Research/CV
Research interests
Probability theory and its applications, Extreme Value Theory, Mathematical modeling in Insurance
and Finance, Probabilistic Models in Molecular Genetics, Time Series
Analysis
Working experience
 19951999 University of Groningen, Research assistant.
 20002003 EURANDOM institute, Eindhoven, Postdoc researcher
 2003present Mathematics Department, Zagreb, Associate professor (from February 2012)
Education
 19891994 Undergraduate program in Mathematics, Mathematics Department, University of Zagreb, Croatia.
 19941995 Master Class on Applied Statistics, Mathematical Research Institute in Utrecht, The Netherlands.
 19951999 University of Groningen, PhD program.
 2000 PhD from Mathematics Department, Groningen University
 20002003 Postdoctoral fellow at EURANDOM institute in Eindhoven
Publications in refereed journals Basrak, Bojan; Hrvoje Planinić; Soulier Philippe. An invariance principle for sums and record times of regularly varying stationary sequences. Probab. Theory Related Fields, (accepted for publication) (2017), arXiv:1609.00687.
 Basrak, Bojan; Azra Tafro. A complete convergence theorem for stationary regularly varying multivariate time series. Extremes (2016), Vol 19, Issue 3, 549–560
 Basrak, Bojan; Drago Špoljarić. On randomly spaced observations and continuous time random walks. Journal of applied probability. 53, Issue 3, (2016) ,
 Basrak, Bojan; Limits of renewal processes and PitmanYor distribution, Electronic Communications in Probability. Vol 20, (2015), 113
 Basrak, Bojan; Drago Špoljarić. Extremes of random variables observed in renewal times, Statistics and Probability Letters, 97 (2015); 216221
 Basrak, Bojan; Danijel Krizmanic. A Multivariate Functional Limit Theorem in Weak M_1 Topology. Journal of Theoretical Probability. 28 (2015) , 1; 119136
 Basrak, Bojan; Tafro, Azra. Extremes of moving averages and moving maxima on a regular lattice. Probability and Mathematical Statistics. 34 (2014), 1; 6179
 Basrak, Bojan; Danijel Krizmanic. A limit theorem for moving averages in the $\alpha$stable domain of attraction. Stochastic Processes and their Applications. 124 (2014), 2; 10701083
 Basrak, Bojan; Rafal Kulik; Zbigniew Palmowski. Heavy tailed branching process with immigration. Stochastic Models, 29 (2013), 4; 413434.
 Basrak, Bojan; Danijel Krizmanic; Segers Johan. A functional limit theorem for partial sums of dependent random variables with infinite variance. Annals of Probability. 40 (2012) , 5; 20082033
 Basrak, Bojan. Limit theorems for the inductive mean on metric trees. Journal of applied probability. 47 (2010) , 4; 11361149
 Basrak, Bojan; Segers, Johan. Regularly varying multivariate time series. Stochastic processes and their applications. 119 (2009) , 4; 10551080
 Goldstein, Pavle; Zucko, Jurica; Vujaklija, Dušica; Kriško, Anita; Hranueli, Daslav; Long, F Paul; Etchebest, Catherine; Basrak, Bojan; Cullum, John. Clustering of protein domains for functional and evolutionary studies. BMC Bioinformatics. 10 (2009) ; 335133511
 Hranueli, Daslav; Cullum, John; Basrak, Bojan; Goldstein, Pavle; Long, F. Paul. Plasticity of the Streptomyces genome  evolution and engineering of new antibiotics. Current medicinal chemistry. 12 (2005) , 14; 16971704
 Basrak, Bojan; Klaassen, Chris A. J.; Beekman, Marian; Martin, Nick G.; Boomsma, Dorret I. Copulas in QTL Mapping. Behavior genetics. 34 (2004) , 2; 161171
 Basrak, Bojan; Davis, Richard A.; Mikosch, Thomas. Regular variation of GARCH processes. Stochastic processes and their applications. 99 (2002) , 1; 95115
 Basrak, Bojan; Davis, Richard A.; Mikosch, Thomas. A Characterization of Multivariate Regular Variation. Annals of applied probability. 12 (2002) , 3; 908920
 Basrak, Bojan; Davis, Richard A.; Mikosch, Thomas. The sample ACF of a simple bilinear process. Stochastic Processes and their Applications. 83 (1999) , 1; 114
Book chapters and refereed proceedings Bojan, Basrak; Chris Klaassen. Efficient Estimation in the Semiparametric Normal RegressionCopula Model with a Focus on QTL Mapping. Festschrift for Jon Wellner, IMS Collections (2013)
 Basrak Bojan: FisherTippett theorem. In International Encyclopedia of Statistical Science, Springer, ed. Lovric, M. (Ed.) (2011) 525526
 Basrak, Bojan; Segers, Johan. Extremal properties of multivariate moving average processes with random coefficients, Bulletin of the International Statistical Institute, Vol 62, (2007), 35703573 (Proceedings of of the 56th session of the ISI at Lisabon)
PhD thesis The Sample Autocorrelation Function of NonLinear Time Series, (2000), Rijksuniversiteit Groningen.
