control. He served on several advisory committees, including the Statistical Methods Advisory Committee at Statistics Canada (from 2000 to 2011) and the National Statistics Methodology Advisory Committee in the United Kingdom (from 2001 to 2010). He has received numerous awards and honors for his outstanding contributions to survey sampling and social statistics. He is a Fellow of the American Statistical Association, Fellow of the British Academy and a Fellow of the Academy of Social Sciences. In 2009, he received the West Medal from the Royal Statistical Society for contributions to social statistics, and in 2010, he was made a Commander of the Most Excellent Order of the British Empire. In 2019, he also received the Waksberg award to recognize his contributions to survey methodology. The following conversation took place at LSE on 21 May 2019.     

A Conversation with James O. Ramsay

Jim Ramsay was born on September 5, 1942, in Prince George, British Columbia. He pursued undergraduate studies at the University of Alberta, where he completed a BEd in 1964 with a major in English and a minor in mathematics. He then specialized in statistics and psychometry, earning a PhD in psychology from Princeton University in 1966. After holding a temporary lectureship in the Department of Psychology at University College London for one year, he joined the Department of Psychology at McGill University, where he rose through the academic ranks. He was chair of his department from 1986 to 1989 and spent sabbatical leaves in Cambridge, Grenoble, and Toulouse. He was named professor emeritus upon his retirement in 2007. Jim is the author of four influential books and over 100 peer‐reviewed articles in statistical and psychometric journals. He developed much of the statistical theory behind multidimensional scaling and is widely recognized as the founder of functional data analysis. Three of his papers were read to the Royal Statistical Society, and another won The Canadian Journal of Statistics 2000 Best Paper Award. The Statistical Society of Canada (SSC) awarded him a Gold Medal for research in 1998 and an honorary membership in 2012. Jim was president of the Psychometric Society in 1981–82 and president of the SSC in 2002–03. The following conversation took place at Jim's home in Ottawa, Ontario, on March 14 and April 4, 2012.     

Interview with Professor Adrian FM Smith

Adrian Smith joined The Alan Turing Institute as Institute Director and Chief Executive in September 2018. In May 2020, he was confirmed as President Elect of the Royal Society. He is also a member of the government's AI Council, which helps boost AI growth in the UK and promote its adoption and ethical use in businesses and organisations across the country. Professor Smith's previous role was Vice-Chancellor of the University of London where he was in post from 2012. He is a past President of the Royal Statistical Society and was elected a Fellow of the Royal Society in 2001 in recognition of his contribution to statistics. In 2003-04 Professor Smith undertook an inquiry into Post-14 Mathematics Education for the UK Secretary of State for Education and Skills and in 2017, on behalf of Her Majesty's Treasury and the Department for Education, published a 16-18 Maths Review. In 2006 he completed a report for the UK Home Secretary on the issue of public trust in Crime Statistics. He received a knighthood in the 2011 New Year Honours list. The following conversation took place at the Alan Turing Institute in London, on July 19 2019.     

段永平：平心“投善”

“心平气和，方有所悟。”48岁的阿段说。这已经成为他投资与慈善哲学的一部分     

George Raymond Geiger (1903-1998): A Rich Life

ABSTRACT George R. Geiger, professor of Philosophy at Antioch College for fifty years, died March 19, 1998. He was a founding member of the editorial council of the American Journal of Economics and Sociology (1941-1998) and of the Antioch Review (1941-1998). He was also an advisor to and consulting editor of the Humanist (1955–59). He was the son of the founder of the Henry George School of Social Science of New York City and John Dewey's last doctoral student at Columbia University. Early on in his career he took up his father's cause, that of land value taxation; later he took up a defense of the contributions of his mentor, Dewey, and became in his own words a "journalist of philosophy."     

An interview with Luis Raúl Pericchi

Luis Raúl Pericchi Guerra was born in Caracas, Venezuela, on 11 March 1952. He completed a B.S. in Mathematics in 1975 at the Universidad Simón Bolívar in Caracas, an M.S. in Statistics at the University of California Berkeley in 1978 and a Ph.D. in Statistics at Imperial College London in 1981. After graduating from Imperial College, Luis Raúl went back to Universidad Simón Bolívar. There, he played a key role in the developing of graduate programmes in Statistics and single handedly built an internationally recognised group focused on Bayesian statistics. In 2001, he moved to the Universidad de Puerto Rico in Rio Piedras to become the Chair of the Mathematics Department. At Universidad de Puerto Rico, he was instrumental in the establishment of a Ph.D. track in Computational Mathematics and Statistics. Luis Raúl has published over 120 papers in statistical and domain-specific journals, making significant contributions to several areas of Bayesian statistics (especially in the areas of model selection and Bayesian robustness) and their application (especially in hydrology). He is a Fellow of the American Statistical Association, the International Society for Bayesian Analysis, the John Simon Guggenheim Memorial Foundation and an Elected Member of the International Statistical Institute. This conversation took place over multiple sessions during the 2022 O'Bayes meeting in Santa Cruz, California, and the months that followed.     

