Dr. rer. nat. Jonathan Ansari

• In joint work with M. Rockel our paper on Dependence properties of bivariate copula families is now available in Dependence Modeling.
• Paper published: In joint work with E. Lütkebohmert, A. Neufeld and S. Sester, our paper Improved robust price bounds for multi-asset derivatives under market-implied dependence information has appeared in the journal Finance and Stochastics.
• In Feb. 2024, I won an Early Career Research grant from the Paris Lodron University Salzburg. My research project on improved risk bounds for sums of random variables under dependence information is being funded with over €50,000. 
• Paper published: In joint work with L. Rüschendorf, our paper Supermodular and directionally convex comparison results for general factor models is now available open access in the Journal of Multivariate Analysis.
• In joint work with T. Shushi and S. Vanduffel, our paper Up- and down-correlations in normal variance mixture models has been published in the journal Statistics & Probability Letters.
• Conference in Salzburg: I’m part of the local organizing committee for the 11th International Conference on Soft Methods in Probability and Statistics taking place in Salzburg in September 3-6, 2024.
• Since October 2022, I have been working with Dr. S. Fuchs in the project ReDim: Quantifying dependence via dimension reduction

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