Publications in Croatian (popular) Lulic,
Ileana; Kovic, Ivor; Basrak, Bojan; Bilic Zulle, Lidija; Petrovecki,
Mladen. Sjede li studenti u predavaonici prema slucajnom rasporedu? –
pilot studija Zbornik radova 7. simpozija Hrvatskog društva za
medicinsku informatiku Kern, Josipa ; Hercigonja Szekeres, Mira (ur.).
Zagreb : Medicinska naklada, d.o.o., 2005. 3639
 Bojan Basrak i Ivana Slamić: Primjena vjerojatnosti u usporedbi DNK nizova, math.e 14, 2009.
 Bojan Basrak i Ivan Varga: Benfordov zakon, math.e 23, 2013.
 Ivana Antoliš i Bojan Basrak: Koliko su veliki veliki djeljitelji? Matematičkofizički list. 4. 264. 20152016.
 Andrijana Brkić i Bojan Basrak: Poissonovi točkovni procesi, Osječki matematički list 16 (2016), 135147
 Basrak Bojan. Croatian quants day, Casopis GEO, Financijski vodic, Lipanj 2010.
Invited and/or Refereed Presentations Risk, Insurance and Extremes, 2000. Eindhoven A characterization of multivariate regular variation.
 Extremes 2001, Leuven, Multivariate time series with regularly varying tails
 Winterschool Mathematics and Biology, 2001. Wageningen, Probabilistic approach to phylogenetic trees.
 KOI 2004, Trogir, Croatia, 10th International Conference on Operational Research. Linkage analysis in human genetics
 ISI 2007, Lisabon, Extremal properties of moving average processes with random coefficients
 German Open Conference on Probability and Statistics, Karlsruhe, Copulas for the analysis of linkage in human genetics, Mar 2004
 Workshop  HighDimensional Data Analysis in Economics 2010, Extreme Values and Dependence in Financial Time Series, Faculty of Economics and Business Zagreb and HumboldtUniversitaet zu Berlin
 Stochastic Networks and Related Topics III, Bedlewo, May 2011
 Workshop  Statistical Analysis of Financial Data, Faculty of Economics, Rijeka and HumboldtUniversitaet zu Berlin, October 2011
 Copenhagen, PhD course on Extremes in Time and Space. Extremes and sums of regularly varying observations, May 2013.
 Copenhagen, Workshop on Extremes in Time and Space. On the extremal behavior of random variables observed at renewal times, May 2013.
 Osijek, 18th European Young Statisticians Meeting. On dependent regularly varying observations. Keynote address, August 2013.