A Conversation with Roger Koenker

Roger William Koenker was born February 21, 1947. He graduated from Grinnell College in 1969 and obtained his PhD in Economics from University of Michigan in 1974 under the direction of Saul Hymans. He was Assistant Professor of Economics at the University of Illinois at Urbana‐Champaign (UIUC) from 1974 to 1976, and a member of Technical Staff at Bell Telephone Laboratories from 1976 to 1983 and returned to UIUC as Professor in 1983. He is currently a William B. McKinley Professor of Economics and Professor of Statistics at UIUC. He is best known for his seminal work on quantile regression, which has emerged as a powerful regression analysis tool across many disciplines. He is a Fellow of the American Statistical Association, Fellow of the Institute of Mathematical Statistics, Fellow of Econometric Society, and recipient of the 2010 Emanuel and Carol Parzen Prize for Statistical Innovation. The conversation covers part of Roger Koenker's career as an econometrician and statistician, starting from his college years.     

Breaking into Unemployment: The Black Economy and Workfare

Dr Graham Dawson, of the Employment Research Centre at University of Buckingham, sketches the reality of unemployment and the black economy. He describes how he helped carry out a survey of the unemployed in Liverpool in October 1986 and lost his car radio.     

H. G. J. as Biographer's Subject: Some Autobiographical Writings

In the last decade of his life, Harry Johnson (1923–1977) wrote a number of autobiographical pieces. He published three relating to his periods in Cambridge (1946–47 and 1949–55), but he did not publish two long autobiographical notes and a series of memoirs of his undergraduate career at the University of Toronto (1939–43), his first teaching job as the entire economics department at St. Francis Xavier University in Antigonish, Nova Scotia (1943–44) and his later period in England (1966–74). This material provides a number of clues as to the way Harry wished to be remembered and the paper develops some of the strongest autobiographical themes common to them.     

An Interview with Jae C. Lee

Jae Chang Lee was born in Chang‐Nyoung, South Korea, on 9 August, 1942. After high school, he attended Seoul National University during a period of military dictatorship. As a leader of the student protest movement, he was forced to flee the country. He completed undergraduate and graduate studies at Ohio State University (PhD 1972) in USA and then joined the faculty at Moravian College in Pennsylvania. He returned permanently to South Korea in 1981 to a faculty position at Korea University. He has held visiting positions at the US National Bureau of Standards, the US Naval Coastal Systems Center, Ohio State University, Temple University, the University of Wollongong and Chuo University. Professional contributions include President of International Statistical Institute, Organiser of the International Statistical Institute (ISI) Congress in Seoul in 2001, President of the International Association for Statistical Computing and of the Korean Statistical Society (KSS), Editor, Journal of the Korean Statistical Society and Co‐Editor, Computational Statistics and Data Analysis. Honours include ISI Methorst Award, Distinguished Service Award (KSS), Presidential Award for Statistical Contribution and Order of Service Merit from the Korean Government, Certificate of Distinguished Contribution from the Japanese Society of Computational Statistics and elected member, Korean Academy of Science and Technology. The interview was conducted during 23–27 April 2013, at Jae C's country home in Pocheon City.     

Ladislaus von Bortkiewicz—Statistician,Economist and a European Intellectual

Ladislaus von Bortkiewicz (1868–1931) was a European statistician. His scientific work covered theoretical economics, stochastics, mathematical statistics and radiology; today, we would call him a cross‐disciplinary scientist. With his clear views on mathematical principles with their applications in these fields, he stood in conflict with the mainstream economic schools in Germany at the dawn of the 20th century. He had many prominent students (Gumbel, Leontief and Freudenberg among them), and he carved out the path of modern statistical thinking. He was a true European intellectual with a career path from St. Petersburg via Göttingen to Straßburg and finally the Berliner Universität, now Humboldt‐Universität zu Berlin. He is known for the precise calibration of insurance claims applying the—at that time hardly known—Poisson distribution to Prussian horse kick and child suicide data. He proposed a simple solution to the Marxian transformation problem and wrote numerous articles and books on the mathematical treatment of statistical (including radiological physical) data. In this article, we sketch his life and work and point out the prominent role that he has in today's statistical thinking.     

