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U. Tuncay Alparslan

Assistant Professor
Department of Mathematics and Statistics

  • After getting his PhD from Cornell University in 2006, Tuncay Alparslan served as an Assistant Professor at University of Nevada, Reno until he joined the Department of Mathematics and Statistics at AU in 2009. His primary research interests are in probability theory and stochastic processes with an emphasis on extreme event modeling in the areas of actuarial and financial mathematics, mathematical biology, and environmental sciences via heavy tailed stable distributions. He is also passionate about food and considers himself an almost-epicurean.
  • Degrees

    PhD, Operations Research, Cornell University
    MS, Operations Research, Cornell University
    BS, Industrial Engineering, Bilkent University, Ankara, Turkey

  • CAS - Math & Statistics
  • Gray - 225

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Scholarly, Creative & Professional Activities

Research Interests

Dr. Alparslan is a probabilist. His research focuses on heavy tailed probability laws, stable distributions, extreme/rare event modeling, and risk analysis. His work is motivated by applications in fields such as actuarial mathematics, economics and finance, environmental and atmospheric sciences, mathematical biology and genetics, and catastrophic event analysis.

Honors, Awards, and Fellowships

  • The Senator Alan Bible Teaching Excellence Award, UNR, 2009.
  • Junior Faculty Research Award, UNR, 2008.

Selected Publications

  • Ugur Tuncay Alparslan. A Multivariate Ruin Model for Multiple Lines of Business and Stationary Stable Claims. Submitted, 2013.
  • Ugur Tuncay Alparslan. Tail probability of the supremum of a random walk with stable steps and a nonlinear negative drift. Stochastic Models, 29(3), 2013.
  • Ugur Tuncay Alparslan and Erick Luerken. Reinsurance under extreme risk - An aggregate excess-of-loss model with Frechet claims. Essays on Mathematics and Statistics: Vol. 3, Ed. Vladimir Akis. Athens:¬†ATINER. 1-13, 2013.
  • Ugur Tuncay Alparslan. Exceedance of power barriers for integrated continuous time stationary ergodic stable processes. Advances in Applied Probability, 41(3), 2009.
  • Ugur Tuncay Alparslan and Gennady Samorodnitsky. Ruin probability with certain stationary stable claims generated by conservative flows. Advances in Applied Probability, 39(2): 360-384, 2007.
  • Ugur Tuncay Alparslan and Gennady Samorodnitsky. Asymptotic analysis of the ruin with stationary stable steps generated by dissipative flows. Scandinavian Actuarial Journal, 2007(3): 180-201, 2007.
  • Ugur Tuncay Alparslan. Risk Processes Driven by Stationary Stable Streams of Claims. PhD Dissertation, School of Operations Research and Industrial Engineering, Cornell University, Ithaca, NY, 2006.