 Banff, Recent Advances and Trends in Time Series Analysis: Nonlinear Time Series, April/May 2014
 Stochastic Networks and Related Topics IV, Bedlewo, May 2014: On extremal behavior of random variables observed in renewal times
 Copenhagen University, Workshop Mathematical Foundations of Heavy Tailed Analysis, 2227 June 2015: An invariance principle for renewal processes and PitmanYor distribution
 Fields Institute, Toronto, Workshop on Dependence, Stability, and Extremes, 26 May 2016, On tail process and limit theorems
 3rd ISNPS congress, Avignon, 1115 June 2016, On records and record times
 Stochastic models V, Bedlewo, September 2016. An invariance principle for sums of stationary sequences
 3rd Workshop on Probability Theory and its Applications. KIAS, An invariance principle for regularly varying sequences, Korea Institute for Advanced Study, Seoul, December 2016
 Spring School in Risk, Institute for Risk and Uncertainty, University of Liverpool, April 2017. Point Processes  Risk Applications
 AMERISKA meeting, UPMC, Paris, June 2017, On central limit theorem for marked Hawkes processes,
 ISSPSM 2017, Debrecen, August 2017. On stationary regularly varying sequences and arrays
 CMStatistics 2017, London, December 2017. On records of stationary heavy tailed sequences
Invited Talks Amsterdam, Vrije Universiteit, Semiparametric and nonparametric methods of QTL mapping, Sep 2002.
 Aarhus, Aarhus University, Statistics and Probability in Reconstruction of Phylogenetic Trees, May 2002.
 Copenhagen, University of Copenhagen, On multivariate heavy tailed time series, Jun 2008.
 Delft, Delft University of Technology, On Multivariate Regular Variation and Sequences od Dependent Random Variables, Oct 2002.
 Duesseldorf, HeinrichHeineUniversity Duesseldorf, On probabilistic analysis of tree reconstruction algorithms, Nov 2002.
 Tilburg, Tilburg University, On the tail behavior of nearly additive Markov chains, Feb 2006.
 Tilburg, CentER, Tilburg University, A functional limit theorem for partial sums of dependent random variables with infinite variance, Apr 2010,
 Ljubljana, University of Ljubljana, On Markovian Time Series Models with Heavy Tails, Dec 2006,
 Ljubljana, University of Ljubljana, On dependence structure of multivariate heavy tailed time series, Feb 2008.
 Zagreb, Institut Rudjer Boskovic, Analiza povezanosti u humanoj genetici, Apr 2004.
 Zürich, ETH, Copulas for the analysis of linkage in human genetics, Mar 2004.
 LouvainlaNeuve, Université catholique de Louvain, Asymptotic behavior of sample mean on trees, Apr 2009.
 Berlin, HumboldtUniversität zu Berlin  Weierstrass Institute, On regularly varying time series, Oct 2010.
 Ljubljana, University of Ljubljana, On heavy tailed time series and their sums  Functional limit theorems, 2014.
 Torun, Nicolaus Copernicus University, A limit theorem for renewal processes, Apr 2015.
 Ottawa, University of Ottawa, An invariance principle for renewal processes and PitmanYor distribution, June 2015
 Université Paris Ouest Nanterre La Défense, On randomly spaced observations and PitmanYor distribution, September 2015.
 University of Manchester, Tail process and extremes of heavy tailed sequences, March 2016.
 University of Liverpool, Tail process and extremes of heavy tailed sequences, March 2016.
 Paris VI, UPMC, On tail process and its role in limit theorems, March 2016.