Chamberlin's Experimental Markets Revisited: A Computerized Journey

A bstract . Professor Edward Hastings Chamberlin conducted many experiments about imperfect markets at Harvard University, using his students as bargaining agents. He found that transaction volumes ( i.e. number of units sold) were consistently higher in these "imperfect" markets than would have been the case if the markets were "perfect." This he found surprising but explainable. He also found, however, that the average transaction prices were consistently lower than their equivalents in perfect markets. That he found both surprising and unexplainable. He finally assumed that the biased behavior of his students caused that phenomenon. In the present study, his experiments were replicated but the alleged bias was eliminated by replacing the students with a computer which was programmed to deal impartially and objectively with all buyers and sellers. On completion of the simulation, it was found that the transaction volumes were indeed significantly higher than their perfect market equivalents, but average prices were very comparable to their counterparts in perfect markets. Thus Chamberlin's hypothesis was correct on both counts. This verification of the suspect results we consider very significant, because they may have far reaching effects on welfare economics. As more 'transactions may be completed at essentially the same average price, perhaps the efficiency of these markets could be improved by making these markets less perfect rather than less imperfect.     

英孚：布局中国的辩证关系

染成黄绿色的头发一根一根地树立着,然而一身中规中矩的西服却非常笔挺,他就是英孚教育（English First）和中国区总裁比尔·费舍尔（Bill Fisher）。比尔长相酷似北欧人,但却是地地道道的美国人,比尔认为他对英孚的管理之道跟他的穿着打扮非常类似——中规中矩中坚持独立个性……     

2007年50位最具领导力的CEO

3马蔚华招商银行股份有限公司行长综合得分4.139上届排名11单项指标最高排名前瞻性等两项1单项指标最低排名变革力等两项11单项指标最高得分决策力4.571单项指标最低得分变革力3.755马蔚华:决胜海外如果把招商银行定义为中国最具创新意识的银行的话,恐怕没有人会提出异议。从最初的一卡通、金葵花理财再到招行信用卡,招商银行一直以其敏锐的嗅觉捕捉着市场的商机。这一切都与招商银行行长马蔚华密不可分。这位亦官亦商的东北汉子上任至今     

浅析和珅与管理

本文从对和珅的一生着手,分析、归纳、总结,他一生中所运用到的管理理念。虽然众所周知和珅是一个前无古人,后无来者的大贪官,但是,他之所以能成为一个能名留千古的人物,也可以说明他的一生不同寻常。因此,我们通过对和珅的分析,了解,可以看到他是怎样运用管理这个名词。     

European Management Education: the Prospects For Unification

Mark Easterby-Smith is Head of the Department of Management Learning at Lancaster University. In his article he takes a detailed look at the similarities and differences in management education in France and the UK. He also describes the pattern in Spain, Holland, Italy and Germany. His central purpose is to assess how far the trend towards European integration at the political and economic levels can, and should, be matched in management education. the article neatly complements Peter Lawrence's in that it focuses on institutional arrangements whereas Lawrence concentrates on cultural aspects. Easterby-Smith considers the strategies being pursued by institutions to increase their European exposure through changes to course content and student and faculty exchanges as well as other measures. He contends that while there are strong arguments for increased integration, there is aslo a case for retaining diversity.     

The Hidden Tax of Government Regulation

The increasing burden of government regulation on economic activity in both the United Kingdom and the United States is examined critically by Murray Weidenbaum, Mallinckrodt Distinguished University Professor at the Center for the Study of American Business at Washington University, St Louis, and formerly chairman of the US Council of Economic Advisers. He calls for the removal of government-imposed barriers to markets in fuel, pharmacy, transport, finance and other goods and services.     

Interview with Nancy Reid

Nancy Reid was born in September 1952 in Niagara Falls, Canada. She graduated from the University of Waterloo with a Bachelor in Mathematics and a major in Statistics in 1974. She pursued her training in Statistics at the University of British Columbia (UBC) where she obtained a Master's in Applied Mathematics in 1976 and at Stanford University, where she graduated with a PhD in Statistics in 1979. After spending one year at Imperial College in London visiting Sir David Cox, she joined UBC as an Assistant Professor in the Department of Mathematics, where she had an important role in the creation of the Department of Statistics. In 1986, she moved to the University of Toronto, where she has been since then as a faculty in the Department of Statistics. Nancy has served as Chair of the Department between 1997 and 2002. Nancy's research in conditional inference, higher order asymptotics and composite likelihood has been influential in Statistics. Her outstanding contributions to Statistics were recognized nationally and internationally with many awards, including the President's Award of the Committee of Presidents of Statistical Societies (COPSS), Gold Medal awarded by the Statistical Society of Canada and Elected Foreign Associate of the National Academy of Sciences. She received the Doctor of Mathematics, Honoris Causa, University of Waterloo. Nancy served with distinction as Editor of the Canadian Journal of Statistics and President of the Statistical Society of Canada and President of the Institute of Mathematical Statistics. In 2014, she was appointed as Officer of the Order of Canada for her outstanding achievements, exemplary leadership and service to Canadians. The following conversation took place at the JSM 2016 in Chicago, on August 2 and 3, 2016.     

Letter to a Young Economist

Professor Prest prepares a recently graduated student of economics for the traps and tripwires of his profession. He is reticent about his allusions, and readers may guess - or grimace - at the organisations and individuals he has in mind.