 University of Illinois, UrbanaChampaign, On tail process, April 2016
 Korea Advanced Institute of Science and Technology, An invariance principle for sums and record times of stationary sequences, Daejeon, December 2016
before 2000 or at local universities: Groningen, Rotterdam, Muenchen, Eindhoven, Osijek, Zagreb, Varazdin, Rijeka, Split Refereeing for journals Bernoulli
Journal, the Australian and New Zealand Journal of Statistics, Journal
of the Royal Statistical Society: Series B, Journal of Multivariate
Analysis, Annals of Applied Probability, Statistics, Statistica Sinica,
Statistical Science, Stochastic processes and their applications,
Stochastic models, Probability Theory and Related Fields, Computational Statistics and Data Analysis, Extremes
PhD studentsDanijel Krizmanić (2010), Azra Tafro (2014), Ivo Ugrina (2014, coadvisor), Drago Špoljarić (2014, coadvisor) present: Petra Žugec, Vedran Horvatić (coadvisor), Hrvoje Planinić (coadvisor). PhD committee membership (foreign only)Goražd Brumen (Univerza v Ljubljani, 2006) Andreja Krajina (Tilburg University, 2010) Actuarial specialist program thesis advisor: Gordana Jakšetić (2009), Bernardica Peranec (2010), Branka Skelin (2010), Katarina Stanić (2011), Davor Borojević (2013), Daniela Šipalo (2014), Marijana Vižintin (2016).
Master students (in random order): Vesna
Gotovac, Vančo Balen, Stojan Štironja, Vedran Horvatić, Tatjana
Pejčinović, Iva Opašić, Milena Vulević, Ivana Vidaković, Mirjana Jukić,
Berislav Šega, Josip Kljaković Gašpić, Marija Šelimber, Tanja Galušić,
Mislav Mišković, Julijana Njegovec, Bernarica Peranec, Jadranka Korn,
Ivana Vučko, Ivana Pežak, Borna Novak, Anton Golub, Marija Galić, Mirna
Krmpotić, Ivana Slamić, Anita Slivar, Sandra Lovrinčević, Azra Tafro, Željka Bartolić, Marina Rimac, Ana Peručić, Željka Seničić, Jadranko
Filipčić, Ivana Brguljan, Josipa Akalović, Srdjan Mijić, Aleksandar Šujica, Ivana Čulina, Valentina Filipović, Davor Kunovac, Stipe Luetić,
Karlo Brguljan, Vedrana Jerčić, Marko Baržić, Tea Bašković, Kruno Komugović, Marka Todorović, Ervin Duraković, Valerija Horvat, Ivan Varga, Mia Primorac, Martina Pehar, Boris Krajinović, Marin Drlje, Doris Zelić, Arijan Lisičar, Marija Prša, Vanja Jović, Živa Mitar (Ljubljana, Prešernova nagrada za rad), Ana Bevanda, Ivo Božić, Miko Martinić, Ivana Antoliš, Ognjen Stipetić, Vedrana Vazdar, Elio Bartoš, Andrijana Brkić.
Other professional Activities Organizer of Croatian Quants Day, Workshop on Quantitative Methods for Insurance and Finance, Zagreb in 2008,2009,2010,2011,2012,2014 Member of the organizing committee, 6th Croatian Mathematical Congress, 2016. Member of the organizing committee, 1st Croatian Actuarial Conference, 2016. Member and ex treasurer and vicepresident of Croatian Society for Theoretical and Mathematical Biology. Member of IMS and Bernoulli society. Invited
session organizer; The biennial international conference of the
International Society for Business and Industrial Statistics,
Portoroz, Slovenija, 2010 Teaching Experience PhD course on Extremes in Time and Space (Copenhagen)
 Probability (doctoral program)
 Statistics (undergraduate program Math Dept)
 Introduction to actuarial mathematics
 Markov chains
 Stochastic processes
 Time Series Analysis (undergraduate program)
 Time Series Analysis (doctoral program in Ljubljana)
 Selected Applications of Probability and Statistics
 Finance Lab
 Stochastic processes (Osijek)
 Probabilistic models in applications
 Vector spaces 1
 Vector spaces 2
 Statistics (undergraduate program Biology Dept)
 Actuarial mathematics 2 (specialists program)
 Measure and Integration
 Probability (undergraduate program)
 Mathematical finance (undergraduate program, Osijek)
 Risk Theory
 Introduction to Probability and Statistics
 Financial modelling
 Asymptotic Statistics (doctoral program)
 Mathematical and Statistical methods (doctoral program, Faculty of Geodesy, Zagreb)
